Volume Delta Charts

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Simon.B
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Volume Delta Charts

Post by Simon.B » Thu Aug 27, 2015 10:43 pm

Hi Earik,

Below is example of what I was talking about a few weeks ago. I usually have to re-download current days data and refresh the chart every 30-60 min. otherwise what is shown below happens. It seems somewhere during live trading either DTN is not sending correct bid/offer trade executions, or it is not being handle correctly by data Utility or Wave59. I can tell when it starts happening because ES may start rallying but volume data still keeps going lower. I took a snapshot of the chart and then within a few seconds refreshed and took a snap right away again
ES_5_min_Delta_Comp.png
ES_5_min_Delta_Comp.png (45.75 KiB) Viewed 11627 times
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earik
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Re: Volume Delta Charts

Post by earik » Fri Aug 28, 2015 6:18 pm

Hi Simon,

That's not good... Next time you suspect this is happening, would you mind doing a quick test?

1) Options - Recalculate All. Anything different?
2) Shut W59 down, bring it back up. Anything different now?
3) Go back to IQCollector and re-download the data. Now?

There are a few places this could happen, and I'm just trying to narrow it down to figure out where to focus.

Regards,

Earik

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Feinberg
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Re: Volume Delta Charts

Post by Feinberg » Sat Aug 29, 2015 1:45 pm

Hello Earik,

This same anomaly has been happening to me.

I dismissed it because I have an "older" computer, but since Simon reported this, I wanted to let you know that it happened on my end too.

Thanks for the suggestion as well.

Joseph

Simon.B
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Re: Volume Delta Charts

Post by Simon.B » Sat Aug 29, 2015 11:11 pm

Hi Earik, will try on Monday, Thanks.

The reason I got interested in volume charts is because to my surprise this type of a chart showed big respect for various technical methods including Fibs, as can be seen a little in the lower chart....and there is quite a bit more, will show when done testing.

P.S. One other thing I noticed is that Energy bars do not have to be refreshed as often to show correct data as volume charts, usually a few times a day keeps it right.

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Feinberg
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Re: Volume Delta Charts

Post by Feinberg » Mon Sep 07, 2015 6:19 pm

Hello Earik,

Both of these charts are 5 minute Cumulative Bars on the ES on Monday, September 7th (Labor Day).

In the first example, I happened (by chance ) to load the file around 12:15 pm EST, and lo' and behold the market drops right where the red arrow is and so does the Cumulative Volume.............and it keeps on calculating lower and lower.

"Strange", I said to myself, "the market is starting to go Up but the Cumulative Volume is still going Down?"

Then after the market closed at 1:00 pm, I did a Recalculate All, and gollie-gee-willikers-cowabunga, I get a whole new looking pattern on the second graph!

This same thing happened to me on Friday. Now that was Non-Farm Payroll Day, and there was a ton of volume.

But today, starting around 9:00 am and after, every 5 minutes, there was not a lot of volume.

On my DTN IQ Feed side, both on Friday and today on my good old Wave59RT, things were working just great like a Fine Burger.

But on the IQ Collector side, the data got fried and burned and I had to throw out the whole thing. :( :( :cry:

I do understand that the IQ Collector is Experimental. But on my end, I wanted to point out what is occurring on my end.

:D

Joseph



IQCollectorCharts_CumulativeVolumerBars_150907a.jpg
IQCollectorCharts_CumulativeVolumerBars_150907a.jpg (44.64 KiB) Viewed 11537 times
IQCollectorCharts_CumulativeVolumerBars_150907b.jpg
IQCollectorCharts_CumulativeVolumerBars_150907b.jpg (51.91 KiB) Viewed 11537 times

Simon.B
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Re: Volume Delta Charts

Post by Simon.B » Mon Sep 07, 2015 10:07 pm

Hi Earik,

In your post - only number "3" works, once data is re-downloaded I get correct looking chart.

The bid ask and last are actually separate, asynchronous feeds. Many traders assume these three (bid, ask & last) components are all synchronized, they are not, maybe that is what creating this issue.

Would be interesting to see if this would be the same with Reuters data feed, if that type of a chart would be available.

Thanks,

Absstar21
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Re: Volume Delta Charts

Post by Absstar21 » Tue Sep 15, 2015 11:07 pm

How do I set up Volumes charts,

some of the chart options are not selectable

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Baha
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Re: Volume Delta Charts

Post by Baha » Wed Sep 16, 2015 12:33 pm

Absstar21 wrote:How do I set up Volumes charts,

some of the chart options are not selectable
Hi Absstar21

I will copy paste Earik's answer from another post.

The current version (2.22) has it. You need to be using IQFeed though, and you have to run that data feed through a new utility (IQCollector), which ships with 2.22. Then, in W59, connect it up by going file - data source = iqcollector, and you get some new chart types, as well as the ability to use bid/ask volume. Download 2.22 and install right over the top of what you have now, and it will bring you up-to-date.

Is there a tutorial on the Iq Collector? I am a IQ feed user

Yes, there is. From IQC, look in the help menu and you'll find a movie there.

hope this helps.

Baha

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earik
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Re: Volume Delta Charts

Post by earik » Wed Sep 23, 2015 5:58 pm

Hi All,

2.23 went out today. I'm not 100% sure if it will fix all the IQC issues, as I think there are a couple, but it should be a step in the right direction. Let me know what you think once you get it running.

Thanks,

Earik

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Feinberg
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Re: Volume Delta Charts

Post by Feinberg » Thu Sep 24, 2015 9:38 pm

Thank you Earik.

I was finally able to get the new 2.23 later this afternoon, and the install went well.

On my end, I did a complete uninstall of 2.22 and then a fresh install of 2.23.

Each Chart and Chart Group is retaining its character and display position...........I am thankful for that.

But on my end, the Recalculation All routine is still required.

Joseph

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