Analyze the intraday behavior of any market.
Detect and exploit recurrent patterns of variability (price, volume, volatility, risk etc.) in intraday data.
Intraday Profile™ – detect and exploit recurrent patterns of variability in market data, visualize the intraday characteristics of your market
Analyze the intraday behavior of any market, decipher intraday price action and exploit recurrent patterns of variability (price, volume, volatility, risk etc.) in intraday data.
Before you can design a trading system or place a trade, you need to understand how the market you’re trading behaves.
Arm yourself with stats you can build on. This smart quantitative tool has been developed by Weiss & Quast, a Financial Industry Consulting group with more than 25 years in business.
Each market has it’s intraday price characteristics you as short-term trader can use to improve your strategies.
Visualize how the market and indicators are evolving over the day and whether they show recurrent patterns:
- VolaRisk: VolaRisk is our proprietary trading risk indicator, comparing the short-term trading risk with the longer-term trading risk.
The average range of the last x bars is being compared with the range ( HH-LL) over x barsExample (see image above):When the timescale is set to 5-min bars and volarisk is set to 12,then the range (highest high ./. lowest low ) of the past 60 minutes (12*5 min) is compared to the average range of the last 12 5-min bars. Values > 0: Short-term trading is more risky and less profitable. The average 5-min bar range is below comparable long term volatility
Values < 0: Short-term trading is less riskier and more profitable.The average 5-min bar range is above comparable long term volatility .
- Other indicators:
- Volume & Money Flow (MFI)
- Volatility: Range, Average true Range, Standard Deviation.
- Moving averages: MACD
- Price changes: Momentum, Rate Of Change
- Oscillators: CCI, RSI, Stochastics, ZScore, ADX, DMI
- Linear Regression slope
- Any other indicator or function of your choice
Yellow histogram or line: current values of the day for each time period (e.g. 5-min bar)
Red line: Average value of the past (e.g. 20) days for the same time bar
Green dots: Maximum value for this time bar during the observation window (e.g. 20 days)
Cyan dots: Minimum value for this time bar during the observation window (e.g. 20 days)
Examples:
ES (S&P 500 Futures), Interval: 5-Minute-Bars (288 bars per day), averages calculated for 20 days:
Volume
MFI (Money Flow Index)
Volatility
The market is the most volatile in the morning, during lunchtime in Chicago, the average range decreases to its lowest levels, following lunch, the average ranges increase.
ATR (Average True Range)
Range (High-Low)
Standard Deviation (13)
VolaRisk (12)
CCi (13) Commodity Channel Index
Linear Regression Slope (8)
Indicator parameter settings BASIC version:
price: close, weightedclose etc.
Indicator: volume, range, roc (rate of change), mom (momentum)
Indicator_length: lookback bars for your indicator
Indicator parameter settings PREMIUM version:
price: close, weightedclose etc.
Indicator: volume, range, roc (rate of change), mom (momentum), atr (Average True Range), lrs (Linear Regression slope), cci (Commodity channel index), zscore (Z-score), stoch (Stochastics), macd (Moving average convergence divergence), adx (Average directional index), dmi (Directional movement index), mfi (Mone flow index), rsi (Relative strength index), stddev (Standard Deviation)
Indicator_length: lookback bars for your indicator
MACD_fast, MACD_slow: MACD parameters
Stoch_1, Stoch_2, Stoch_3: Parameters for the calculation of stochastics
Indicator parameter settings PRO version:
Same settings as PREMIUM version and, if you want to use your own indicator:
MyOwnIndicator: set it at your own discretion, e.g. UltimateOscillator(7,14,28) or BlaBlaBlaIndicator(7) etc.
Indicator: must be set to “own”
Supported platforms
Intraday Profile™ is enhancing your experience and success with these leading trading and brokerage platforms:
MultiCharts, NinjaTrader, InteractiveBrokers and Bloomberg coming soon !!!
Comparison table
Intraday Profile™ comes in 3 different versions:
Features
COMPARE PACKAGE
Data series 1
Bar interval
Input basic
Input advanced
Input PRO
VolaRisk™ indicator
for your
BASIC
FREE
ETF’s only (SPY, GLD,TLT,OIL,SLV)
any intraday bar interval
Volume
Range (H-L)
ROC (rate-of-change)
Momentum
included
PREMIUM
$ 9.95
MonthLY
PAYMENT
any (stocks, ETF’s, Futures, Indices)
any intraday bar interval
Volume
Range (H-L)
ROC (rate-of-change)
Momentum
ATR (Average true range)
LRS (Linear Regression Slope
CCI (Commodity Channel Index)
Z-score, Stochastics, MACD, ADX, DMI, MFI, RSI, Standard Deviation
included
PRO
$ 19.95
MonthLY
PAYMENT
any (stocks, ETF’s, Futures, Indices)
any intraday bar interval
Volume
Range (H-L)
ROC (rate-of-change)
Momentum
ATR (Average true range)
LRS (Linear Regression Slope
CCI (Commodity Channel Index)
Z-score, Stochastics, MACD, ADX, DMI, MFI, RSI, Standard Deviation
any other data series,
indicator or function
of your choice, e.g.:
Ultimate Oscillator
(7,14,28)
MySmartXYZ
Indicator(12,7)
included
for your download.Contact us
Our representative will get back to you shortly.
About us
Since 1996 we successfully have run our consulting company. Our core competencies are consulting and project management regarding implementation of financial technology (front-, mid- and back-office systems, treasury management, hedge accounting).
As each of us has his/her own area of competence, we gathered a wide range of expertise and experience during the past years. Our way of working is a coordinated interplay between our clients and us and – where required – our diverse external partners. In this way our customers benefit from additional synergy effects.
Christian Weiss
APRM, senior consultant risk management & financial technology, financial analyst, quantitative strategies specialist since 1990; member of AFA, PRMIA, GARP, STA
Consulting, research & development, legal/tax/accounting. Founder & owner.
Ulrike Quast
CIC certified Project Manager; member of PMI
Project management, coordination of partners, administration. Founder & owner.
The Partners
Our worldwide network of contractors and independent professionals, consultants, developers, marketing and sales partners.
Memberships
AFA American Finance Association,
PMI Project Management Institute,
PRMIA Professional , Risk Managers’ International Association, GARP Global Association of Risk Professionals, STA Society of Technical Analysts
This website is neither a solicitation nor an offer to Buy/Sell Stocks, Bonds, Forex, Futures or Options contracts.
Futures, Options and Forex trading has large potential rewards, but also large potential risk.
The past performance of any trading system or methodology is not necessarily indicative of future results.
You should carefully consider whether trading is appropriate for you in light of your experience, objectives, financial resources and other relevant circumstances.
The information provided on and through this website is obtained from sources deemed reliable but is not guaranteed as to accuracy or completeness.
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