PriceSquawk User Manual - PriceSquawk Audible Markets
Contents
1. ARATE PriceSquawk User Manual T 4 80 1922 00 1921 75 eae 8919 1921 50 11823 1921 00 a 1920 25 1920 00 1918 75 ia 10370 ELERON 11438 1918 25 7647 ELEXA 10415 CAEI 7276 1917 50 EEG 1916 50 1916 25 1916 00 PriceSquawk Audible Market Technology 2 of 33 Contents Teo al lt 4 0 lt tc eee ene mee Un ee ee er eon Re en 3 REVISION AIS COV csc EE 4 PREIS NDE on a E E E A E A utenerenoustaateessnets 4 PriceSquawk Desktop Requirements ssscccccsseccccesscccceesececeeseccceeescceseueceseuneceesaeecessuecessenecessageeetas 6 PriceSquawk Add On REqQUIFEMENHS csecccccsseccccesseccceesececeesececceenececausecessusececeeueecessusecesseneceesegeeeetes 6 Ni a rader Add On Installation seese EEE 7 PriceSquawk Desktop Licensing sersrcicsrscrsensises inneni ennan EAEE ESEE 7 POOO MLI CE NS a ipai ia T E ee eee ee ee 7 Le LICO C en E S E O E 7 Professional LICENS Eessen arausn cone eieeadeussneea sansa quues 7 NE AN RECON CECA TE a E E EA ET ee eee 8 O a E E AE E EE E EE T SEE A AE E A E E E T E A EEN E T AAE 9 DO UIE Cr NTO asaecea cists tizainochte E N E E sieges ioe seatea te tenabasinnseteenseseetdessathe ts ensonceeccasecesen 9 PUTS E MICU a tht acct ee epee ose ccc emcee nage ete ne one es eaea seat E ceases 10 P e aU lt 8 rel 0 0 game eneee ene ata aenrant neste EE es 10 COEN A a E A E 11 SOUL SS wriuontvuteharcndtandea tr aaihcwbecuntsaa cadens bonmton axons ron nent ie2. Bought Sold trade sounds with New Bid Ask announcements and price information built into pitch Beep Works Trade sounds with new bid ask alerts all using digital beeps instead of voice Beep and Squawk Beeps for buying and selling activity and squawk voice for inside market activity Smart Volume control used Classic Classic instrumental sound effects in Auto mode new Bid Ask enabled and Volume Profile enabled Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 15 of 33 Trade Sounds Listening to trade sounds gives the trader a feel for the motion of the market It is very useful keeping alert when slower market conditions are apparent and price action is not engaging enough to maintain maximum focus With practice traders can determine market conditions and opportunities purely by listening to PriceSquawk In faster active markets the trader might want to filter the audio using some of the advanced features such as Volume Control or New Price Only mode Separate sounds for Bid and Ask gives a clear representation of buying pressure versus selling pressure Additional differentiation can be made using the Speaker Control options On the Config tab the trader can select from a dropdown menu which sound effect will represent a single trade event As of V5 your sound effect options will depend on which Sound Mode you are
3. Inside Market View Inside Market View is automatically enabled when you initially select New Bid Ask Alert from the Sound Menu or can be enabled disabled from the Bid Ask Settings in user options Ask price is highlighted by the Ask Bar equalizer color D ESZ5 o x Sound Misc Center pey Price Traded volume is displayed against Bid or Ask trade after the 2025 00 Bid price is highlighted by the Bid Bar equalizer color Bid and Ask volume are displayed when available not available with Jigsaw Pr 2025 00 Sz 1 Vol 22 Figure 24 Inside market view The traded volume value displayed depends on which mode PriceSquawk is currently operating If in Auto mode then traded volume shows how much has traded in the last X seconds In Time amp Sales mode this value will always display the last trade size and volume at price mode will show the accumulated volume traded at that price etc Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 32 of 33 Price Action Mode This mode is used in addition to Trade Sounds to only play one sound per price level This is useful if the trader is purely interested in price action and not so much in individual trade events The same settings that apply to Trade Sounds apply in New Price Only mode however only one note will sound per price level Always On Top You can
4. PriceSquawk Audible Market Technology 21 of 33 The Volume profile is reset by assigning a hotkey right clicking on the ladder and select Clear Profile from the context menu or entering a session time in the user options This feature is resourceful for recalling historical order flow activity in the context of each move you are interested in or in other words you can record the volume profile for each phase of market action For example if a breakout occurs you can reset the profile to record the subsequent action and have a short term record of the subsequent volume traded This is useful as the market swings do not occur in the same time scale each time or in set price ranges The trader can instead use discretion to reset the volume profile as fit to market conditions The volume profile bars can be configured to adjust dynamically to the short term Volume Point of Control VPOC ie relevant to the most volume at price currently accumulated This is the default setting You can also set each bar to increment every X contracts traded by changing the VP Increments option to a value greater than zero By settings VP Increments to 10 the volume profile bar will increase in size every 10 trades Figure 15 Resettable Volume Profile Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 22 of 33 Session Times and Alerts In the user options y
5. graham thesoundtrader com PriceSquawk Audible Market Technology 13 of 33 Settings The Settings manager lets you save PriceSquawk configuration for later use By default the Workspace setting will display on opening PriceSquawk because the last saved workspace configuration overrides the selected setting upon loading a workspace It is recommended to save your preferred configuration s using this Settings option in case your workspace changes You can distribute your settings to others to use by copying the Settings file located in My Documents PriceSquawk settings xml Your PriceSquawk size and position are also saved within the settings so don t be surprised if PriceSquawk jumps around your screen when you change the settings To save your current PriceSquawk configuration press the Save As button To delete a setting make sure it is selected in the dropdown list and then press the Delete button 5 09 14 a Sound Misc Settings ES kai oe oe Note Control Figure 6 Settings Manager PriceSquawk includes preconfigured settings to help get you started You can adjust any of these settings to tweak them to your markets and save them again The settings demonstrate how individual settings in the Sound Menu and Config tab can be changed to accomplish certain outcomes Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology
6. In default mode three alert sounds are played before re centering and in PriceSquawk mode an announcement is made Note Contral Bid Sound Ask Sound Hectic Piano 1 Trumpet Gunshot Alert Sound Pitch Int Semitone Trade Alert Duration x 0 01s 10 Pj Auto Center Alert Ticks 505 Figure 10 Duration and Auto Center Speaker Control If Stereo Effect is selected under the Speaker Control section then PriceSquawk will split trades into those that occur at the bid price and trades at the offer ask You can then select which speaker the Bid trades are heard out of and which speaker the Ask trades sound from You can also choose to mute the Bid or Ask sounds For example mute the Right speaker and select the Bid as the Left speaker so that only the Bids are heard out of the Left speaker You could then use another PriceSquawk to play a different sound for trades lifting the Ask price out of the Right speaker Mono Select can be used to force all sound to play out of the Left or Right speaker This is useful if you have PriceSquawk enabled for multiple markets For instance you might prefer to have the E mini trades sounding out the left soeaker and the T note sounding out the right speaker if interested in the price action in both markets Speaker Control L i Stereo Effect V Bid Audio Volume Control Figure 11 Speaker Control Copyright 2015 PriceS
7. Sounds Auto Center Alert can be played every time price moves X number of minimum price increments Audio Volume Control settings configure how loud sounds play when these thresholds are reached Volume Mode lets you select different ways to control the loudness of sounds Auto controls the sound volume based on the relative volume in time Volume At Price hear volume accumulate at each price Volume in Time controls loudness as volume increases over a time window Smart Trade Volume for Hearing bid and ask volume accumulate Volume Profile levels Hear only a different pitch for Bid vs Ask trades no Price information Configuration View ES 06 15 mj Sound Misc Sid OL ii v Volume Control p Ei New Bid Ask Alert Price Action Mode Eca Center yuong JePpe siga Acoustic Grand P Acoustic Grand f Alert Sound Gunshot Fitch Interval Semitone Trade Duration x 0 01s 10 E Auto Center Aet Ticks Speaker Control L Stereo Effect Mono Select F L Audio Volume Control Minimum vidie M Maximum OOO Advanced Volume Mode Auto E Bid Ask Pitch Mode E Aggregate Volume 50 Pe 2128 00 5z 1 Vok 21 r Alert so so R R B g g Aggregate traded volume so that only one sound is played per X volume accumulated Figure 5 Config Tab Copyright 2015 PriceSquawk Audible Market Technology NSW Australia
8. You can use the settings to identify certain sized orders that are filled You can use multiple PriceSquawk instances to detect any number of order sizes with different sound effects for each Mono Select I Audio Volume Control Minimum 0 Middle 5 Maximum 20 Figure 13 Volume Control The Volume bars to the right of the Volume Control section control the sound level associated with each traded volume threshold minimum middle and maximum The maximum sound level is used for all PriceSquawk sounds alerts new bid ask etc Maximum volume is achieved by moving the bar to the right The loudness for all PriceSquawk alerts is taken from the maximum setting out of these three volume controls Basic Volume Control is useful if the trader is listening for the size and pace of individual trades much like a tape reader Alternatively the Volume at Price and Volume in Time can be used to change loudness based on certain order flow conditions These options are available within the Advanced features for Professional Licences Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 20 of 33 Visual Settings The Options window available from the Misc menu lets you set the following colors Bid Equalizer Bar Ask Equalizer Bar Normal Price Text Traded Price Text Normal Price Background Traded Price Background Ladder Backgr
9. just as easily can be used in isolation should the trader only wish to use PriceSquawk for particular features such as Trade Sounds By default Trade Sounds Alerts and basic Volume Control will be enabled Play sound on Prices gua wk Sound Menu Volume Control each trade each will change sound tick volume based on Note Trade Sounds Enable Alerts I Alerts trade size or the Volume Control accumulated trade Enable insi 3 New Bid Ask Alert 5 Enable inside aaau volume settings in market changing etl i 3 a Main Config tab sound effects Duration x0 01s 10 2 goes Bid goes Offer does a Jig Play sound on first trade at a new price only Figure 2 Sound Menu i Except New Price Only which will override the Trade Sounds to only play a sound the first trade at a new price Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 10 of 33 Misc Menu The Misc Menu allows access to further user options and licensing details and control Hotkeys for certain actions can be configured visual settings and advanced controls can be configured from the Options window and to update License details or view your subscription status you can open the License and About windows D 6E 12 14 ajaen a Sound Center Price Always On Top Hotkeys License About Figure 3 Misc Menu PriceSquawk Ladder The PriceSqguawk window co
10. operating in and which soundfont is loaded The classic sounds from pre V5 are always available in Default sound mode PriceSquawk sound mode gives the trader digital and voice sound effect options Custom sound mode lets you load your own Soundfont that will determine which sounds are available for Bid Ask and Alert sound effects In PriceSquawk mode there are some sound effects that have the prefix These are sounds that do not change with price ie their pitch is always the same These sounds are referred to as alert sounds as they can be selected to play a unique alert for a single event Bought Sold New Bid New Offer etc It is highly recommended to experiment with different sounds for trades at the Bid Vs Ask so you can hear Buying vs Selling pressure By default in V5 Buy and Sell announcements are used though you can easily change these to digital beep sounds or instrumental sounds depending on your audible preference Note Control Bid Sound Electric Piano 1 v Alert Sound Gur Trombone Pee Pitch Interval Muted Trumpet French Hom Brass Section Synth Brass 1 Auto Center Alert a Alto Sax Tenor Sax Baritone Sax Stereo Effect 7 EOboe English Hom Mono Select Bassoon Clarinet Audio Volume Control Piccolo Flute Recorder Pan Flute i Blown Bottle Middie 2000 Shakuhachi 10000 Whistle Ocarina Lead 1 square Volume at Price Lead 2 sawtooth 7 Volume in Time s
11. over the previous 30 seconds Using this configuration of PriceSquawk we get an accurate feel for the order flow as the sound volume increases and decreases as volume flow enters and exits the market over time You can filter out sounds during slow trading activity easily using the minimum value so you only hear when new flows orders are entering the market and once a minimum traded volume threshold has been reached you can still identify increased market activity as the medium and maximum volume thresholds are reached Smart Trade Volume Buyer Seller Strength Meter This setting was added particularly to assist Emini traders wanting Volume at Price loudness with better flow as market orders are usually hitting the bid and offer resetting the accumulated trade Volume at Price It is however a great way to measure traded volume for ALL instruments Smart Trade Volume accumulates the Volume At Price and stores it If the market then trades at another price e g the Ask Price then trades again at the stored Price e g the Bid Price then traded volume continues to accumulate A normal scenario in the Emini is that Smart Mode accumulates trades at the Bid and Ask However when the market trades above the Ask or below the bid the traded volume at the new Bid old Ask continues accumulating This is not like a normal bid asks volume split which would reset the accumulated trades at the bid and ask when a new price trades above the Ask or bel
12. set PriceSquawk windows to always display on top within your windows screen by accessing the Misc menu and selecting Always On Top 509 14 mj Sound Figure 25 Always On Top Selection Support PriceSquawk will continue to evolve as we figure out new and better ways to transfer market information into the audible spectrum If you have any suggestions or ideas on how market information and day trading can be enhanced further by integration with PriceSquawk please contact me via the website contact page For support please email support pricesquawk com Support can also be obtained via contacting Skype username TheSoundTrader Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 33 of 33 Midi License PriceSquawk uses third party software for interfacing to the Microsoft MIDI functionality provided in the Win32 application programming interface Midi dll is distributed as part of the PriceSquawk install package and subject to the following license terms midi dot net midi dll is distributed under the new BSD License https code google com p midi dot net Copyright c 2009 Tom Lokovic All rights reserved Redistribution and use in source and binary forms with or without modification are permitted provided that the following conditions are met Redistributions of source code must retain the above copyright notice this lis
13. sound effects You can create your own soundfont using free tools such as Viena and Polyphone External advanced Select an external midi sound driver This will route all PriceSquawk sounds to an external device which may be a Creative soundcard or networked sound driver Please contact support for more information on using this mode Figure 18 Sound Device Options Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 24 of 33 Advanced Settings Professional and Desktop Licenses Professional license holders can take advantage of the Advanced audio controls in PriceSquawk for setting Order Flow alerts listening to specific order flow market conditions and filtering trading activity E Bid Ask Pitch Mode E Aggregate Volume 50 Figure 19 Advanced settings Auto Mode PriceSquawk Auto mode is a professional feature that automatically adjusts the Minimum Middle and Maximum settings in PriceSquawk based off the observed real time volume trading in the market The end result is that PriceSquawk trade sounds will automatically be louder when there is increased market activity and softer with decreased market activity al Seh Trade Duration x 0 01s 104 ton TCT Fs a an a af F dF O Auto Center Aet Ticks Speaker Control L R Soc Be R Mono Select F L Audio Volume Control Minimum Middle and Maximum values are
14. 14 of 33 ZNDec15 O x aq Sound Misc Center Settings J cL T Workspace O Order Flow Alerts 1 Onder Flow Alerts 2 io Time Sales 1 Time Sales 2 Emin Prices 1 Emini Prices 2 Session Alerts A Bid Ask Female Bid 7 Ask Male The Works Duration x 0 01 ol 30 Auto Center Alert Ticks SOS Speaker Control R Stereo Effect Bid Ask v Mono Select L R Audio Yolume Control Minimum o g Middle Maximum lm y Advanced Volume Mode Auto vi UR L_ Bid Ask Pitch Mode _ Aggregate Volume AO Pr 128 260 5z 88 Vol 93 Order Flow Alerts 1 Hear minimalist tick sounds only when volume is elevated with no price information Requires a few minutes of initial data buffering Order Flow Alerts 2 Hear Buy and Sell announcements with price varying pitch when volume is elevated Faint announcements during low volume Time Sales 1 Basic digital sounds for each entry in T amp S Time Sales 2 Same as above with no price pitch information Emini Prices 1 E mini price announcements with price varying pitch No volume information Emini Prices 2 E mini price announcements with price and volume information Session Alerts Preconfigure session alerts or news alerts in user options Misc Menu gt Options Bid Ask Female Inside market announcements with a female voice Bid Ask Male Inside market announcements with a male voice The Works
15. Audible Market Technology 9 of 33 Overview PriceSquawk Audible Market Technology adds another dimension to the markets immersing traders in a real time audible market environment You can hear buyers lifting offers sellers hitting the bids how aggressive they are and the resulting price action Listening to the market improves trading performance enhances your pattern recognition skills and accelerates the learning curve for market intuition through constant audible market exposure By just listening traders can constantly monitor the order flow price action and pace of the market PriceSquawk can be configured as an audible market tape bid ask strength meter and order flow alert tool across multiple markets freeing up monitor space and providing flexibility to move around the trade desk and office while listening to market information PriceSquawk does this by using the Level 1 market information received from data providers and mapping it to audible properties In general individual trades get mapped to a unique pitch representing price and the volume traded is represented by loudness As of V5 voice announcements are also incorporated for some markets See the Trade Sounds section for more information on how this works Sound Menu There are currently five modes for PriceSquawk that can be enabled and disabled from the main Sound menu All modes can work together to provide detailed real time audible market information or
16. Lead 3 calliope Lead 4 chiff Advanced Lead 5 charang Lead 6 voice Bid Ask Pitch Mode Duration x 0 01s Speaker Control Minimum 0 Maximum Figure 7 Classic Bid Ask Trade Sounds Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 16 of 33 E mini Trade sounds Introduced in PriceSquawk V5 are the E mini trade sound effects By selecting any of the E mini price sound effects PriceSquawk maps the trade price to the appropriate tick price component Evens Twenty Fives Fifties or Seventy Fives To introduce further price depth these four announcements change in pitch depending on the price action So as price moves up each successive Evens or Twenty Fives announcement will be a higher pitch and vice versa By selecting Bid Ask Pitch mode this pitch variation will not occur Note Control Bid Sound Ask Sound mini Price Emini Bid Price Emni Ask Price Emini Trade Price a i Trade Alert DSTI i Downe Je 0 Downs Ticks 501 Down Figure 8 E mini trade sounds Note Interval If two trades occur one tick apart they will be separated in sound by the Note Interval setting which by default is set to Semitone This means that each price tick would represent a note on a piano keyboard Other settings can be configured for a more defined sound difference between successive prices traded
17. S 12 14 1 Min Configuration Tab The Config tab allows the trader to set global settings for PriceSquawk and some specific settings relevant to each mode The Bid and Ask sounds is what the trader will want to experiment with to 5 ES12 14 o q Sound v _ Misc Center 1898 25 1898 00 1897 75 1897 50 1897 25 1897 00 1896 75 1236 50 1896 25 1896 00 1895 75 4695 50 1895 25 1895 00 1894 75 1894 50 1894 25 4694 00 1893 75 1893 50 1893 25 1893 00 1892 75 1892 50 1892 25 1892 00 1891 75 1891 50 1891 25 1891 00 1890 75 1890 50 1890 25 1890 00 1889 75 1889 50 Pr 1894 75 Sz 687 Vol 687 Figure 4 Ladder Tab EEE ELL LLL LLL LLIN Ti iT bE z Byuog hen w ES12 14 a amp 2 amp 3 SHAA find an appropriate sound for each instrument PriceSquawk is enabled for This is the sound type that will be heard for all bid ask trade events if the price level is not set as an alert See the following diagram for a summary of the features of the Config tab Most settings will play a sample sound when you change them for easy configuration Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 12 of 33 Enable Disable Trade Sounds and other modes from the Sound Menu Save your Settings here independent of the workspace Select from over 100 instruments Try selecting different Bid and Ask
18. Tne Bid Ask Pitch Mode Sensitivity Factor CBN a Sensitivity factor for detecting increased volume 0 Minimum 1 0 Maximum E a a E m m E m Figure 22 Volume Profile Relative Settings A good example of tweaking these settings would be to set the Minimum Multiplier to zero default Middle Multiplier to 0 25 and the Minimum and Middle volume sliders to maximum all the way to the right the Maximum volume slider to minimum all the way to the left This setting would mean you are likely going to hear when any steps in the profile break and trading is occurring at new levels Bid Ask Pitch mode In this mode Pitch is associated with the bid and offer If a trade occurs at the Bid then the sound played is at the pitch of Middle C Trades at the Offer will have the pitch of Middle C plus the Interval selected in the Note Control semitone whole tone etc So as well as the Stereo Effect traders can also easily identify the Bid or Offer trades by Pitch This is handy for focusing on large trades occurring without needing the extra Pitch information of Price Aggregate Volume Use this setting to aggregate a certain amount of volume for each note This can be useful to decrease the frequency of sounds in high frequency traded instruments without losing any Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 29 of 33 information Trade
19. Unison can be selected to make all trades sounds the same Note Control Bid Sound Ask Sound Hectic Piano 1 Trumpet Alert Sound Gunshot Pitch Interval Unison Duration x 0 01s Winnie kimie Minor third E Auto Center Al Major third Perfect fourth Speaker Control Tki ai Perfect fifth Stereo Effect F Minor sich ae Major sixth Mono Select Minor seventh Major seventh Audio Volume Cor Octave Figure 9 Note Intervals Duration To further customize the sound you can reduce or increase the Main and Alert Sound Duration setting This is the equivalent of how long the note of a keyboard would be pressed playing the Main or Alert sound and is measured in 1 100ths of a second Note that this setting does not necessarily Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 17 of 33 limit the total sound duration of each trade to the selected time period A setting of 1 will result ina very short impulse for the configured sound and a setting of 100 will play a full note Percussion instruments are mainly unaffected by this setting due to the nature of the sound interface Traders can use these settings to fine tune the sound they want to hear Auto Center The Pitch will always auto center once price has moved the range specified by the number of ticks in this setting If you want to hear a warning before this happens tick the Auto Center checkbox
20. Volume Profile In PriceSquawk mode a voice alert announces each of the above events This voice can be changed to male and the sometimes repetitive BidAsk announcement can be disabled via the above options Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 31 of 33 Using Default Sound Mode see Audio Settings or with voice disabled in PriceSquawk mode a pattern of different pitched Bid and Ask trade sounds is used to alert for the above inside market events will use Do Re Mi terminology to represent three consecutive sounds each with different pitch to describe the various events If the event occurs on the offer side ie offer lifted offer pulled etc then the Ask sound effect is used and vice versa for the bid side Event fect Offer Lifted Bid Taken Offer Pulled Bid Pulled New Offer New Bid Bid Ask If in PriceSquawk mode and the Bid and Ask are set to alert sounds sound name begins with a then that alert sound is played once per event The bid alert sound is played for all bid related events and the offer alert sound is played for all offer related events If an alert sound is selected as your alert sound effect option then this specific alert is played for Bid Ask events The best way to get familiar with these events is to enable the Inside Market View and observe the bid and ask changing and the associated sound effects
21. adjusted automatically based on auto volume analysis Adjust Volume bars to hear order flow Minimum alerts Min 0 Middle 0 Midde E Maximum 3067 Advanced Volume Mode New drop down menu for selecting Volume Modes Volume in Time Smart Volume Volume at Price Auto E Bid Ask Pitch Mode Time Window for Volume in Time and ananenate Volume Auto Volume Control The default of 30 seconds should be sufficient Figure 20 Auto volume thresholds PriceSquawk Auto mode uses the Time Window setting to take samples of how much volume has traded over the last X seconds It then compares this value to a larger sample set of data to Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 25 of 33 determine if the amount of volume trading now is significant normal or minimal compared to recent activity Note Trade sounds in Auto mode will initially be loud in the first few minutes of operation as PriceSquawk buffers real time data By setting the Minimum and Middle volume level bars to zero in Auto Mode you can use PriceSquawk as an Order Flow alert tool When you hear sounds it is because volume trading is elevated Elevated volume usually precedes market moves The usual Volume in Time Volume at Price and Smart Volume features are still available from the drop down menu and can be used to detect more specific order flow conditions icebe
22. ausing PriceSquawk to fail TICK and CL Version 3 0 February 18th 2014 Added Bid Ask selection and Mute option for Left Right Speaker Added Bid Ask Pitch Mode Added Smart Trade Volume Accumulation option Added Aggregate Volume Settings Renamed New Bid Ask Mode New Price Only Mode Use Accumulated Volume and Use Time Window to New Bid Ask Alerts Price Action Mode Volume At Price and Volume in Time Version 4 0 July 17th 2014 Added separate Bid and Ask sound options New licensing management Misc menu gt About Added always on top feature Added PriceSquawk Settings manager independent of workspace Added persistent Alerts saved with workspace or settings Added persistent Column layout saved with workspace or settings Level 1 datafeed required only for all features including New Bid Ask Multithreaded performance improvement Bug fix Centering pitch and display on startup Version 4 5 Nov 27th 2014 Jigsaw Reconstructed Tape integration Added equalizer bid ask color change Added equalizer color intensity to match audio volume Added display color settings text color background color etc Added resettable volume profile to Equalizer Pro version Added Resizable rows Added price digits displayed setting Added local and global hotkeys Alert Acknowledge hotkey for x seconds Fixed certain instruments not saving with workspace Version 4 5 1 Ma
23. both NinjaTrader OEC S5S Trader and MultiCharts NET Traders will need a Jigsaw Tools license and a PriceSquawk license to take advantage of this combination A two week free PriceSquawk trial is automatically activated when opening PriceSquawk form the Recon Tape To activate your free trial of the Pro features follow the Professional License instructions CLOL15 boba C Dki F PriceSquawk Figure 1 Jigsaw Reconstructed Tape When opened from Jigsaw s Reconstructed Tape PriceSquawk receives its data feed from the Tape turning it into an audible reconstructed tape This is a powerful combination for observing real trading activity as reconstruction of the exchange split occurs to help identify actual large trader s activity All of the usual Reconstructed Tape controls can be used to control what is displayed on the tape and PriceSquawk will audify the information displayed Reconstructed Tape users can thus hear the price trade size bid ask activity and pace of the tape plus denominations of these market components using the PriceSquawk tools such as accumulated volume at price volume in time More information on the Reconstructed Tape can be found on the Jigsaw Trading website www jigsawtrading com order flow software www jigsawtrading com learn to trade free order flow analysis lessons lesson6 Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk
24. ct library PriceSquawk uses for all its sounds By default PriceSquawk uses its own PriceSquawk Sound Device which loads a custom soundfont library designed specifically for PriceSquawk This sound effect library gives the trader access to voice announcement sound effects as well as various digital and instrumental sounds Options O x pa 24 v Audio Settings A Sound Device PriceS quawk Soundfont Path Device Name v Bid Ask Settings Enable Bid Ask Alert True Enable BidAsk Voice True Enable Male Voice False Inside Market False v Display Settings Backaround Color MM 45 47 55 Sensitivity Factor Sensitivity factor for detecting increased volume 0 Minimum 1 0 Maximum Figure 17 Audio Settings The following table describes the various Sound Device options and their uses PriceSquawk Loads the PriceSquawk soundfont and initializes all sound effects contained in this sound library Voice announcements are included in this mode as well as E mini price announcements Default Loads the classic instrumental sounds common to all pre V5 releases of PriceSquawk These sound effects contain the same information as PriceSquawk mode minus the voice announcements Custom By selecting Custom you will need to enter or navigate to a Soundfont to file for the Soundfont Path property PriceSquawk will attempt to load all sounds from the relevant soundfont file so that you can select custom sounds for Bid Ask and Alert
25. eeeeeecesseneees 20 Figure 15 Resetable Volume cd 0 4 eee eee EN 21 Figure 16 SESSION tiMes sicennivssceiedncesracincescriindusmubrdnacindecustausvecdcotixdnatoubecracinTecrateseeniantnaretnieeneerietentas 22 Figure 17 AUDIO Setting S sensisse E E a 23 Figure 18 Sound Device ODTIONS anisini E Eiai 23 PISCE 19 Advanced Settings senresinvenitireii neie ae A R e i Aa ean 24 Figure 20 Auto volume thresholds ccscccccsssccccessecccsesececeeseceseesececeueceeseuseceseuseceeseneceeseunesetseneess 24 Figure 21 Volume Profile Fixed a aicz once edesacecasssencteasatedsaetavaccidesesacasscanetieecteassateeaseadeeinanncoaineeceetiaaescies 27 Figure 22 Volume Profile Relative SQttings cccsccccssseccccesseccceesececeesececeeusecesseeceesegeceeseusecesseneees 28 Fieure BSS UN CS accesses lnc sect a E sas semnesioas seme goad aeedotsan OS 30 Figure 24 SIGS market VIEW ccecce raoe E T ONS 31 Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 4 of 33 Figure 25 Always On Top Sele ction ccccccccsssccccessececeesececcesccceeesececeusececseuseceseuaecessenecessaeeeeetsuneses 32 Revision History Date Version Description 2013 07 20 2013 08 15 2013 09 01 2013 09 23 2013 11 12 2014 07 17 40 i Version 4 Release 2014 12 10 2015 05 31 2015 08 18 2015 10 21 2014 02 17 Version 3 Release Release Notes Version 1 1 Au
26. eeeeeeeeeseeeeeeeeeaeeegs 26 Volume PO TIS Nae seater sewer EE EE 27 NOMS Prole Rela IVE ase sash acrnsees cainenactaraonaaescerena E 28 BNSC UCC MOUGN 28 Aare eae NORIO arene ee ene ee ee ee ee 28 New Bid Ask Price Aleris cee E E A E 30 m ae MaE WM a A E 31 PoC ACORN MOC ar an E ee E T E Renner mere eee nee ee ae 32 PTA S OD TOP ceense E 32 SUDDO ena E E E E E T 32 MIGF NING NGS er E E E 33 Table of Figures Figure 1 hgsaw Reconstructed TapE siciasiecce csesdenssniecencacctsouewcuedaseaanenducwasienictsaine vbararsudiaaecnandecesteabswareieecaate 8 PZ SOO MEN ae A E area anne ean eee 9 PICU 3 Mise MENU iw tie vis sanraccnsetie sen rerneconannt sen vineeycniudi A earner 10 Pede A ACO ON TD esate tere cteaeecteed EE A 11 PIS COIS A wcece secs cteccee cesar ecto es terecaeeainucoue E E A 12 Figure 6 Settings Manager sinecscssivwisavosnwencesasnsnnieaswencisaavelevenventareninacdiaadnencietinalersacwecaiaiie necieasqustermequanas 13 Fig re 7 Classic Bid Ask Trade SOUNGS escrire iniaa aniren inaa EE rR EEA EEES 15 Heure s EMN ade SO OS arianen aeea aE AEE ETEA NUE 16 PUSS A e E E A E T E A 16 Figure 10 Duration and Auto Cente ecseri 17 Hee i PeT C ONO e E E 17 Figure 12 ClassiCcAlernt SOUNOS tescccssctnacsioistenseacecseyinctecexscxeboaiieaccewuenaeosemncetexeccsseniiedevannbedsucimoaseeensavane 18 FS COn TO er E E EEE ENE EA es 19 Figure 14 Options Menu and Visual SettingS cccccccssseccccsssececeesececeeseccceeeseceseeecesseece
27. gust 15th 2013 PriceSquawk windows hidden in inactive workspaces Sound will still play so user must mute PriceSquawk or close the workspace if does not want to hear it Added Auto Center functionality for Pitch and Price Ladder Bug fix Volume Control changing Minimum gt Max Max lt Min and similar scenarios was causing PriceSquawk to fail and NinjaTrader in some instances Config tab settings synced with Indicator properties and saved with the workspace Version 2 September 1st 2013 Sample sounds on changing settings Auto Center functionality changed to Ticks instead of a timer Added auto center warning Added Time Window option for accumulating trade volume Version 2 1 September 23rd 2013 Added configurable sound level volume controls Added check uncheck all alert checkbox Changed auto center warning to use alert sounds Bug fix mute button was effecting other PriceSquawk configurations Bug fix volatile market instruments such as tick were updating price range of PriceSquawk ladder excessively sometimes overloading PriceSquawk Version 2 3 November 12th 2013 Added Alert note duration option Modified Duration setting to 0 01s increments Changed auto center warning to use alert sounds Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 5 of 33 Bug fix Pitch out of range c
28. his is because large traders are trying to get filled across a range of price levels to either exit a position or build a position without moving the market against them This setting is very useful for determining if size is trading in your market at key price zones Sound volume can be soft while small orders are trading at each price level then as the trade volume accumulates sound volume increases and vice versa based on the Minimum Middle and Maximum settings The accumulated volume can be seen in the bottom status bar Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 26 of 33 Volume in Time Order Flow Meter The PriceSqguawk Volume in Time mode works similar to Auto mode however you can set fixed values for Minimum Middle and Maximum settings so you can hear specific changes in volume over time This setting is most useful for listening to new order flow volume entering the market Traders can use the minimum setting to be alerted when at least X amount of contracts have traded in the last Y seconds This is useful for filtering out slow market activity so that you can be alerted when new traders are entering the market Traders can monitor multiple markets for ideal order flow activity using this setting If we set the time window to a value of 30 seconds then the accumulated volume when a trade sound is played is calculated as the total volume traded
29. it the NinjaTrader 7 video library http www ninjatrader com support helpGuides nt7 index html video library htm PriceSquawk Desktop Licensing Please visit www pricesquawk com pricesquawk desktop to view subscription and purchase options Add On Licensing As of PriceSquawk V4 two types of license exist Lite License This license is available as a one off lifetime license purchase and gives access to the core PriceSquawk functionality as an Audible time and sales tool with three volume control thresholds as well as Alerts Soeaker Control and Trade Sound control Professional License The Professional license gives full access to PriceSquawk functionality including existing and future advanced features marked with Pro in this manual The Professional License is available for a small monthly subscription or a lifetime purchase For more information on subscription options and comparisons of Lite and Pro licenses visit www pricesquawk com pricing Active subscriptions can be managed from within Paypal more info here Once you have purchased the Lite Lifetime License Professional Subscription or a Professional Lifetime License you will receive license activation instructions via email Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 8 of 33 Jigsaw Reconstructed Tape PriceSquawk can now be used with Jigsaw Trading s Reconstructed Tape in
30. knowledgement Hotkeys can be configured to acknowledge alerts globally or for an individual PriceSquawk window On pressing the hotkey the activated alert s will be ignored for the user defined number of seconds Unchecking an alert and re checking it from the Ladder will re arm acknowledged alerts When an alert has been acknowledged normal trade sounds for that price will be played instead Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 19 of 33 Volume Control Volume control mode allows the trader to identify the size and volume of trades occurring With only Trade Sounds enabled all trades that occur have the same audio volume This could be sufficient if the trader is only interested in the motion of the market price speed and direction More market detail can be obtained audibly by enabling Volume Control to vary the sound volume based on three trade size volume values Minimum Middle and Maximum Audible Tape By default with Volume Control enabled PriceSquawk becomes an Audible Tape Trade sounds will play at the minimum sound level for trade size at or above the Minimum value set in the Volume Control section Sound volume will be in the middle for trade size at or above the Middle setting and at maximum when the trade size is at or above the Maximum setting The minimum can be used to filter out trade sounds that occur below the minimum setting
31. ntains two tabs Ladder and Config The Ladder tab allows the user to select price levels for alerts using checkboxes A basic equalizer shows if a sound was played at the bid or offer color settings and how loud it was color intensity and the last trade price is highlighted If alerts are disabled the alert column is highlighted orange Next to the Sound menu is the Misc Menu where the License details can be accessed from the About window and Always On Top mode can be selected Pressing the Center button at any time will reset all sounds to the center pitch which is a Middle C The price ladder will also center on the last traded price Without pressing this button the pitch will increase decrease with price to its maximum and minimum allowable values depending on the price action See the following diagram for a summary of the features of the Ladder tab Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 11 of 33 Volume Profile can be enabled from the Options setting Hotkeys and License control can be found under the Misc Menu Alert price checkboxes Select config tab for sound control options Animated Bid Ask equalizer bars and highlighted last trade Trade information is displayed on status bar Ladder View amp 24 ES12 14 1 Min 12 11 2014 ES12 14 1Min jif Z 5 Recon Tape V5 2 8p VOL E
32. ou can set session times and enable disable session alerts The Volume Profile is reset when your local PC time matches the session time minus one second This is so that the profile is reset and ready to accumulate volume from the very beginning of each session Session times are entered in 24 hour format as HH MM with multiple session times separated by commas As well as resetting the Volume Profile the display and pitch will also re centre at these times Options LI C EER Minimum 0 folume Mode Volume Profile Relative E ua Profile Settings Pro Version Enable VP True Enable VP Text True VP Increments 0 Session Alerts True 09 30 16 15 VP Bar Color i Navy VP Text Color C White Session Times Enter times to reset the volume profile Format in 24 hour time HH mm HH mm HH mm etc Separate ti Figure 16 Session times You can choose to enable or disable Session Alerts which are played for each of the session times As well as being useful for resetting the VP you may wish to have a dedicated PriceSquawk for entering number release times to raise alerts for Multiple PriceSquawk windows can be used to create staged alerts leading up to numbers Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 23 of 33 Audio Settings Introduced in the V5 release of PriceSquawk audio settings let you control which sound effe
33. ound You can also enable color intensity control of equalizer bars This will fade the bid and ask bar colors to match the audio volume Maximum volume will give full color and Minimum will display more transparent bar colors Text size and row height can be set also The Price Digits setting lets you control how price is displayed in the Price column 4 digits will display the last 3 digits of a price for example 1925 36 will display as 5 36 NO Geta es Background Color P 0 192 192 Price Default C White Price Digits 8 Row Height Fi Text Size 12 Trade Background C_ White Trade Text B Black O Equalizer Setiings Ask Bar Color Bid Bar Color Mi Red Default Bar Color P DodgerBlue Enable Equalizer True Volume Intensity False O User Control Settings Acknowledge Timeout 300 E Volume Profile Settings Pro Version Enable VP True Enable VP Text True VP Bar Color B Navy VP Increments oO VP Text Color C White Acknowledge Timeout Time in seconds that alert is acknowledged for Figure 14 Options Menu and Visual Settings Volume Profile Settings Pro Professional licences can enable a resettable Volume Profile in the Equalizer column The volume profile only accumulates with real time data so it will not fill out to match the trading days volume profile unless it is open for the full trading session without resetting Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com
34. ow the bid Instead it is a short term Volume Profile of the last two ticks traded The reasoning for this setting is that you can hear the aggressiveness as traders lift the offer with size and then they try to lift the next price If there is momentum then the Bid is now strong and you want to hear this through the loudness of trades at the new Bid instead of soft sounds which is what you would normally hear as the accumulated volume would have reset Traders Lift 200 Then 10 at next Price Then Hit 100 at old Price new Bid w lt Goo Loudness of 200 at Soft sound as only 10 Loudest sound as 300 Ask Speaker contracts trade now traded at this price Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 27 of 33 This sequence of sounds would amplify the strength of the buyers as they first lifted 200 contracts then sat on the Bid where you hear them absorb more size As the buyers eventually meet resistance the loudness will be more frequent out of the Offer speaker as traders absorb at the Offer and sit on this price It is simply a smarter way of accumulating traded Volume at Price by keeping a short term history of volume traded so loudness remains consistent with buying and selling strength Volume Profile Fixed Volume Profile Fixed mode lets you set volume profile thresholds for changing the loudness of trade sounds or for setting specific
35. quawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 18 of 33 Alerts The trader easily enables alerts by checking a box on the Ladder tab at the price levels concerned with If Alerts is disabled from the Sound Menu this column will be highlighted red When a trade occurs at an alert level then the selected Alert Sound is played instead of the Main Sound Alerts will not be heard if Mute is enabled otherwise alerts will always play at the configured volume and will always play at the maximum sound level set in Volume Control The pitch of alerts will vary based on price similar to trade sounds such that alerts at different price levels can be differentiated The alert sound instrument is selected from the Alert Sound menu Bid Sound Ask Sound Hectic Piano 1 Trumpet Alert Sound Breath Noise Fitch Interval Seashore Bird Tweet Duration x 0 018 He a a E Auto Center acai a ae Bass Drum 2 Side Stick Stereo Effect V Snare Drum 1 ee Hand Clap Mono Select 7 Spare Drum 2 Low Tom 2 Audio Volume Cor Closed Hi hat Low Tom 1 0 Pedal Hi hat Minimum Tom 2 Middle 101 High Tom 2 Crash Cymbal 1 High Tom 1 E Volume at Prie pije Cymbal 1 Volume in Tin Chinese Cymbal Ride Bell Advanced Tambourine Splash Cymbal E Bid Ask Pitch Cowbell Crash Cymbal 2 E Smart Trade Voror Bol i Maximum Figure 12 Classic Alert Sounds Alert Ac
36. r caudenenendenionarweiieseoreuedandidcsedtaneatwsiesercuncaannteronen 13 Trde SOUN Scere E testes E date ee cde taiccl E A bose can E S 15 B PHN eA nS OMS a atentcmagnstatenon E E 16 PE US IY Slices vevreszire ioe ances neeeyan etannasaanevesince E E eo sysy asses sens coonasaeavevare conanseanncesene toa nyss 16 PNY TOs sece eee nese E ane 16 PRU SS a geisie crete sizsctoeste E E E E E 17 SOS Ae COCO E A E 17 PCTS E P A E A E A A A tines T A A E E 18 Aler Ackiowle deen Renee nore E E 18 MOMS OO a E S E E EE E A E E E 19 PUD TI PCer n E E T 19 NEGUS OUI a E E E E nesee ae cen earoatveceee esas 20 Volume Profile Settings PIO scesescesacctdiessinnacdacssueianseesnisundeadiaesnbecmendseabsioviatetnosgeedisocdseacnantontuiesintentaniancstes 20 Session Mes and FUL S erran a EE E A 22 RUO eE er T E EA 23 Advanced Settings Professional and Desktop LICENSES sssessssssesssersessrreresrrrrressrreressrrrrreserrrressereres 24 PTE IO O eoi E E E E E E E N E 24 Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 3 of 33 Volume at Price Bid Ask Strength Meter ccccccccsssssssseceeecececcccsseeeeeeueeeeeesseeeeeeeeeessseeeeeeeauagegs 25 Volume in Time Order Flow Meter cccccccccsssseccecceessccccceeeseccceeeeesecceeeeeeccecseueeceeesaeuseceeesageneess 26 Smart Trade Volume Buyer Seller Strength Meter ccccccccccccccccseeeeeeeeeeesseeee
37. rg orders support and resistance new volume alerts Additional Auto Settings Further customization of the Auto Volume Control mode can be found under Volume Control user options It is recommended to leave these as default initially 1 a 2 EES Analysis Lookback sets the number of minutes 2 PriceSquawk holds volume data for analysis The Default BarColor White default 10 minutes means that the volume a me traded in the current Volume in Time window folume Intensity Se User Control Settings default of 30 seconds is compared to previous ee Oo values capture over the last 10 minutes Volume Control Pro Version Analysis Lookback 10 Sensitivity Factor 0 3 The Sensitivity Factor value determines the Volume Mode Auto a Volume Profile Settings Pro Version range between the middle volume threshold and Ena WE Bo maximum calculated threshold Acknowledge Timeout f Time in seconds that alet is acknowledged for 0 smaller range more frequent maximum volume trade sounds 1 0 larger range less frequent maximum volume trade sounds Volume at Price Bid Ask Strength Meter This setting will change the loudness of trades based on the accumulated volume traded at each price level The accumulated value will reset if trades occur at a different price level however what you will find is at good risk reward areas size continually absorbs market orders and the sound volume will repeatedly reach a crescendo T
38. rs can still hear the speed of Price movement and use all the volume control features in the same manner but with a different resolution of trade size If Aggregate volume is selected and a value of 10 entered then a note will be played every 10 contracts accumulated with the Pitch and sound direction Bid or Ask associated with the last tick traded If 20 contracts traded then only one note will be played however the loudness will represent the 20 contracts as per the Volume Control settings Note that Price Alerts will only occur when the Aggregate volume has traded For tick by tick Price Alerts configure a separate PriceSquawk instance Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 30 of 33 New Bid Ask Price Alerts The New Bid Ask Alerts mode allows the trader to listen to the inside market action This adds yet another dimension to the order flow as you can hear the activity of passive buyers and sellers the games they are playing with limit orders on the inside bid and offer and how they are standing up to the more aggressive market buy and sell orders heard from the tape As of V5 the New Bid Ask alerts detect the following events Evet sd Description OO Offer Lifted The entire offer is traded out or removed and Bid Taken The entire bid is traded out or removed and per inmesiteyrepices byarewotters Offer Pulled The entire inside offer i
39. s Vista Windows 7 or Windows 2003 Operating System e Minimum screen resolution of 1024 X 768 e Minimum P4 Processor or higher e 2GBRAM e Microsoft NET Framework 3 5 pre installed on most PC s or downloadable from PriceSquawk will work with the free version of NinjaTrader 7 and any live data feed provider such as Kinetick Visit http www kinetick com for more information It has also been tested with CQG IQ Feed Trading Technologies and Interactive Brokers As long as you can view tick data on a NinjaTrader chart then you should be able to hear trade sounds Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 7 of 33 NinjaTrader Add On Installation Ensure NinjaTrader 7 is installed and configured with a live tick data feed see above Run the automatic PriceSquawk installer trial available at http www pricesquawk com Close NinjaTrader if it is open oo a a a Run PriceSquawk_Latest_Installer exe it will automatically copy the necessary indicator files to your NinjaTrader directory Note you do NOT use the NinjaTrader import utility You should now be able to add the PriceSqguawk_V5 indicator to a chart which will subsequently open the PriceSquawk window To uninstall run Uninstall PriceSquawk exe located in your NinjaTrader 7 bin Custom directory For information on using NinjaTrader 7 and examples on adding indicators to chart vis
40. s removed resulting in a new higher offer price but the bid remains Bid Pulled The entire inside bid is removed resulting in a new lower bid price but the offer remains steady New Offer A new offer is placed closer to the bid price ee tere E Ee New Bid A new bid is placed closer to the offer price a a Bid Ask The bid or and ask is removed and replaced with U no net change in the inside market prices For each of the above events a unique alert is sounded depending on which sound mode PriceSquawk is using PriceSquawk Default or if Voice is enabled or disabled These can be controlled from the user options as shown below Enable Bid Ask Alert Disables the BidAsk Options O X alert in New Bid Ask mode which tells us that a2 4 the inside market flickered back and forth Device Name A v Bid Ask Settings Enable Bid Ask Alert True Enable Bid Ask Voice Use voice ee _ Enable Male Voice False announcements instead of beeps when in Inside Market True v Display Settings PriceSquawk Sound mode Background Color Mi 45 47 55 Price Default C White Price Digits 8 Enable Male Voice Use male instead of female Row Height 17 Sensitivity Factor for Bid Ask voice announcements when In Sensitivity factor for detecting increased volume 0 Minimum 1 0 Maximum PriceSquawk Sound mode Figure 23 Bid Ask Settings Inside Market Display the inside market instead of equalizer and or
41. t of conditions and the following disclaimer Redistributions in binary form must reproduce the above copyright notice this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED WARRANTIES INCLUDING BUT NOT LIMITED TO THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT INDIRECT INCIDENTAL SPECIAL EXEMPLARY OR CONSEQUENTIAL DAMAGES INCLUDING BUT NOT LIMITED TO PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES LOSS OF USE DATA OR PROFITS OR BUSINESS INTERRUPTION HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY WHETHER IN CONTRACT STRICT LIABILITY OR TORT INCLUDING NEGLIGENCE OR OTHERWISE ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com
42. volume profile alerts The values used are based off the resettable volume profile as PriceSquawk only deals with real time data If you want to establish a volume profile for the full session you need to have PriceSquawk running for the full session with the Volume Profile enabled Upon enabling Volume Profile Fixed mode the resettable volume profile is automatically enabled though you can then disable the display of the VP if you choose for a small computer performance benefit Audio Volume Control Minimum oo a Mide i 9 Maximum 1200000 5 Advanced Volume Mode olumeFrofile Relative 30 Time And Sales Volume At Price Volumeln Time Smart Volume Volume Profile Freed Volume Frofile Relative Ato e Pr 0 7366 5z 100000 Vol 1200000 Figure 21 Volume Profile Fixed The filtering works as per the other manual volume controls If you set Minimum to 1000 for instance you will only hear trade sounds when the profile reaches 1000 at a price You can use the volume sliders for Minimum Middle and Maximum to invert the loudness so that you can identify when trades are occurring at the thinner end of the profile This can be handy for identifying breakouts by filtering out or reducing loudness of trade sounds when the profile is thick and increasing them when new price discovery is in action The profile is reset by right clicking on the chart and selecting Clear Profile or by configuring a hotke
43. y 31st 2015 Auto mode for Volume Control Performance improvements for Volume in Time mode Bug fix for minimized windows Version 4 5 3 August 18th 2015 Performance improvements for graphics and sounds noticeable for big numbers New Volume Profile modes Session alerts Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 6 of 33 Bug fixes Licensing window displaying on open volume profile colours and auto thickness Version 5 00 October 21 2015 Support for custom soundfonts PriceSquawk sound library integration voice synthesis and new digital sounds New Bid Ask mode expanded to detect bid ask pulled bid ask taken new bid ask Inside market view Voice announcements for Buying Selling and new Bid Ask modes E mini price announcements Pre configured settings PriceSquawk Desktop Requirements e iQFeed Client 5 1 or e X_ Trader Pro 7 17 PriceSquawk Add On Requirements e NinjaTrader 7 or Jigsaw Reconstructed Tape any Jigsaw supported platform e Live Level 1 tick data feed for NinjaTrader Note It is recommended to always use the latest release of NinjaTrader downloadable from the NinjaTrader website and the latest Jigsaw Trading Tools To download your free NinjaTrader software visit http www ninjatrader com download registration ph NinjaTrader 7 Minimum PC Requirements are e Windows XP Window
44. y from the Misc menu Copyright 2015 PriceSquawk Audible Market Technology NSW Australia graham thesoundtrader com PriceSquawk Audible Market Technology 28 of 33 Volume Profile Relative Similar to Volume Profile Fixed this mode lets you hear the volume profile though relative to the maximum volume at price in the profile also known as the Volume Point of Control VPOC The volume is accumulated at each price while active and can be reset by right clicking on the profile and selecting Clear Profile or configuring a hotkey from the Misc menu With the default settings the maximum sound volume will be heard when a new VPOC is established Trade sounds will increase or decrease at half this level Within your options window though you can configure a Minimum Middle and Maximum multiplier value The multipliers determine the levels relative to the largest accumulated volume at price maximum VP Settings Calculation Default Multiplier Minimum Multiplier XMaxVP Os Middle Middle Multiplier X Max VP Maximum Multiplier X Max VP E Volume Control Pro Version Sensitivity Factor 0 9 Analysis Lookback 10 Maximum Multiplier 1 Middle Multiplier 0 5 Minimum Multiplier 0 olume Mode Vo E Volume Profile Settings Pro Version Options O x Nate Va Sz A Audio Volume Control Squawk Mode Price Minimum ooo E Mide M Maximum 6 amp 1 a Advanced Volume Mode VolumeProfileRelative 304 Enable VP True Enable VP Text
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