Spydertrader's Jack Hershey Futures Trading Journal

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flash long signal, maybe :p
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Quote from bucherwin:

nkhoi, I can calculate the premium but failed to make it into 1-min histogram chart.

Thanks again.
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click file, new bar chart, then type in the formular, select 1m , select histogram type at where you select candle or bar type.
 
Quote from Tums: the problem with the histogram display is that it only shows the value happened at the closing of the bar. If the value on that bar at the final second happens to be high, you have a high histogram reading, if the final value of that bar was low, you have a low histogram reading.
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In tradestation I'm able to hold the extreme values of each bar in a variable and plot them as separate lines on the chart. In the attached pic the thin portion of each bar represents the extremes and the thick portion represents the last value, which fluctuates with each tick. Also look at Spooztrader's charts. He shows the same info in a slightly different way.
 

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Thanks, NKHOI, for the information, I've tried for several days about: file, newbar chart and typed in the formular, select 1-minute, select histogram and message came out each time with"not available".

This computer, I use now, runs window-VISTA. Hmmm, not sure what to do now.
 
Quote from bucherwin:

Thanks, NKHOI, for the information, I've tried for several days about: file, newbar chart and typed in the formular, select 1-minute, select histogram and message came out each time with"not available".

This computer, I use now, runs window-VISTA. Hmmm, not sure what to do now.
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start with just plain histogram of YM07M then INDU, then (YM07M - INDU) and see where you get stuck.
 
Quote from txuk:

In tradestation I'm able to hold the extreme values of each bar in a variable and plot them as separate lines on the chart. In the attached pic the thin portion of each bar represents the extremes and the thick portion represents the last value, which fluctuates with each tick. Also look at Spooztrader's charts. He shows the same info in a slightly different way.
More...
good. I will do the same, add a variable to plot the high/lows.
 
Quote from txuk:

In tradestation I'm able to hold the extreme values of each bar in a variable and plot them as separate lines on the chart. In the attached pic the thin portion of each bar represents the extremes and the thick portion represents the last value, which fluctuates with each tick. Also look at Spooztrader's charts. He shows the same info in a slightly different way.
More...

txuk,

When you plot the extreme values, which ones do you use? For example, if the Str/Squ formula = (YM-INDU) - offset, do you use the (High YM - High INDU) - offset for one set of plot values and the (Low YM - Low INDU) - offset for another set of plot values?

I am collecting the tick data for the YM and the INDU in Excel and within each 1-minute bar, I have extreme values (highs and lows). I'm not sure which ones to be using in my formula to create my histogram.

From my latest observations, there seems to be enough variance in the extremes (highs and lows) even within a 1-minute bar (even more so in longer bar fractals), that this could affect the conclusions one might draw from their histogram.

Thanks for any light you could shed on this for me.
 
Quote from WGTrader: When you plot the extreme values, which ones do you use? For example, if the Str/Squ formula = (YM-INDU) - offset, do you use the (High YM - High INDU) - offset for one set of plot values and the (Low YM - Low INDU) - offset for another set of plot values?

I am collecting the tick data for the YM and the INDU in Excel and within each 1-minute bar, I have extreme values (highs and lows). I'm not sure which ones to be using in my formula to create my histogram.
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WG, you can ignore the High/Low values of YM and INDU. You want to always work with the immediate spread of YM minus INDU minus Offset. At the beginning of each 1min bar, reset your sq/str extreme variables. With each passing tick re-calc the spread. If the spread is at its highest or lowest point on this bar, then update your extreme values. So you are plotting three values on each bar: current spread, hi extreme, lo extreme.

Hope this helps
 
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