It’s All About the Data

One of the things I am asked most often is “which data feeds work with the Acme suite?” It’s both a tough and an easy one to answer. Really, any feed supported by Ninjatrader that has price and volume data will do. That’s the easy answer.

However, they are not all created equal. Without addressing detailed questions about reliability – I have only anecdotal experience with many of the feeds listed below – let me list the feeds I now know Rancho Dinero/Acme members to be using, in no particluar order:

  • IQFeed: Works well, extremely fast and accurate. Massive number of calculated market internals symbols. This is important if you’d like to use the Acme Market Internals pack. Months of historical tick data, years historical of minute data available.
  • Kinetick: Widely rumored to be IQFeed’s data only under the NinjaTrader brand. Essentially the same characteristics and features as IQFeed.
  • Zen-Fire/Rithmic: Very popular feed, only available (I think) with an associated brokerage account. Consistently fast and accurate, only they do not offer any market internals symbols and only the current day’s historical tick data. So you’d probably need an additional end-of-day service for historical data, such as DTNMA or Kinetick’s.
  • CQG: Also very popular, fast and accurate. I don’t believe they offer market internals in they base packages, but they are available. Many members have reported adding them on. Not sure about how much historical tick and minute data are available. Perhaps someone will chime in with this info in below.
  • Interactive Brokers: While the IB feed is super-fast, its volume data is sampled and compressed and thus not appropriate for volume analysis as it will produce inaccurate results. Even though the price is right… the data is, er, not. At least not for Acme’s purposes.

As time goes on I expect to add to this list. And if I missed one, or if I’ve missed some important aspect above, please let me know. And certainly, if you have personal experience with any of these feeds and have something to say, especially regarding quality and reliability, feel free to leave a comment.

Who Wants to Go Pro?


The Pro-level packs and membership options have at long last jumped out of the bushes and yelled surprise!  Though, in truth, I said this was coming so it wasn’t really a surprise, but that last sentence painted an interesting mental image, no?

Anyhow, I’ll be sending out a note to the membership shortly with some more information.

So far, there are two upgraded packs and one totally new pack at the Pro level:

  • The first is the Acme Volume Profile Pack, which now has the brand-spanking new ad hoc range drawing indicator (watch the screencast here), as well as the ability to export a very robust set of profile statistics from the session VP study. Watch the profile stats export screencast.
  • Next, we have the divergence marking features in one of my favorite  – and generally under-valued by the trading public – indicators, the Acme Volume Balance. The breakdown/cumulative delta gets the lion’s share of the attention, but meanwhile the volume balance gets it done beautifully day in and day out.
  • And lastly, we have the brand-spankin’ new Acme Market Study Pack. There are only a couple of studies in there so far, but I expect this one to grow significantly in the near future.


In other news, I posted a really small update to the Acme Volume Profile Pack and called it With the new profile rendering engine came a change in behavior to right-facing micro-composites. I had not realized that some folks were using the old behavior for some very specific scenarios, and I changed it slightly so that it could be used as it was before with right-facing MCs.

If you did not notice this change, then there really is no need to update. But it’s there if you’d like to.

OK, that’s it. Take it easy out there. Seems like it’s gone from boredom to terror and back to boredom in the markets this week. So now more than ever, trade ’em well

Screencasts and Video How-Tos + Pack Updates

Happy holidays, amigos!


I have a pretty large volume of updates to share with you today. Lots of new features, a few minor fixes and some new multimedia goodness

Let’s start with the multimedia goodness. I’ve converted many of the text/image pack how-tos into screencast videos. I’ll continue converting the rest and making more in the future. Now that Rancho Dinero has a very global audience, many of whom are not native English speakers, I think these actually work better and in all honesty are a little faster to create. On top of that, they are a whole lot more fun for me to make. So there you go.

Check out the initial batch of screencasts here.


Volume Profiles – All Types

All profile variations can now be rendered in one of 4 types – 2 styles of both hollow and solid. Not only that, but I spent a good deal of effort over the past few weeks on improving this pack’s already speedy performance. I managed to squeeze out about a 15% reduction in CPU usage, and it’s memory usage is now similarly reduced. I am pretty pleased with the results, and I hope you will be too.

Acme Volume Profile

  • Feature: If you have set yourself up for split ETH and RTH profiles per day, you can re-combine the split profiles with an indicator parameter when on an ETH chart. That way you can quickly jump back and forth between split and combined modes without touching the Ninja Instrument Manager.
  • Feature: A member requested an option to show all the IB extensions all the time. Your wish is my command. ;-}
  • Fix/Feature: Tightened the value area calculation slightly, which on some profile shapes will result in a narrower value area. As some of you have heard me say, there is not one way calculate the value area, and in fact I know of at least 5 subtly different ways to do it. But my thinking is that a narrower (more strict) calculation is better, so I changed it. It also uses the real 1-sigma value (68.2%), while some products use 70%, so you may see some variation when comparing to others, depending on the method and percentage they use.
  • Feature: Added session levels to “project” the last RTH session’s value area high and low onto the following RTH session, if the value area parameter is on.
  • Feature: A member asked for optional price labels on naked VPOCs and open gaps. Now that they are there, I can’t believe I didn’t do this sooner! It’s really a little thing… but they are awesome!

Acme Volume Profile Microcomp

  • Feature: MCs can now be attached to the current date in addition to a specific date. For example, you can create an MC for the upcoming trading week on Monday, set it to end on Friday and attach it to the current date. It will move along the chart automatically as the sessions progress until it reaches the end of its range.

Acme Volume Profile Composite

  • Fix: I inadvertantly left a line thickness parameter out of the list for the auto-HVN and LVN levels, and it’s now in there.

Acme Volume Profile Intraday

  • Feature: Added optional price labels on naked VPOCs on this one too. Works and looks the same as in the AVP.

Grab it here.


Acme TPO

I am anticipating that this will be the last release marked beta. Thanks to input from many of you, this one should have all the kinks worked out and is quite solid now. For this version, I added a few things:

  • Feature: Custom starting letters for both the ETH and RTH session can now be specified.
  • Feature: A special color for the opening TPO can now be specified. This helps pick out the opening price at a glance or at a distance.
  • Feature: If you have set yourself up for split ETH and RTH profiles per day, you can re-combine the split profiles with an indicator parameter when on an ETH chart. That way you can quickly jump back and forth between split and combined modes.
  • Feature Elimination: The POC trace line has been eliminated due to a lack of value in the most common use cases. 30 minute TPOs are the most common time frame, and the POC trace line must lag price by one bar. This meant that the trace line was always 1 hour behind reality in the most common configuration of the TPO, making it just an inaccurate visual distraction. Thus, it got the axe. That doesn’t happen very often on The Ranch. It almost always goes the other way. But I generally subscribe to the late Steve Jobs’ product development philosophy – you know something is done not when there’s nothing left to add but instead when there’s nothing left to take away.

Grab it here.


Acme Volume Balance & Breakdown

Made several small visual improvements including even better candle spacing and additional anti-aliasing improvements.

Grab it here.


Acme Volume Impression

  • Feature: Changed the way the buy/sell imbalance percentage is calculated to provide a more quickly intelligible value. Negative percentages no longer have a minus symbol in front of them, and the value is now a simple ratio of sell to buy volume, and thus will never exceed 100% in either the positive or negative direction.
  • Feature: Added a feature to optionally down-scale the overall volume display by 1000 or 1000 with one decimal place. This can simplify the display of instruments with very large volume or can make the Impression more usable on small-ish monitors.

Grab it here.


Acme Trade Planning Pack

  • Fix/Feature: Changed the code that runs the Price column slightly so that you can sort the numbers in that column as numbers. Previously they were sorted as if they were text. So if you had prices that were way out of the current range of prices they would not be in the expected order.

Grab it here.


In other news, the Pro-level packs and features are about to make their debut very, very soon. So as they say… watch this space.

Happy holidays again (those of you who are having them now ;-}) and, of course, trade ’em well. Careful out there. Probably piles of news risk this week.

Vacation… Sort Of.


Just a quick note to let you know that I will to be travelling on some family business Friday through Tuesday next. I’ll be accessible for sure via email, but my responses will be slower than usual (as will processing of new memberships) as I will be in a different time zone and away from my usual LCD screens.

Buenas noches, and trade’ em well for me. Whatever you do… please… DON”T FIGHT THE FED!

Best. Reviews. Ever.

[dropcap1]I[/dropcap1]t’s true. I still hate testimonials. They just feel stilted and choreographed to me. I mean, of course anyone in the business of doing anything wants to look good and have their praises sung by their customers, right?

About a week and a half ago I posted one from Chase at Old North Capital, and today I am going to post one more from Walt B., a member who has been on the Ranch for a while now. Mostly because it goes to show that even a very non-techie can learn how to trade technically using just price and volume. Then I think this will be it for the front-page blowing of the Acme horn. Everything has been reprinted here with permission, natch.

Here’s what Walt had to say:

From: Walt B.
To: El Duque
Date: Nov 29, 7:57am


I have got these charts setup now with my homework numbers and they are “AWESOME!!!!”. Thank you so much for the great tools and support. You have proven a new trading “computer stumbling non-techie” can use and enjoy the tools of the best.

Walt B.

Lastly, here is an email exchange with Chase, which is by far the funniest review Acme as had to date. Here is the transcript, verbatim:

From: Chase at Old North Capital, LP
To: El Duque
Date: Nov 10, 8:47am

These packs are sick.


From: El Duque
To:  Chase at Old North Capital, LP
Date:  Nov 10, 8:50am

Ha. Sick like barfing on an airplane or sick like waist-deep untracked powder on a sunny day?


From: Chase at Old North Capital, LP
To: El Duque
Date: Nov 10, 8:53am

Like skiing in Lake Tahoe with fresh powder, a camel back full of Crown and wearing a T-Shirt that says “If you can read this, you’re having a really good day.”

So there you go. If you’re wondering what members are saying about the Acme suite, wonder no more. Chase can be found on Twitter via @OldNorthCapital.

On the Road Again + Next Round of Updates

Buenas noches, amigos…

Just a quick note to let you know that I am going to be travelling some over the next few  days. I won’t be out of touch by any means, but I will be a bit slower than usual to respond to questions and tech support inquiries.

Also, processing of new memberships may be a wee bit slower than normal so I thank you in advance for your patience. Like, depending on the time of day (for me US Pacific time), it may take a few hours instead of just minutes.

Lastly, I have a nice collection of new features and a couple of small fixes ready to release early next week for the Acme Volume Profile,  Volume CompositeVolume Impression, Volume Breakdown, Magic Tape and Fibonacci Wave. 

Maybe a couple others as well if I can get them ready in time. Trade ’em well…

Celebration Time

If you’ve been thinking about becoming a member but haven’t done so yet, now may be the opportunity you’ve been waiting for. As I posted yesterday, NinjaTrader and Rancho Dinero have partnered up, pardner. ;-}

Anyway, I thought something special to mark the milestone may be in order, so for one week only I’ve knocked 15% off the membership dues.

You can read all about membership here.

We’re developing a great community here, and I am in gratitude for all of your support. Trade ’em well…

It’s Official: NinjaTrader Partnership

As I have said lately, many things have been afoot on The Ranch. I let the membership know a couple weeks ago that a partnership with NinjaTrader was in the works.

Well we can check that one off the list. You can now find Rancho Dinero on Ninja’s official 3rd Party Partner listing.

I want to give a huge shout-out again to everyone for helping turn the sod, raise the barn, dig the well and fence the back forty in such a phenomenally short period of time. I tip my 10-gallon hat to you. Without your early faith, trust and support, none of this would have happened.

I’ve said it before, and I will say it again. The best is yet to come.

Trade ’em well…


Time for a New High or New Low?

Another “sick day” another study refreshed. My pain is, hopefully, your gain. Today I examine the distribution of new highs and new lows made throughout the day for the big 4 index futures – the ES, NQ, YM and TF.

Is it random? Or are there patterns? Head on over and have a look

New Market Study – ES and the TICK

[dropcap1]I[/dropcap1]’ve released a brand new market study which explores some interesting facets of the relationship between the ES and the NYSE TICK index.

I think there are one or two insights in there that may be worth your time, so head on over and check it out.

Trade ’em well…