zdo

Sorry, I only have TS versions. Have never used it on TS or NT. If you study the code you should be able to determine whether or not you can make "solid assumptions" about the logic of his conditions particularily since fx volume is number of ticks proxy for actual volume...

One or two of the monkeys by nature and/or conditioning became focused on results and the implications of those results. By all indications, they are healthy, motivated monkeys, but are caught in a ‘do to have’ mentality trap when a ‘do to do’ orientation would be more adaptive. With the subjective implications of their results further complicating things, these monkeys are also in conflict about the wealth gained from a seemingly disproportionately small amount of work effort. Their trainers understand the importance of focus on process during deliberate practice, but with these monkeys the background threads of results and conflicts about those results hamper the monkeys’ trading at least 2-3 days a week. All the other monkeys appear to be able to strictly focus on process and be free of conflicts about ‘serendipitous’ affluence. The trainers have tried rational reasoning with these monkeys. The monkeys looked sincerely into their eyes and nodded Yes – but nothing changed. What are all the factors at work here? What can be done?

don't know if this will help you at all.... As others have mentioned feeds are different - Even NT Gain and TS Gain? Also, my bars may start at different times from yours. Also, I am displaying an older BetterVolume indicator... never downloaded the newer closed source ones.. hth

...have to recuse myself from giving stars this thread... but Tams deserves all the stars he can get...:ciao:

no return like in the c languages, etc. One solution is within the function dim a variable and set it via your various conditions then at the end of your code set functionname = the variable you used. like… vars: yvariable (... ; if (x=yvariable ) or (yvariable >3) then yvariable = 0 // assign a 'unusable' value here else yvariable = yvariable +1; functionname = yvariable; then test in object calling the function if it returned 'unusable' value else use it... clunky but... hth

well duh - by the time I asked i HAD noticed them The question remains - How does a thread get stars?

tam...sounds like you didn't go to american government schools Being thusly dense, I had never even noticed stars before. How does a thread get stars?

"personal growth" = "enlightenment" ??? or "personal growth" = "endarkenment" ???

Bf I only fade a gap if it is into a ‘fib’ cluster or cycle extreme. SR would work too. These days I also filter with the nature of how the gap was formed in the overnight - really no such thing as a gap anymore. hth

Robert, Practical answer: Yes. You can trade ‘classic’ chart patterns successfully > by placing a pattern in context / background. Others have described this well here and other threads. > by being ok with sloppiness in their formation. Btw often on the right side of patterns, the obvious, ‘prettier’, more symmetrical patterns don’t seem to fair as well as the misshapen, ugly, unattractive ones. They get faded more? > by implementing active position management, knowing where your pattern failure point is and ruthlessly stopping out there. > by not expecting them to work. (rephrasing the preceding one in terms of attitude) > by being patient, precise, and demanding with your entry placement. > by developing skills at sizing proper scaling out– some before target, some at target, and some (as many as possible) left on for runners… > by sizing correctly – this one might should be first! BS (but better?) answer: This is why the Zen master, when asked the nature of the Buddha, beats the student's head with a stick. Our words cannot convey participation or the realization to which participation can lead. Here’s one for you – can you trade (except randomly) for an hour, a day, a week, or in any instance(s) - completely without the use of pattern? The real question is - which patterns are YOURS? !!!!!!!!!!!!!!! PS In addition to Suri’s book, see Trading Commodity Futures with Classical Chart Patterns by Peter Brandt Trading Commodity Futures with Classical Chart Patterns by Peter Brandt, ISBN: at the Global Investor Bookshop

After going round and round with the same kinds of issues, I finally landed at running strategies on a one tick chart, getting triggers off other time frames via ADE, and doing ALL entry and exit executions with market orders - would never go back to any other way now! hth

Did the audio go ‘space alien’ about half way through for others, too? Shaun, any thoughts along these lines on the EurJpy? Thanks

Big picture – there are 3 breakout “philosophies” Tight = getting in as early as possible. Usually requires position management. Medium = going for statistically optimal entries with (usually) no active position management Wide = only going for ‘outliers’ VERY roughly – Mark Fischer’s techniques are an example of Tight, Tony Crabel's work is an example of Medium, and Larry Williams BO strategies are an example of Wide...

AgeKay and Blowfish – thanks. For the reasons you both gave (and a couple other reasons too) I decided to go /stay with an ‘unfiltered’ flow indicator and learn when (and when not) to use it and when to go with it and when to fade it... I found that with all of these versions of ‘money flow’ indicators, learning when to use them is more important than how.

Tams, re "you can paste it in TS and see what's holding it up." Thanks. Will do... just have been pressed for time lately...

Tams, What keeps it from working in TS? MC keywords? thx.

(BluRay pls correct me if I'm wrong, but) I think what he is asking for is a screen shot of just price bars and their 'Splitter' indicator (or even just the 'dumb' or 'smart' part of it) using same timeframe each shot across maybe the first 2 hours of trading or so for a few consistent days. Please also post the instrument, timeframe/barcount, and parameters being used with their study - that way those working on it can have a reliable reference to compare to and approach...

Hi all, re: "TradeStation users are invited to post your ELD." Actually for a period of time now TS users would be better served by just a posting of the code instead of 'compiled' eld's. The reason for this is that TS is currently supporting multiple versions and some of them will not import ELD's built in other versions... (8.3, 8.4, 8.5, 8.6, beta x.x are all 'current') I project this will pass as an issue by 6 months - but that projection could be off by months. So this is just a suggestion to all TS code contributors - for now, please post the code in addition to or instead of an exported ELD. Thanks.

re historical data for fields TS doesn't keep you can always harvest the data off each day to SQL server to build up a tick level backtesting database. Alternatively, for these short time frames, forget backtesting and just forward test several variants of a system- sizing cautiously of course... the comparative costs are surprisingly near equivalent

...maybe see VSA ... it's sufficiently granular to create a set of ideal patterns for yourself

Thanks RobotMan. Maybe if a few more peeps post some snippets it will start to sink in re Bob Fulks. Haven't heard from him in years. Is he all MC now?

...and that hovering btwn 0.4 – 0.6 is the only linear cycle found to hold up in mkts (so far) and =’s a (slow, rather stodgy) edge in options trading… (btw, I seriously don’t know if this post is off topic or not… hope not…)

Once again... :bang head: inputs: BlockSize( 5 ) ; vars: IntrabarPersist TSstore( 0 ) , IntrabarPersist TradeSize( 0 ) , IntrabarPersist TickHist( 0 ), IntrabarPersist BStatus( 0 ) ; if BStatus = 2 then begin TSstore = 0 ; TickHist = 0 ; end; // f BStatus = 2 if BarStatus( 1 ) <> 2 then begin TradeSize = Ticks - TickHist ; TickHist = Ticks ; if TradeSize >= BlockSize then ... end ; // if BarStatus( 1 ) <> 2 ... ... BStatus = BarStatus( 1 ) ;

swansjr, It was a code snippet for the concept In TS the reserved word Ticks returns all volume for that bar so far if it is a Tick or Volume Bar chart set to Trade Volume... "TradeVolume... represents "snapshot" information, not tick by tick information" TSSupport. zdo

... slightly related .... Michael Merzenich on re-wiring the brain | Video on TED.com