Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now, It is Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
I will increase the bars tomorrow, it will just take longer to calculate. If you can post the futures data you want to test, I will figure figure the multiplier I need to do make it work, it may be a fraction, i.e. ".10", but not sure till I look at it. I have a couple of things I want to add to it, if anyone has any other ideas I can add it at the same time.
Can you help answer these questions from other members on NexusFi?
The couple items I remember TRO using were range of hourly /daily bars and comparing range of the current hourly / daily bar to the average of the sametime hourly /daily bar in the history.
example 1 - if it's Monday at 10-11 am and the average range was 52 pips over the sample set, compare if the current hour has already moved 48 pips so that I know historically there's not much of a move available in this current hours candle.
example 2 - Tuesday moves relatively large after a small Monday - yesterday only moved 35 pips and therefore, if my other setups work, today could be a good trending day.
hope that makes sense. if you need more examples, i'll try to add more later.
Been working on another project, I just quickly changed it so it would calculate 25000 bars, takes longer. Yeah, the time of day makes a big difference with this one, so I will add that and put the calculations in a macro so you can enter as many bars as you like. Probably be this weekend. It would be nice if someone could program this in nt.
New template is almost complete. I rewrote all the formulas to make it fast and I just have to write the macro tomorrow (ok, probably Saturday). It can calculate 100000 bars and I added hourly info, but I couldn't remember the other stuff I wanted to add, so I have to think about it. If anyone has any other ideas let me know.
I attached the next versions. One will calculate 100,000 bars, the other will do 1 Million Bars(Muuuuuaaaahhhh, Muuuuuaaaahhhh!), but I am not sure it will actually work with that many bars though. On my machine I can't do much over 100,000 rows or it simply won't calculate. I added more hourly info than I was initially was contemplating, so the macro takes a while to run.
I am still a little unclear what you guys want the multiplier to do. I am using it to convert currencies from 5 decimals to 1 decimal or 3 decimals to 1 decimal. For example, if USD.JPY went from 89.005 to 88.500, then that is 50.5 pips, so a multiplier of 100 will convert the difference of .505 to 50.5. For futures if 73.0-72.0 = 1 point, then I am thinking that you wouldn't need to use the multiplier, but I am not sure so let me know and I can change it however you like.
Also, if you only want analyze futures, for the hourly data, you can safely delete the rows on the output sheet for the off hours and it will calculate faster. I left all 24 hours for currencies or anyone who's data is not EST. I wouldn't recommend making any other changes before understanding how everything flows.
The instructions sheet has the worksheet password and other notes.
The following user says Thank You to vegasfoster for this post:
-Fixed day of the week calculations
-Added negative split distributions
-Added date and time filters to split and detailed distributions by amount
-Removed sheet protection (was getting annoying)
-Added Saturday (had a few bars coming through as Saturday on my data feed for an unknown reason)
-Changed the low and high from prior bar's close to low and high from current bar's open figures to reduce the effects of gapping
-Added close from open figures (could be imputed from the bar size, but this makes it easier to analyze)
-Some other minor fixes
The following user says Thank You to vegasfoster for this post:
