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Trading: The one I'm creating in the present....Index Futures mini/micro, ZF
Posts: 2,311 since Nov 2011
Thanks Given: 7,341
Thanks Received: 4,518
I about finished some more work on that ZN study. Added the 30 min data back 5 years next to the 5 min data and have some ideas to pull out more useful tradable data regarding rotations. I can post it tomorrow. Been wanting to do work on ZN and ZB too for a while but life keeps getting in the way. So this is great....
Ron
...My calamity is My providence, outwardly it is fire and vengeance, but inwardly it is light and mercy...
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
The spreadsheet is great thanks! I am curious if I am interpreting it correctly? On a 5 minute timeframe, it resoundingly moves in 5 tick advance or decline moves in 9 bars?
Trading: The one I'm creating in the present....Index Futures mini/micro, ZF
Posts: 2,311 since Nov 2011
Thanks Given: 7,341
Thanks Received: 4,518
I will have time later today, I hope, to do market work and am not currently at my desk but my gut tells me this does not sound right. But we will get to the bottom of this no problem.
Ron
...My calamity is My providence, outwardly it is fire and vengeance, but inwardly it is light and mercy...
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
This may not be what you're looking for but it's an example of a Function in Excel that converts decimal numbers to fractions.
I found it helpful when analyzing data that can be exported from Ninja Trader.
In the attached spreadsheet I have given some basic examples of the following:
The Decimal to Fraction conversion function, =DOLLARFR
How to sort an array to find the MAX and MIN number [highest high and lowest low] to calculate the IB High and IB Low
and some basic math applied to the resulting Fraction to calculate the IB Range and the IB Mid-point.
You'll notice that once the decimal numbers are converted into fractions you can then perform some "basic" calculations using the converted data. If you are trying to perform more complex calculations you may want to keep the data in decimal format until you have completed the calculations and then convert the result into a fraction.
You may also want to look for functions that will help you sort the data for the timeframe you want to work with.
There are two spreadsheets in the file, one for the ZB and one for the ZN.
I hope it helps you with your learning.
TGN
R.I.P. John Bottomley (Botts), 1956-2022.
Please visit this thread for more information.
Thank you for the sheet and the advice! How did you import the data? I usually just eyeball it, day to day
using a zig zag indicator and manually recording the values (it is laborious).
Lucas has these amazing FREE tools for NinjaTrader 7. Once Rainbow is on the chart just click the price bars so they highlight (squares appear on them) and hit ctrl-c and it puts all bar info for entire chart on the clipboard OHLC volume date time. You can do this with anything you put on the chart. From there you just dump it in Excel. And there are a few ways to place in Excel. Entire process takes a minute or less.
Let me know if I can help with anything.......
Ron
...My calamity is My providence, outwardly it is fire and vengeance, but inwardly it is light and mercy...
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
I'm wondering how one can go about learning how to use excel to chart stats like that?
For example, I have several questions I'd like to answer:
Does the open/close of the hour before the Bond pit opens predict the open/close of the day?
What is the relationship of the range of the hour before the Bond pit to range of the day?