Forum Sign in Register

TF Order Flow V 1.5

Started by waldo 9 years ago · 94 replies RSS

Jun 22, 2017 · 5:17 pm · edited
Delta wrote:
Hi,

could you add these stuff?


and not sure why, but I dont see order book histogram like you have posted... I see just numbers and kind of vertical line :)


Hmm, we need to discuss those features one by one. For the min delta this is a small little change. Is a >= or a <= or something like that, that needs to be changed. For the order book to show you need to enable it in the first group. Is a checkmark. Then you need to put the spacing correctly as the indicator puts everything in 0 by default an that is why you see only a line as the width of the order book is set as 0. I am gonna add preset defaults that work correctly in next version. But if you change them now or start with a template those numbers will be set ok.
Jun 25, 2017 · 9:05 pm · edited
This is not about tick replay. Looks something is broken somewhere. The volume profile just displays what it gets. If there is no data in some point it displays nothing. So those blanks are data that are not comming somehow. Strange is per candle it shows up. So should not show those holes.
Jun 26, 2017 · 7:08 am
Ok I fixed this. It was a bug left over during development. It was triggered by those little values of the instrument. I am gonna unroll the fix in the next release. Thanks for reporting the problem!


Jun 27, 2017 · 2:04 am
gdfsgsdfgfsd wrote:
Yes waldo it would be great if you could add any type of inputs (easiest for you) in the data box for analysis!


Wow explain this to me. No idea on what you are telling me. I can expose some variables from the indicator for you to use in a strategy no problem. I just need you to tell me wich ones you want.
Jun 27, 2017 · 12:22 pm
Hi ... I would like to ask ... if the growing consumption of memory is caused by an indicator ... only TF OF run on 3 charts ...thx u 



Jun 27, 2017 · 2:21 pm
TF keeps content in memory, on each bar it grows a little bit. So if it you have a chart long time it will eat RAM for sure. To that add that tick replay consumes lots of resources. You need a powerful computer to handle those charts specially if you are operating in 3 markets at the same time. There are little choices there. In latest versions I reduced memory consumption and increased rendering speed. I doubt we have some memory leak since C# is a language that suffers little from that. I could do more extensive checks however, they are still possible. I have plans to make a few optimizations to reduce created garbage in memory during every render and also to increase rendering speed. But unlikely I will be able to reduce memory consumption much. Is quite optimal already.
Jun 28, 2017 · 6:45 am
Hi. How do you use the imbalance highlighted in pink in the strategy. What is the functional value it carries? While watching, I didn't understand. Tell me what he informs you? If they go 3-4 in the candle.
Jun 28, 2017 · 8:36 am · edited
LLIupun wrote:
Hi. How do you use the imbalance highlighted in pink in the strategy. What is the functional value it carries? While watching, I didn't understand. Tell me what he informs you? If they go 3-4 in the candle.


Imbalances cause price movements cause buying/selling pressures loose equilibrium. Markets tend to be 80% of time in equilibrium. When they loose it, the price will move with very high probability and is when they become interesting for traders. This is something we teach in the course of course among a ton other things.

As in here:

https://www.bloomberg.com/professional/blog/behind-stock-price-movement-supply-demand-in-market-microstructure-and-market-influence/


In a recent Journal of Trading paper, we studied short-term stock price movements in the U.S. equity market.  The movement of a security price is mainly driven by the imbalance between supply of and demand in the marketplace.  We investigated four different factors that might impact the price movement.


So that mark just signals them so you don't ovelook them. Is not strictly indispensable cause if you put ask x bid you can see them (delta also works). But some ppl are used to a mark. Bear in mind we are only signaling horizontal ATM, not diagonal or the combination of both (horizontal + diagonal). Some ppl prefers diagonal.
Jun 29, 2017 · 1:40 am
waldo wrote:
gdfsgsdfgfsd wrote:
Yes waldo it would be great if you could add any type of inputs (easiest for you) in the data box for analysis!


Wow explain this to me. No idea on what you are telling me. I can expose some variables from the indicator for you to use in a strategy no problem. I just need you to tell me wich ones you want.


It would be great too add what is easiest for you, i a live stream of data to the date box please! hope this explains it!
Jun 29, 2017 · 5:44 am
gdfsgsdfgfsd wrote:
waldo wrote:
gdfsgsdfgfsd wrote:
Yes waldo it would be great if you could add any type of inputs (easiest for you) in the data box for analysis!


Wow explain this to me. No idea on what you are telling me. I can expose some variables from the indicator for you to use in a strategy no problem. I just need you to tell me wich ones you want.


It would be great too add what is easiest for you, i a live stream of data to the date box please! hope this explains it!


Well problem this is not for me. If I were to develop an strategy using the indicator probably would use all the signals. But of course I can't add them all at once so I want to have some sort of priority. Maybe I should develop one to see which ones are the most important.

Yes probably would try that. Even if is not that good at start.

I still don't understand what you mean with live stream of data. Can you please be more specific?

Sign in to reply.