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ochie
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Everything posted by ochie
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I believe the reason you are receiving the "unknown symbol" errors is that you are most likely missing the 3 code functions mp_str32, curletstr and nutpstr. They were part of the original ELD as I remember. Getting it to compile in OEC would be a separate issue.
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Yeah it is a pretty piece. Done in 5/4 time.
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MMS, If your developer uses a version control system, that code in the prior release had the perfect placement, imo.
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Where Has the 'mark Forums As Read' Gone?
ochie replied to MidKnight's topic in Announcements and Support
The only place I see it now is on the Forums page near the bottom. -
Under certain volatile conditions IB has in the past moved the Overnight Initial Margin (which is higher) to the Intraday Initial Margin (which is lower). The Margin went up. Maybe “flip” wasn’t the best word to use but not confused.
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Yep. And the IB 'Overnight Initial' is the margin set by the exchange which for ES is currerntly $5625. IB in the past will flip this value over to the "Intraday Initial' under certain market conditions.
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There isn't any that I'm aware of. Have you investigated using the 10-year (ZN) futures contract for inverse correlations/trade strategies?
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Yep. If price approaches a level without any kind of test or violation, it's tough to know if the level (top or bottom) is in and if your stop will live. It's better to see a 'peek' through the doorway and let PA show a rejection. Tim Morge (of MedianLine fame) spent some time documenting what needs to be seen and coined the term "Good Separation." He wrote a pretty good doc imo, which can be found here.
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Trading with Market Statistics III. Basics of VWAP Trading
ochie replied to jperl's topic in Market Profile
I'd like to add that after going through the market stats threads (as BF suggested) and the MP style is the one you want to go with, spend some time going through this MP thread James (Soultrader) put together. Actual trade setups were built on top of the analysis from what I remember. [MP] Trading with Market Profile -
Trading with Market Statistics VII. Breakout Trades at the PVP
ochie replied to jperl's topic in Market Profile
Yes. And it's also similar to the way a trader using MP might reference the previous day POCs from a 30 min to a faster TF (as I did in the past) although Jerry's previous session HUPs offer the levels but not the true context nor was there a step up in TF if memory serves. That said, it's still the best work on practical market stats I've seen. -
You can check out this function as an example or call it as is. The key imo is seperating the intPortion from the fracPortion. Function: JK_Math_RoundToNearest
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Coding Cumulative Delta & Volume Delta Indicators for Multicharts
ochie replied to tucciotrader's topic in Coding Forum
There is an architectural issue (which Andrew Kirillov confirmed) reported to the TS Support forum in 2009. It appears it has to do with the async reading of the CurrentBid/CurrentAsk while incoming ticks are still being processed. It was originally thought that the problem was with IntraBarPersist. Don’t know the current status of this and it may still be an issue. I moved to an alternative. Here is the link to that thread. Post subject: Why I don't trust "IntraBarPersist" -
Ok, it looks like you found dbntina’s code. Now the question I have is why are you plotting PVP and VWAP as separate subcharts? I would think you would want them in subchart #1 along with price.
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There is a PVP, VWAP and SD Band EL implementation that works with Multicharts that was coded and generously posted by a TL member a while back. You will need to search the Coding or Trading Indicator Forums.
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It just may be the US Fathers Day weekend why this has not been addressed. It’s a simple task for the Web Dev. to modify or remove the floaters. Lets see if its taken care of today.
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Rubbish? Really? My time there was anything but….! Adding two additional markets to my daily trade possibilities put a damper on my participation early last year (or there about), or else I probably would have still been active.
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I'll post this one since you mentioned whatever someone else may trade, here is an example of inverse correlation between the Treasuries (ZF) and the Equities (NQ).today. BTW, Your Oil - Gold is a good one.
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Would it be possible to create a short post with an explanation of the fix? It could help others in the future with a similar problem.
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Did you consider creating a private thread under ’Invites Only’ for your posts here on TL as part of your setup?
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This source provides a relative snapshot: Futures Liquidity
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Quick update 8:50 PDT: The 43.50 level appears holding with good separation. If 50 level is taken out I see next R in the 52.75 – 54.50 area.
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Follow up from my previous post: Today NQ made a LH (within 4 points) from that high on 8/15/08 previously mentioned. That POC (also mentioned at 1964.00) appears to have had influence becoming today’s High VOL Level (magenta line) and producing two nice reactions later in the session. Reaction appears strong off that high as we are currently trading below yesterdays low. I see possible support levels tomorrow around 43.50 (prior POC), 40.75 and 35 but not thrilled about longs from what I see so far this evening.
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For MC I have DLLs working in "\Program Files\TS Support\MultiCharts" for sure. Don't know about TS. Edit: this is MC 6.0 beta 2 but also worked in the Ver. 5.
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Just a quick note: NQ is near a high dating back to 8/15/08. A 2-day range (14th, 15th) has a midpoint of 1964.00 which also is a prior POC which is virgin. The high for that day is 1977.25 according to my chart. May or may not come into play today.
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Id like to offer a thought if it’s ok. Correct, the values should not change when changing intervals If the start time remains the same. Check where the plot starts on the smaller intervals (more bars on chart) and see if the start time differs.