Vwap & Nyse Tick

[justmeee]

Good Evening Traders

I'm a newbie ES futures trader and need some of your guys' help! I was reading Bret Steenbarger's blog entry today and he made some great points on "How to Identify and Trade Trend Days to the Upside"

I want to know how he got the numbers on his y-axis (left side) for the NYSE TICK chart - I'm using Quote Tracker and only have the y-axis on his right side of the chart

tick chart here

I also want to know how to setup my VWAP Parameters in Quote Tracker to match Steenbarger's setup of 40 period on a 5 min chart. The only options I have in QT are to fill in values for "Min Trd Size" and "Max Trd Size." Problem is, when I enter 40 for either one or both in the fields, my chart does NOT look the same as his. Here's his chart with the 40 period VWAP on a 5 Min chart

ANY help greatly appreciated. Thank you so much in advance!

 

[Cigar]

Tick.x

I add Tick in a separate indicator window, below my main chart.

Go to Select Indicators, and in the Available Lower Indicators, you'll see 'Compare to Symbol'. Move it to the right hand window and click Edit. Type in TICK.X and you'll have your tick chart running below your es chart.
It plots as a line, not candles.

I also add a horizontal line set at 0 to add clarity

 

[apatel09]

Hi Cigar,

I followed the instructions you laid out, but my indicator box is blank. There is no plotted line.
Is there anything that I may be doing wrong?

Thanks in advance!

 

[Trader333]

Hi Cigar,

I followed the instructions you laid out, but my indicator box is blank. There is no plotted line.
Is there anything that I may be doing wrong?

Thanks in advance!

This may be down to which data provider you are using.


Paul

 

[Cigar]

This may be down to which data provider you are using.


Paul

I used QT with IQ Feed as the data supplier. With my setup, I can produce a line chart of intraday Tick but can't produce a candle chart. I can make a Tick candle chart on a Daily timeframe but not intraday.

I've attempted to attach an image of my setup (mid Feb from the chart date)

If you use IQ as your data feed, the symbol is TICK.X If you use another provider, check with them.. it could be $TICK or TICK or something else. Also, have you paid the subscription for it.. I think you have to subscribe for nyse data (I may be wrong).

oops... my attachment didn't work...