Denis
--- In [email protected], "Bill Schmidt" <[EMAIL PROTECTED]> wrote:
>
> You might also find the following seminar useful:
>
http://www.interactivebrokers.com/en/general/education/webinars/cme-4-10-2006.html
>
>
> On Thu, 11 May 2006 08:38:55 -0400, denis.dube <[EMAIL PROTECTED]>
> wrote:
>
> > Thanks, I'll have a look.
> >
> > Denis
> >
> > --- In [email protected], "Greg" <gregbean@> wrote:
> >>
> >
> >> Denis,
> >>
> >> There is alot of info at www.enthios.com regarding a MP trading
> > method. Take a look at this webpage
> > http://www.enthios.com/FrontPage.htm . I guess that the Ensign program
> > would have to be used for now unless someone can program AB to do the
> > same stuff as Ensign. "Range Bars" and MP don't seem to be available
> > in AB at this time, but if/when Tomasz makes it available it will
> > probably be worth the wait . In any case the method of trading as
> > shown here http://www.ensignsoftware.com/tips/tradingtips70.htm might
> > help you with the discipline part.
> >>
> >> Take care,
> >>
> >> Greg
> >> ----- Original Message -----
> >> From: denis.dube
> >> To: [email protected]
> >> Sent: Wednesday, May 10, 2006 11:39 PM
> >> Subject: [amibroker] Re: Volume on Price
> >>
> >>
> >> I have just started using it. I tried a few methods to trade ES but I
> >> had to go back to the drawing board. When I saw the MP thread
> >> on elitetrader I decided to give that a shot. This time though I'm
> >> paper trading using an IB paper trading account. I only trade part
> >> time; I work shifts and trade when I'm off. I have not been
successful
> >> with it yet but I'm optimistic; I missed several opportunities due to
> >> a lack of discipline and I can improve on that. This is a
> >> "discretionary trader" tool so my evaluation can be subjective but
> >> what I see is the market really responds to price levels obtained
from
> >> MP and volume profile. I could post my code next week; I'll clean
it a
> >> little (not much) first.
> >>
> >> As far as the code is concerned, you have to be aware of a few
things:
> >> - I'm not a programmer and I had a hard time doing this. It will
> >> probably show in the code!
> >> - The code contains a few bugs and quirks like: you generally cannot
> >> use the volume profile part during the trading day or on a holiday.
> >> You have to wait after 4:15 pm eastern or on weekends. The MP display
> >> works but once in a while will crash AB. I don't know if it's the
> >> OSAKA tables or something in my code. It doesn't bother me much
> >> because I have another charting application up and running when that
> >> happens. All I have to do is shut down AB and restart it and
> >> everything is fine. I may never try to fix these things because it
> >> works well enough for me.
> >> Another quirk is this; part of the script put stuff in the OSAKA
> >> tables and retrieves it in real time. But to display the volume
> >> profile, you have to a "scan " first. The scan will come up with the
> >> price table and export it to a file in your AB directory. It will
also
> >> store data in composite files. When the main script is
> >> running, it will retrieve that data and display it. I did this to
> >> speed up the code. Finally the MP part will update in real time
but it
> >> looks like you have to wait 5 minutes before you get a display on a 1
> >> minute bar chart and 15 minutes on the 5 minute bar chart. After that
> >> it's fine. It will also display on 15 minute bar charts but not on
> >> higher timeframes. Again, this doesn't bother me so I may not try to
> >> improve on this. Anyway, one day I may suscribe to the e-signal
> >> add-on but for now this is good enough. So again, I''l post the code
> >> next week.
> >>
> >> Denis
> >>
> >>
> >>
> >> --- In [email protected], "Ara Kaloustian" <ara1@> wrote:
> >> >
> >> > Denis,
> >> >
> >> > Thanks for the response. I had not seen the chart you included.
> >> >
> >> > Your results look very good.
> >> >
> >> > Have you been using this for a while??? Find it as useful as I
> > think it
> >> > would be?
> >> >
> >> > Care to share your code?
> >> >
> >> >
> >> > Ara
> >> >
> >> > ----- Original Message -----
> >> > From: "denis.dube" <jdenis_dube@>
> >> > To: <[email protected]>
> >> > Sent: Wednesday, May 10, 2006 10:41 AM
> >> > Subject: [amibroker] Re: Volume on Price
> >> >
> >> >
> >> > Have you seen the thread "Market Profile Plus by Bolter" on
> >> > elitetrader.com? He posted a script for Matlab which is a good
> >> > starting point for writing something for AB. He starts from one
> > minute
> >> > bars. He distributes volume evenly over all prices for each one
> > minute
> >> > bar and from there comes up with a volume profile. I started
> > from his
> >> > script and used the OSAKA tables and the new "PLOTTEXT" function. I
> >> > came up with the charts you see here:
> >> >
> >> > http://www.ttrader.com/mycharts/display_album.php?id=1061
> >> >
> >> > I only used my code on ES and only intraday.
> >> >
> >> > Denis
> >> >
> >> > --- In [email protected], "Ara Kaloustian" <ara1@> wrote:
> >> > >
> >> > > Has anyone found a way to plot VOP separated in time increments?
> >> > >
> >> > > The standard VOP will plot the volume for all dates displayed on
> >> screen.
> >> > >
> >> > > I would like to see the display separated in time blocks of 1
week
> >> > and 1 month for EOD data, and similar time blocks for intraday real
> >> > time data.
> >> > >
> >> > > This could be a very powerful tool, such as the market
> > profile, but
> >> > probably easier to read and perhaps more accurate as it deals
> > directly
> >> > with volumes rather than time at price
> >> > >
> >> > >
> >> > > Ara
> >> > >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> >
> >> > Please note that this group is for discussion between users only.
> >> >
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> >> >
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> >> > http://www.amibroker.com/support.html
> >> >
> >> >
> >> > Yahoo! Groups Links
> >> >
> >>
> >>
> >>
> >>
> >>
> >>
> >>
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> >>
> >>
> >>
> >>
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