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Everything posted by ochie
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Hi aaa, I believe it is: if whatever != H AFL syntax is like standard "C" language
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It's been a few versions back since I've done this but after you edit as Tams mentioned, you should clear cache (also from QuoteManager) then reload the symbol from the View menu.
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Take a look at this code modification. It may work for you. {******************************************************************* Description : This Indicator plots Value Chart prices. Provided By : Mark W. Helweg (c) Copyright 2001 ********************************************************************} Inputs:NumBars(5), upcolour (green), downcolour(red), neutralcolour (cyan); Variables:Vopen(0),VHigh(0),VLow(0),VClose(0),Var1(0),Var2(0); Var: VcloseLam(0),ValueSOB(" "),ValueMOB(" "),ValueMOS(" "), ValueSOS(" "), ValueFair(" "), lastdate(0); {Calcualte Value Chart} VOpen = VChart(NumBars,Open); VHigh = VChart(NumBars,High); VLow = VChart(NumBars,Low); VClose = VChart(NumBars,Close); {Plot Value Chart - Disregards the first 20 bars because Omega doesn't process them correctly} If BarNumber > Numbars then Begin Plot1(VOpen,"VOpen"); Plot2(VHigh,"VHigh"); Plot3(VLow,"VLow"); Plot4(VClose,"VClose"); If vclose > 8 then setplotcolor (1,upcolour) else setplotcolor (1, neutralcolour); If vclose > 8 then setplotcolor (2,upcolour) else setplotcolor (2, neutralcolour); If vclose > 8 then setplotcolor (3,upcolour) else setplotcolor (3, neutralcolour); If vclose > 8 then setplotcolor (4,upcolour) else setplotcolor (4, neutralcolour); If vclose < -8 then setplotcolor (1,downcolour) else setplotcolor (8, neutralcolour); If vclose < -8 then setplotcolor (2,downcolour) else setplotcolor (8, neutralcolour); If vclose < -8 then setplotcolor (3,downcolour) else setplotcolor (8, neutralcolour); If vclose < -8 then setplotcolor (4,downcolour) else setplotcolor (8, neutralcolour); End; // Value Chart Lines Inputs:Top(8),TopMid(4),BottomMid(-4),Bottom(-8); Plot5(Top); Plot6(TopMid); Plot7(BottomMid); Plot8(Bottom);
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Bond Futures, Not Sexy but Worth a Look!
ochie replied to brownsfan019's topic in The Candlestick Corner
ZN has a larger tick size of 15.625 compared to 7.8125 for ZF. Daily Volume for the ZN is higher since it follows the cash Benchmark but the ZF is never thin. Larger range is usually seen for the ZN but the swing patterns will be virtually identical imo. For me, a trade consideration is based on which one sets up better at that point in time. Because of the smaller tick size, ZF may offer you a little more flexibility in trade management. -
Most of your questions can be answered here in the CME 30-Year Bond Specification. Not sure about your Sierra issue (don't use that charting package) so you may check with them on that. The ones I have used required 3 spaces between symbol and front month for Bond/Note configuration.
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Is There Any VPOC Indicator for Tradestation?
ochie replied to rajatheroyal's topic in Market Profile
"Can you please post the link to VPOC indicator ?I searched but couldnt find :confused:" This may be what you are looking for. It has the PVP info as mentioned in the BF reply above. http://www.traderslaboratory.com/forums/f56/ts-tick-tick-pvp-plotted-vwap-3647.html -
Flyingdutchmen, My apologies if my responding posts are moving the thread off it’s intended direction.
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Mustang, Yes, I see your point for the compression on the Indices. For my MC version and for the treasuries which are my main vehicles, the fractional worked best at the time. No. Priority for that post was to demonstrate an application for ELCollections and the VA plots provided a good example. For the VA plots you locate the variables within the MP code holding the VA levels just prior to creating a new TL. . . . up= fp+((up-500)*mintick); // VAH dn=fp+((dn-500)*mintick); // VAL if flag=1 then value63=t; if up > dn and flag > 1 then begin if vala = 0 then begin vala=TL_New(d2p,t1,up,d2p,t1,dn); TL_SetColor(vala,MyValcol); TL_SetSize(vala,vsize); value62=fp+((value18-500)*mintick); value60=TL_New(d2p,t1,value62+mintick/15,d2p,t1,value62-mintick/15); // POC TL_SetColor(value60,MyValcol); TL_SetSize(value60,value88); . . . Within the MP code create the ELCollections routines for the values to be placed globally. . . . //************** Global Var Pass Area Begin *************** MapID = MapNN.Share("MPLevels"); Value1 = MapNN.Put(MapID,MP,up); // VAH MapID = MapNN.Share("MPLevels2"); Value2 = MapNN.Put(MapID,MP2,dn); // VAL MapID = MapNN.Share("MPLevels3"); Value3 = MapNN.Put(MapID,MP3,value62); //POC . . . Create the EL indicator using ELCollections to apply the values as plots. . . . MapID = MapNN.Share("MPLevels"); Value1 = MapNN.Get(MapID,MP); // VAH Plot1( Value1, "MapID" ) ; MapID = MapNN.Share("MPLevels2"); // VAL Value2 = MapNN.Get(MapID,MP2); Plot2( Value2, "MapID" ); MapID = MapNN.Share("MPLevels3"); Value3 = MapNN.Get(MapID,MP3); // POC Plot3( Value3, "MapID" ); . . . At this point all that is needed is to add the additional variables in the var: lists. I created this while learning the Collections routines so it may not be the most efficient.
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I am familiar with a different piece of code but uses the same algo for calculating the VA levels. In the past I've checked it against the method used on the Market Profile Calculator at the My Pivots website. The key I have found is to set the compression as close to the contract min. tick as possible without causing an Array Out-of-Bounds error which sometimes happens. I've "plucked" the VA levels out for plotting but for a different purpose. See http://www.traderslaboratory.com/forums/46/collections-easylanguage-5929-2.html#post65386
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No. You should not have to wait if the idea is to import a value from the csv file and use that in place of the "Input:" field normally used to set parameters. Then it should update on every tick if that box is checked on the properties page. And on the graph replace the "ADE" with the method you will use to import the csv values. As mentioned, you might look into ELCollections for this task.
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No, it's not impossible. My needs required access to Win32 APIs and using C++ was straight forward. As I mentioned above, if you use VB, a little extra coding is needed. VB Developer Kits exist just for this type of work but its possible to do yourself. Also, looks like your main app will require some GUI coding which can be accomplished easier in VB. I think you need additional research. The Express Editions are free so take a look at both. True. GV, EL Collections, etc.are useful extensions to EL. Someone who needs a DLL usually need data access/manipulations beyond the scope of these tools such as direct access to broker data. EL Collections allows the reading of .csv files. I never used GV. so not sure there. Take a look. Yeah, it can be done but there is some complexity here and you are starting pretty green. Try starting here.
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I have a question regarding your project. How extensive is your knowledge of Visual Basic? The reason I ask is DLL to EasyLanguage communication is usually done through Win32 native APIs. Imo, this is not easy to accomplish in VB without having to create a specially designed “wrapper” function. Out of the box VB along with C# and Java generate intermediate code for cross platform applications whereas you need to generate OS specific code. C/C++ is usually the language of choice for your type of application. This is all just my opinion and others may have a different take.
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Hi Tams, aaa, Just a quick update to the info provided. According to this Makefile, the GV DLL was built using C++ and the Microsoft Foundation Class (MFC). C# is structured around the .NET framework. But yes, one of the Express additions can be used but for any new projects I would move off MFC as it is outdated imo.
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You can give this tool a try. It creates wav files using your own words with various canned voices.
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Hi Jonbig04, This may be something to monitor for a while and see if it can help when faced with a larger developing range. As it is developing note if there is a point where price starts to "favor" a half of that range that supports your trade, essentially creating a midpoint and a HL or LH within the range. This is not to change what you have been working on which sounds great, but something you may spot when your risk may be creeping up.
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I nibble on Dried Fruit from Trader Joe's.
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Measuring Strength of a Move Once in a Trade
ochie replied to brownsfan019's topic in The Candlestick Corner
BF, I trade treasuries so I'm showing what I saw on the 5yr at the time. This is from an MP perspective but the point I'm showing is the increasing separation of price from the developing low value area which shows continuation. Its possible that this kind of indication may be simulated by a MA of some value. -
I've been waiting for the E-micro Euro to take off for a while but it hasn't happen yet. A look at Friday's volume from the settlement numbers here says it all.
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[site update] New Site Design Launched!
ochie replied to Soultrader's topic in Announcements and Support
Hi Soultrader, On the Home and Forum main pages under “Featured Forums” at the bottom, clicking Market Profile takes you to the Candlestick Corner instead. Also, do you need to include the Registered/Trademark symbol for MP? Excellent site design. A big Thumbs Up! -
You can go here. I think the old pdf is under Resources.
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Good luck with your work TOG. I always valued your analysis the times I was in chat and I would look forward to your blog!
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Bond Futures, Not Sexy but Worth a Look!
ochie replied to brownsfan019's topic in The Candlestick Corner
The CME is going to increase the 30-Year back to 1/32 (31.25/tick) at the end of August. This separates the contract from the 10-year as both shared the same ½ of 1/32 increment. The Press Release can be found HERE. -
Bond Futures, Not Sexy but Worth a Look!
ochie replied to brownsfan019's topic in The Candlestick Corner
Barron's includes the Treasury announcements and auctions HERE. -
bf, Like oil on inventory, wouldn't you add bonds on payroll Friday? I've seen 1/2 point blasts or tanks in seconds in the past. jmho
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Here is a PDF version of that futures mag article I had come across a while back. It does include a couple of charts in the doc. GL 5-Minute to Fame in the E-mini.pdf