DislikedMzVega: Thank you for your comprehensive tutorial on AMVT. Just like to know if the spreadsheet you posted were from the export function of Bandung's indicator. I am asking because I can't seem to get anything exported. Also is there any material importance in the SF reading at all? Once, again my appreciation for your selfless act of sharing your knowledge on AMVT. Cheers!Ignored
The spreadsheets I posted are actual database tables (libre base) which are created from the export files. I used to track everything in excel files which takes a lot of effort when analyzing multiple pairs. However, I have been teaching myself Python & SQL programming so I import the export files into a database which I update daily. Which does all the work for me. Then I just query the database to show me what pairs & tfs are bracketing, trending, daily net flow, etc.
All the data needed to perform the quantitative analysis comes from the export files.
Ive included a photo of the raw export file.
SF (shape factor) I personally dont use it. But when performing quantitative analysis one might use that as criteria when developing a personal strategy. It provides a measure which is a quantifiable measure describing the shape of the profile where as 1.0 would be a perfect Bell shape. Anything greater than 1.0 would tell how much and to what degree the shape of the profile deviates from the ideal bell shape. Similar to a skew. Evak could probably give you a better explanation as he applies it to his trading decisions
Markets are not efficient, rather they are effective - Jones