Educating traders on Market Profile™ methodology

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Data Feeds:

eSignal, CQG,, or Aspen

Minimum Hardware Requirements:

566MHz CPU

256 MB RAM

20GB Hard Drive

CD-ROM Drive

Windows 2000, Windows NT or Windows XP

Internet access offers a variety of software and services tailored to your needs, with more being added on a regular basis.

Capital Flow 3.8x is an organizational tool developed from 1991 to 1997. The system takes half-hour price data, processes this data via proprietary algorithms and creates a database unique to the industry. By unique we mean representative of market movement which differs from the industry standard chronological database. The industry standard chronological database (5-minute, half-hour, hourly, daily….) is static in presentation and external to the market (every unit encompasses the same amount of time and the chosen resolution is arbitrary). Our database is internal to the market in that units are “free forming”. A larger and larger unit will develop when price activity is sideways or contracting, once volatility or expansion enters the market the existing unit is closed off and a new unit starts forming. The user has the ability to tell the computer to create a short, intermediate or longer-term database via the algorithm. Additionally, the program allows the user to manually segment the profiles to create a database reflective of the structure of the market. Proprietary studies unique to the software can then overlay the database.

The scanning/searching capabilities of Capital Flow 3.8x attempt to overcome a glaring impediment to a trader’s success, the ability to “get around the horn”. By that we mean monitoring a large database and getting timely information as to when to trade these contracts. We believe traders should trade the best opportunities across a spectrum of markets and not limit their focus to trading a single market. The scanner allows the trader to input trade criterion with templates and select which contracts should be checked for the “setup”. When the criterion is met the trader is alerted and the trade can be initiated or at a minimum viewed.

For more information on Capital Flow 3.8x please use our information request form.

Capital Flow 32 is a data organization/signal generating tool which commenced development in 1998 and was completed in 2002. As with Capital Flow 3.8x price data is inputted into the system and segmented via proprietary algorithms to create a unique database. Additional information has been coded into the software to generate a directional bias for the contracts monitored based upon user input.

One of the most significant differences between the two programs is the introduction of on line volume for electronically traded futures contracts and all stocks. This allows for the creation of an entirely new database, one of volume. Volume studies can then overlay the volume database to generate trade signals. The utility and functionality of this program goes far beyond a database, volume triggers and a directional bias. From opening up contracts in Longevity dates mode which gives a perspective of duration or trend, to systems creation and the interface to Trading Technologies order routing front end, this program offers a turn key solution to trading.

For more information on Capflow32 please use our information request form.

Copyright Steven B. Hawkins 2003
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