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  • #941
  • Edited 3:54pm Oct 26, 2016 3:39pm | Edited 3:54pm
Quoting thetail
Thanks mzvega and dljonesFan for your efforts but I was already aware of the rule of 20% poc, and the fact that we use daily profiles, are already in my notes in the diagram I posted a few days ago, and the references too. Perhaps I was not clear enough, english is not my first language so some nuance reading sources can be lost and trying to explain my doubt can be tricky. I try again to explain what my specific doubt, sorry again. To calculate other parameters (2a, 2b, 2c) which converge in "Dir, Act, Net" section, we compare day_1 with day_2,...
It helps to read the source material..............
My spreadsheets do not explain the "context" or "calculations" in which any of that data is used.
The source material does.
If someone has to ask me how and what my spreadsheet is calculating and if there is some relation, it suggests the source material hasn't been read.
It's trying to put the cart before the horse.

What does the source material say?
https://web.archive.org/web/20100716200427/http://www.cisco-futures.com/daytradingengine_tickstudy.html
https://web.archive.org/web/20150110232209/http://www.cisco-futures.com/daytradingengine_flow_example1.html
https://web.archive.org/web/20140401053959/http://www.cisco-futures.com/daytradingengine_flow_example2.html
Attached Image(s) (click to enlarge)
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Markets are not efficient, rather they are effective - Jones
  • #942
  • Edited 9:27am Oct 27, 2016 9:02am | Edited 9:27am
Quoting mzvega
{quote} If someone has to ask me how and what my spreadsheet is calculating and if there is some relation, it suggests the source material hasn't been read. It's trying to put the cart before the horse.
I am on the NET for about 30 years, well before the birth of the web as we know it now, were the days of telnet, gopher and BBS.
My main guidelines since then have always been two: RTFM and RTFFAQ, so before I bore you with obvious questions I think about more then 100 times.
But if in spite of all I can not understand, I ask.
This is to tell that I prefer you say me I'm stupid because I did not understand something rather than you tell me that I have not read anything.

The two images that you posted in your last message are exactly those who have sent me into confusion just because in the 2f parameter, in the second line, appears the Rotation Factor and in group 3, second line, appears Value Area Direction.
In fact, in a previous post I asked if your second cell in Att Dir column was the Value Area Direction and you had said no.
Since the VAr Dir (in tabular format) only appears in those 3 pages that you linked, among the 775 pages of cisco-futures website probably I had already read something .... probably not understood but certainly I read and reread.
And in spite of your answers I have not yet understood.
I attach another image: could you tell me the exact name of the cells 1, 2 and 3, so that I can go to seek references on the cisco-futures website?
I'm trying to figure out what are the references in your tables to be able to have a common basis, otherwise a parameter my interpretation other than your would lead to different results and could be no comparison.
Thank you.
Attached Image
  • #943
  • Oct 27, 2016 9:47am Oct 27, 2016 9:47am
Quoting thetail
{quote} I am on the NET for about 30 years, well before the birth of the web as we know it now, were the days of telnet, gopher and BBS. My main guidelines since then have always been two: RTFM and RTFFAQ, so before I bore you with obvious questions I think about more then 100 times. But if in spite of all I can not understand, I ask. This is to tell that I prefer you say me I'm stupid because I did not understand something rather than you tell me that I have not read anything. The two images that you posted in your last message are exactly those...
Hi thetail,
Am not yet there but when i refered to the links i think its better u understand it your way and try to interprete. Its good to refer to mzvega spreadsheet for guidance but not to really have your spread sheet as hers. From my understanding:
Dir is the net value of direction indicators and activity indicators as u may choose. +i for increasing and -1 for decreasing..if its greater than +ve U,-ve D
Att Dir is the difference btn close and POC as a percentage of the day range in question...read somewhere it has to be more than 20% in either direction for a deduction U or D
If Dir and Att Dir agree, we have strong conviction in that direction, if they dont, we have a balanced market and more parameters maybe employed from the overlay charts for better analysis...
I personally seek clarity for the Times for deduction of RR1. Is it the aggregate time of all days or just for the day? Do we divide a 5 day overlay time into 4 equal parts or we divide for a single day and deduct the close as well...Will be glad if someone out there helps.
Thanks you MZVEGA for this new information about the forex markets, i have been able to construct my first spread sheet.
How do u guys export data from the composite indicator into excel(sorry abt this newbie qn,havent gat it clearly on many search engines), if it has been mentioned here,kindly refer me, will appreciate it.
More pips to u all
  • #944
  • Edited 2:46am Oct 28, 2016 1:08am | Edited 2:46am
Quoting thetail
{quote} I am on the NET for about 30 years, well before the birth of the web as we know it now, were the days of telnet, gopher and BBS. My main guidelines since then have always been two: RTFM and RTFFAQ, so before I bore you with obvious questions I think about more then 100 times. But if in spite of all I can not understand, I ask. This is to tell that I prefer you say me I'm stupid because I did not understand something rather than you tell me that I have not read anything. The two images that you posted in your last message are exactly those...
First, go back to this post first
Quoting thetail
2- Att Dir column, second row:
this should be the Value Area Direction (reference from Visual Graphic in my scheme), here too I do not understand if it corresponds to the comparison of (DAY_1 | DAY_2) or if it is the result of the comparison between (DAY_1 | DAY_2) and (DAY_2 | DAY_3)
Lets go back to that post....Because you mentioned "(reference from Visual Graphic in my scheme)" I replied.

Quoting mzvega
Data & references from the Visual Graphic report was condensed for it's easy scan format. But It lacked in info. That format was used for non subscribers. Cisco provided free access to its database on weekends. It only compared one day's value with the previous day. Not the 3 days used for the analytics. It was missing the 15 day profile (a weeks worth of data), etc..
I then added
Quoting mzvega
"Advantages of Visual Graphic over Text data
1) Condensed: in half a page versus 10 pages
2) All graphs/data have a common price strip
3) Overlays all have same horizontal scale for TPO's
4) IT direction only in graphic
5) Graphical, easy scan format
and continued to add
Quoting mzvega
Disadvantages of Visual Graphic over Text data
1) The common price strip means the latest day price can be over-condensed
2) In order to fit in 6 graphs, Overlay's #TPO's scale may be too compressed
3) Text gives actual prices and number of TPO's in Overlay
4) The 15 day Overlay is omitted in Visual Graphic
5) Other data is omitted...
I would have assumed that you would have at least read the first paragraph or two and read for yourself

Designed for a quick study and rapid analysis, the CISCO Visual Graphic shows the
end-of-day market condition at a glance, the last 10 days of commercial activity
and the most recent day's 30 minute bars.

Because VG was a condensed abbreviated graphical report which omitted some data... I then replied

Quoting mzvega
For Value analytics we use the more detailed text data from the condition report.
https://web.archive.org/web/20110621...PLANATION.HTML

Data Sets from the Value analytics Market Condition Report, not the visual graphic
Read the links, "Background", "Sample" and "explanation" under resources left side of screen. For details about references used for value analytics.
https://web.archive.org/web/20121117...m/amva_fs.html...
So I naturally assumed you would read my post and links. One titled "Auction Market Value Analytics Explanation" that explains that 3 data sets are used in the Value analytics Market Condition Report and a sample of the report used for analysis . It very clearly demonstrates the same type of process you see in the VG, but with the data from the Value analytics Market Condition Report.
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So when I said
Quoting mzvega
"For Value analytics we use the more detailed text data from the condition report."
What part of that didn't you understand? Or did you not read it?
When I said
Quoting mzvega
"Data Sets from the Value analytics Market Condition Report, not the visual graphic" ...
What part of that didn't you understand? Or did you not read it?

So when I asked you to read the "Auction Market Value Analytics Explanation" link and it explained/showed the same type of process used in the VG, but using the more detailed Value analytics Market Condition Report,
What part of that didn't you understand? Or did you not read it?

You then post
Quoting thetail
"A final consideration which has helped increase my initial doubts:the Rotation Factor then enters in the calculation 2 times. the first in the calculation of Dir of "Dir, Act, Net" section and the second time in Dir section via Att.Dir"
In which I asked you read the links to answer your own question, I even did some of the work for you, I even highlighted a picture for you ..
http://www.forexfactory.com/showthre...09#post9220109
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and if you read the links you should have read this as well
Attached Image (click to enlarge)
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Attached Image

So when you say you have read the links "over & over", each time, what part of attempted direction "not used in net", didn't you understand in any of the links? Or did you not read it?
Quoting thetail
This is to tell that I prefer you say me I'm stupid because I did not understand something rather than you tell me that I have not read anything.
So which is it?................ Or do you consider looking at the "pictures" the same thing as reading?

Stop fixating on my spreadsheets & tables, you should be modeling your own spreadsheets & tables as closely as possible to the examples in the source materials, not my spreadsheets.
Markets are not efficient, rather they are effective - Jones
  • #945
  • Oct 28, 2016 2:17am Oct 28, 2016 2:17am
Quoting kfx2016
{quote} I personally seek clarity for the Times for deduction of RR1. Is it the aggregate time of all days or just for the day? Do we divide a 5 day overlay time into 4 equal parts or we divide for a single day and deduct the close as well...Will be glad if someone out there helps. Thanks you MZVEGA for this new information about the forex markets, i have been able to construct my first spread sheet. How do u guys export data from the composite indicator into excel(sorry abt this newbie qn,havent gat it clearly on many search engines), if it has...
It's good to hear you were able to put enough together to construct your first spread sheet. It's a process. The more you learn over time, the more your spread sheets will evolve along with your knowledge base.

RR1? I am not sure I know what info you are referring to. Could you be a little more specific? I am not sure, are you referring to the Rotation Index?
"or we divide for a single day and deduct the close" I'm still not sure exactly what material you're referring to."deduct the close"???. Can you provide me a link or book & page # to the info you are referring to"

http://www.forexfactory.com/showthre...64#post8558064
http://www.forexfactory.com/showthre...23#post8561423
Markets are not efficient, rather they are effective - Jones
  • #946
  • Oct 28, 2016 2:54am Oct 28, 2016 2:54am
kfx is right, building your own tables can be very helpful, because:

1. Better understanding of method dynamics and context
2. By copying spreadsheets, you can make mistakes,leads to lack of understanding.
  • #947
  • Oct 28, 2016 3:18am Oct 28, 2016 3:18am
Quoting mzvega
{quote} It's good to hear you were able to put enough together to construct your first spread sheet. It's a process. The more you learn over time, the more your spread sheets will evolve along with your knowledge base. RR1? I am not sure I know what info you are referring to. Could you be a little more specific? I am not sure, are you referring to the Rotation Index? "or we divide for a single day and deduct the close" I'm still not sure exactly what material you're referring to."deduct the close"???. Can you provide me a link or book & page # to...
Thanks MzVega for your timely response,
I meant rotational index,R=(RR1-4)/12 the RRI from the profile matrix. Please how do u get the RR1 to calculate R for a 4day profile. Please correct me if am wrong, all i do is i use a vertical lines indicator to divide the day into 4 equal parts and i use a fib divided into 4 parts for the range of the 4day profile.then i count the quadrants where price touched to get RR1 .
please guide me!...thanks for the links
Will appreciate if u share with me your analysis for usdjpy
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  • #948
  • Oct 28, 2016 3:52am Oct 28, 2016 3:52am
Quoting mzvega
{quote} It absolutely is........ You have to first get the data.......click the export feature on your indicator Then open the Data Folder in mt4............. Then open the Files folder....... the data for the exported data should be in there The data is done in horizontally and vertically. It also contains .dat files. Once you have the data you need, apply it as described by Jones {image} {image} {image} {image}
i get an error of files not being found or being removed. which indicator r u people using to export?
am using MP-Multi Composite Profiles
  • #949
  • Oct 28, 2016 4:16am Oct 28, 2016 4:16am
Quoting mzvega
{quote} So when you say you have read the links "over & over", each time, what part of attempted direction "not used in net", didn't you understand in any of the links? Or did you not read it? {quote} So which is it?................ Or do you consider looking at the "pictures" the same thing as reading? Stop fixating on my spreadsheets & tables, you should be modeling your own spreadsheets & tables as closely as possible to the examples in the source materials, not my spreadsheets.
Thanks mzvega, really appreciate the effort you are doing and the time you spend to make screenshots, highlight them and post messagge.
Really really appreciated. But anyway it didn't helps me... sorry.
I had simply asked the name of the 3 cells.
It's clear that we are not on the same wavelength, my fault.

I already built my spreadsheet and comparing the data with yours some are equal and others are not, I wanted to understand what was wrong.
I agree that I do not have to copy your spreadsheet but if your spreadsheet use the references of the cisco-futures website inevitably my spreadsheet will use the same references ... So I MUST look at your spreadsheet as well as the same I have to watch what the others to be sure to talk about the same thing.
For example we can say that we all use a moving average but if we do not specify that I used a simple moving average and you an exponential moving average we will have two different visions ... a non-holistic world require precision.

So when I looked at your spreadsheet and found that referenfce highlighted in red I get confused:
why the arrows departing from the RF row points to the "Dir, Act, Net" section ?
Thank you
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  • #950
  • Edited 5:06am Oct 28, 2016 4:31am | Edited 5:06am
The rf is not a part of net flow calc. Jones says, that the rotation factor ref point gives you information about the "attempted direction".

"The Ranking Process Explained" in:

https://web.archive.org/web/20100716200427/http://www.cisco-futures.com/daytradingengine_tickstudy.html

"2. Meta-Profile: Value, Reference Points (3 consecutive days)" in:

https://web.archive.org/web/20100307192212/http://www.cisco-futures.com/amva_background.html
  • #951
  • Oct 28, 2016 4:34am Oct 28, 2016 4:34am
Quoting dljonesFan
The rf is not a part of net flow calc.
And it's exactly the point of my confusion comparing mzvega spreadsheet and cisco.
  • #952
  • Oct 28, 2016 4:47am Oct 28, 2016 4:47am
Quoting kfx2016
{quote} i get an error of files not being found or being removed. which indicator r u people using to export? am using MP-Multi Composite Profiles
Yes, it's correct but excel can't read file in sub sub sub sub sub etccc.. folder because the path is too long, so you must copy csv file in another folder (desktop or new folder like c:\data) and open them from there.

http://answers.microsoft.com/en-us/m...4-d3364a7060f7
  • #953
  • Oct 28, 2016 5:16am Oct 28, 2016 5:16am
Quoting kfx2016
{quote} Thanks MzVega for your timely response, I meant rotational index,R=(RR1-4)/12 the RRI from the profile matrix. Please how do u get the RR1 to calculate R for a 4day profile. Please correct me if am wrong, all i do is i use a vertical lines indicator to divide the day into 4 equal parts and i use a fib divided into 4 parts for the range of the 4day profile.then i count the quadrants where price touched to get RR1 . please guide me!...thanks for the links Will appreciate if u share with me your analysis for usdjpy {image}
Not thats not the way to calc it. Jones exp the calc in one of his articles. You take the last 4 and last 8 days range (so 2 ranges) and divide it into 4 equal parts (both ranges, called quadrants). Then you record the 1 day time segment (1day range) mov within the ranges. If the 1 day range goes tru the 4 day 1. and 2. quadrant then there goes 1 and 1 into the matrix and so on... the rest is very simple maths. Please read the article about overlays by Jones.
Quoting dljonesFan
Dear Jer21, ROTATION INDEX PRINCIPLE in pic: {image} Q="quadrant of close"-> quadrant of the whole range or range/4= 4 equal ranges within the whole range. Measured from day 1 to 4 (for example). Daily Rotations=daily ranges from high to low, running through the wohle range (and the quadrants). Measured only day by day. Thats the rotation principle. You can take 4 to 8 days if you like (Jones doese that). Its about the daily rotations movement in the wohle range. If the daily rotation (daily range) moves into a quadrant than 1 goes into your matrix for that timesegment and location (quadrant1or2or3or4). From there you calc your matrix. Thats the whole thing. Now all you have to do is to bring that into a formula. What is it good for? If you want to trade a break of the 5 day bracket, than its wise to track the developement within the 5,10,15,20 day brackets, because trends start at smaller ranges. First the daily will break, than the 3 day and so on... The rotations can show you a shift from horizontal to vertical development within the brackets. A shift from horizontal to vertical development is a sign of conviction or change from balance to imbalance that might lead to an breakout of the 5 day balance. Jones created an way to calculate that shift, so for some traders it might be easier to read, because its clearly presented by numbers. Greetings C

source:

"The overlay profile for current market analysis"
by Donald L. Jones and Christopher J. Young
  • #954
  • Edited 6:26am Oct 28, 2016 6:08am | Edited 6:26am
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Initial balance is in the set most used , but do I use it? No. Why? Because IB has no relevance in a 24h market that has no daily open or close. IB relates to a non-economic process created by "floor traders". Exchange Floor traders no longer exist (there are a few exceptions), and never have existed in a market (FX) that has no exchange floor. I am not a MP trader, therefore, It has absolutely no relevance to me. You should not be trying to calculate references without understanding the "context" in which each one is used, and what each one on it's own tells you about the market
Markets are not efficient, rather they are effective - Jones
  • #955
  • Oct 28, 2016 6:13am Oct 28, 2016 6:13am
Quoting dljonesFan
{quote} Not thats not the way to calc it. Jones exp the calc in one of his articles. You take the last 4 and last 8 days range (so 2 ranges) and divide it into 4 equal parts (both ranges, called quadrants). Then you record the 1 day time segment (1day range) mov within the ranges. If the 1 day range goes tru the 4 day 1. and 2. quadrant then there goes 1 and 1 into the matrix and so on... the rest is very simple maths. Please read the article about overlays by Jones. {quote} source: "The overlay profile for current market analysis" by Donald L....
Great post!

Just to avoid any confusion.........."So that means that for the 8day." If the 2 day range goes tru the 8 day 1. and 2. quadrant then there goes 1 and 1 into the matrix and so on... the rest is very simple maths."
Markets are not efficient, rather they are effective - Jones
  • #956
  • Oct 28, 2016 7:00am Oct 28, 2016 7:00am
Quoting kfx2016
{quote} i get an error of files not being found or being removed. which indicator r u people using to export? am using MP-Multi Composite Profiles
I use the "MP-Multi Composite Profiles" indi to export. The csv files are in your terminal folder.

Terminal\........................\MQL4\Files\MetaTrader\MP - Multi Composite Profiles-v2.1

I open them with libre office. (its free)
  • #957
  • Edited 11:27am Oct 28, 2016 11:04am | Edited 11:27am
Quoting mzvega
{image}{image} Initial balance is in the set most used , but do I use it? No. Why? Because IB has no relevance in a 24h market that has no daily open or close. IB relates to a non-economic process created by "floor traders". Exchange Floor traders no longer exist (there are a few exceptions), and never have existed in a market (FX) that has no exchange floor. I am not a MP trader, therefore, It has absolutely no relevance to me. You should not be trying to calculate references without understanding the "context" in which each one is used, and what...
I do not know if this post is for me, I guess so.

I use the market profile for over 10 years so I know exactly what is IB, Range Extention POC, VA ... and all the MP related stuff.
IB is not in your spreadsheet and in fact I have not asked about it, for me it is already clear the reason for which you have not used ( the same reason for which I did not use IB in 24h profiles, while it is of some use however in the MP partial daily profiles).
As I said I do not ask about things that I understand and know, I ask about things I do not understand, so what I need is a plain and direct response ( if exist and if it possible to have...). I already have the knowledge about how and where to look for sources.
And the RF arrows that were in your spreadsheet made me confused, I asked you why they are there, it was a simple question like the name of the 3 cells in a previous post, and , again, there is no a direct response.
You could answer:
is a test, or an early version, or an error, an x-files, or a my secret project ... whatever ... but please do not post yet another screenshot of things that I've already read and re-read ... really it didn't helps me and you lost your time in vain.

Re-reading, this post may sound rude but it is definitely not my intention, as I said English is not my first language, so don't take my words like a challenge or a defiance.

Thank you again
  • #958
  • Oct 28, 2016 5:50pm Oct 28, 2016 5:50pm
Quoting thetail
{quote} I do not know if this post is for me, I guess so. I use the market profile for over 10 years so I know exactly what is IB, Range Extention POC, VA ... and all the MP related stuff. IB is not in your spreadsheet and in fact I have not asked about it, for me it is already clear the reason for which you have not used ( the same reason for which I did not use IB in 24h profiles, while it is of some use however in the MP partial daily profiles). As I said I do not ask about things that I understand and know, I ask about things I do not understand,...
Are my spread sheets & tables a topic in any of the source materials? No.

Quoting mzvega
Please don't ask me anymore questions outside of the source material. If you have trouble understanding something you read in the thread, source material, or in VBPT, I can help with those questions. That way I can spend what little time I do have, answering questions for those who have a "real" vested interest in the topic of the thread.
Quoting mzvega
My help extends to the published source materials related to the thread. .......
My spread sheets can't explain what each cell means, why it is calculated, and how it is used for analysis. That's the point of reading the source material.

If you have no interest in learning through the source material what each cell should mean, how & why it's calculated, what it relates to, and how to read it, yourself

don't expect me to answer those same questions for you by asking me to explain what each cell in my spread sheets means, how & why it's calculated, what it relates to, and how to read it. That what the source material is for.

Are my spread sheets & tables a topic in any of the source materials? No.

Thank you for the clarification, that responding to any more of your posts is time wasted in vain.
Markets are not efficient, rather they are effective - Jones
  • #959
  • Oct 29, 2016 2:50am Oct 29, 2016 2:50am
Quoting mzvega
Are my spread sheets & tables a topic in any of the source materials? No
My spread sheets can't explain what each cell means, why it is calculated, and how it is used for analysis. That's the point of reading the source material. If you have no interest in learning through the source material what each cell should mean, how & why it's calculated, what it relates to, and how to read it, yourself don't expect me to answer those same questions for you by asking me to explain what each cell in my spread sheets means, how & why it's calculated, what...
You are a source too, for me and everyone here.

Quoting mzvega
Thank you for the clarification, that responding to any more of your posts is time wasted in vain.
This is not what I mean... but ok ... I don't ask you anymore, I know that on forum misunderstandings happens and first impression is all, but you are completely misunderstood what type of person I am.
Really thanks for the time you spent.
  • #960
  • Oct 29, 2016 3:34am Oct 29, 2016 3:34am
Anyone knows why the Rotation Index / Quadrant of Close is signed as "Discontinued" on Cisco?
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