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Old 12-07-2009, 07:31 AM   #46
silvester17
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Silvester, I believe your seeing the difference from the previous week (concluded) and the evolving numbers.

Assuming you've setup chart for openhours only and no weekends, the plot lines (concluded previous week) won't conclude this past weeks stuff, till we see a few completed bars after today's (monday) open. Then the program will know the previous week is done, calc., and plot last weeks stuff. You can see what the open will look like by looking at the evolving lines (perhaps still missing the last bar in the calc.).

I looked this AM on a 15 min. chart, and the numbers looked as expected to me.
hi dean,

yes you're right. working now. great stuff.
thank you.
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Old 12-07-2009, 07:36 AM   #47
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Default wdvalue

Silvester<
I got 113, 1108.25 and 1097.5. Close enough. If you still have problems ask me and I will show you my chart and indicator setups.
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Old 12-07-2009, 08:11 AM   #48
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Silvester<
I got 113, 1108.25 and 1097.5. Close enough. If you still have problems ask me and I will show you my chart and indicator setups.
meyer,

I got the same POC, but your VAt and VAb are closer than mine. I would like to see your chart and setups.

thanks a lot for your help.
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Old 12-08-2009, 06:51 AM   #49
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Default dvalue weekly

Chart prop: 24 hours chart 12 am to 12 am, exclude weekends
Indicator
Present method:0
Profile: vwtpo
Lenght: 5
Start: Monday
Slots: 100
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Old 12-08-2009, 08:18 AM   #50
silvester17
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Chart prop: 24 hours chart 12 am to 12 am, exclude weekends
Indicator
Present method:0
Profile: vwtpo
Lenght: 5
Start: Monday
Slots: 100
thank you very much.
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Old 12-18-2009, 09:52 AM   #51
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thanks for sharing this! great tool
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Old 12-18-2009, 04:02 PM   #52
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Dean, thanks again. The more I use it the better I like it. Of course now I have said taht - and sincerely - I have a suggestion / request!

I would really like to see the POC plotted bar-by-bar like a normal dataseries in the following sense: often during the day the POC switches/flips as an old one is exceeded in volume/time by a new one. Now I fully understand why it plots the way it does now and that is good. But wouldn't it be nice to have one additional line/dataseries that plots it bar-by-bar, that way you can track it's movement during the day which would be especially handy during review/study of using it.

Secondly, it would be nice to keep track of these POC's in a fashion that is like Pivot Indicators, i.e. on a weekly basis to plot each day's POC with its date in text on today's chart, also to know (by color-code probably) if it's a 'Virgin' or 'already married' POC since the Virgins are far more attractive as potential swingers. (yes, I am punning deliberately!).

Btw, even though sometimes there are clear differences and especially when using a relatively slow chart like 5 min (for this sort of thing), I noticed today that a histogram utility (by Gomi) that tracks these things tick by tick ended up with EXACTLY the same POC as yours, to the tick. But unlike yours, his type has to be run live all the time to have accurate data whereas yours compiles it all by averaging things out and the results are very close to being accurate. Some times they are not, but never off by more than a few ticks. What's a few ticks amongst friends, eh?

In any case, apart from these suggestions, just wanted to thank you once again. This is an extremely helpful indicator, the most helpful blend of simplicity, ease of use/processing and valuable information that I have yet come across. I did several studies of it today and took pictures showing how valuable the POC information can be. On another blog at : http://forum.bigmiketrading.com/jour...atterns-5.html

All based on your work. Thxs again.
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Old 12-19-2009, 10:59 AM   #53
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cclcys, Thanks for the feedback. Also give credit to Ben L. for the origonal CalculateValueArea code... this is a direvitive of his work, and I wouldn't have started tweeking without his code as a baseline.

I've uploaded a 2.3 version to the file share area. It adds the bar-by-bar Real Time POC you asked for. You can turn it on / off from the "Real Time POC" param down in the Plot area. It needs 2 bars to start ploting in each area / day.

Also add an alternative method of calculating the VA lines. "VACalcType" in the Parameters area will default to 1 (origonal calc method), and if set to 2 will use the added method. Origonal starts at the mid-point of the range and expands, where the new method starts at the POC and expands. I've seen it done both ways at various sources. The new uses slot levels, so that setting can influence the outcome, where the origonal was pure math and independent of the number of slots displayed.

I've thought about putting the 1 or 2 (per side) most recient "virgin" POC's up as floating lines, but want to wait till this gets testing with NTv7, since it uses "undocumented" code and may break. Someone who has it can test it for us sometime!! We probably still have a few months to wait for the offical release. The closer Vigin's are usually fairly easy to spot now.

Like you, I find myself paying more attention to this type stuff, and less attention to other things. I've learned a lot working on this, and also from feedback like yours.

Thanks!
Dean.
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Old 12-20-2009, 09:38 AM   #54
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cclcys, Thanks for the feedback. Also give credit to Ben L. for the origonal CalculateValueArea code... this is a direvitive of his work, and I wouldn't have started tweeking without his code as a baseline.

I've uploaded a 2.3 version to the file share area. It adds the bar-by-bar Real Time POC you asked for. You can turn it on / off from the "Real Time POC" param down in the Plot area. It needs 2 bars to start ploting in each area / day.

Also add an alternative method of calculating the VA lines. "VACalcType" in the Parameters area will default to 1 (origonal calc method), and if set to 2 will use the added method. Origonal starts at the mid-point of the range and expands, where the new method starts at the POC and expands. I've seen it done both ways at various sources. The new uses slot levels, so that setting can influence the outcome, where the origonal was pure math and independent of the number of slots displayed.

I've thought about putting the 1 or 2 (per side) most recient "virgin" POC's up as floating lines, but want to wait till this gets testing with NTv7, since it uses "undocumented" code and may break. Someone who has it can test it for us sometime!! We probably still have a few months to wait for the offical release. The closer Vigin's are usually fairly easy to spot now.

Like you, I find myself paying more attention to this type stuff, and less attention to other things. I've learned a lot working on this, and also from feedback like yours.

Thanks!
Dean.
Dean, that's great the addition. Will go over to get it immediately!

And thxs for reminding me that this comes from Ben L's work at sbgtrading. I confess I had forgotten that. So my warm thanks to him as well.
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Old 12-22-2009, 02:36 PM   #55
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DeanV, attach pic of a skew indy I made thanks to your latest edition. Am not uploading here because a) it is very new and might be buggy knowing me and b) it's really 90% yours and sbg's work so you should get first look.

I can send code via email if you like. If not, thanks anyway!

About indy: it shows
a) dotted bars show simple skew = vwap - rtPOC
b) green line shows diff between close and POC
c) bands are based on ATR; narrow bands help indicate congestion around POC (with backcolor); then a bit like Bollingers if green lines strays outside the bands, trending action is more likely and especially when in direction of skew.

Note how today in Gold skew was positive (gold dotted bars) throughout the down move only changing to bear (turquoise dot bars barely visible because skew so narrow then) at far right of chart on pullback to 24 hr vwap (darker magenta dashdot line). I can only reference 24 hr vwaps in dValue because the time parameters are not callable.

Suggestion/greedyselfish request: I would love to have previous days and weeks day-session closing POC's plotted like pivot indicators with little text saying from what day they are plotted. Cannot do such things myself unfortunately. But think they would be very helpful. Perhaps easier as separate/parallel indy that has start/end times, nr. of days back and only plots the POC (and or the 30-70 Value area for those that want those as well. Yes, you can throw up other charts to get this. But I prefer to have SR lines on the trading chart and not flip around too much.

I am also hoping that one day we can get 1 day, 2 day, 1 week VWAPS updating live on the chart as horizontal lines. I think the combo of vwap and POCs on many levels is very revealing of underlying mkt dynamic/structure.

PS the printout data on bottom right is old version of skew etc. in another indicator and is not the same as the lower panel indy so don't let that confuse you.

Anyway, thanks again.
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File Type: png NT-1222-skewpic.png (67.9 KB, 380 views)
Last edited by cclsys; 12-22-2009 at 02:39 PM.
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Old 12-22-2009, 03:12 PM   #56
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DeanV: I have noticed a little error which occurs sometimes with the rtPOC: the rtPOC is set at a certain price that later on turns out to be way above the current price for many bars. But suddenly the POC jigs down a few ticks even though there was no price action near the POC. Now I am not talking about a real flip to a new level, this one happens in the same zone, far above the market where no bar has been for a long time. Not worried about it or anything, but there you are: something a little wrong somewhere somehow.
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Old 12-24-2009, 12:06 AM   #57
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but want to wait till this gets testing with NTv7, since it uses "undocumented" code and may break. Someone who has it can test it for us sometime!! We probably still have a few months to wait for the offical release. The closer Vigin's are usually fairly easy to spot now.


Dean.

Unfortunately this indicator seems not to work with new beta.
Price Volume Histogram - (which i like as well) cannot even be imported perhaps due to the conflict with built in indicators.

pavve
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Old 12-24-2009, 12:47 AM   #58
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Unfortunately this indicator seems not to work with new beta.
Price Volume Histogram - (which i like as well) cannot even be imported perhaps due to the conflict with built in indicators.

pavve
from the trace file:
" ERROR: Error on calling 'OnBarUpdate' method for indicator 'dValueArea' on bar 390: barsAgo needed to be between 0 and 255 but was 256"


regards,
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Old 12-24-2009, 07:58 AM   #59
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Pavve, Thanks for taking the time to look at this, and the feedback.

Their probably is more than 1 issue (think I see 2). Your error message points to one related to dataseries defines (might explain your error message). If you want to try changing code a little, this might matter (or not!)..

In the "Initialize()" section add the second Param to IntSeries:
SesNum = new IntSeries(this, MaximumBarsLookBack.Infinite);

Looks like this application will also need a little tweeking to work on non-equidistant chart types, but that may get more involved.

If these are the only issues, I'd concider it lucky.

cclsys, Havn't chased down that rtPOC jump yet but will. I need to find a repeatable example to test with.

Thanks.
Dean.
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Old 12-24-2009, 09:04 AM   #60
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cclsys, looking at a few charts with a lot of ticks, I was able to see small movement of the rtPOC. I was able to eliminate them by increasing the number of Slots. Noticed that they occur when that day's range expands. Think what's happening is that as the range expands, the slot width (# of ticks included per slot) also expands, and that can both move the slot up/down a little, or cause the POC to move to an adjoining slot if they were close enough.

Try increasing the number of slots and see if that improves or eliminates the issue.
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