Indicator: Advanced CVD, Stops, Icebergs, Large orders

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Serg
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by Serg » Wed Apr 03, 2019 1:28 pm

SuperDriveGuy wrote:
Wed Apr 03, 2019 10:34 am
Is it possible to have a version that works with RIthmic Data, but on other exchanges namely Eurex? since the only thing missing would be the data would be non-MBO
There are no order Id's in Eurex data feed by Rithmic, so unfortunately it's not possible to identify things that this indicator can identify with CME data. It's probably possible to do very approximately, but that would require a completely different logic / addon.

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SuperDriveGuy
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by SuperDriveGuy » Wed Apr 03, 2019 1:52 pm

Maybe something for the future :-)

Is it possible to inverse the values? easier to notice divergences.

Thanks

Serg
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by Serg » Thu Apr 04, 2019 9:16 am

Do you mean presenting it like a mirror from the perspective of the other side of transactions? If yes, you can do it simply by adjusting the settings. See more details on wiki.

For example, I applied it here. On one image it computes the execution of stop orders from the perspective of Stop orders themselves, on another -- from the perspective of the counter party, the resting / passive orders.
stops-mirror-02.png
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And another
stops-mirror-01.png
stops-mirror-01.png (526.95 KiB) Viewed 2572 times

SuperDriveGuy
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by SuperDriveGuy » Thu Apr 04, 2019 12:04 pm

Hi Serg,
Thanks for your examples. I read the Wiki too, I still am not able to "mirror" or inverse what I want..

screenshot1 contains, what I am after and screenshot2 contains, what I believe is the inverse, following your explanation, but CVD figure does NOT match(the 2 screenshot a 5 minutes off, but the even around the same time they were not matching).

From the wiki, screenshot3 is what I am after..

I am using ver 2.2 of the indicator, in case its relevant

Thanks
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Serg
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by Serg » Mon Apr 08, 2019 10:27 am

Select "Only against stop" on the second image, and it will be the mirror of settings on the first image

oldporkchops
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by oldporkchops » Thu May 23, 2019 3:40 pm

Serg,

Could you please publish a video or a written tutorial on how to use this ACVD indicator?

Thanks. 

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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by AndreyR » Thu May 23, 2019 5:22 pm

Hi oldporkshops,
Read user guide and detailed explanation here: https://bookmap.com/wiki/Advanced_CVD

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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders

Post by oldporkchops » Fri May 24, 2019 3:13 am

Thanks AndreyR

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