Started by waldo 9 years ago · 94 replies RSS
ernie wrote:
waldo wrote:
Can you upload screenshot? This was made and everyone is using in NT 8. Latest version as well.
Please advise, thanks waldo
geosan wrote:
ernie wrote:
waldo wrote:
Can you upload screenshot? This was made and everyone is using in NT 8. Latest version as well.
Please advise, thanks waldo
I guess you got that message because you have and old NT8 version. Try installing the latest NT8 version.
ernie wrote:
geosan wrote:
ernie wrote:
waldo wrote:
Can you upload screenshot? This was made and everyone is using in NT 8. Latest version as well.
Please advise, thanks waldo
I guess you got that message because you have and old NT8 version. Try installing the latest NT8 version.
I got this message from latest NT8 version, that's why I downgrade to prior release and result the same error.
Anyway, will try to uninstall and reinstall latest NT8 again, just want to confirm that steps to import TF Order Flow 1.5 is same as import ninjascript in NT7 (as this is first time I use NT8, want to make sure I did it correctly)
Many thanks
mike83 wrote:
the delta of several previous bars is used to generate signals but i dont know whats the calculation and algorithm used. but i believe it will work in volatile market
waldenir wrote:
ola como faco pra intalar o indicador trader flow?
TRADER2 wrote:
mike83 wrote:
the delta of several previous bars is used to generate signals but i dont know whats the calculation and algorithm used. but i believe it will work in volatile market
Dear mike83. delta means velocities always. There are a lot of velocities inside markets. Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc. For that reason we are developing our particular order flow, because we work with deltas. Everything depends on you and the kind of trader you are (I mean scalper, swing, long term investor) because this is a game of strategies. The opposite velocities are always equivalent speed sign, is signal of movement. Delta means commitment of traders at the end.
waldenir wrote:
Hello, I'm having trouble setting up the indicator, could you make an explanatory video to help me?
Obs:Whenever I activate tick replay the graph disappears.
mike83 wrote:
TRADER2 wrote:
mike83 wrote:
the delta of several previous bars is used to generate signals but i dont know whats the calculation and algorithm used. but i believe it will work in volatile market
Dear mike83. delta means velocities always. There are a lot of velocities inside markets. Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc. For that reason we are developing our particular order flow, because we work with deltas. Everything depends on you and the kind of trader you are (I mean scalper, swing, long term investor) because this is a game of strategies. The opposite velocities are always equivalent speed sign, is signal of movement. Delta means commitment of traders at the end.
Trader2, Please suggest some books or materials to understand more about Deltas in stock market similar "Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc."
I have prepared a sample delta like below for o,H,L,C are they correct?
Date
Open
High
Low
Close
Shares Traded
28/07/17
-0.00663
-0.00878
-0.0061
-0.000603759
-0.334557409
27/07/17
0.007973
0.008867
0.003969
-9.98E-06
0.456971965
26/07/17
-0.00269
0.001463
0.001694
0.005629958
0.065330486
25/07/17
0.007422
0.00293
0.002974
-0.000185624
0.062814699
24/07/17
0.003758
0.005779
0.008294
0.00515872
-0.069226852
waldenir wrote:
ola como faco pra intalar o indicador trader flow?
mike83 wrote:
TRADER2 wrote:
mike83 wrote:
the delta of several previous bars is used to generate signals but i dont know whats the calculation and algorithm used. but i believe it will work in volatile market
Dear mike83. delta means velocities always. There are a lot of velocities inside markets. Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc. For that reason we are developing our particular order flow, because we work with deltas. Everything depends on you and the kind of trader you are (I mean scalper, swing, long term investor) because this is a game of strategies. The opposite velocities are always equivalent speed sign, is signal of movement. Delta means commitment of traders at the end.
Trader2, Please suggest some books or materials to understand more about Deltas in stock market similar "Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc."
I have prepared a sample delta like below for o,H,L,C are they correct?
Date
Open
High
Low
Close
Shares Traded
28/07/17
-0.00663
-0.00878
-0.0061
-0.000603759
-0.334557409
27/07/17
0.007973
0.008867
0.003969
-9.98E-06
0.456971965
26/07/17
-0.00269
0.001463
0.001694
0.005629958
0.065330486
25/07/17
0.007422
0.00293
0.002974
-0.000185624
0.062814699
24/07/17
0.003758
0.005779
0.008294
0.00515872
-0.069226852
Well, I cannot recommend any book, because this is not a trivial analysis. Delta is a differential variable like COT (commitment of traders). Those analysis are in differential mathematical ways, and the books are really difficult to understand for most of the people. beside we do not have any book to recommend you. We are developing our ¨TF_order flow¨ using every possible delta representation in order to follow the advance of price. We are, I mean our team, a counting order team and we use deltas in order to count every order hitting markets to determining possible price actions. That is the only way to see bearish or bullish market forces. The velocity of orders is the key to see price action. Everything is inside crossing order microstructure and you only can measure the speed of this. The Open, High, Low, and Close are not an important data to the market microstructure, because those are global macrostructure analysis.
TRADER2 wrote:
mike83 wrote:
TRADER2 wrote:
mike83 wrote:
the delta of several previous bars is used to generate signals but i dont know whats the calculation and algorithm used. but i believe it will work in volatile market
Dear mike83. delta means velocities always. There are a lot of velocities inside markets. Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc. For that reason we are developing our particular order flow, because we work with deltas. Everything depends on you and the kind of trader you are (I mean scalper, swing, long term investor) because this is a game of strategies. The opposite velocities are always equivalent speed sign, is signal of movement. Delta means commitment of traders at the end.
Trader2, Please suggest some books or materials to understand more about Deltas in stock market similar "Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc."
I have prepared a sample delta like below for o,H,L,C are they correct?
Date
Open
High
Low
Close
Shares Traded
28/07/17
-0.00663
-0.00878
-0.0061
-0.000603759
-0.334557409
27/07/17
0.007973
0.008867
0.003969
-9.98E-06
0.456971965
26/07/17
-0.00269
0.001463
0.001694
0.005629958
0.065330486
25/07/17
0.007422
0.00293
0.002974
-0.000185624
0.062814699
24/07/17
0.003758
0.005779
0.008294
0.00515872
-0.069226852
Well, I cannot recommend any book, because this is not a trivial analysis. Delta is a differential variable like COT (commitment of traders). Those analysis are in differential mathematical ways, and the books are really difficult to understand for most of the people. beside we do not have any book to recommend you. We are developing our ¨TF_order flow¨ using every possible delta representation in order to follow the advance of price. We are, I mean our team, a counting order team and we use deltas in order to count every order hitting markets to determining possible price actions. That is the only way to see bearish or bullish market forces. The velocity of orders is the key to see price action. Everything is inside crossing order microstructure and you only can measure the speed of this. The Open, High, Low, and Close are not an important data to the market microstructure, because those are global macrostructure analysis.
waldo wrote:
> Interesante indicador, gracias por ponerlo a nuestro alcance.
De Nada, pero si mucho trabajo. Todavía queda.
> Hay forma de que el perfil permanezca anclado al margen derecho al desplazar el gráfico horizontalmente?
Estaba pensando en esto. Realmente si se queda "anclado" cuando se mueve a la izquierda. El asunto es cuando se mueve a la derecha. Esto es el comportamiento de Ninjatrader pero quiza leyendo un poco la documentación vea como "anclarlo" haciendo algunas mediciones. Esto no es alta prioridad porque es algo mas bien cosmetico y no interfiere con el Trading, pero ok lo tendre en cuenta.
> Los imbalances son calculados de forma diagonal u horizontal?, tengo la impresión que es de la segunda forma.
Horizontal. En la proxima versión pretendo ponerlos ademas diagonal y diagonal+horizontal como en el gomi. Esto no es que sea complicado pero como la gente tenia el problema de que no tenia nada por el problema de la expiración decidi recortar el desarrollo y hacer un release. Entonces algo mejor que nada.
> Hay posibilidad de agregar cálculo de imbalance de modo porcentual?
Si se puede poner pero tendria que decirme esto en detalles como sería. Sería digamos que si el bid es menor que el ask ejemplo un 20% o menor marcar un desbalance? Es la forma que se me ocurre.
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