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Historical values for VPOC and VA (Volume Profile)


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  #1 (permalink)
 rosphite1 
London, UK
 
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I'm trying to compile some statistics on ES volume profile: VA and POC

I've used Gomi's Volume Profile indicator with another indicator that I purchased that will export indicator values to Excel. Unfortunately it does not export VA or VPOC. So I'm trying to find a way to compile these values via any alternative method.

I'v been looking at the data thread and can find all the GOMI data files (from Mike) on page one but unable to get these into Excel

Any help with this quest would be much appreicated i.e. either getting the files to Excel (I'm fairly proficient with Excel so the manipulation won't be a problem) or a completely different methodology is also a welcome possibility e.g. maybe these values (VA & VPOC) are already compiled somewhere....


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  #3 (permalink)
 
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 Big Mike 
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rosphite1 View Post
I'm trying to compile some statistics on ES volume profile: VA and POC

I've used Gomi's Volume Profile indicator with another indicator that I purchased that will export indicator values to Excel. Unfortunately it does not export VA or VPOC. So I'm trying to find a way to compile these values via any alternative method.

I'v been looking at the data thread and can find all the GOMI data files (from Mike) on page one but unable to get these into Excel

Any help with this quest would be much appreicated i.e. either getting the files to Excel (I'm fairly proficient with Excel so the manipulation won't be a problem) or a completely different methodology is also a welcome possibility e.g. maybe these values (VA & VPOC) are already compiled somewhere....

That data is far, far, far too big for Excel. You can't import tick data in Excel.

Look at the master statistics and homework thread, it covers VA/VPOC statistics already.



Also look at this webinar on nexusfi.com (formerly BMT) for a hand holding example of how to do it:
https://nexusfi.com/webinars/june11_2013/futurestrader71_statistical_analysis/

Mike




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  #4 (permalink)
 
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 trendisyourfriend 
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see item 4:
Investor/RT - Homework, Research, Statistics


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Last Updated on August 2, 2014


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