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+--- Tema: Support thread for Trading Futuro Order Flow Indicator Help and Questions (/Thread-Support-thread-for-Trading-Futuro-Order-Flow-Indicator-Help-and-Questions)
RE: Support thread for Trading Futuro Order Flow Indicator Help and Questions - waldo - 05-10-2017
(05-10-2017, 02:45 PM)sinox escribió:Hi Waldo in order to realize in a flash when big size enter and absorbed. just an example..(05-10-2017, 02:18 PM)waldo escribió:(05-10-2017, 04:45 AM)sinox escribió: [quote pid='170' dateline='1494358575']Morning all delta bar graphic/numeric FOOTER will be created only when condition of the filter is active.If the filter is set in between min 10 max 20 the delta bar footer will be created only when 10 contracts size are bought /sold.
(05-09-2017, 04:25 AM)sinox escribió: Good morning all
Waldo can you add a filter mode as the screenshot shows, please?
https://gyazo.com/b5dc380c6ee92388b065a5c7f147b714
row filter means aggregated orders
Thank you so much
Can you elaborate more in this? Just an image is not enough for me to figure out the feature you want.
Thanks
Hi Sinox, I understand better now what you want. Maybe min would be useful to do away with some noise but I don't see the reason for max. Is that useful in any way? I only want to add useful features.
[/quote]
Yes but... max? Is not clear to me. I am gonna add absorption indicator per bar. Just FYI.
RE: Support thread for Trading Futuro Order Flow Indicator Help and Questions - sinox - 05-11-2017
HI Waldo
Min and MAx in between filter mode shows the real size that couse the moviment, below and above min and max is only noise.
But if you think it is useless skip it please.
Thanks
RE: Support thread for Trading Futuro Order Flow Indicator Help and Questions - waldo - 05-11-2017
(05-11-2017, 02:53 AM)sinox escribió: HI Waldo
Min and MAx in between filter mode shows the real size that couse the moviment, below and above min and max is only noise.
But if you think it is useless skip it please.
Thanks
Ok I am gonna discuss itto see if this is worth developing. Min is worth it to do away with noise but max is not clear to me. Seems to me you likely don't want to miss a ton of orders moving in the market.
RE: Support thread for Trading Futuro Order Flow Indicator Help and Questions - Support - 05-12-2017
Hi sinox. Let think about the filter. Flash order is just in level II. Big size about limit order is only posible there in level II (Ask or bid). Volume is an extensive variable and there is a new concept in order to identify whom move the price. To reduce noise, the filter should be in level II in order to see when there is spoofing or not. Delta is an intensive variable like COT, and there is not flash order, because it is a market order. I mean a differential variable, and every market order is executing instantly. For that reason market order cannot create noise. it is just an executed aggressor against ask or bid volume (posible flash orders). Remember there is a crossing order and it is just one volume for crossing. Filter between 10-20 in market order????, it is not clear for me yet...Big size Market orders cannot create noise and just flash orders can create noise because those are visible limit orders for the trader. Can you explain in detail please everything about that filter??
RE: Support thread for Trading Futuro Order Flow Indicator Help and Questions - sinox - 05-12-2017
Hi all,
of course we know all kind of orders and how they work..lets say in another way the filter idea...
In order to trap the price in the avarage of market orders traded.
example
if I apply a filter (ex green) for pressure between min 100 max 200 all delta footer bars will be created accordenly size traded as the filter set.
If I apply another filter overlapped in the same panel (ex lime green) min 201 to 300/infinite soon i noticed of what is happening on that levels, and of course it is rispecting LEVELII for sure becouse of a flash orders traded.
I hope is clear.
Thanks
RE: Support thread for Trading Futuro Order Flow Indicator Help and Questions - sinox - 05-13-2017
hi ok no prob
RE: Support thread for Trading Futuro Order Flow Indicator Help and Questions - waldo - 05-13-2017
I have this feeling that current noise filtering of all indicators is... quite primitive. I am gonna talk with my brother about this. He works a lot with noise in telecomunications.
RE: Support thread for Trading Futuro Order Flow Indicator Help and Questions - sinox - 05-17-2017
Hi all,
Waldo please consider:
1)
https://gyazo.com/50f4d28eb50be182af7e2c731af0a788
ΔMax=ΔM
ΔMin=Δm
For better squize
-------------------------------------
2)
When in bar color Solid is possible to have an imbalance information like a bold number?
https://gyazo.com/2a4bdc90132089eb8600379bb3e0877f
Thanks
RE: Support thread for Trading Futuro Order Flow Indicator Help and Questions - waldo - 05-17-2017
(05-17-2017, 02:02 PM)sinox escribió: Hi all,
Waldo please consider:
1)
https://gyazo.com/50f4d28eb50be182af7e2c731af0a788
ΔMax=ΔM
ΔMin=Δm
For better squize
-------------------------------------
2)
When in bar color Solid is possible to have an imbalance information like a bold number?
https://gyazo.com/2a4bdc90132089eb8600379bb3e0877f
Thanks
1) Yes I almost release it in this version but we were tight in time and were killing a "bug" in the profile before release. It was a bug in NinjaTrader actually, so I added a workaround. What I am going to do is let you put whatever text you want there.
2) Sure but I will have to do some research on this or have your help. I have a document too.
Next release will have to be between you all and me. I have some things already explained and the course videos however so I have material to keep advancing. Yesterday I found a problem that was spinning my mind. Not big deal is just that other indicators are not visible when loaded with TF in the same chart. I will release that fix in the next version.
RE: Support thread for Trading Futuro Order Flow Indicator Help and Questions - waldo - 05-17-2017
BTW I notice something in your footer. This cum delta / volume you want it?