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NT Volume-Synchronized Probability of Informed Trading (VPIN)


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NT Volume-Synchronized Probability of Informed Trading (VPIN)

  #1 (permalink)
coco888
Geneva Switzerland
 
Posts: 3 since Nov 2016
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hi guys,

Who knows about the concept of Volume-Synchronized Probability of Informed Trading (VPIN)?
Does anyone has tried to implement it as a custom indicator in NT with C# or in another Platform?

Best regards,

Coco

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  #3 (permalink)
 serialcoder 
Paris, France
serialcoder
 
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coco888 View Post
hi guys,

Who knows about the concept of Volume-Synchronized Probability of Informed Trading (VPIN)?
Does anyone has tried to implement it as a custom indicator in NT with C# or in another Platform?

Best regards,

Coco

Yes I have something in NT8, VPIN with CDF calc

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  #4 (permalink)
 mohawktrader 
Chicago, IL
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SonnyJim View Post
Yes I have something in NT8, VPIN with CDF calc

Hi SonnyJim,

Would you be willing to share the code or know where it could be purchased for NT 8? Thanks.

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  #5 (permalink)
 serialcoder 
Paris, France
serialcoder
 
Experience: Advanced
Platform: Custom+Ninjatrader
Broker: Rithmic API, Ninjatrader
Trading: ES, NQ, FDAX
Frequency: Several times daily
Duration: Minutes
Posts: 32 since Dec 2012
Thanks Given: 15
Thanks Received: 40


mohawktrader View Post
Hi SonnyJim,

Would you be willing to share the code or know where it could be purchased for NT 8? Thanks.

PM'd

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