Scalping_My Way with ACV

Discussion in 'Strategy Building' started by VSTscalper, Apr 27, 2006.

  1. Very good thread.

    I have been looking at ACV on the following SIFs: ES, NQ, ER2, DAX, ESTX50, SGXNK, K200, SPI, HSI and they all exhibit the behavior discussed here.

    However, from an admittedly brief study, it does not seem to be present on Globex currency futures and in particular the EUR. Or if present it seems to be only very slight.

    I don't have any ready explanation for this and would be interested in hearing any comments.
     
    #21     May 2, 2006
  2. VSTscalper

    VSTscalper

    dcraig,

    I only trade the e-mini's....ES....ER....YM....NQ....and EMD....and they all have the ACV....and exhibit the same behavior. Sorry....I don't have an answer for you on the others....but maybe someone else reading this thread can help.

    VSTscalper
     
    #22     May 2, 2006
  3. VSTscalper

    VSTscalper

    I will be doing another Webinar with NinjaTrader on Wednesday....5-31-06....@ 4:30 Eastern Time....just after the market closes.

    If anyone is interested....just go to the NinjaTrader website....look under "Events"...."Webinar & Training"....and you can register with Ninja for the Webinar. There is no need to PM me....unless you have questions.

    This Webinar will be on the same subject as the last one....the ACV. I will try to keep it short....with Q & A afterwards. Sometimes I talk so much....I get tired....and I damn near put myself to sleep....so if I do....or you get tired of listening....just tell me to stop....haha

    If NinjaTrader wants me too....I may do other Webinars on my trading methods. We may be able to show a couple of my indicators on Ninja....at the end of the Webinar. They are not quite done yet....but working on them....and a couple may be ready by the Webinar.

    Bill
    (in beautiful Seattle)
    VSTscalper
     
    #23     May 29, 2006
  4. billp

    billp

    Hi,

    Would love to attend howver the webinar training for 31/5/06 is not shown in Ninjatrader's website.
     
    #24     May 31, 2006
  5. #25     May 31, 2006
  6. Hi Bill,

    Great work! After reading your post, specifically when discussing the pressure gauge for each candlestick. Got me wondering if that's similar to the concept www.marketdelta.com is providing. What they do is color code the bid/ask on each candlestick by price level to show if there's buying/selling pressure.

    Will attend today's webinar. See you there. Thanks.

    Cariocas


     
    #26     May 31, 2006
  7. No, MarketDelta looks at actual transactions at the different price levels within a bar. It only needs, Bid/Ask/transaction price per tick (at the Bid or Ask).

    ACV is looking at order book imbalance, regardless of whether the market trades through all the levels. ACV needs order book info - and this can change at any time, not necessarily a tick.
     
    #27     May 31, 2006
  8. Ah, thanks for the clarification. Cheers.

    Cariocas

     
    #28     May 31, 2006
  9. billp

    billp

    Thanks Equaliser. Yeah, the webinar shedule was only put up much later (I think much later on the same day as the webinar date). Missed it as I could only check again after market closed and my email to register was 'failure to deliver'. As a result missed it completely:(

    Hope you find it useful
     
    #29     Jun 6, 2006
  10. Hi, I just saw your thread but not in time for the web tutorial. If you have another one, can you let me know so that I can attend. Also, if there is a way I can use the indicators in trade station, please let me know.
     
    #30     Jun 6, 2006