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The Really Useless Thread

  • #24,061
  • Oct 11, 2011 7:04am Oct 11, 2011 7:04am
Quoting darimik
little filtering showing some hard stuff around 3583/89 before 3566 and 3533..
just did this now

Attachment
BTW...you don't need to calculate all those MA manually. You just add and indicator in your study (or code a new one) and it will automatically pullout the values on the worksheet...

In any case, Troika on a mildly bad side, Greece to miss 2011 target (no shit....) but the real deal will be announced 1st week November. Slovakia vote still a mess....

sisse
Pending conversations? PM for a chat...I am mainly in OTM now
  • #24,062
  • Oct 11, 2011 7:07am Oct 11, 2011 7:07am
Quoting sisse
BTW...you don't need to calculate all those MA manually. You just add and indicator in your study (or code a new one) and it will automatically pullout the values on the worksheet...

In any case, Troika on a mildly bad side, Greece to miss 2011 target (no shit....) but the real deal will be announced 1st week November. Slovakia vote still a mess....

sisse
its the MA of the values calculated in excel. not a moving average of price
  • #24,063
  • Oct 11, 2011 7:08am Oct 11, 2011 7:08am
Quoting Flynchenberg
done
indeed, but no follow through, still a bid down there, could even see a test of 3636/42 I suspect intrahour and still keep the downside open, but mostly crap...
Look Sharp/Trade Tight
  • #24,064
  • Oct 11, 2011 7:12am Oct 11, 2011 7:12am
Quoting PayTheLimit
indeed, but no follow through, still a bid down there, could even see a test of 3636/42 I suspect intrahour and still keep the downside open, but mostly crap...
Could be worse...could be trading Dragon: 55 High to Low today! WTF is that???

That bastard does that in 15mins on a decent day.
  • #24,065
  • Oct 11, 2011 7:14am Oct 11, 2011 7:14am
Quoting kenfen69
Could be worse...could be trading Dragon: 55 High to Low today! WTF is that???

That bastard does that in 15mins on a decent day.

lol, the dragon...lazy bastard...
Look Sharp/Trade Tight
  • #24,066
  • Oct 11, 2011 7:16am Oct 11, 2011 7:16am
Quoting fxjawn
has anyone seen mike? i mean ptl?

...
Attached Image
Look Sharp/Trade Tight
  • #24,067
  • Oct 11, 2011 7:17am Oct 11, 2011 7:17am
Look Sharp/Trade Tight
  • #24,068
  • Oct 11, 2011 7:17am Oct 11, 2011 7:17am
Quoting PayTheLimit
...
lol
  • #24,069
  • Oct 11, 2011 7:18am Oct 11, 2011 7:18am
Quoting fxjawn
lol
a perfect fit, eh..that should be my avatar...classic..
Look Sharp/Trade Tight
  • #24,070
  • Oct 11, 2011 7:20am Oct 11, 2011 7:20am
Quoting PayTheLimit
...


Sweet!
  • #24,071
  • Oct 11, 2011 7:20am Oct 11, 2011 7:20am
Quoting darimik
its the MA of the values calculated in excel. not a moving average of price
Oh I see. From what I understand from your chart, you want to calculate the volatility of a bar based on some math calculation.

Check the Range Bar Predictor study for a graphical display example. If you haven't done that yet you can also do it in the raw way, just adding/substracting the volatility range (that column on your worksheet) to the high/low or open (depending on what you want) in different columns and make SC to plot lines on those levels so you can have those "boundaries" updated in the chart on every bar displaying your "max" and "min" volatility levels ...

sisse
Pending conversations? PM for a chat...I am mainly in OTM now
  • #24,072
  • Oct 11, 2011 7:21am Oct 11, 2011 7:21am
Quoting kenfen69


Sweet!
love Ditka....

and boy can that guy get drunk...
Look Sharp/Trade Tight
  • #24,073
  • Oct 11, 2011 7:22am Oct 11, 2011 7:22am
Quoting PayTheLimit
love Ditka....

and boy can that guy get drunk...


I love him now, too!

Had that feeling based on that finger!
  • #24,074
  • Oct 11, 2011 7:25am Oct 11, 2011 7:25am
Quoting sisse
Oh I see. From what I understand from your chart, you want to calculate the volatility of a bar based on some math calculation.

Check the Range Bar Predictor study for a graphical display example. If you haven't done that yet you can also do it in the raw way, just adding/substracting the volatility range (that column on your worksheet) to the high/low or open (depending on what you want) in different columns and make SC to plot lines on those levels so you can have those "boundaries" updated in the chart on every bar displaying your "max"...
thats right. the garman klauss vol estimator. oldquant posted a formula some time ago so I have used it.

tried using standard deviation promising results as well. PTL and I were wondering if this can be used to filter out some levels.

so many tricks.. so much to learn
  • #24,075
  • Oct 11, 2011 7:30am Oct 11, 2011 7:30am
From ZH. A little crass, but at least it puts a different spin on the same old spin...
--------------------------------------------------------------------------

Summarizing the Troika'a statement, with some gratuitous commentary

 

  1. Sixth tranche depends on Eurogroup, IMF approval: the use of Greece as a passthru vehicle for Eurobank funding will continue until morale and bank CDS improve
  2. Troika says Greek recession to be deeper than anticipated, 2011 fiscal target no longer within reach: the 50% negative revision in deficit to GDP in the past month has been duly noted
  3. Recovery only expected from 2013 onward: when it will be Bundesrepublik Griechenland
  4. Privatization revenue below expectations: must sell more islands to the Chinese, more gold to Qatar
  5. Additional Greek measures likely needed; essential more emphasis placed on structural reform - back in the day "freefall bankruptcy preparation" was not called "structural reform"
  6. Greece needs additional measures for 2012, 2014 - must be certain future penetration can proceed absent lubrication
  7. Greece overall made important progress - riotcam viewership is now PeyPerView and is used to pay for G-Pap's 3rd winter vacation

  • #24,076
  • Oct 11, 2011 7:33am Oct 11, 2011 7:33am
looking for those further breaks..

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  • #24,077
  • Oct 11, 2011 7:35am Oct 11, 2011 7:35am
Quoting darimik
thats right. the garman klauss vol estimator. oldquant posted a formula some time ago so I have used it.

tried using standard deviation promising results as well. PTL and I were wondering if this can be used to filter out some levels.
I see. I know the concept but not familiar with the technicalities of it. Definitively a must for auto trading in small TFS so yeap definitively OQ or a "quant trader" may have something more useful to say.

In my case, I find them v hard to make them useful (bar volatility) in H4 and above, especially in forex markets are well too wide and too sensitive to reports/rumors. There are only 6 bars each day and volatility is clearly constrain to London and US session bars (2 and 1/2 bars) and a simple ATR with S/R give me most of time the "exact" boundaries before hand (except in days like yesterday obviously ....).

Whatever the case, check on the forums lots of indicators like this are already coded and available for free (maybe check on the Kiwi.dll)...

sisse
Pending conversations? PM for a chat...I am mainly in OTM now
  • #24,078
  • Oct 11, 2011 7:44am Oct 11, 2011 7:44am
Rejection on 1hr res. Should go down soon.
  • #24,079
  • Oct 11, 2011 7:48am Oct 11, 2011 7:48am
Fakkiing Moody's...coming in with a little dollar bashing right as we're about to drop!
  • #24,080
  • Oct 11, 2011 7:51am Oct 11, 2011 7:51am
Quoting kenfen69
Fakkiing Moody's...coming in with a little dollar bashing right as we're about to drop!
those bastards...
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