Indicator: Advanced CVD, Stops, Icebergs, Large orders
Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders
hello explain to me this thing, the CVD during the descent goes from negative to positive but the gain does not change from positive to zero and then again positive but remains above zero reaching a minimum of about 1,400k. It is not clear to me how do you go from a negative to a positive cvd while the PL is always positive? The same thing happened to me yesterday when the CVD was close to zero while the PL was always positive . thanks
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- cvd.png (365.58 KiB) Viewed 31972 times
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- CVD change.png (260.72 KiB) Viewed 31975 times
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- cvd change two.png (318.22 KiB) Viewed 31975 times
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- PL CVD.png (285.94 KiB) Viewed 31975 times
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders
Great. Sometimes it comes with Windows automatic updates, but it's unclear when it happens after Windows installation. The next Bookmap build will include these libraries.SuperDriveGuy wrote: ↑Tue Dec 18, 2018 12:09 pmonceI installed the VS2017 redist 64, as you suggested, the error went away.
Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders
This indicator requires Market-by-order (MBO) data, which is currently provided only by Rithmic and only for CME group exchanges. But your image shows that it's FDAX @Eurex. The same settings work well on ES. It seems that Eurex itself does provide MBO, but it's not available via Rithmic. I will check if / when it's planned to be available.SuperDriveGuy wrote: ↑Tue Dec 18, 2018 12:09 pmSo now I have successfully been able to load the Advanced CVD Indicator, but the values are 0, irrespective of whichever parameters I change, what am I missing?
Annotation 2018-12-18 120727.JPG
Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders
Hi. I reviewed your images, they all look correct. It's easier to look first at the periods when CVD remains relatively constant:fibdax wrote: ↑Tue Dec 18, 2018 7:43 pmhello explain to me this thing, the CVD during the descent goes from negative to positive but the gain does not change from positive to zero and then again positive but remains above zero reaching a minimum of about 1,400k. It is not clear to me how do you go from a negative to a positive cvd while the PL is always positive? The same thing happened to me yesterday when the CVD was close to zero while the PL was always positive . thanks
- If CVD is positive, P&L is correlated with price
- If CVD is negative, P&L is anti-correlated with price
- If CVD is near zero, P&L remains constant
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Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders
Hi Serg,Serg wrote: ↑Wed Dec 19, 2018 10:59 amThis indicator requires Market-by-order (MBO) data, which is currently provided only by Rithmic and only for CME group exchanges. But your image shows that it's FDAX @Eurex. The same settings work well on ES. It seems that Eurex itself does provide MBO, but it's not available via Rithmic. I will check if / when it's planned to be available.SuperDriveGuy wrote: ↑Tue Dec 18, 2018 12:09 pmSo now I have successfully been able to load the Advanced CVD Indicator, but the values are 0, irrespective of whichever parameters I change, what am I missing?
Annotation 2018-12-18 120727.JPG
SDG-settings.png
Thanks! I will eagerly await any information on Order By Order(MBO) from Rithmic for Eurex.
I thought that Order by Order(MBO) would just have more levels than the 15 currently available on Eurex and hence the Advanced CVD indicator would work on Eurex too, as the format would not be any different.
Regards,
SDG
Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders
Hi, here is an update on MBO data for Eurex (they call it DBO – Depth by Order). According to Rithmic, they are working on it, but they cannot give a date for DBO yet.SuperDriveGuy wrote: ↑Wed Dec 26, 2018 8:46 pmHi Serg,Serg wrote: ↑Wed Dec 19, 2018 10:59 amThis indicator requires Market-by-order (MBO) data, which is currently provided only by Rithmic and only for CME group exchanges. But your image shows that it's FDAX @Eurex. The same settings work well on ES. It seems that Eurex itself does provide MBO, but it's not available via Rithmic. I will check if / when it's planned to be available.SuperDriveGuy wrote: ↑Tue Dec 18, 2018 12:09 pmSo now I have successfully been able to load the Advanced CVD Indicator, but the values are 0, irrespective of whichever parameters I change, what am I missing?
Annotation 2018-12-18 120727.JPG
SDG-settings.png
Thanks! I will eagerly await any information on Order By Order(MBO) from Rithmic for Eurex.
I thought that Order by Order(MBO) would just have more levels than the 15 currently available on Eurex and hence the Advanced CVD indicator would work on Eurex too, as the format would not be any different.
Regards,
SDG
Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders
I noticed that it is not possible to save the settings of this new indicator will it be possible to do it in a future version? thank you
Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders
It should keep the settings. If it doesn't, it's a bug and will be fixed.
Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders
when will there be updates on the indicator? example when it will be possible to use the history as the CVD thanks
Re: Indicator: Advanced CVD, Stops, Icebergs, Large orders
It's planned to be updated during next week. The computation will be performed on all available data (not only since indicator was enabled), and it will update the values if settings are changed. Anything else needed?
Best
S