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sneo

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Everything posted by sneo

  1. IchiMoku KinKo Hyo - Goichi Hosoda 1968 Application in TradeStation ~ichimoku.ELD
  2. Reference for Inchimoku Main Page - IchiWiki - The Definitive Reference to the Ichimoku Kinko Hyo Charting System
  3. sneo

    Straddle Management

    manage ur greeks. trading the underlying as a hedge should be done infrequently and avoid if necessary as it involves spending ur premiums. Leaving the short straddle payoff unchanged and managing it with spot hedge can be damaging. Spot hedges covers ur delta risk at a snapshot in time, but you will still be gamma short. So, the main idea is to transform the straddle payoff into something else with options too. Asides using the spot, try pushing the strikes further as the spot swings higher or lower closer to the upper and lower strikes. an example when the spot shifts higher, you may want to cap the upside by buying a call with strike near the upper BE (after commissions accounted for) before the spot moves there. all these assumes your commission is not high enough to wipe ur initial premiums collected out.
  4. couple that with Sakata method, that will bring in new perspectives.
  5. isnt what he is trying - buying 2 graphics card and making them operate as 1? mabbe i got the wrong idea. better to get someone familiar with hardware =P
  6. Before you sink in 100bucks for 2 dual gpu instead of a quad, its wise to check if your mobo can support quad SLI (2SLI per Dual GPU). copied from somewhere: Components Required for Quad NVIDIA SLI Quad SLI-Ready MCPs Quad NVIDIA SLI requires motherboards with double-wide slot spacing between two PCI Express slots. Motherboards designed using NVIDIA reference design specifications, such as the MCPs listed below, have enough space to allow two GeForce 9800 GX2 GPUs to operate in Quad NVIDIA SLI mode. If you are unsure about your motherboard, please check with your manufacturer to ensure that it has the correct PCI Express slot spacing needed to support Quad SLI. * NVIDIA nForce 790i Ultra SLI for INTEL * NVIDIA nForce 790i SLI for INTEL * NVIDIA nForce 780i SLI for INTEL * NVIDIA nForce 750i SLI for INTEL * NVIDIA nForce 680i SLI for INTEL * NVIDIA nForce 680i LT SLI for INTEL * NVIDIA nForce 650i SLI for INTEL * NVIDIA nForce 590 SLI for INTEL * NVIDIA nForce 590 SLI for AMD * NVIDIA nForce 570 SLI for AMD Quad SLI-Ready GPUs: * GeForce GTX 295 * GeForce 9800 GX2 * GeForce 7950 GX2 Quad SLI-Ready Power Supplies: Please visit the SLI Zone Certified SLI-ready Power Supply website and choose a power supply model from the section “For Dual GeForce 9800 GX2.” These power supplies have been tested to meet the requirements Quad SLI, including power output, PCI express connectors, and Hybrid SLI technology support. Operating System * Microsoft Windows® Vista 32-bit (all editions) * Microsoft Windows® Vista 64-bit (all editions)
  7. the fastest way will be the above. On the editor mode, compile once, then go under the EasyLanguage Document Toolbar, hit Format Properties. Under Chart Style, Select the name of the Blue trigger in Plots and change the specific plot weight under Chart Style. Then close the Format Properties and re-compile. All the subsq plot for the Blue Trigger will be thick.
  8. asides Matrox, u may consider Nvidia Quadro graphics card - output 2 dvi with 2 splitters => 4 monitors. Get a high end memory (more than 512mb) if you intend to buy one because the Nvidia Quadro will split the memory into the 4 monitors.
  9. sneo

    Bottomline

    yes, thats why i mentioned if the user has a habit of switching around symbols (which is what I am guilty of), sometimes the chart does not update fast enough. Alternatively, if the symbol trades at a different timezone, there will be no refresh (e.g. for me, I am in Asian Timezone, SPX does not update). Both ways (disp and direct formula) provides the same results. I just suggest an alternative way in case of the above 2 scenarios. =) "TrackRange = Highest(High,TrackPeriod)-Lowest(Low,TrackPeriod)" will provide trading range within the tracking period you specified, typically the number of periods you would place in your chart. I used 500 as an abitrary number.
  10. sneo

    Bottomline

    not too sure if it was brought up before, if "aihighestdispvalue" or "ailowestdispvalue" is used in code, the chart has to be preloaded before the application of the Info Printout. The implication is that if the user has a habit of switching products (or symbol name as most like to call it), then, the first time the chart is loaded, the Info Printout will not appear. The user will then have to do a refresh to his/her chart to get it appearing. As per TradeStation Help for "GetAppInfo - AiLowestDispValue": "Identifies lowest possible value of the underlying data visible on the screen for which the analysis technique is plotted. Note that this value is only useful if the chart is visible in the active workspace and the value is only updated when a new trade or barclose occurs." I would suggest directly feeding the "Value1" with the following, which will place the InfoPrint either top or bottom depending on where the prices are (top if prices are generally low and bottom if prices are generally high, so as not to have the text overlap prices): inputs: TrackPeriod( 500 ); variables: TrackRange( 0 ); TrackRange = Highest(High,TrackPeriod)-Lowest(Low,TrackPeriod); if Close >= ((0.5*TrackRange) + Lowest(Low,TrackPeriod)) then begin Value1 = 0.08; end else begin Value1= 0.92; end;
  11. i cant agree more with brownsfan. The candlestick patterns by themselves is a weak way of making money (probably losing more than winning) if they are not used in context with the situation. The use and identification of candlesticks has to be wholistic and used in conjunction other tools with appropriate money management.
  12. attached zigzag. in earlier post, tams is unable to identify author. original code is from spyro. adapted to hide values with minor amendments. zigzag.txt
  13. there is some re-coding you will need to do on his HH-LL eld. Although its an eld, its from Multicharts and appears to have some "disappearing" act for products that have small values. e.g it appears for HangSeng but disappears for me for USDJPY.
  14. no problem, their chaps came to my office months ago and i presented a similar problem. They gave me this solution and is cleaner in terms of operations as you will only need to deal with one counterparty where your funds are.
  15. you could set up a firm, then use one of the banks that are on EBS network as the counterparty to all your trades. Its called Prime on Prime service. Then you can have EBS on your end with trades subject to your credit limits.
  16. from where i see, monte carlo is probably used in randomly generating a series of winners/losers, upon which we apply the points gained or lost. then sum up the values to see if it works in the long run. it is not impossible for a negative risk/reward to work if: 1. there is sufficient capital to hold a losing position (perhaps in this case -19pt max) for it to go to a positive region. 2. the product traded has low volatility, and the setup has to have a damn good entry point. 3. sticking to the rules like a robot.
  17. Try this: inputs: ChartBGColor( black ); //ChartBGColor is Chart Background Color, where users can define color based on their Chart Background Color Settings. -- Your Stuff for Condition 1 and 2 -- if Condition 1 then begin YourIndicator=1; YourIndicatorColor= Blue; end else if Condition 2 then begin YourIndicator=-1; YourIndicatorColor= Red; end else begin YourIndicator=0; YourIndicatorColor= ChartBGColor; end; Plot1( YourIndicator, "YourIndicator", YourIndicatorColor);
  18. i agree, sharpe has a flaw due to them using standard deviation of returns (regardless of +/-ve). the industry uses sortino ratio.
  19. appreciate ur uploading of the file, but i seem to have issues downloading it. keep getting the "Invaild Download Link" message.
  20. wont it be easier to do pattern recognition with MATLAB instead of just zigzag indicator? it covers more grounds than zigzag and can identify the % likeliness against a current price pattern that is identified by user.
  21. sneo

    Major Pairs

    just to add to kiwi's post. below chart show estimated market shares of each pairs, summing to the indicated market share. also the relative liquidity to eurusd (eurusd as 1.00).
  22. sneo

    Major Pairs

    From an Interbank perspective - Majors against USD: EURUSD GBPUSD AUDUSD USDJPY USDCHF (not so sure) Majors Crosses: EURJPY (narrow spread due to popularity in EBS) GBPJPY AUDJPY Any pair against NZD has a wide spread due to the lack of liquidity.
  23. greetings i am a new user to TS8 and is just starting to learn easylanguage. i am combining SGX and CME Nikkei 225 daily data into a single data series to chart in TS8, with 3rd party symbol using MetaStock format. while i am able to update periodically (5mins) the latest daily bar and converting to MetaStock format periodically; my issue is it seem to me that i would have to keep hitting the refresh button in TS8 to see the latest (or close to latest) traded O/H/L/C. my question, is there a way to (perhaps using dll or macros) to have TS8 to periodically refresh the chart without me manually clicking refresh. many tks
  24. 1. define the matrix to import data from csv to: e.g dataFW20. this is to help to manipulate the vectors later on when you decide to do computations. 2. keep ensure that ur current directory is pointed to where the folder of the data is. this get pass the need to define the C:/blahblahblah. try: dataFW20=csvread('fw20.csv'); <= add the quote (you may be getting the error if there aint no quote) and the semicolon (to hide the ans from command screen). if you have doubts, the Help in Matlab is quite helpful, in fact, the one of the rare helpful "Help" i have seen from many softwares.
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