Tuesday, April 26, 2016

Videos

I usually create a video or two for my indicators. There's a link to some of them on the "navigation bar" (above).

All my videos are on my Computational Trading playlist. Best played in YouTube on high definition (720 or better).

Thursday, April 21, 2016

Currency Strength (21/4/2016) ahead of this month's ECB monetary statement and presser

New Release for Market Profile and Composite Profile

I've just uploaded a new release for the Market Profile and Composite Profile indicators.

Market Profile (Release 19):
  • Added “Quarterly profile” option

Composite Profile (Release 21):
  • Added option for “Quarterly” profiles (current quarter and previous quarter)



Monday, April 18, 2016

Currency Strength and Major Markets

Oil is the big news to start the week, with production freeze talks failing due to non-attendance of Iran. Oil down, stocks down, although they have pared a lot of early losses.


Latency: One of the Most Overlooked Keys to Algo Trading

An interesting article on DailyFx.

Friday, April 15, 2016

Major Markets this week

Seems to have been a funny week. Most equities are up, but somehow it doesn't feel very positive.

Friday, April 8, 2016

RANsquawk Weekly Weekly Wrap: April 8th 2016

Zig Zag (Weis Wave) Release 6 - now using FXCM's real volume data

I've just uploaded a new version of the Zig-Zag indicator. This version supports the use of FXCM's real volume indicators - in particular the "Directional Real Volume" indicator.

Release 6:
  • Support for FXCM’s “Real Directional Volume” indicator
  • Some changes to labels operation



The indicator is available on the download server. More information on the indicator can be found here.

Major markets and oil (8/4/2016)

Oil up, risk-on trades today.

Sunday, April 3, 2016

Line Sync and Multi-Instrument Compare Updates

I've added some fixes to these indicators. These are to workaround a couple of bugs in the last version of the MarketScope platform.

Line Sync (Release 8):
  • Added default label colour option
  • Fixed issue with trend line extensions

Multi-Instrument Compare (Release 11):
  • Added default colour option for correlation matrix

The updated versions are on the download server. More information on these indicators can be found here.

Composite Profile, Market Profile and Footprint Updates

I've added "label colour" options to these 3 indicators. This is a workaround for a bug in the last version of the MarketScope platform (which set all labels to black, making them not visible with dark backgrounds).

Profile (Release 18):
  • Added label colour option

Composite Profile (Release 20):
  • Added label colour option

Footprint (Release 12):
  • Added label colour option

The updated versions are on the download server. More information on these indicators can be found here.