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The Italian Job


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The Italian Job

  #631 (permalink)
 
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 Fat Tails 
Berlin, Europe
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madLyfe View Post
are you planning on releasing it?

I have already released over 50 free indicators in the download section. I also need to maintain and adapt them, which already takes about 150% of the time I have available for coding indicators.

There are certainly about 100 other indicators in the pipeline. This includes those which I have published somewhere in the forum and which never made it to the download section, because I simply forgot them the next day. There are some indicators that I may sell at a later stage, but indicators are only going commercial, if I have spent several weeks to code them. The simple stuff will remain free. I am not supposed to promote any commercial indicators here, therefore I am not answering your question.

I was more interested in discussing the options you have to define overbought and oversold conditions by using statistical methods. A volume weighted moving average over a fixed lookback period is one approach. You can also elect to use a multi-timeframe Bollinger Band, or even use that Bollinger Bands on VWMA.

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  #632 (permalink)
 
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 redratsal 
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On strong trending days like today, a counter trend trade on the 2SD Vwap might be quite painfull. In this case I use the Noise Bands as a filter, I stop adding positions and try to close the trade to BE or with a loss as soon as the market gets away from the blue rectangle area.


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  #633 (permalink)
 
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 ThatManFromTexas 
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Fat Tails View Post
I have already released over 50 free indicators in the download section. I also need to maintain and adapt them, which already takes about 150% of the time I have available for coding indicators.

There are certainly about 100 other indicators in the pipeline. This includes those which I have published somewhere in the forum and which never made it to the download section, because I simply forgot them the next day. There are some indicators that I may sell at a later stage, but indicators are only going commercial, if I have spent several weeks to code them. The simple stuff will remain free. I am not supposed to promote any commercial indicators here, therefore I am not answering your question.

I was more interested in discussing the options you have to define overbought and oversold conditions by using statistical methods. A volume weighted moving average over a fixed lookback period is one approach. You can also elect to use a multi-timeframe Bollinger Band, or even use that Bollinger Bands on VWMA.

@Fat Tails

Are you going to include them in your Biography? If you do, could you please break your Biography into 2 Volumes ; Volume I" FatTails Indies ... Free Sh#t with Arrows and Alerts", and Volume II," FatTails Indies... I gotta get something for the ones that I would actually use myself".

I got more years behind me than I have ahead of me and I don't know if I have enough years left to read through all the stuff you have written ....

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #634 (permalink)
 
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 Fat Tails 
Berlin, Europe
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ThatManFromTexas View Post
@Fat Tails

Are you going to include them in your Biography? If you do, could you please break your Biography into 2 Volumes ; Volume I" FatTails Indies ... Free Sh#t with Arrows and Alerts", and Volume II," FatTails Indies... I gotta get something for the ones that I would actually use myself".

I got more years behind me than I have ahead of me and I don't know if I have enough years left to read through all the stuff you have written ....

@ThatManFromTexas

I am currently working on Volume III [III], The Mystery of Failed Trades (TMFT), which blends free stuff and complex strategies into a concept which can be easily applied by the beginning and the experienced trader.

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  #635 (permalink)
 
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 redratsal 
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On the 30 days composite Volume Profile, PA rebounded several times around vwap (green line). With last session we are at a critical support level (1390's) supported by high volume interest. With POC (red) above Vwap and with a HVN around that area I am expecting in the coming days a reaction from the long term buyers.


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  #636 (permalink)
 
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 redratsal 
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Almost real time Spread (2 minutes diff) Italian BTP vs German Bund



Tassi-Fixing

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  #637 (permalink)
 
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 redratsal 
Milan (I)
 
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ES market looks interested to a Virgin POC around 1393, CLVN (Composite Low Volume Node) around 1383 might resist to the target.


Seven days composite VP


Daily VP

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  #638 (permalink)
 
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 redratsal 
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Tick and CD positevely oriented


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  #639 (permalink)
 
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 redratsal 
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ES pre open is near mid-point bewteen the two marked Vpocs, I am looking PA to be attracted by upper VPOC around 92s as most of the volume is concentrated around that area (see CVP extreme right)


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  #640 (permalink)
 
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 redratsal 
Milan (I)
 
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Support 59s & 44s




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Last Updated on May 9, 2014


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