Definition of Volume Breakdown from Investor/RT website: Delta = Buy Volume - Sell Volume Buy Volume (Ask Volume) = volume that traded at or above the ask price. Sell Volume (Bid Volume) = volume that traded at or below the bid price. Definition of TPBidAskTradeVolN indicator in Neoticker: TPBidAskTradeVolN returns the sum of volume based on Bid Ask Trade value over the last N ticks. Isn't that the same thing? In the second pane, I plot a histogram of Bid/Ask trade volume. In the third pane, I plot a running total of the Bid/Ask trade volume.
Hi Higgs... Whenever i ran the NeoTicker indicator TPBidAskTradeVolN... I never could get it to plot and line up equal to the CDV picture plots posted from AMT using his Investor R/T program... I could have been doing something wrong in how i set TPBidAskTradeVolN up in NeoTicker Charting Interface with its parameter settings... (i even hope i was setting it up wrong... So we actually do have a CDV indicator that matches Investor R/T plots)... but so far ... no cigar...
Hi edgehunter, Yeah as was pointed out by the prior poster, tp_bidasktradevoln is what you are after. This will show you all the bar closing values. If you want it as candlesticks (the way to go IMHO), then you need to code a wrapper to keep track of the OHLC. In fact, I thought Bruce DeVault recently even provide fml for this. I have compared marketdelta's (IRT) VB indicator with neotickers equivalent on the Nikkei and it was an exact match so I'm not sure what your issue may be.... With kind regards, MK
MK, Could you be so kind as to post a PIC of your line chart (using 3 minute bars or less) of tp_bidasktradevoln indicator using the Sep Contract of the ES emini... the pic Higgs posted does not seem to match the CDV from Investor R/T on Friday for Sep ES... that is why JMonday was asking what the Higgs pic was capturing.. ES June or ES Sept... ? So i can see that it aligns with the Investor R/T CDV chart... That is the apples to apples comparison i am trying to make... Again, short of a brain aneurysm (highly probable in my case) i set up the tp_bidasktradevoln in my NTicker charts and the line chart did not match Investor R/T chart's CDV indicator plot... when i tried it in the past... but.. I will try it again...on my end... but still very much looking forward to your newly posted pic... thanks for your patience...
I hear you. Neoticker is a tough nut to crack. I don't have a data feed like iqfeed with bid/ask data. The chart I posted is a continuous contract that I downloaded from TickQuest's backfill server. It is a macro view of CDV going back to last month, so it is not going to look like AMT's charts which are intraday. It is just an example to demonstrate that you can do CDV stuff in Neoticker without programming.
Its like a walnut... Hi HiggsB', The NeoTicker TP indicator does a type of CDV but it does not match Investor R/T when i ran it... but i could have done the parameters wrong... I hope... McK' is going to post an intraday chart to show the apples to apples of the TP CDV compared to the I R/T CDV indicator thanks...
Hi edge, Sorry, I cannot post you a pic as I do not subscribe to any USA market data. I am exclusively trading Asian markets. Sorry I cannot help. Wishing you luck, MK
Ok... I will set up the TPB-An in NeoTicker, do a replay and make a image and post the pic... and compare to I R/T also will post my parameters settings incase i am doing it wrong... or the compares are different... thanks...
Hi Edgehunter, I am sorry for being offtopic, i asked regarding T&S as i thought that since the delta indicator is taking as input the smallest interval data( either tick data or T&S data) so maybe i can clarify my doubt regarding the same. Plz continue with the discussion i have a lot to catch up. Regards naveen