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  • #841
  • Edited 2:33pm Aug 13, 2016 10:59am | Edited 2:33pm
OK, Mzvega,
You may wonder why I did not respond. I was in the middle of taking care of other things, to be specific one family member was ill. Let me be brief and answer your questions,
1. RF: It is calculated from the raw data, if current price > previous and L>L assign +1, and h<h and L<L assign -1; else if it is equal assign 0. Adding up the numbers give + or - value.
2. Attempted direction: By adding up from the + or - values of RF, we get either if the later > previous, if> "up" or if < it is "down" else it is neutral.
This is to evaluate the day's direction
The attempted direction is the calculations as indicated in my image of Range, VA range, IPO, TFF and VYY as up and down or neutral of the current and previous day, if the later > previous, if> "up" or if < it is "down" else it is neutral.
3. TFF: This is a ratio of Total TPO to Tick count (TPO/T), This tips us the buying and selling pressure by observing the increments or decrease.
4. VTY: This is range of moments of the 30 minutes each and it is a price change in a day. This also give us market activity observing the increments and decrease.
5. Flow analysis: Flow analysis is a combination of many factors of all the calculations we do in terms of the combined computations of more than 30 reference points.
6. RI: This, I did not get it fully
I know it is calculated from the price-time metrix of the divided four Quadrants and time in every session (from opening to closing bell). we tabulate the day's activity with giving values of "1" in each block of the metrix. We take the total values and divide by 16 in order to come up with numbers to find an "index."
I am not sure if we have to use the 5 and 10 day overlay or we have to configure MP to import 4 and 8 day overlay.
To be honest, I did not get the whole process of "RI"
Please remember if I don't answer quick that means I may be busy with other stuff. Thank you for asking to know the level of my understanding. JP

7. I forgot to mention about the composite demand curve visual chart and the underlying background of directional and activity mathematical computations. As my previous image you commented, I have laying the reference points that goes with direction and activity in my image. There might have some errors in the formula but at least I have classified them which goes with which. The "dir." and "act." and the "net" values are I think the main part for the market flow indicators beside others.
  • #842
  • Edited Aug 14, 2016 3:13pm Aug 13, 2016 7:33pm | Edited Aug 14, 2016 3:13pm
Quoting JPworks
OK, Mzvega, You may wonder why I did not respond. I was in the middle of taking care of other things, to be specific one family member was ill. Let me be brief and answer your questions, 1. RF: It is calculated from the raw data, if current price > previous and L>L assign +1, and h<h and L<L assign -1; else if it is equal assign 0. Adding up the numbers give + or - value. 2. Attempted direction: By adding up from the + or - values of RF, we get either if the later > previous, if> "up" or if < it is "down" else it is neutral. This is to evaluate...
"Each reference point carries it's own type of information."
"The better way, we feel, is to focus on each reference individually. Understand it, and then put each one in context, relative to the others.* Starting at the beginning: There are 30 or so reference points. Each reference point contains unique information about the market."
"Each can tell you something about a market.
"Do the same for the other reference points and in a one-page table you have captured the substance of that market". -Jones

*This is the info we want to organize in the spreadsheet, the various contexts & unique info from the references are used to build/create the formulas spreadsheet.

Quoting JPworks
1. RF: It is calculated from the raw data, if current price > previous and L>L assign +1, and h<h and L<L assign -1; else if it is equal assign 0. Adding up the numbers give + or - value.
On it's own outside the spreadsheet, what does it tell you about the market? What unique info does it give you about the market. Please dont say "it is one of many factors of all the calculations we do in terms of the combined computations of more than 30 reference points". What unique info does it give you about the market outside the spreadsheet?
What raw data are you referring too? Can you be specific?

Quoting JPworks
2. Attempted direction: By adding up from the + or - values of RF, we get either if the later > previous, if> "up" or if < it is "down" else it is neutral.This is to evaluate the day's direction The attempted direction is the calculations as indicated in my image of Range, VA range, IPO, TFF and VYY as up and down or neutral of the current and previous day, if the later > previous, if> "up" or if < it is "down" else it is neutral.
Wrong.
RF is just one of the references used to determine (calculate) "attempted direction"
Your updated answer..........wrong

In MOM there are 4 references used to determine (calculate) "attempted direction"
In VBPT there are 3 references used to determine (calculate) "attempted direction"
Which ones we use in AMVA and why?

What does attempted direction tell you about the market? What the market "attempted" to do is not the same as what actually happens. i.e...the market attempted to create higher highs, instead drop 200 points before the close. Attempted direction is a reference on its own. By itself it has some meaning, the close by itself has some meaning. But when you use attempted direction relative to the close you now have a "quantifiable measure". Not only to determine what the market was "attempting to do", but how well of a job it did in it's attempt. That's the tradable info. we want to organize on the spreadsheet.

Quoting JPworks
3. TFF: This is a ratio of Total TPO to Tick count (TPO/T), This tips us the buying and selling pressure by observing the increments or decrease
Wrong...........It has nothing to do with buying and selling pressure
Ratio of Total TPO to Tick count (TPO/T) correct
What does TFF tell you about the market? And how is TFF used describe the market? What unique info does it give you about the market. outside the spreadsheet.?

Quoting JPworks
4. VTY: This is range of moments of the 30 minutes each and it is a price change in a day. This also give us market activity observing the increments and decrease.
This is quantitative analysis.....can you be specific, what is a "range of moments"? How is VTY calculated?
"it is a price change in a day"........... wrong
As a reference what is the purpose of VTY and how is it used everyday in trading, outside the spreadsheet?

Quoting JPworks
5.Flow analysis: Flow analysis is a combination of many factors of all the calculations we do in terms of the combined computations of more than 30 reference points.
What is the purpose of it? It is one of several studies. It is used as a tool daily, for what purpose?

Quoting JPworks
6.RI: This, I did not get it fully
Without knowing what reference is used and why, I wouldn't expect you to fully get it either
"We take the total values and divide by 16"........ wrong

Quoting JPworks
7. I forgot to mention about the composite demand curve visual chart and the underlying background of directional and activity mathematical computations. As my previous image you commented, I have laying the reference points that goes with direction and activity in my image. There might have some errors in the formula but at least I have classified them which goes with which. The "dir." and "act." and the "net" values are I think the main part for the market flow indicators beside others.
I wanted to know your logic for calculating all those TF's.........you don't really know why, you were emulating something, I got it the first time.

your answers suggest you still don't know what it is you're calculating or why.........

You enjoy making suggestions, here's one, why don't you provide a book page or article reference that actually supports your answers. That way we can figure out why there is such a disconnect and gap in your understanding between what you're reading and what it is you think your calculating.
Markets are not efficient, rather they are effective - Jones
  • #843
  • Aug 14, 2016 3:44pm Aug 14, 2016 3:44pm
Mzvega,
It is humbling to see you answering my questions one by one. Since I failed the test it is easy for me to deal each one of them of the 7 points one by one, unless you say let's go next I will not jump to the next if you will. I will put aside the calculations to deal my problems(by the way I even put aside my day trading for I was confounded and became disarmed when I read all the materials and I found it all together meaningless to trade unless I understand what is going on the background, even if I want to I was confused). When I say raw data, I mean all the 40 reference points we imported, of course there are way more than 50 which include applicable to futures market in Cisco reference materials. OK, now if you agree back to #1
1. RF: We don't need to calculate as we found it imported pre-calculated. But the underlying calculation is, if current price > previous and L>L we assign +1, and if h<h and L<L we assign -1; else if it is equal we assign 0. Adding up the numbers gives us +# which is "up" or -# which is "down" or else 0 which is "neutral."

According to mom, 1. "We present here a simple, objective means for evaluating day time frame attempted direction based on the markets half-hour auction rotations. It is called the Rotation Factor....At any point in time within the day, segmenting the Profile into half-hour auctions helps determine which other time frame participant is currently in control (or that neither is in control). However, it is not always easy to determine which participant is exerting greater overall influence.The Rotation Factor objectively evaluates a day's attempted direction. Each auction rotation is measured step-by-step, allowing the trader to discern overall daily directional attempts....It is important to keep in mind, however, that the Rotation Factor only answers one of the two "Big Questions"-that is, which way the
market is trying to go. Before any conclusions can be drawn, you must also determine if the market is "doing a good job" in its attempts to auction in that direction. The answer to this second Big Question requires a much more sweeping analysis than that which can be provided by a simple measure of the auction rotations. ....resulting in a number that can provide a good indication of day time-frame sentiment......Rotation Factor answers one of the two "Big uestions"-that is, which way the market is trying to go and determine if the market is "doing a good job" in its attempts to auction in that direction.
This Rotation Factor on its own without seeing the spread sheet will show me attempted direction in the short time frame.

2. The TPO count: The TPO count is used to measure other time-frame activity within day time-frame structure.
In order for the TPO count to be effective, then, the market must be in a two-timeframe, rotational mode. Again, two-timeframe conditions occur when the other timeframe and day timeframe participants are sharing control.
If TPO top is greater than the previous top we assign +1 and bottom>bottom we assign +1 else we assign -1 or else if = we assign 0. We tally the total top tpo and the total bottom tpo to get RF (total top+total bottom=RF). The cumulative rotation numbers or the net total for the other time frame is which exhibits consistent buyer or seller attempts throughout that other time frame.
(Ref. Mom ch3 and 4)
I will not move to the next, #2 until I nailed down this.
JP
  • #844
  • Edited 8:14pm Aug 14, 2016 6:55pm | Edited 8:14pm
Quoting JPworks
1. RF: We don't need to calculate as we found it imported pre-calculated. But the underlying calculation is, if current price > previous and L>L we assign +1, and if h<h and L<L we assign -1; else if it is equal we assign 0. Adding up the numbers gives us +# which is "up" or -# which is "down" or else 0 which is "neutral."
MOM Page 112-113
"The Rotation Factor As we near the end of Day Timeframe Auction Rotations, we again address the question "Which way is the market trying to go?" Thus far, we have discussed concepts such as directional conviction, initiative and responsive activity, and other timeframe control all of which provide bits and pieces of the answer to the first of the two Big Questions. In the day timeframe, however, we have yet to provide a*finite, objective answer to the question of market direction. We present here a simple, objective means for evaluating day timeframe attempted direction based on the markets half-hour auction rotations. It is called the Rotation Factor.

At any point in time within the day, segmenting the Profile into half-hour auctions helps determine which other timeframe participant is currently in control (or that neither is in control). However, it is not always easy to determine which participant is exerting greater overall influence. The Rotation Factor objectively evaluates a day's attempted direction. Each auction rotation is measured step-by-step, allowing the trader to discern overall daily directional attempts. Figure 4-28 provides reference for the following discussion on how to calculate the Rotation Factor.

The method for assigning a value to each time period's auction rotation is relatively simple. If the high of the current time period is higher than the previous period's high, then the rotation is given a +1. If the high is lower than the previous period's high, then it is assigned a -1. Similarly, if a time period's low is higher than the previous period's low, then a value of +1 is added. An auction bottom that is lower than the previous period's low receives a -1. And, if both periods highs or lows come out even, then no value, or 0 is assigned. The same process is performed for each subsequent time period, ultimately resulting in a number that can provide a good indication of day timeframe sentiment. Figure 4-29, for instance, shows the Rotation Factor for a day in Treasury Bonds. The cumulative rotation numbers across the time period tops totaled +3, as did the figures across the auction bottoms. The net total for this day is +6, which exhibits consistent buyer attempts throughout the day.

It is important to keep in mind, however, that the Rotation Factor only answers one of the two "Big Questions"-that is, which way the market is trying to go. Before any conclusions can be drawn, you must also determine if the market is "doing a good job" in its attempts to auction in that direction. The answer to this second Big Question requires a much more sweeping analysis than that which can be provided by a simple measure of the auction rotations. As we proceed through this chapter, we will thoroughly detail the methods necessary for determining a market's directional success."(MOM Page 112-113)

Quoting JPworks
1. RF: We don't need to calculate as we found it imported pre-calculated. But the underlying calculation is, if current price > previous and L>L we assign +1, and if h<h and L<L we assign -1; else if it is equal we assign 0. Adding up the numbers gives us +# which is "up" or -# which is "down" or else 0 which is "neutral."
"if current price > previous"

Nowhere does "current price" have anything to do with RF

If the high of the current time period is higher than the previous period's high, then the rotation is given a +1. If the high is lower than the previous period's high, then it is assigned a -1. Similarly, if a time period's low is higher than the previous period's low, then a value of +1 is added. An auction bottom that is lower than the previous period's low receives a -1. And, if both periods highs or lows come out even, then no value, or 0 is assigned.


Quoting JPworks
"We tally the total top tpo and the total bottom tpo to get RF (total top+total bottom=RF)"
Quoting JPworks
"If TPO top is greater than the previous top we assign +1 and bottom>bottom we assign +1 else we assign -1 or else if = we assign 0. We tally the total top tpo and the total bottom tpo to get RF (total top+total bottom=RF). The cumulative rotation numbers or the net total for the other time frame is which exhibits consistent buyer or seller attempts throughout that other time frame. (Ref. Mom ch3 and 4)
2. (Ref. Mom ch3 and 4) That covers 277 pages. I want to know the exact page(s) where you found the above formulas........
Markets are not efficient, rather they are effective - Jones
  • #845
  • Edited 9:53pm Aug 14, 2016 9:26pm | Edited 9:53pm
Correction:
1. "if current price > previous" is mistaken indeed. RF, we already got it from imported file, it is "current RF>previous."

2. Sorry, I mixed up things, TPO count has nothing to do with RF but has different computation to measure activity of "the other time frame"

"TPO Trading The TPO count is used to measure other timeframe activity within day timeframe structure. The theory behind TPO trading is based on the fact that the other timeframe buyer and seller do not deal directly with each otherthey conduct trade through the local, or middleman. Any imbalance that develops between the longer-term participants is measurable in the TPO count (for a complete discussion of the mechanics of the TPO count, refer to Chapter 3, Advanced Beginner)
MOM page 113. I copied the formula from this image thinking it was for TPO but actually was for RF. My mistake.
Attachment I don't know why it is not let me post images. Here it is from MOM page 115 http://pho.to/AG9Pf
  • #846
  • Aug 14, 2016 9:44pm Aug 14, 2016 9:44pm
Quoting JPworks
Correction: 1. "if current price > previous" is mistaken indeed. RF, we already got it from imported file, it is "current RF>previous."
No. What data are we using to calculate RF?
here's a hint
"L>L we assign +1, and if h<h and L<L we assign -1"
Markets are not efficient, rather they are effective - Jones
  • #847
  • Aug 14, 2016 11:05pm Aug 14, 2016 11:05pm
Quoting mzvega
{quote} No. What data are we using to calculate RF? here's a hint "L>L we assign +1, and if h<h and L<L we assign -1"
aHa, your question was different. Every TPO has a letter which has 4 data points, O H L and C. In the same token every 30 minutes has O H L and C. Every 30m has a turning point a High and Low where our data for our RF comes from. Please see the attached image. (MOM page 114)
http://pho.to/AGA1l
Attached Image (click to enlarge)
Click to Enlarge Name: RF13.png Size: 297 KB
  • #848
  • Aug 14, 2016 11:21pm Aug 14, 2016 11:21pm
Quoting JPworks
{quote} aHa, your question was different. Every TPO has a letter which has 4 data points, O H L and C. In the same token every 30 minutes has O H L and C. Every 30m has a turning point a High and Low where our data for our RF comes from. Please see the attached image. (MOM page 114) http://pho.to/AGA1l {image}
"Every TPO has a letter which has 4 data points"

Are you telling me you have no clue what a tpo is?????

First tell me, what a tpo is and how is it calculated. Then tell me what it has to do with the RF
Markets are not efficient, rather they are effective - Jones
  • #849
  • Edited 9:38am Aug 15, 2016 1:38am | Edited 9:38am
Quoting mzvega
{quote} "Every TPO has a letter which has 4 data points" Are you telling me you have no clue what a tpo is????? First tell me, what a tpo is and how is it calculated. Then tell me what it has to do with the RF
TPO; "Market Profile is is a way to organize data over time. MP uses half-hour data bars as primary input, keeping track of the time at each price tick. Each price traded in each half-hour period is counted as an event which is called "TPO." A graphic is formed by collecting the events (TPOs) and plotting on a vertical price axis." VBPT page 7.
TPO count: The price where the most activity occurred in a day, (the longest line closest to the center of the range where the highest of events occur in the day) is the point of control (POC). The "TPO count" is found by isolating the point of control (the longest line closest to the center of the range), summing all the TPOs above it and comparing that number to the total number of TPOs below it. Single print tails are excluded from the count. The Total TPO above the POC are considered to be willing sellers and below it are willing buyers. The designated TPOs above and below the POC is "The value area." MOM page 42.
what it has to do with the RF?
The O H L and C I mentioned has nothing to do with RF, my mistake, but RF calculation is as indicated here, http://share.pho.to/AG9Pf.
  • #850
  • Aug 15, 2016 2:17am Aug 15, 2016 2:17am
Quoting JPworks
{quote} TPO; "Market Profile is is a way to organize data over time. MP uses half-hour data bars as primary input, keeping track of the time at each price tick. Each price traded in each half-hour period is counted as an event which is called "TPO." A graphic is formed by collecting the events (TPOs) and plotting on a vertical price axis." VBPT page 7.... http://share.pho.to/AG9Pf
Isn't a TPO an alphabet in the link you just shared?
Hence, A is ONE TPO, AB are 2 TPOs, ABC are 3 TPOs and so forth. So, the POC is the price that has the most TPOs, or which price has been crossed the most times; being DEFGHIJK.
Where did 4 data points come from? OHLCs are non-existent in MP, no?

Just from the few pix, an RF is in-my-own-words: a way of telling if a columns of TPOs (a 30-min bar) is a strong up (+1+1), moderately up (+1+0), neutral (0-0), moderately down (-1-0) or strong down (-1-1)
The overall RF is just a sum of all top and bottom values. This is a way to tell if the overall profile is strongly moving upwards or not, no?

This coming from a guy with almost zero-MP exp., so I could be totally wrong :/
  • #851
  • Aug 15, 2016 2:29am Aug 15, 2016 2:29am
Quoting HEvans
{quote} Isn't a TPO an alphabet in the link you just shared? Hence, A is ONE TPO, AB are 2 TPOs, ABC are 3 TPOs and so forth. So, the POC is the price that has the most TPOs, or which price has been crossed the most times; being DEFGHIJK. Where did 4 data points come from? OHLCs are non-existent in MP, no? Just from the few pix, an RF is in-my-own-words: a way of telling if a columns of TPOs (a 30-min bar) is a strong up (+1+1), moderately up (+1+0), neutral (0-0), moderately down (-1-0) or strong down (-1-1) The overall RF is just a sum of all...
Sorry again, the 4 data points O H L and C are my own mistake and has nothing to do with RF. That is why I wrote to amend that and to clarify my understanding to Mzvega. Thank you for your added clarification.
  • #852
  • Aug 15, 2016 11:19am Aug 15, 2016 11:19am
Mzvega,
I am wondering if we have to pass to point #2 "attempted direction,"....I will stay in point #1 otherwise.
  • #853
  • Aug 15, 2016 12:13pm Aug 15, 2016 12:13pm
Quoting JPworks
Mzvega, I am wondering if we have to pass to point #2 "attempted direction,"....I will stay in point #1 otherwise.
MOM p.32
"The total TPO figure above the point of control represents other timeframe traders willing to sell and stay shortabove value, while total TPOs below the point of control represent other timeframe traders willing to buy and stay long below value." MOM p.32

MOM p. 8-9
The Market Profile is simply a way of organizing market activity as it unfolds. It is not a system that predicts tops and bottoms or trend continuation any more than the teacher's grade chart is an indicator of overall student intelligence. The Market Profile is an evolving gauge that accurately reflects market activity in the present tense, a gauge being defined as a passive device that exists only to measure something. The key to the Market Profile lies in correctly reading this information.

Laying the Foundation
In this section, we will discuss the definitions and concepts that form the foundation for learning to understand the market through the Market Profile. As has been stated before, this is a challenging task. Everything you learn about the Market Profile is interrelated and integral to a complete understanding of the market Each concept is like a piece in an intricate puzzle that should be studied to determine its place in the developing picture. If you file each piece away as a separately defined definition, you will be left with a jumble of seemingly unrelated facts. But, if you continually integrate each section of the book with what you have already learned, the picture will slowly emerge." MOM p. 8-9

As I mentioned once before, you won't find clarifications on what a tpo is and how tpo's are organized to form profiles in VBPT. VBPT is for traders who have a working knowledge of MP analysis. In order to understand the concept of this thread (AMVA/VBPT). You're expected to already know the basic fundamentals by having already read MOM.

You start by first learning what a tpo is, then you build on top of that knowledge, by learning another reference and it's context in relation to the previous reference. Each one builds off the previous learned reference.

You miss the whole point of the book when you pick through the book looking only for formulas & calculations. You miss learning the way in which auction markets operate, it's about market understanding. This is not some TA trading strategy, or system. Unlike TA. Auction Market Analysis requires critical thinking.

So please will you just please read MOM from start to finish, in that order. The sooner you learn basic MP principles, the sooner you catch up, the sooner we can discuss the topic of the thread.

Attempted direction is discussed at the end of the book after all the references have been learned.

Point #1 Read MOM from start to finish. Learn what a tpo is, how they are organized, and build your knowledge of each of the references as each reference builds off the previous learned reference.
Markets are not efficient, rather they are effective - Jones
  • #854
  • Aug 15, 2016 12:19pm Aug 15, 2016 12:19pm
Quoting HEvans
{quote} Isn't a TPO an alphabet in the link you just shared? Hence, A is ONE TPO, AB are 2 TPOs, ABC are 3 TPOs and so forth. So, the POC is the price that has the most TPOs, or which price has been crossed the most times; being DEFGHIJK. Where did 4 data points come from? OHLCs are non-existent in MP, no? Just from the few pix, an RF is in-my-own-words: a way of telling if a columns of TPOs (a 30-min bar) is a strong up (+1+1), moderately up (+1+0), neutral (0-0), moderately down (-1-0) or strong down (-1-1) The overall RF is just a sum of all...
Markets are not efficient, rather they are effective - Jones
  • #855
  • Aug 22, 2016 3:51am Aug 22, 2016 3:51am
Mzvega,
As per our conversation I am coming from reading MOM and from making an overview of Steidlmayer on Markets: Trading with Market Profile and this forum. I have read somewhere someone who is seasoned in AMVA said he reads MOM every 3 months for new things, and how much more for me.
I will start with TPO. What is TPO? TPO count? TPO value area? Why TPO?
1. TPO
As bars or candles with an Open, High, Low, and Close price each "bar" are the heart of traditional chart analysis TPO is not only the heat of AMVT but also there is no analysis without TPO. in a Market Profile TPO represented by putting a letter against the price that the market traded at during that time interval - usually 30 minutes per interval or "bracket" as it is called in Market Profile terminology. Each of these letters is know as a Time Price Opportunity or TPO.
2. TPO Count
The Time Price Opportunity (TPO) is the smallest unit of market measurement (mom p.41).
The TPO count is an excellent method for evaluating day-to-day imbalance that occurs within the developing value area. The "TPO count" is found by isolating the point of control (the longest line closest to the center of the range), summing all the TPOs above it and comparing that number to the total number of TPOs below it. Single print tails are excluded from the count, because their implications are clear and have already been considered when examining activity on the extremes. Remember, the point of control is significant, because it indicates the price where the most activity occurred during the day and is, therefore, the fairest price in the day timeframe (price x time = value). Figure 3-1 illustrates the TPO count. The total TPO figure above the point of control represents other timeframe traders willing to sell and stay short above value, while total TPOs below the point of control represent other timeframe traders willing to buy and stay long below value. The resulting ratio is an estimate for buyer/seller imbalance in the value area. For example, a ratio of 32/24 breaks down to 32 selling TPOs above the point of control, and 24 buying TPOs below. (mom p. 42).
3. Value Area
The Point of Control is found in a TPO Profile at the price level/row that contains the most number of TPOs. Value area "Value" can only be calculated in a bracketing market. If a TF is not Bracketing there is no "Value area." (The 70% VA is a MP concept, the default value is 70%. The 70% VA is a MP concept of "Volume Profile.")
AMVT value area is the area between UQ-LQ. (Forum post 387)

The total TPO figure above the point of control represents other timeframe traders willing to sell and stay short above value, while total TPOs below the point of control represent other timeframe traders willing to buy and stay long below value. The resulting ratio is an estimate for buyer/seller imbalance in the value area. For example, a ratio of 32/24 breaks down to 32 selling TPOs above the point of control, and 24 buying TPOs below. Note that a value area is not specifically calculated. Rather, the methodology of the TPO count, (i.e., single-print rejections are not counted), implies value. (forum p.5 post 82).
http://www.forexfactory.com/attachme...1&d=1401305636

4. Why TPO
This where the depth of study is.
- the trade facilitation
- the brackets
- the congestion
- the trend
- the rotation factor
- the break outs, directions and activities
- the initiative and responsive buying and selling activities are occurring
This where we begin the calculations and the computations.
Thank you for your reminders to go back and revisit. I can not claim I have comprehend it all but I began approaching back from the basics.
JP
  • #856
  • Edited 8:25am Sep 3, 2016 6:58am | Edited 8:25am
Mzvega,
It is very quiet in this forum these days. I don't know why. I have question. When we download the csv file from mt4, is there a way we receive constant and fixed number of columns and rows for each individual composite days respectively? I know On the reference points side whether we download the horizontal or vertical they are 42 fixed columns or rows. But on the date side, when we update every day it changes the number of columns or rows of each respective composite days. If we don't have fixed "cell" how did you manage to create your excel or base templates if number of columns or rows constantly changing during updates? Is there a way to configure the csv download to be retrieved as a fixed number of columns and rows so that we may have fixed "cell" each time we update so that it would be easier when we create relational database or spreadsheet templates? Otherwise is there any one who can give a clue how one manages to have relational calculation templates as it is now without fixed "cells" other than using python as Mzvega uses? Thank you
JP
  • #857
  • Sep 3, 2016 11:51am Sep 3, 2016 11:51am
Quoting JPworks
Mzvega, It is very quiet in this forum these days. I don't know why. I have question. ...If we don't have fixed "cell" how did you manage to create your excel or base templates if number of columns or rows constantly changing during updates? Is there a way to configure the csv download to be retrieved as a fixed number of columns and rows so that we may have fixed "cell" each time we update so that.... JP
I remember her saying something about busy researching a reference point or something... anyway here's my 2cents

You only really need excel macro's, you can make a macro for whatever excel task you need to do including opening and closing excel files. I was able to do a 90% data collation with 5 macro's in total. So for everything 25 macro's could do.

About the different date stuff, well you can study what the minimum for each composite day is and use that. Good luck
  • #858
  • Sep 3, 2016 2:47pm Sep 3, 2016 2:47pm
Quoting sinqua
{quote} I remember her saying something about busy researching a reference point or something... anyway here's my 2cents You only really need excel macro's, you can make a macro for whatever excel task you need to do including opening and closing excel files. I was able to do a 90% data collation with 5 macro's in total. So for everything 25 macro's could do. About the different date stuff, well you can study what the minimum for each composite day is and use that. Good luck
Sinqua,
Thank you for responding. If the csv file we retrieve was exported starting from recent to later dates or in descending order, then we would have fixed "cells" at least for the latest 4 recent days we require to calculate. Before the macro how do you able to get a fixed cell? My libre calc is linked with the csv, every time new data comes in it overwrites the previous data but adds rows or columns (depending on the data type I am retrieving, horizontal or vertical format) eventually the cell moves or the range changes). Is my question clear? JP
  • #859
  • Sep 3, 2016 3:22pm Sep 3, 2016 3:22pm
Quoting JPworks
{quote} Sinqua, Thank you for responding. If the csv file we retrieve was exported starting from recent to later dates or in descending order, then we would have fixed "cells" at least for the latest 4 recent days we require to calculate. Before the macro how do you able to get a fixed cell? My libre calc is linked with the csv, every time new data comes in it overwrites the previous data but adds rows or columns (depending on the data type I am retrieving, horizontal or vertical format) eventually the cell moves or the range changes). Is my question...

Err I hope this solves your issue. See pic
Attached Image (click to enlarge)
Click to Enlarge Name: Sort.JPG Size: 289 KB
  • #860
  • Sep 3, 2016 3:33pm Sep 3, 2016 3:33pm
Quoting sinqua
{quote} Err I hope this solves your issue. See pic {image}
Aha, you are telling me to create a macro to flip and get the recent first to the latest so that I may have fixed cell for the recent ones. Thank you so very much. I got the point.
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