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OrderFlowViz.com

Trade velocity statistical evaluation - Main module & averaging add-on

Trade velocity statistical evaluation - Main module & averaging add-on

The Account Name / Username can be found in Sierra Chart from the menu "Help" -> "About". Enter it here before adding the product to the cart.

Product information:

The statistical order flow evaluation products are software products that enable a particularly detailed approach of analyzing order flow data of centralized futures markets. Developed with focus on reliability and speed to maintain a smooth chart viewing experience. Only available for the Sierra Chart trading and charting platform.

You will subscribe to the "Trade velocity statistical evaluation - Main module" and the "Trade velocity statistical evaluation - Averaging add-on" as per your selection of the subscription plans available.

It consists of the following components:

  • STA Trade velocity module
  • STA Trade vel. averaging add-on
  • Control study
  • Study for adjustable backgrounds and displaying probability zones

In its essence, the product consists of studies that calculate and analyze up to half a million chart bars and applying this analysis to every up-or down-bar. The study allows for decision making based on calculated Z-scores which allows for individual judgement of every bar whether it was statistically fast or slow. It continuously shows how many standard deviations away from the mean the data point is and prints it on a single unified scale as Z-scores and probabilities. The data is printed bar by bar.

In addition the included "STA Trade vel. averaging add-on" allows the user to define a look-back period of X bars to calculate and plot the average velocity among these bars. The evaluation is outputted as an average of Z-scores and can be plotted on the same Z-score / Probability background studies as the other STA-products.

On both studies there is a continuous indication of the bar duration compared to all past bar durations on the current developing bar ("the hard right edge"). The indication of that bar will stop moving as a new bar appears. Once printed, the study will not reprint or change. This makes it ideal to study behaviors or characteristics of past events as well.

Since these studies are based on bar durations, it will not make sense to use it on time-based charts.

You will receive your studies by E-mail. Simply save the received files in your SC data folder, then select the studies in the studies settings for your chart.

Updates are of course included as well on ongoing subscriptions.

Please also refer to other resources on the OrderFlowViz.com web-site for more details about this product.

Important note: For verification purposes you need to provide your Sierra Chart Account Name. The mandatory field where you need to enter the exact account name behaves like a password field in some browsers. However, do not provide your Sierra Chart password!

Item: 76-STA-VEL-31 / 76-STA-VEL-45

Short name: STA Trade velocity module / STA Trade vel. averaging add-on

Requirements:

  • This product can only be used on the Sierra Chart trading platform
  • Level 1 tick by tick data
  • Time stamps on each bar for bar start time
  • Bar ending time tick by tick (for best experience)
    (also refer to the documentation "Requirements checks")

Price & validity information:

  • Subscription only (advance payment for each subscription period)
  • No one-time / no lifetime purchase option
  • Subscription renewal payments are due on the same day of the month as the initial payment
  • Validity starts at the moment of delivery
  • Validity ends at the day of the month where delivery took place, plus 10 days (grace period), plus the amount of months of the subscription period
  • Regular price is the monthly price in CHF of the 6 monthly subscription
  • Optionally there are 3-monthly and monthly subscriptions available (at increased monthly prices)
  • There are no free trial periods available (select a one month subscription period for testing user specific setups)

Our refund policy remains in effect, please review at check-out.

    Should you have any further questions on the product, please get in touch with us!

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