Volume Spread Analysis (VSA)

[Smack]

What software is proficient in analysing VSA for ASX equities?

I have read Tom Williams books on VSA and know that he sells the tradeguide Sw.

But, not interested in this Sw.

What code can i develop myself to interrogate vsa?

What indicators already exist that best represents vsa?

Smack

 

[CanOz]

What software is proficient in analysing VSA for ASX equities?

I have read Tom Williams books on VSA and know that he sells the tradeguide Sw.

But, not interested in this Sw.

What code can i develop myself to interrogate vsa?

What indicators already exist that best represents vsa?

Smack

Amibroker....

 

[Smack]

Thanks.

What is the best signal feed into this sw from an intraday or eod perspective?

What vsa techniques can be used on intraday timeframe?

What is the best intraday timeframe used for vsa on regular high range stocks like bhp?

Smack

 

[CanOz]

Thanks.

What is the best signal feed into this sw from an intraday or eod perspective?

What vsa techniques can be used on intraday timeframe?

What is the best intraday timeframe used for vsa on regular high range stocks like bhp?

Smack

If you want Intra-day data then eSignal works really well with Amibroker. If its equities though, you might want IB, no idea on eSignal with equities.

I think there is a VSA for Amibroker code kicking around on the Amibroker sharing sites, Reckon Captain Black may know more though He's like busy moving house...

If i have some time here after dinner i'll having a little look around for you though...

CanOz

 

[pavilion103]

Why not buy Tradeguider? I did, great decision.

I've found the other VSA codes to be less than satisfactory.

It doesn't seem be to able to be coded easily.

 

[CanOz]

If you want Intra-day data then eSignal works really well with Amibroker. If its equities though, you might want IB, no idea on eSignal with equities.

I think there is a VSA for Amibroker code kicking around on the Amibroker sharing sites, Reckon Captain Black may know more though He's like busy moving house...

If i have some time here after dinner i'll having a little look around for you though...

CanOz

This guy has coded a version of VSA....

 

[CanOz]

Why not buy Tradeguider? I did, great decision.

I've found the other VSA codes to be less than satisfactory.

It doesn't seem be to able to be coded easily.

I did too, worst money ever spent on software:frown:...support was non-existent. They shifted around the accounts on me and i ended up not being able to log in and confirm my subby to the app, it was rendered useless and they wouldn't fix it I had the RT version, about $1000 at the time. They're all marketing, no support.:bad:

Amibrokeris a far more flexible piece of kit at a better price.

CanOz

 

[Smack]

Thanks guys.

Sorry to hear of your tradeguide experience canoz.

Smack

 

[Smack]

Pavi
Io103.

What evidence can u provide that the other codes are not satisfactory?

Smack

 

[captain black]

I think there is a VSA for Amibroker code kicking around on the Amibroker sharing sites, Reckon Captain Black may know more though He's like busy moving house...
CanOz

G'day CanOz, not quite in Tassie yet, still waiting to see where the NBN fibre gets rolled out to by September before making a decision on which town to move to

"smack",As far as VSA for Amibroker goes the VSA yahoo group has all the code and documentation in the files section. You'll need to join the group to access the files section. There's plenty of copies floating around on the web as well and in various forums.

http://finance.groups.yahoo.com/group/Amibroker-VSA/

There's no DLL's or hidden functions in the code so you're free to modify it as you wish. Karthik who wrote the code is a top bloke so if you find it useful then drop him a line

There's also a port of Karthik's code for Ninjatrader. Haven't used it as I do all my stuff in Amibroker AFL and can't write Ninjatrader code but it's there if you decide to head down the Ninjatrader path. All software has it's good and bad points. Find what works for you and then get to know it inside out

http://www.ninjatrader.com/support/forum/showthread.php?t=12908

 

[captain black]

Another option I just remembered is Todd Krueger is planning on bringing out some VSA software at some stage that may be worth a look at:

http://www.traderscode.com/software.html

His weekly video lessons are worth signing up to as well. You'll see the box on the left hand side to enter your name and email address. I use a specific email address for each site and haven't received any spam from Todd so it's safe to sign up to.

 

[Smack]

Thanks capt.

Lots of reading ahead...

Is vsa good to use on a 5 min timframe for intraday trading?

If not what timeframe is ideal for vsa for intraday trading?

Smack

 

[captain black]

Is vsa good to use on a 5 min timframe for intraday trading?

If not what timeframe is ideal for vsa for intraday trading?

There's no definitive answer to what is the best time frame to use on what particular instrument. Only through back testing, walk forward testing and real time sim trading will you be able to work out what works for you and what doesn't. I don't mean to sound cryptic about it but there's really only one way to find out...

 

[Smack]

Thanks capt.

What sw and too
S do u use for this back testing, fprward walking, etc?

Smack

 

[captain black]

Thanks capt.

What sw and too
S do u use for this back testing, fprward walking, etc?

Smack

I use Amibroker for all my testing. Back testing and walf forward testing are built in. For real time sim trading I use Zeroline trader for the DOM (depth of market) and order placement. I believe Ninjatrader has all these functions built in as well although CanOz or someone else would know more about ninja than me.

http://www.zerolinetrader.com/index.htm

 

[Smack]

Thanks capt.

How does zeroline trader take into account the bids and asks that actually occurred for the period of time in question?

How does it accommodate this data?

Smackk

 

[captain black]

Thanks capt.

How does zeroline trader take into account the bids and asks that actually occurred for the period of time in question?

How does it accommodate this data?

Smackk

It's just a "plugin" for Interactive Brokers. The data feed comes directly from Interactive Brokers. ZLT doesn't store the data in a database like charting software, it's simply a tool to use for placing orders into Interactive Brokers Trader workstation.

 

[Smack]

Thanks capt.

Are u successful trading with vsa techniques?

Any tips/traps you can advise?

Smack

 

[captain black]

Are u successful trading with vsa techniques?

Not sure if what I do fits into what the VSA purists would consider VSA but it works for me

Any tips/traps you can advise?

Only what I've written in a post above:

https://www.aussiestockforums.com/forums/showthread.php?t=26652&p=767925&viewfull=1#post767925

Find your place in the sun, don't let anyone tell you what is the right or wrong software or technique to use. Test everything and find your way. Learn how to code in whatever software code you end up choosing.

 

[Smack]

Thanks capt.

Good advice.

No doubt you have read me other current thread in this same sub forum.

Are you able to provide your opinions on my last post in that thread?

Smack