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Search: Posts Made By: Big Mike
Forum: Traders Hideout July 2nd, 2015, 06:08 PM
Replies: 73
Views: 42,823
Posted By Big Mike
I believe I've solved this, a classic 1D 10 T...

I believe I've solved this, a classic 1D 10 T error on my part. Was using cumulative net tick instead of cumulative tick.

Mike
Forum: Traders Hideout July 2nd, 2015, 05:45 PM
Replies: 73
Views: 42,823
Posted By Big Mike
Here is Barchart's NYSE tick, similar pattern but...

Here is Barchart's NYSE tick, similar pattern but the 0-axis is not the same due to some extreme values.

http://screencast.com/t/6YtjnLLOb

Mike
Forum: Traders Hideout July 2nd, 2015, 05:41 PM
Replies: 73
Views: 42,823
Posted By Big Mike
Here is Barchart's S&P tick. Again, it is not...

Here is Barchart's S&P tick. Again, it is not close to matching what yours shows. This is a 10-second sample which I sum, resetting to 0 on new session @ 9:30AM ET.
...
Forum: Traders Hideout July 2nd, 2015, 05:36 PM
Replies: 73
Views: 42,823
Posted By Big Mike
Thanks, I was pretty sure you were using DTN. ...

Thanks, I was pretty sure you were using DTN.

For anyone who is interested, here is the source of Pascal's charts I posted earlier:

Effective Volume - Home (http://www.effectivevolume.com)
...
Forum: Traders Hideout July 2nd, 2015, 04:14 PM
Replies: 73
Views: 42,823
Posted By Big Mike
I have never used TradeStation so don't know. ...

I have never used TradeStation so don't know. The chart you posted before would be fine if you have a study to sum the values on each new bar, making it cumulative.

Mike
Forum: Traders Hideout July 2nd, 2015, 03:53 PM
Replies: 73
Views: 42,823
Posted By Big Mike
It must be a cumulative chart or it isn't...

It must be a cumulative chart or it isn't comparable.

Mike
Forum: Traders Hideout July 2nd, 2015, 03:42 PM
Replies: 73
Views: 42,823
Posted By Big Mike
EV Trader can you confirm the source for yours? ...

EV Trader can you confirm the source for yours?

Mike
Forum: Traders Hideout July 2nd, 2015, 03:40 PM
Replies: 73
Views: 42,823
Posted By Big Mike
I'm fighting with TICK a bit. I wonder if anyone...

I'm fighting with TICK a bit. I wonder if anyone else is as well.

EV Trader uses a cumulative tick from the Russel, here is a snapshot of today and this week (tick is black line, panel 2):
...
Forum: Traders Hideout June 18th, 2013, 03:37 PM
Replies: 73
Views: 42,823
Posted By Big Mike
I would be interested in looking at a McClellan...

I would be interested in looking at a McClellan chart using Ehlers SuperSmoother/HP filter. I haven't had time to figure out how to do this in Sierra Chart.

But if anyone else watched the Ehlers...
Forum: Traders Hideout March 28th, 2013, 12:11 AM
Replies: 73
Views: 42,823
Posted By Big Mike
For those running NinjaTrader, Fat Tails has done...

For those running NinjaTrader, Fat Tails has done his usual amazing work for McClellan studies:

https://nexusfi.com/download/ninjatrader-7/indicators/1379-download.html?view

Mike
Forum: Traders Hideout March 24th, 2013, 07:34 PM
Replies: 73
Views: 42,823
Posted By Big Mike
I have 1 year of data. Mike

I have 1 year of data.

Mike
Forum: Traders Hideout March 24th, 2013, 07:23 PM
Replies: 73
Views: 42,823
Posted By Big Mike
Now on the SPX.XO daily chart, I found I need a...

Now on the SPX.XO daily chart, I found I need a separate source chart for JINT.Z to also be set to 1 day. Sierra cannot use the tick based (second) chart as a source for the daily chart, values are...
Forum: Traders Hideout March 24th, 2013, 07:17 PM
Replies: 73
Views: 42,823
Posted By Big Mike
Trying to figure something out. If I set...

Trying to figure something out.

If I set JINT.Z to 1 minute, then my sample ES chart looks like this (panel 2 is McClellan from JINT.Z, panel 4 is me testing a Moving Median of 34 on JINT.Z)
...
Forum: Traders Hideout March 23rd, 2013, 12:18 AM
Replies: 73
Views: 42,823
Posted By Big Mike
@ES#C 5-min with JINT.Z below ...

@ES#C 5-min with JINT.Z below

http://screencast.com/t/Tn2FOH2riN

Mike
Forum: Traders Hideout March 22nd, 2013, 11:57 PM
Replies: 73
Views: 42,823
Posted By Big Mike
So the market is obviously very positive over the...

So the market is obviously very positive over the last 2 years, yet the McClellan is showing negative numbers. Shouldn't they be positive.... ?

Here is my source JINT.Z
...
Forum: Traders Hideout March 22nd, 2013, 11:52 PM
Replies: 73
Views: 42,823
Posted By Big Mike
Josh, here is 1/1/2011 to present, daily chart of...

Josh, here is 1/1/2011 to present, daily chart of SPX.XO with the McClellan in panel 2 coming from 1-day data of JINT.Z (adv/decl net issues).

http://screencast.com/t/nmAIvZSrUZf
...
Forum: Traders Hideout March 22nd, 2013, 11:31 PM
Replies: 73
Views: 42,823
Posted By Big Mike
What time frame do you want from January 2011?...

What time frame do you want from January 2011? Daily?

Regarding intraday usefulness, since we're using looking at intraday adv/decl I would say it has the same usefulness as any other intraday...
Forum: Traders Hideout March 22nd, 2013, 08:29 PM
Replies: 73
Views: 42,823
Posted By Big Mike
I need to do some more homework on the McClellan,...

I need to do some more homework on the McClellan, if anyone has some good research or background articles I would appreciate it.

Today for example I see a lot of divergence (price higher,...
Forum: Traders Hideout March 22nd, 2013, 08:26 PM
Replies: 73
Views: 42,823
Posted By Big Mike
Tiny chart for another look, panel 3 ...

Tiny chart for another look, panel 3

http://screencast.com/t/qa0quOCbb3jP

Mike
Forum: Traders Hideout March 22nd, 2013, 08:20 PM
Replies: 73
Views: 42,823
Posted By Big Mike
Or, read the page further and see you can use...

Or, read the page further and see you can use just the net issues single symbol :becky:

Here is the result, on a 100k ES chart

http://screencast.com/t/TzHJPb8wXfd

I love Sierra Chart.

Mike
Forum: Traders Hideout March 22nd, 2013, 06:56 PM
Replies: 73
Views: 42,823
Posted By Big Mike
NYSE TICK ...

NYSE TICK

http://screencast.com/t/AvuDLyAqrTe

SP500 TICK

http://screencast.com/t/7RlXhpHl

Mike
Forum: Traders Hideout March 22nd, 2013, 06:52 PM
Replies: 73
Views: 42,823
Posted By Big Mike
Yes exactly right, I meant Crude equivalent for...

Yes exactly right, I meant Crude equivalent for VIX. This week I've been up for over 24 hours 3 times so far... very tired.

Mike
Forum: Traders Hideout March 22nd, 2013, 06:51 PM
Replies: 73
Views: 42,823
Posted By Big Mike
Thanks. So create new chart with advancing...

Thanks. So create new chart with advancing issues, new chart with declining issues, then add the McClellan to the advancing and have it reference the declining.

The next step would then be to go...
Forum: Traders Hideout March 22nd, 2013, 03:26 AM
Replies: 73
Views: 42,823
Posted By Big Mike
Is anyone hear using the McClellan Oscillator? I...

Is anyone hear using the McClellan Oscillator? I am trying to figure out the correct input for it and would like to compare against known-good values.

Sierra says the input should be declining...
Forum: Traders Hideout March 22nd, 2013, 03:02 AM
Replies: 73
Views: 42,823
Posted By Big Mike
Here is VIX.XO (CBOE). A few anomalous readings...

Here is VIX.XO (CBOE). A few anomalous readings are really impacting the ability to read the panel. You would need to increase smoothing or setup a % filter to remove 'bad' prints perhaps?

Chart...
Showing results 1 to 25 of 35

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