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  • #1,081
  • Edited 4:40am Feb 8, 2017 3:46am | Edited 4:40am
Hi mzvega

Long time reader first time poster.

I just wanted to thank you for all the work you have put into this thread.

I also want to exend my thanks dljonesfan and evak. Their input and questions has helped a whole lot.

Right now I'm trying to wrap my head around the analysis part of AMVA.
I'm trying to understand activity references and how it affects the direction.
I have made several excel sheets that calculate NRI, Quadrant of close, direction flow, activity flow, attempted direction of POC and VA. To help me with this I have made several macros that move data into "database" excel sheets, and macros that update all calculation sheets. Currently I'm in the process of making a macro that let me go back in time and view data as if it were yesterday. Because of reasons.

Even if I will never get as good at AMVA as you I will at least have gotten fairly good at VBA, something that is often asked for in job adverts.

Anyway...

I write because I have noticed a glitch in bandungs indicator. When I export EURUSD data for TF 1, 3, 5, 10, 15, 20 days, I noticed that the end date for most were fine. I saw however that for TF 5day, 15 day and 20day the end date was wrong. If every TF had the correct end date of 2017.02.07, then the TF's I mentioned had the end date 2017.01.18. Very weird.

Is this something you have noticed before?

- Maybe I just shouldn't calculate flow for TF 3, 5, 10, 15, 20. As long as the 1day TF is okay.
- I this is a permanent problem I will also lose TPO count for Q1-Q4 for TF's with the problem. I hope it is just a temporary glitch.
- I can of course try to make my own profiles by importing OHLC data and do it with macros. My biggest problem will not be how to calculate the references, but where to aqquire the data.
  • #1,082
  • Feb 8, 2017 2:04pm Feb 8, 2017 2:04pm
Quoting Bjorn000
I write because I have noticed a glitch in bandungs indicator. When I export EURUSD data for TF 1, 3, 5, 10, 15, 20 days, I noticed that the end date for most were fine. I saw however that for TF 5day, 15 day and 20day the end date was wrong. If every TF had the correct end date of 2017.02.07, then the TF's I mentioned had the end date 2017.01.18. Very weird.
Hey Bjorn.

there is no glitch i think. First date is a start date, second id the ending date.

from 15 days csv:

2017.01.18 00:00, 2017.02.07 00:00, ....
for a 15 days seem ok, as there are in fact 20 calendar days in between, but there are weekends in between.

Hopefully it helps.
  • #1,083
  • Feb 8, 2017 2:43pm Feb 8, 2017 2:43pm
Quoting lemur6666
{quote} Hey Bjorn. there is no glitch i think. First date is a start date, second id the ending date. from 15 days csv: 2017.01.18 00:00, 2017.02.07 00:00, .... for a 15 days seem ok, as there are in fact 20 calendar days in between, but there are weekends in between. Hopefully it helps.
Markets are not efficient, rather they are effective - Jones
  • #1,085
  • Feb 9, 2017 3:33am Feb 9, 2017 3:33am
Hey again

I wanna start by saying that as I suspected and as you said, it was my computer that had a "glitch".

After I read MOM and then VBPT, I downloaded bandung's indicator and tried to use the export function to see the references and to get a feel for how the export was built.

I can't explain what happened but after that time, each time I clicked export, the export files had weird start times and end times. Somehow the files from when I first imported got mixed up with the newly imported.

So I tried to fix whatever glitch my computer was having.
This morning I tried deleting all files in the path:
C:\...\Roaming\MetaQuotes\Terminal\BB190E062770E27C3E79391AB0D1A117\MQL4\Files\FXCM MetaTrader 4\MP - Multi Composite Profiles-v2.1.

And then I tried to re-export all the pairs I wanted to analyze.

And now all is fine. It worked! The end date for all exports now matches the current date. And my macros grab the correct files and so on.

Ok now for your reply
I feel like I shouldn't try to go further into the problems I had as they are resolved now. If I try to explain further it may seem like I'm trying to antagonize you. Which I promise you is not my agenda.
My command of the english language may also be insufficient and may be the reason for the initial misunderstanding.

Quoting mzvega
{quote} You claim to be in europe, but you log in using a local time from my side of the world. Either you are intentionally being deceptive, or you have a serious problem with your computer. The Russians may have hacked into your computer and are controlling it remotely. They may have in fact corrupted your data files. If the exported data files look like the examples you posted, you have a serious problem with your computer.
It was a simple error on my part and not at all intentionally deceptive. I just created my account on ForexFactory and the first thing I did was to subscribe to you, subscribe to this thread and then I posted to this thread.
I did not realize that I could/should change the timezone my account said I was in. I have since corrected this.
The default timezone setting for new users seems to be the timezone you saw me in. You have to manually click "Use system time". I don't know why this is. It should be opt out not opt in.

Anyway. That is all I wanted to say. I'll continue my research/analysis now.

cya

//Bjorn
  • #1,086
  • Feb 13, 2017 10:10am Feb 13, 2017 10:10am
Quoting Bjorn000
So I tried to fix whatever glitch my computer was having. This morning I tried deleting all files in the path: C:\...\Roaming\MetaQuotes\Terminal\BB190E062770E27C3E79391AB0D1A117\MQL4\Files\FXCM MetaTrader 4\MP - Multi Composite Profiles-v2.1. And then I tried to re-export all the pairs I wanted to analyze. And now all is fine. It worked!
Is the same thing happened me once, I have applied your solution and deleted MT4 history (.hst) files too, but I could not replicate the problem, I only remember that happened when I was on a slow and faulty connection, probably an error in updating the indicator .dat files
  • #1,087
  • Feb 24, 2017 10:18am Feb 24, 2017 10:18am
For those who are interested: https://www.sierrachart.com/SupportBoard.php?ThreadID=25761
So to use SC the only way is build a custom study or export the data from the single tpo chart (need a custom study in any case)
  • #1,088
  • Edited 9:50am Feb 25, 2017 4:34am | Edited 9:50am
Quoting stain
For those who are interested: https://www.sierrachart.com/SupportBoard.php?ThreadID=25761 So to use SC the only way is build a custom study or export the data from the single tpo chart (need a custom study in any case)
Stain,
I had tried in the past with no success to get csv data of the 6 time frames (1,3,5,10,15,20), did you mange to do it using sc? SC is a good software. JP
  • #1,089
  • Feb 27, 2017 1:04pm Feb 27, 2017 1:04pm
Quoting JPworks
{quote} Stain, I had tried in the past with no success to get csv data of the 6 time frames (1,3,5,10,15,20), did you mange to do it using sc? SC is a good software. JP
No, and honestly at the moment i am not even trying; my focus is only on the book, and the posts from this thread. I am pretty sure that a custom study could be build in SC but that's a work for an expert coder.
  • #1,090
  • Mar 10, 2017 5:00am Mar 10, 2017 5:00am
hello all! im sebastien from france , trader for my money for 6 years.. first thanks all for this thread , this help me a lot!
i permis me a question about indicator "R-marketprofile"

 

  1. Can anyone help me understand why this indicator crash mt4? When we put nothing but 10 days of profile day by day and that we change timeframe hop crash ..., if we put 10 days of continuous profile and we change timeframe it crash ...?

  1. Is it possible to modify how this form / calculation profile it in order to make it faster?

  1. And the supreme dream, is that someone could reform the code so that this indicator becomes truly usable without doing mt4 crash permanently?

I thank you very much in advance for the help

Attached File(s)
File Type: ex4 R-MarketProfile.ex4   52 KB | 332 downloads
File Type: mq4 R-MarketProfile.mq4   28 KB | 377 downloads
  • #1,091
  • Mar 14, 2017 7:37am Mar 14, 2017 7:37am
Sorry phoesebax

You are in the wrong place. Try finding the marketprofile thread. Or maybe a MT4 ea thread. Not many can help you here.
  • #1,092
  • Apr 12, 2017 5:16pm Apr 12, 2017 5:16pm
Reading and re-reading the book, the material on cisco site (thank's gd for internet archive ... seems the site is really dead this time), mxvega post and ..
My first (and poor) netflow-macro; the macro to import automat. all the data don't work perfecly (need to fix something), need to check if all the formula are ok, but overall .. i am proud of it, considering the fact that i have 0.0 excel skill and i am not a coder. Is based on the file that mzvega kindly shared some time ago.
Working on adding the ATT Dir.
Hope the usual suspects (mzvga overall) start to post again.
Attached Image (click to enlarge)
Click to Enlarge Name: MACRO.png Size: 115 KB
  • #1,093
  • Edited 4:58pm Apr 13, 2017 1:51pm | Edited 4:58pm
hI Mzvega

if i may, i have some questions about the lenght of the Overlay Demand Curve.
Attached Image (click to enlarge)
Click to Enlarge Name: OVERLAY 1.png Size: 90 KB

(pg 78 of VBPT)
Attached Image (click to enlarge)
Click to Enlarge Name: OVERLAY 2.png Size: 141 KB


I know that the choice of the 20 days periods comes from researches conducted at CISCO back in time, and since VBPT was published in 1993, is safe assume that the research were conducted in the '90 or before, so more then 20 years ago. Based on your experience do you find the 20 D is still the best sample for the long term timeframe or, since the market composition has changed so much from the '90, the 20D has lost part of his value as a reference, maybe in behalf of a shorter ODC (15 D ?).
Plus i'd like to know if you are using longer term ODC, and if you build them from a time prospective (Weekly ODC, 1 month ODC, 3 months ODC etc etc) or from a market prospective (braketing/trending market).
Thank you

(reason for editing: typo)
  • #1,094
  • Apr 14, 2017 4:18pm Apr 14, 2017 4:18pm
Quoting stain
hI Mzvega if i may, i have some questions about the lenght of the Overlay Demand Curve. {image} (pg 78 of VBPT) {image} I know that the choice of the 20 days periods comes from researches conducted at CISCO back in time, and since VBPT was published in 1993, is safe assume that the research were conducted in the '90 or before, so more then 20 years ago. Based on your experience do you find the 20 D is still the best sample for the long term timeframe or, since the market composition has changed so much from the '90, the 20D has lost part of his...
Your question gives me the impression you haven't read the 40 or so pages that preceded the page you posted. The words weekly & monthly aren't found in the book. Or that overlays are built from a market prospective (bracketing/trending market).

Your question implies you don't understand some of the "basic fundamentals" of overlays learned in the 40 or so pages that preceded the page you posted.

It's a waste of my time to explain how overlays are built to someone who doesn't know what their calculating & why. The what and why are the instructions for building overlays.

Since you have read and re read the source material, this should be easy..
Before I invest any more of my time answering your questions, can show me that you have invested your time learning the basic fundamentals in the 40 or so odd pages that precede the page you posted.

What is the purpose of using overlays..?

What is the technical definition of a bracket?

A copy & paste will do..
Markets are not efficient, rather they are effective - Jones
  • #1,095
  • Edited 7:22am Apr 15, 2017 7:11am | Edited 7:22am
Mzvega, i really like what you post here!! Im usually active on the futures.io forum but new here. I actually joined because i hoped to get
your input on a question, it would be so kind of you if you had the time. Its a question about the directional performance realationship.
Question is this:

attempet direction is up, volume is unchanged and value is lower = weak, balancing directional performance.

I think it´s easy with a realationship where for example attempted direction is up, lower volume and value lower, in that case i sell. But this one is confusing me a bit. Can i play this as a balanced market directly when we open on next day or what should i expect?

Thanks in advance
Dave.
Attached Image
  • #1,096
  • Apr 21, 2017 9:55am Apr 21, 2017 9:55am
Quoting davethetrade
Mzvega, i really like what you post here!! Im usually active on the futures.io forum but new here. I actually joined because i hoped to get your input on a question, it would be so kind of you if you had the time. Its a question about the directional performance realationship. Question is this: attempet direction is up, volume is unchanged and value is lower = weak, balancing directional performance. I think its easy with a realationship where for example attempted direction is up, lower volume and value lower, in that case i sell. But this one...

Hi dave, before start to trading (sell, buy ..) you need to get the whole picture, that table from MOM is just a part of the use of the reference point (and att. dir9); actually you are just watching a branch of the tree. Have you read VBPT ?
  • #1,097
  • Edited 10:27am Apr 21, 2017 10:12am | Edited 10:27am
Quoting mzvega
{quote} Your question gives me the impression you haven't read the 40 or so pages that preceded the page you posted. The words weekly & monthly aren't found in the book. Or that overlays are built from a market prospective (bracketing/trending market). Your question implies you don't understand some of the "basic fundamentals" of overlays learned in the 40 or so pages that preceded the page you posted. It's a waste of my time to explain how overlays are built to someone who doesn't know what their calculating & why. The what and why are the instructions...
Braketing, ie a trading range. (This definition is in the first part of the book, the introduction, pg. xxii "The missing link, the ODC")
We define a braket as an unbroken distribution between 3-5 tpo's; 3 tpo is the minimum for overlay that are less then 5 days, 5 tpo's for distribution greater then 5 days) Close should be inside the braket.
The ODC is a graphic of longer term market distribution (the introduction, pg. xxii "The missing link, the ODC"); specifically, Overlay are a linear accumulation, at each price traded of TPO's; data (the tpo's) from a group of days are added togheter, overlaed onto each other, period by period, day by day (hence they are Overlays) [cap. IV first page)
  • #1,098
  • Edited 11:29am Apr 21, 2017 10:37am | Edited 11:29am
Quoting stain
{quote} Braketing, ie a trading range. (This definition is in the first part of the book, the introduction, pg. xxii "The missing link, the ODC") We define a braket as an unbroken distribution between 3-5 tpo's; 3 tpo is the minimum for overlay that are less then 5 days, 5 tpo's for distribution greater then 5 days) Close should be inside the braket. The ODC is a graphic of longer term market distribution (the introduction, pg. xxii "The missing link, the ODC"); specifically, Overlay are a linear accumulation, at each price traded of TPO's; data...
The technical definition of a bracket is correct..........
Quoting stain
Braketing, ie a trading range, We define a braket as an unbroken distribution between 3-5 tpo's; 3 tpo is the minimum for overlay that are less then 5 days, 5 tpo's for distribution greater then 5 days) Close should be inside the braket.
EDIT
Not just any trading range........
Specifically......a range of prices in an unbroken distribution between 3-5 tpo's; 3 tpo is the minimum for overlay that are less then 5 days, 5 tpo's for distribution greater then 5 days)

A "range" of candlestick prices marked/bounded by support & resistance lines do not define a bracket.......
We specifically define a bracket as an unbroken distribution between 3-5 tpo's; 3 tpo is the minimum for overlay that are less then 5 days, 5 tpo's for distribution greater then 5 days)

You explained and described what an overlay "is".............

My question was it's "purpose".........
What is the "purpose" of using overlay's?

copy & paste will do........
Markets are not efficient, rather they are effective - Jones
  • #1,099
  • Apr 21, 2017 10:48am Apr 21, 2017 10:48am
Quoting mzvega
{quote} The technical definition of a bracket is correct.......... You explained and described what an overlay "is"............. My question was it's "purpose"......... What is the "purpose" of using overlay's? copy & paste will do........
The purpose is move over the limitation of the single MP, (detailed exp. in introduction , while a single MP can't predect with accuracy the next day movement): defining longer term condition, this (the ODC provide the first 3 primary ref. point [up and lower bracket limit and the middle of the distribution]) plus the use of the other ref. points give the trader a clear picture of the long term demand/trend (by overlaying more days) and of the most recent days (the small overlay + ref. point)
  • #1,100
  • Apr 21, 2017 10:56am Apr 21, 2017 10:56am
Quoting stain
{quote} The purpose is move over the limitation of the single MP, (detailed exp. in introduction , while a single MP can't predect with accuracy the next day movement): defining longer term condition, this (the ODC provide the first 3 primary ref. point [up and lower bracket limit and the middle of the distribution]) plus the use of the other ref. points give the trader a clear picture of the long term demand/trend (by overlaying more days) and of the most recent days (the small overlay + ref. point)
And how do you "define" the longer term "condition"????
Markets are not efficient, rather they are effective - Jones
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