Support Board
Date/Time: Thu, 02 Apr 2026 01:51:44 +0000
Post From: Questions on Historical Data Analysis
| [2026-04-01 17:38:05] |
| mmic042 - Posts: 3 |
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historical data for analysis (i think i ran out of downloads already though). there's the tick data for cumulative delta- which is nice. and i just took a look again at the other studies. honestly, i don't really know what most of them measure. you guys even have like 20 different measurement methods for moving average. but i think(just a hunch from googling a few of them) a lot of the studies are ultimately different ways of measuring and tracking trend, momentum, and exhaustion/rotation. so, i feel a bit more grounded if i think about it from that perspective while looking at the list. still, i don't know if i'd use them though, or much less which one. originally, i wanted to make a dashboard (now using spreadsheets on sierra) to track z scores of volume, volatility, and changes in cumulative delta, and filter by "states." but as i'm looking at the thing (still incomplete), i'm thinking that maybe it's not as helpful as a quoteboard for tracking intraday changes. it'd be nice if i could track changes in volume as a z score of some moving average made up of values obtained at the same point of time of day for x number of days (like the relative volume study) on the quoteboard, but i don't think that's a feature. honestly though, if i wanted a nice dashboard, koyfin has one. it doesn't really track market action outside of us eth hours though, so i guess that's where futures have the advantage. all in all, i think features that im looking to use (based on what i know so far) are probably- tick data for bid/ask volume, spreadsheets for my z score stuff(not as useful as i'd originally anticipated but still informative), quoteboards, and im not sure what else for now. i've also heard that sierra is robust, highly customization, and good for automation, and provides low latency tick level data. it all sounds very powerful, but i don't know what to do with all that yet. that's it, any comments or advice would be nice. |