Dom

[admis]

Nothing more than Exhaustion/Momentum Mapping Analysis which are not related to the level II...

[rex_zhang]

version 85 AD

uneducated

https://[email protected]/file/kgd828

[admis]

version 85 AD

uneducated

..

.

 

Certainly, you could write something about your experience after the usage of AD than just request for a new educated versions. Try to be creative and contribute from yourself, especially, if you found it useful for you...

[ruten]

.

 

Certainly, you could write something about your experience after the usage of AD than just request for a new educated versions. Try to be creative and contribute from yourself, especially, if you found it useful for you...

 

Wow, super!

I find this tool (AD) is very flexible. He is able to show us not only the overall market structure and also interaction of the accumulated volume. As well as the internal structure of the bars and the distribution of sellers and buyers through the levels (balance&disbalance). This enables you to make the right decision. It is very nice tool. Look at here:

http://dim.st/i53170.jpg

http://dim.st/i68332.jpg

[rex_zhang]

.

 

Certainly, you could write something about your experience after the usage of AD than just request for a new educated versions. Try to be creative and contribute from yourself, especially, if you found it useful for you...

 

it is hard to explain it in a few words, it is dynamic movement on AD charts, but most important area I look into is the volume price level, composite it in which part, seller or buyer, on what ratio, it will give a hint if this price will hold or break.I think the most useful from AD is the accumulation of limit orders add or pull from snap moment, it give a great advantage before price move away.

here is snapshot I just took from CL,

https://www.sendspace.com/file/ine0lt

 

thanks admis, if you can educated it, I know AD will upgrade anyway, but if they implement trading funtion from dom, will be the killer tool in my tool box.

[user33]

I think at OFA they speak about algo but they mean They developed a math function to evaluate the relevance of market orders on Limit/Resting orders...

 

OFA is footprint charting with some very questionable assumptions of conditions which they called Exhaustion and Momentum, the math behind them is simplistic and pure groundless clams, that is no ALGO. That is lying to the uninformed retail crowd and charging them thousands of dollars. The real damage to the retail crowd is that they believed the lies as the truth, and stop learning the correct methods to trade, and never will become profitable in trading, unless they can realize that they believe in the lies, not truth, and take action to discover the truth.

[user33]

what I understood listening to DB in the latest videos is that every print takes in consideration how the market order hits the limit one and what kind of impact it has on it. The oldest and most useful way to look at the dom... In anycase I agree too, algos are all another story!

 

instead of believe in what DB said, take a look at the actual OFA code, you will not see where and how "every print takes in consideration how the market order hits the limit one and what kind of impact it has on it".

 

learn to validate other people' claims by examing the evidence, don't just believe in what they claimed.

[Traderbeauty]

Thank you WINDO

Well said-words from the heart.

I tried to use ofa for few weeks in the past influenced by elgaza ( if any of you remember him ),

I could not get any clear decision or entry in real time. The signals will disappear if wrong or very late at best.

I understand the idea behind it but...

I guess some people are making a lot of money with it ( the vendors lol ).

For me- it just did not add any edge to my method although when you look backward it all looks amazing and you wonder how comes you didnt make a fortune today following the ofa :).

In my humble opinion ( and i do respect any method or trading idea that is out there )- the simplest - the better and easier.

I have a quiet weekend so i plan to post some trades example from today at the J-signal thread so you can see how simple trading is ( sometimes lol ) and there is really no need to use many sophisticated -complicated indicators- algos etc.

But again- just my humble opinion.

Take care

Jane

[admis]

One conclusion, after reading your comments about the OFA, and in particular, I think about the exhaustion and momentum functions:

 

Let the developer of AD, implement them (even if their value is questionable for many) into his product and automatically one competitor will disappear from the comparison list. I don't even mention about the price both of them (k$ vs. $149)

[admis]

Release: 1.1.0.86:.......

For now it means for me it can be shared (because, I can't call it as a real protection. I know, what was on the begining, for example in v.1.0.0.5), but maybe this time, for a change, let's try to give something in return, like for instance you did in the previous posts. The developer is willing to make the desired changes in AD, but first of all he must get to know them ...

 

In the current release you'll find the block trade reconstruction, among other changes (all of them are listed on the dev. webpages). It can be used in the filter! This features I found only in J|gSaw and vvAggregatedTS (from BMT site). Let me know, if you know other products...

I forgot about noftTSDeltaTracker, but it doesn't show the same numbers as the previous two...(?)

 

Block trade reconstruction:

Trades delivered in CME Fix/Fast-style blocks can be optionally reconstructed by combining trade blocks from individual limit orders filled by one larger market order.

 

Remark to Steven (the Developer): I didn't get your intention related to your Delta Divergence implementation: KBSdeltaD ... (?) No descriptions. Why you didn't use your own framework to build it? It could be a good example.

Edited April 19, 2015 by admis
noftTSDeltaTracker

[rex_zhang]

regarding the most useful feature, I think it will be build in chart dom trading function ( like chart dom trader). currently the AD already has the block size, buyer&Seller's intention(add or pull limit orders),delta ratio, session profiles,bar profiles, although market profiles function is not good as others ,but it is enough for me trade on CL.

thanks admis, hope AD developer has chart dom trading before he change his protection mechanism.

Edited March 7, 2015 by rex_zhang

[user33]

I am still wonder how a new OFA Bar formed ? what's the rule of probe and rotation from auction version? Because I have little knowledge of that and can not read the code, I took it as algo , maybe any one can explain the probe/ratation exhaustion momentum in more details , then we all can benifit from that.

 

Probe and Rotation bar type is uses very simple math, with only 2 variables: probe amount and rotation amount, it has nothing to do with exhaustion, momentum, or evaluation of orderflow, like DB had lied that it does.

 

Here is the code created by a user in BMT, you can use it to plot a bar chart, side by side with an OFA chart that uses the same probe-rotation setting, you can verify that the bars in both charts are identical, there is no algo, no exhaustion, momentum, no orderflow....

 

Funny that when you express your opinion in indo, it is healthy, when I express mine, you regard them as pollution to the environment, and awarded me all those judgments, you are a true gentleman! [yet you use Laura as your screen name in EWEF, what a classic gentleman act!]:

 

//++++++++*****REVERSAL BARS****++++++++

//

//***WRITTEN BY XAVIER (XAV1029)

//

//***DO NOT USE FOR COMMERCIAL PURPOSES***

 

using System;

using System.Collections;

using System.ComponentModel;

using System.Text;

 

namespace NinjaTrader.Data

{

public class ReversalBarsType : BarsType

{

private static bool registered = Data.BarsType.Register(new ReversalBarsType());

 

// Note: change Custom9 if conflicting with another custom bar type

public ReversalBarsType() : base(PeriodType.Custom9) { }

 

public override object Clone() { return new ReversalBarsType(); }

 

public override string DisplayName { get { return "ReversalBars"; } }

 

public override string ToString(Period period) { return "D" + period.Value2 + "R" + period.Value + " Reversal"; }

 

private enum State { Neutral, UpBar, DownBar };

private State barState = State.Neutral;

 

private double reversalSize = 0;

private double directionSize = 0;

 

private bool upRev = false;

private bool downRev = false;

private bool isUp = false;

private bool isDown = false;

 

public override void Add(Data.Bars bars, double open, double high, double low, double close, DateTime time, long volume, bool isRealtime)

{

reversalSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value - 1) * bars.Instrument.MasterInstrument.TickSize); //This creates a new bar on Reversal Size

//reversalSize = bars.Instrument.MasterInstrument.Round2TickSize(bars.Period.Value * bars.Instrument.MasterInstrument.TickSize); //This gives you tips of Reversal Size

directionSize = bars.Instrument.MasterInstrument.Round2TickSize((bars.Period.Value2 - 1) * bars.Instrument.MasterInstrument.TickSize); //This sets a new bar's direction after Direction Size ticks

 

if ((bars.Count == 0) || bars.IsNewSession(time))

{

AddBar(bars, close, close, close, close, time, volume, isRealtime);

barState = State.Neutral;

}

 

else

{

Data.Bar bar = (Bar)bars.Get(bars.Count - 1);

 

if (barState == State.UpBar)

{

upRev = bars.Instrument.MasterInstrument.Compare(close, bar.High - reversalSize) == -1 ? true : false;

if (upRev)

{

AddBar(bars, close, close, close, close, time, volume, isRealtime);

barState = State.Neutral;

}

else UpdateBar(bars, bar.Open, (close > bar.High ? close : bar.High), (close < bar.Low ? close : bar.Low), close, time, volume, isRealtime);

}

 

else if (barState == State.DownBar)

{

downRev = bars.Instrument.MasterInstrument.Compare(close, bar.Low + reversalSize) == 1 ? true : false;

if (downRev)

{

AddBar(bars, close, close, close, close, time, volume, isRealtime);

barState = State.Neutral;

}

else UpdateBar(bars, bar.Open, (close > bar.High ? close : bar.High), (close < bar.Low ? close : bar.Low), close, time, volume, isRealtime);

}

 

else if (barState == State.Neutral)

{

isUp = bars.Instrument.MasterInstrument.Compare(close, bar.Open + directionSize) == 1 ? true : false;

isDown = bars.Instrument.MasterInstrument.Compare(close, bar.Open - directionSize) == -1 ? true : false;

 

if (isUp) barState = State.UpBar;

else if (isDown) barState = State.DownBar;

 

UpdateBar(bars, bar.Open, (close > bar.High ? close : bar.High), (close < bar.Low ? close : bar.Low), close, time, volume, isRealtime);

}

}

 

bars.LastPrice = close;

}

 

public override PropertyDescriptorCollection GetProperties(PropertyDescriptor propertyDescriptor, Period period, Attribute[] attributes)

{

PropertyDescriptorCollection properties = base.GetProperties(propertyDescriptor, period, attributes);

 

properties.Remove(properties.Find("BasePeriodType", true));

properties.Remove(properties.Find("BasePeriodValue", true));

properties.Remove(properties.Find("PointAndFigurePriceType", true));

properties.Remove(properties.Find("ReversalType", true));

 

Gui.Design.DisplayNameAttribute.SetDisplayName(properties, "Value2", "\rDirection Size");

Gui.Design.DisplayNameAttribute.SetDisplayName(properties, "Value", "\rReversal Size");

 

return properties;

}

 

public override void ApplyDefaults(Gui.Chart.BarsData barsData)

{

barsData.DaysBack = 3;

barsData.Period.Value = 4;

barsData.Period.Value2 = 6;

}

 

public override int GetInitialLookBackDays(Period period, int barsBack)

{

return new RangeBarsType().GetInitialLookBackDays(period, barsBack);

}

 

public override int DefaultValue

{

get { return 5; }

}

 

public override bool IsIntraday

{

get { return true; }

}

 

public override PeriodType BuiltFrom

{

get { return PeriodType.Tick; }

}

 

public override string ChartDataBoxDate(DateTime time)

{

return time.ToString(Cbi.Globals.CurrentCulture.DateTimeFormat.ShortDatePattern);

}

 

public override string ChartLabel(NinjaTrader.Gui.Chart.ChartControl chartControl, DateTime time)

{

return time.ToString(chartControl.LabelFormatTick, Cbi.Globals.CurrentCulture);

}

 

public override double GetPercentComplete(Data.Bars bars, DateTime now)

{

return barState == State.Neutral ? 0 : 50;

}

 

}

}

[user33]

I've made the positive decision about sharing AD until the developer changed the protection scheme.

 

Release: 1.1.0.86: https://www.sendspace.com/file/07ikc0

 

For now it means for me it can be shared (because, I can't call it as a real protection. I know, what was on the begining, for example in v.1.0.0.5), but maybe this time, for a change, let's try to give something in return, like for instance you did in the previous posts. The developer is willing to make the desired changes in AD, but first of all he must get to know them ...

 

In the current release you'll find the block trade reconstruction, among other changes (all of them are listed on the dev. webpages). It can be used in the filter! This features I found only in J|gSaw and vvAggregatedTS (from BMT site). Let me know, if you know other products...

 

Block trade reconstruction:

Trades delivered in CME Fix/Fast-style blocks can be optionally reconstructed by combining trade blocks from individual limit orders filled by one larger market order.

 

Remark to Steven (the Developer): I didn't get your intention related to your Delta Divergence implementation: KBSdeltaD ... (?) No descriptions. Why you didn't use your own framework to build it? It could be a good example.

 

Thank you admis!

 

I have one suggestion for Steven: Please change the color scheme of YELLOW, the dominant side of delta, to Green in ASK side, Red in BID side, or just allow users to set their own colors. As of now, it is default at YELLOW, and if we change the color, it changes to the new color for both BID side and ASK side, what we need is a very clear visual cue for the dominant side of the delta imbalance: if we see a lot of GREEN: buyers are the dominant side, if we see a lot of RED, sellers are the dominant side, as of now, we see only YELLOW in both sides that are dominant, and we had to pause and think: who/which-side, is dominant?

 

I hope Steven will understand my point

[lululee]

Hi All,

I am new to futures and usually did stocks and options in the past for investing. Now learn to do day trading. I agree with everyone here but I still think there is value in learning order flow and market profile. these give you lot of information about the price and bar as compare to indicators on chart which are lagging. Now my questions is, can anyone suggest how I can go about learning theses ??? thanks in advance.. Lulu.

[user33]

Hi All,

...I agree with everyone here ...

 

hehe, everyone here is not agreeing with everyone ;-)

 

seriously, I suggest you start with this:

 

http://www.amazon.com/Trade-Like-1-percenter-Tom-Gentile-ebook/dp/B00SQ6K59G/

 

A message from Tom Gentile...

 

In 1993, my partners and I started an educational company called Optionetics and in less than 10 years we became one of the largest financial education companies in the world. In 2009, we sold the company for a sizeable sum, and while many people in my shoes may have sauntered off into a cozy retirement, I just couldn't do it.

 

Why?

 

Because I have made a radical change in the way I trade... and I think you deserve to know about it! This involves everything from the way I spot opportunities to the way I put on trades... IT HAS ALL CHANGED! I have some incredible stuff coming in the near future, but for now I have written a draft of my latest book titled, “Trade like a 1-percenter™.”

 

It has long been known that the top 1% of all traders make more than 90% of the money traded around the world. Want to learn their SPECIFIC secrets? In my latest book, "Trade like a 1-percenter," you will!

 

Topics include:

 

Where you sit on the food chain, and the real goals of the 1-percenters.

Why 1-percenters are "RBT" traders and how you can become one, too.

How 1-percenters use alternative strategies versus the crowd, and how they "checkmate" their trading strategies.

The 1-percenter Mindset, from discipline to focus and much, much more!

Included are some of my favorite high-probability systems and patterns that I currently use in the markets, with incredible accuracy! Consider this your new blueprint for success as you learn to propel yourself past the 99% crowd.

 

I don't know anything about his actual "systems" that he is selling, and will not buy his "systems" (or anyone's "system"), but I suggest that you pick his brain on mindset, psychology, discipline, risk management, plan, habits of the 1-percenters, etc. don't try to buy other people's "systems", you need to design your own, everyone is different, there is no one-size-fits-all solution, and there is no shortcut!

Edited March 7, 2015 by user33

[ruten]

I've made the positive decision about sharing AD until the developer changed the protection scheme.

 

Release: 1.1.0.86: https://www.sendspace.com/file/07ikc0

 

For now it means for me it can be shared (because, I can't call it as a real protection.

Block trade reconstruction:

Trades delivered in CME Fix/Fast-style blocks can be optionally reconstructed by combining trade blocks from individual limit orders filled by one larger market order.

 

Remark to Steven (the Developer): I didn't get your intention related to your Delta Divergence implementation: KBSdeltaD ... (?) No descriptions. Why you didn't use your own framework to build it? It could be a good example.

Oh my God! It's really true? Dear ADMIS - you can't believe in importance of your work!

Many THX!

Edited March 7, 2015 by ruten

[1Tick]

I'm experiencing a lot of missing prints on aucti0n visu@lizer. While the depth of book is preatty amazing the prints are totally unreliable, risked to do few huge mistakes!

 

here, 90% of large trades are not reported

Edited March 19, 2015 by 1Tick

[belaid]

The newest version is looking good, who can educated please ?

Edit : the lastest download file is 86 in the official website but in this vidéo we can see new features

https://www.youtube.com/watch?v=6psX8miMonQ

Edited March 27, 2015 by belaid

[Adascalitei Chris]

Release: 1.1.0.86: https://www.sendspace.com/file/07ikc0

 

Share please the password. I can't access it.

 

PS. Thanks for educating it.

[belaid]

92 version is out ! Educated please :)

[admis]

Release: 1.1.2.93 (beta) .....

1.1.2.93 Release Notes

 

The drawing performance is work in progress: this release contains changes that do address the core issue in busy markets; and will perform radically differently.

 

----------

 

 

This revision fixes an issue where the new drawing performance enhancements were not recognized in all cases in the prior revision.

 

 

----------

 

 

Major re-vamp of auto scale behavior. Most users will simply say "it's about time"; but this release changes the way auto scale behaves, and should be 100% more intuitive for everyone. The Auction Visualizer™ will no longer cramp! Please re-experiment with a Full Display chart if you have become more used to using one of the other modes. In this release, the Auction Visualizer™ will dictate the chart scale: the bars will not (this is the new default: there are settings to choose the behavior). For example, previously, the bars would always auto scale, and so if you had very tall bars develop on the chart, with everything drawn at price, the Auction Visualizer™ would also shrink to fit in the chart scale — the scale was dictated by the bars. Now, the bars will simply extend off of the chart: the Auction Visualizer™ remains at a comfortable reading size, and it dictates the chart scale. Settings have been moved to a new window in the Chart Display menu. Session profiles auto-scale the same way they used to (if auto scale is on, and one of the buttons is selected); but there may be new options for this also to come.

 

Fixed a bug in the prior release candidate; with cumulative volume display sticking on the inside auction.

 

 

----------

 

 

Performance Improvements: Fast moving markets and high density activity should not phase Auction Dashboard. The drawing engine is improved (and it will not backlog if the data is updating heavily). (More performance improvements are also on the way.)

 

 

The Inside Auction has many enhancements:

 

• Feedback is greatly improved; and will especially be clearer in faster moving markets.
  
• There are now options for delta accumulation and resetting in the settings window. These are explained more below.
  
• Two quick buttons have been added: to toggle the delta accumulation between the current setting and the strict setting; and to toggle automatic resetting on the fly.
  
• There is a new Auction Meter; explained more below.
  
• The imbalance alerts have been moved under the inside auction; and many other display tweaks have regained space on the chart.
  

 

The Level-II book has an excellent new feature: All Time Highs. A new toggle button on the bottom-right of the chart (the magnifying glass) will toggle the display mode. In All Time High mode, the book will change to show you the highest volume seen at every price touched in the history of your session. The volumes come from the current book, and all of the Static Level-II Looks™: every price updated by the book throughout the session; and they show the highest volume ever seen on the price, even momentarily. They will also dynamically update: you can toggle the view. The volumes are colored green if it was a bid, and red if it was an offer. If you have the volume updates display on, then that side of the display will also show you the largest single change seen on every price: also colored whether it was a bid or offer. Again, these numbers are the largest seen in the history of all Level-II updates to the chart. Useful for tracking flashes, and other sizes: and, they stay in all time history. The Reference online (http://www.auctiondashboard.com/learn/user-guide/reference) has more information.

 

 

The Level-II book will also now reset on session breaks. For session templates other than 24/7, this typically will happen roughly 30 minutes after the session close: when your provider sends the reset events. The 24/7 template, and other templates that have sessions that end and begin immediately, will also reset the book on the fly at that break: when the new session starts, the book is fully cleared. When reset, the all-time highs currently also reset. Please send any feedback on desired behavior!

 

 

The True Auction Balance has settings in the Strategy Setting window. It has also been improved: order flow does now make it into the bars!

 

 

Bar tick alignment has also been further evolved.

 

 

Back-Fill has been slightly enhanced; and should also show better tick alignment to the bars. Small advancements were also added to probe the resolution for the ticks in some cases. It will not fail during cases where Ninja sends ticks out of order (this was a symptom we discovered happening, and now catch).

 

 

About the delta accumulation:

 

 

The Delta accumulation options have not yet been documented online. Through some recent rapid releases, there may have been some changes release-to-release: we had a little balancing act between keeping things simple, and providing options; and would apologise if anything changed in an unexpected way. All options are simply now available as choices. There are 3 choices for accumulation. Notice: the deltas currently always reset when the ask/bid is swept or pulled: the counting begins with each fresh ask/bid (this may become another option).

 

 

Show Everything: the deltas will accumulate even after the auction lifts/lowers away from the price; and they begin counting on the first delta. This mode is a feedback choice: it will show you everything happening on the bid and offer.

 

 

Wait For Acceptance: this is as it has been: the bid/offer must be accepted with a trade before the delta begins to count. Thereafter, the count continues until a sweep or pull. This mode is also a feedback choice: it will show you what is happening on the bid and offer after they have been accepted by a trade.

 

 

Strict: shows only those added contracts that traded. This option currently also waits for acceptance. For example: bid begins at 50 contracts. 50 contracts add (but nothing has yet traded). The delta is still 0. 50 contracts now trade. The delta is still 0 (but the count has begun, from the 100 at acceptance). 25 contracts add. The delta is still 0. 75 contracts trade. The delta is now 25. The quick button is designed to toggle between the feedback setting that you choose; and this strict mode, to show you how many of the visible contracts have traded (on the deltas that have not recently reset).

 

 

About the automatic resetting:

 

 

The options for automatic reset have also been enhanced. The resetting provides a way to keep the inside volumes showing you the activity here and now (the accumulated volumes will still accumulate without resetting).

 

 

Reset after sweeps and pulls: the inside volumes and deltas will become stale, and stick at their current level when the bid/offer is swept or pulled. The next time the price is visited, the volumes will be reset.

 

 

Reset with timeout: as before, the inside volumes and deltas will become stale when the price lifts/lowers away for at least a few seconds. The next time the price is visited, the volumes will be reset.

 

 

The new quick button will toggle the resetting on and off: let the volumes accumulate where you want to see the balances forming; and then switch the resetting on when the auctioning begins, to see the activity here and now.

 

 

These features can be seen in action in the second video on order flow (http://www.auctiondashboard.com/learn/videos), which has been posed online.

 

 

About the new auction meter:

 

There is a new meter under the inside auction. This is a volume-based meter, with three sections. The meter works over a sample of accumulated volume: the amount of volume tracked through the sample period is set in the auction visualizer settings window (1.8 times the average book depth by default). The bottom meter (the wider one) is showing you the relative difference between the buying and selling in the sample period; and includes metrics for absorbed contracts. If this meter is dead-center, the buying and selling are even. If the meter is halfway right (green) the buying is twice the selling. If it is pegged, it is all buying or selling. On top of this is a thin "reverse" meter: this is showing a metric based on a formula roughly equivalent to: volume per up/down tick. In other words, it is tracking the ticks up and down in price over the sample period, and comparing that with the amount of volume put in on the given side: so roughly it shows how easy or hard the price is ticking based on the amount of volume trading on that side. It is colored and oriented in reverse to show the "pressure" against the buying or selling: of the selling is hard, but this meter is showing hard green resistance, then the selling is hitting a lot of absorption. On top, the arrows show the same basic information as seen on the inside columns: strikeout arrows when there is sweeping, and parenthesis when there is pulling in that direction. The arrows show which has been more predominant in the given direction.

 

 

Again, this is a release candidate: it is tested and stable; but still we may take some feedback and possibly make some changes or additions before committing it final.

 

Edited April 19, 2015 by admis

[traderon]

Whats the password guys?

[traderon]

sorry. Got it. :) Forgot to add the '-' in the middle

[pikachu]

uneducated

 

https://www.sendspace.com/file/cuzuyi

password:indo-#123#mATepEcr6pucre

 

it might be their shared dl link for 93

https://docs.google.com/a/auctiondashboard.com/uc?id=0B0lFDG4PAgXdMXo5ZUsyNDlOZms&export=download

Edited April 5, 2015 by pikachu

[bassmark]

I'm getting wrong password error here, can you double check please?