CDA Indicators (Jule 2011)

$29.00

Size:  9.4 MB
Price: $349

Sale page:  http://www.criticaldata.com/index.php/products-3/volume-profile

Description

CDA Indicators (Jule 2011)

Volume Profile

Volume Profile plots session-based volume-at-price horizontal histograms overlaying the worth bars.  The Volume Profile relies on FuturesTrader71’s refinements to Dalton’s Market Profile method and is distinguished from the latter, by the elevated accuracy of detailed volume-at-price monitoring versus time-at-price as a way to evaluate the relative worth of the worth motion primarily based on market public sale principle.

 

CDA VolumeProfile indicator has been examined to work with all Futures, Stock, Index, and Currency market devices.

 

The indicator has a Volume-At-Price Mode parameter which can be utilized to pick out both UseCache (default), UseTickVolume, or UseMinuteVolume. Cache might be constructed utilizing Tick and/or Minute quantity knowledge.

 

The indicator is feature-rich with a number of choices to customise the looks of a full array of profiling info, together with:

 

Minute and/or Tick Volume-At-Price Based Profiles with Cache for optimization of historic knowledge

Session Profile displayable with single coloration or Heat Map with full spectrum or variable opacity.

Concurrent Session, Micro-Composite, and Composite Profiles with single occasion of indicator

Multiple Micro-Composite Profiles displayable with Heat Map and Date Span

Composite Profile displayable in Outline and/or Filled, with Heat Map, and Starting Date

VPOC, mcVPOC, and cVPOC Lines

Initial Balance Lines with Range and Period and possibility to spotlight bars of Initial Balance space.

Naked Initial Balance Lines and Alerts

Open Swing of Session

Session Open, High, Low, Mid-Point, Close Lines and Range

Integrated session VWAP Line with Standard Deviation Bands

Naked VPOCs Lines and Alerts

Naked Gaps Lines and Alerts

Naked High and Low Lines and Alerts

Composite High & Low Value Nodes (CHVN/CLVN) as Lines and/or Bands

Micro-Composite High & Low Value Nodes (mCHVN/mCLVN) Lines

Total Volume and Imbalance Factor (% Vol above POC minus % Vol beneath)

Value Area (High and Low) Lines, Band, and Range for Session Profiles and possibility to spotlight bars

Naked Session VAH & VAL Lines and Alerts

Value Area (High and Low) Lines for Micro-Composite and possibility to spotlight bars

Export session primarily based stats: Begin,End,TotalVol,VPOCVol,VolAboveVPOC,VolBelowVPOC,Open,High,Low,Close,VPOC,VWAP,IBH,IBL,VAH,VAL

Integrated plot of Cumulative Delta Volume  (Bid/Ask) overlaid on value panel.

Display of whole Cumulative Delta Volume worth

Display of Volume-At-Price values for Session, Micro-Composite, and full Composite profiles.

Block Trade ( tick quantity spike) detector with audible alerts, chart notations, and electronic mail alert messages

Overnight High, Low, and VPOC traces

Custom Toolbar to facilitate altering incessantly accessed parameters.

Range profiling primarily based on tick quantity or minute quantity knowledge with an intra-session time-span or a spread spanning a number of periods.

The indicator’s UseCache Volume-At-Price (VAP) Mode expedites drawing of historic profiles. Volume-At-Price (VAP) Tick and Minute cache information are constructed utilizing UseTickVolume and UseMinuteVolume VAP Modes, respectively, and want solely be executed as soon as on contract rollover day or when coming back from an absence. Cached knowledge is mechanically up to date with the processing of the real-time knowledge stream. See FAQ web page for extra particulars.

 

Many different third social gathering Volume Profile indicators don’t provide using tick-based quantity knowledge (for historic knowledge) and take the method of assuming minute-based quantity knowledge is sweet sufficient.   We disagree and have applied a simple to make use of method to make the most of caching and may readily assist new customers by offering a free-of-charge cache file to get you up and working immediately, with cached TICK VAP knowledge

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