Market Statistics (Volume Histogram, VWAP with SD bands) - page 13

akifusenet
292
akifusenet  

version 4

In this version you can define how many days before should indicator start and at which hour and minute it should start

so if you enter

daysBack=1

startHour=22

startMinute=0

It will start from yesterday 22:00

Akif,

Files:
akifusenet
292
akifusenet  

small bugfix

Please delete version 4. It has a small bug. Corrected version is attached.

[So I learned never post premature indicator without fully testing it]

Akif,

erich
20
erich  

Skewness

Hi, Akift,

I did research re. skewness indicator ,which predicts future two bars in advance. The most success is with 5 min time frame.But I noticed when you change

the parameters begining from: one day to two days or even 6 hours it will give you complete different results in the skew.

Thank You.

kevin cherry
124
kevin cherry  

Akift this may be of help in your project as I am watching closely and am very interested in statistical indicators.This is bar range 2 it will display 500 prevous bars range.

Files:
kk.gif 35 kb
florinv75
232
florinv75  

this is great! thanks.

is there a way to set the end date as the current time? i wanted to see "real time" evolution. i tried 0 as end date, but it always goes back to the beginning of day.

i'm trying to make this similar to v1, where i only have to enter a start date and then pvp and vwap constantly adjust along the way. in fact, that's the way i am using this indicator: to find out the profile of the ongoing swing.

akift:
I have made a small bugfix on the indicator which will help on CPU-usage hopefully. Scrat I didnt forget about your posts but these days my work is getting more time consuming..

I will update the first post also.

Akif,
Ingo
14
Ingo  

Market Statistics Indicator

Hi Scrat: What I do is set the current day to 0 and then I set the time to 1 which represents 1 GMT. This gives you the current trading day. You can then throughout the trading day change and increment the time and keep the profile in view. It would be nice to have the user input parameter that could be set to a "Increment Profile" as true; and "Increment Time period" as a adjustable setting, i.e. I want to advance the profile every 2 hours by 1 hour. For me, I only change the time a couple of times per day and that works.

florinv75
232
florinv75  

thanks Ingo, but that's not how i use this indicator. i am only interested in having a start date (like, for instance, 2009.09.11 12:15), so i can watch the evolution of the price from that date to current time.

so from my point of view, v1 is the best version. i actually wanted to see the changes from v3 applied to v1 as well... ("Calculation done only at the start of a new bar...implementation is corrected..."). my CPU is literally dying...

formichal
7
formichal  

Akift,

Have you got any update for this indi?

Thank you.

FlyerLV
20
FlyerLV  

Helllo everyone.

Does someone knows where to get this Wvap indicator with SD levels for ninja trader ?

I mean - the same indi what have Jperl in his charts.

Thanks.

Best,

Tom

akifusenet
292
akifusenet  
formichal:
Akift,

Have you got any update for this indi?

Thank you.

Hi formichal no update since 4_1. Instead of new updates I m trying to infer some rules for my trading. I still didnt go live yet.And it looks like my job is gonna squeeze me a lot in near future.So nothing is clear...