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No Problem Bruce, Leave it with me and I'll sort it out next week when I get back to business. Cheers Blu-Ray

Merry Christmas and a Happy New Year. All the best for 2008 :cheers: Cheers Blu-Ray

I haven't tested it yet, but it should only work in real time. (No Historical data). Cheers Blu-Ray

James Great video, it's good to have to back on board making these videos and sharing your expertise. Cheers Blu-Ray

Thanks bh_trade Yes, it would be as waveslider mentioned on his post if your using an hourly chart, or alternatively if your using a smaller timeframe chart, then putting an "endtime" as input would be easy enough for you. Here's an example of the code you would need. Inputs: endtime (1030); Vars: HH(0),LL(0); if date<>date[1] then begin HH = high; LL = Low; end; if time <= endtime then begin if high > HH then HH = High; if Low < LL then LL = Low; end; Hope this helps Blu-Ray

What is it you need doing? ( You can send it by PM if you want ) Cheers Blu-Ray

Here's a copy of the ADXVMA with 2 inputs, meaning you can have a sma,ema or hma added to the main plot line. However, if your trying to get a copy of Walter's chart, then leave the ma line to 1 and the additional line won't plot. But you will have to insert the indicator onto your chart twice, one with an input of 2 and the other with an input of 6. ( for example ) Hope this helps Blu-Ray ps. Great thread Walter, excellent work. ADXVMA.ELD

Here you go Greycells, I've just coded it up, so give it a try. Hope this helps Blu-Ray VOLUMEALERT.ELD

Taz Great chart and analysis, thanks very much, please keep them coming. Cheers Blu-Ray

hehehe, nice one Brownsfan :o

Sebastian Just wanted to say "Thank You" for the vidoes, they are very much appreciated. Cheers Blu-Ray

Tasuki No problem, I'm on your side here, as I do use the tick delta version of it and I do find it useful. But I was just trying to stress that it can contain hidden volume. Anyway apologies for de-railing the thread a little. Cheers Blu-Ray

Tasuki It's okay, I don't mind agreeing to disagree, but I'll just post a quick example. As you can see in the chart posted, price is 13702 Bid and 13703 Ask. You put a limit order in at 13700. Suddenly price comes down and you get filled. Your 1 lot limit order WILL NOT show on the time and sales as a BUY and it won't show as Green on your up/down Volume indicator. What it will show on the time and sales is the "aggressive seller" who sold at market. For example, he sold 10 lots, ( with your 1 lot being one of them) 10 lots will show on the time and sales and that will show as RED on your up/down volume indicator . But...... clearly you bought. Hope this makes sense. And as for TL taking over your life, ditto :o Cheers Blu-Ray

Jerry I've never used it, I just downloaded it to get the code for you. Just quickly looking at the code and using the default settings: It's based on an 2 period ema of the upticks - downticks. Then that value is put into a 3 period sma and the 1st line is plotted. Then the 2nd line is a 3 period sma of the first line. Hope this helps Blu-Ray

Jerry Here's a copy of the code for you [LegacyColorValue = true]; Inputs: Up_Dn_MALen( 10 ), MAType_SMA_1_EMA_2_WMA_3( 2 ), MA_DisplayScalingFactor( 1 ), Plot_UpDn_1_or_Diff_2( 2 ), MA_DiffLen( 2 ), smooth(3), av (3); Variables: MA_Up( 0 ), MA_Dn( 0 ), MA_Diff( 0 ); If BarType <= 1 then { Use only on Intra-Day Time or Tick Bars } Begin { Moving Averages of Up&DownTicks and their Difference } If MAType_SMA_1_EMA_2_WMA_3 = 1 then Begin MA_Up = MA_DisplayScalingFactor * ( Average( UpTicks, Up_Dn_MALen ) ); MA_Dn = MA_DisplayScalingFactor * ( Average( DownTicks, Up_Dn_MALen ) ); MA_Diff = ( Average( UpTicks - DownTicks, MA_DiffLen ) ); End { If MAType_SMA_1_EMA_2_WMA_3 = 1 } Else If MAType_SMA_1_EMA_2_WMA_3 = 2 then Begin MA_Up = MA_DisplayScalingFactor * ( XAverage( UpTicks, Up_Dn_MALen ) ); MA_Dn = MA_DisplayScalingFactor * ( XAverage( DownTicks, Up_Dn_MALen ) ); MA_Diff = ( XAverage( UpTicks - DownTicks, MA_DiffLen ) ); End { If MAType_SMA_1_EMA_2_WMA_3 = 2 } Else { If MAType_SMA_1_EMA_2_WMA_3 = 3 } Begin MA_Up = MA_DisplayScalingFactor * ( WAverage( UpTicks, Up_Dn_MALen ) ); MA_Dn = MA_DisplayScalingFactor * ( WAverage( DownTicks, Up_Dn_MALen ) ); MA_Diff = ( WAverage( UpTicks - DownTicks, MA_DiffLen ) ); End; { If MAType_SMA_1_EMA_2_WMA_3 = 3 } {Plots Up&DownTicks and their selected Moving Averages or their Difference as desired} {The order of the plots insures proper visual presentation of the histogram bars} If Plot_UpDn_1_or_Diff_2 = 1 then Begin Plot2( MA_Up, "MA" ); Plot4( MA_Dn, "MA_Dn" ); End;{If Plot_UpDn_1_or_Diff_2 = 1} If Plot_UpDn_1_or_Diff_2 = 2 then Begin Plot5( average (MA_Diff,smooth), "MA" ); End;{If Plot_UpDn_1_or_Diff_2 = 2} End; { if BarType <= 1 } if plot2 > plot4 then setplotcolor (2,blue); if plot2 > plot4 then setplotcolor (4,blue); if plot2 < plot4 then setplotcolor (2,red); if plot2 < plot4 then setplotcolor (4,red); plot6 (average(plot2, av)); plot7 (average(plot4,av)); plot8 (average(plot5,av)); if plot5 > plot8 then setplotcolor (5,blue); if plot5 > plot8 then setplotcolor (8,blue); if plot5 < plot8 then setplotcolor (5,red); if plot5 < plot8 then setplotcolor (8,red); Hope this helps Blu-Ray

Tasuki I'm actually going to disagree here, I use the tick delta indicator and have done since it's introduction to this site. I do find it very useful, but it can contain hidden volume as you describe, for example: In an upbar where there were more buyers than seller's per the tick delta indicator, what's not to say the smart money were just loading up the ask with limit orders and the " late to the party" traders were snapping them up at market. Thus giving an impression that there was more buyers than sellers. Cheers Blu-Ray ps. if you change your chart to a 1440 min you will get the tick delta to work on the equivelant to a daily chart.

Here you go JJ: http://www.traderslaboratory.com/forums/f46/volume-delta-indicator-1153.html Cheers Blu-Ray

JJ, I think you do this on purpose, drop it on me for the weekend :o Thank for the charts, I'll mull over them during the weekend If you can send me the code, I'll take a look at it, I have an idea on how to get around this, but would need to know, if possible, what the parameters are for the thickening of the lines. Cheers Blu-Ray

Here's a copy of the code for you: inputs: CompBars(6), UpColor(Blue), DnColor(Red), BarWidth(1); vars: haClose(0), haOpen(0), color(0); if BarNumber = 1 then begin haOpen = open; haClose = (O+H+L+C)/4; end; if BarNumber > 1 then begin haClose = (O+H+L+C)/4; haOpen = (haOpen [1] + haClose [1])/2 ; { ................................................................................ } if haClose > haOpen then color = UpColor else color = DnColor; for value1 = 1 to CompBars begin if haOpen <= MaxList(haOpen[value1],haClose[value1]) and haOpen >= MinList(haOpen[value1],haClose[value1]) and haClose <= MaxList(haOpen[value1],haClose[value1]) and haClose >= MinList(haOpen[value1],haClose[value1]) then color = color[value1]; end; { ................................................................................ } // plotPB(haOpen,haClose,"heikin-ashi",color); plotPB(High,Low,"heikin-ashi",color); SetPlotWidth(1,BarWidth); SetPlotColor(1,color); end; { ................................................................................ } Hope this helps Blu-Ray

Thanks Walter, Yes once the bar has closed there is no repainting, the diamond / cross will stay the same color. Cheers Blu-Ray

Hehe, thanks JJ, yes my mind never switches when trying to solve a code.:o With regards to the chart you posted, Blowfish has replied a few posts ago about this and that was the way I coded the revised version of it. For example using your chart posted, Point A = close is above MA, however MA is lower the MA of 1 bar ago. Point B = same as point A Point C = MA is greater than MA of 1 bar ago , however close is lower than MA. If you get a chance, could you post some more charts, but could you state the timeframe and also the session start time ( Just so I can get an exact match ) Cheers Blu-Ray

That looks very interesting Dogpile, thank you for introducing us to that, would you mind sharing your code for the indicator at all? Cheers Blu-Ray

Here's a revised version, using BlowFish's observations, I've compared it with the original picture JJ posted at the start of the thread. It's very close to Traderguiders version using, as you can see on the charts below, there are 3 rogue dots. So the code might not be exact, but this could be down to different platforms handling different data. Here's the code for it. inputs: Price( Close ), Length( 5 ),Upcolor( DarkGreen),DnColor ( DarkRed),NColor(White) ; variables: Avg( 0 ) ; Avg = average( Price, Length ) ; Condition1 = Close >= avg and avg >= avg[1]; { Green Dots } Condition2 = Close < avg and avg > avg[1]; { White Dots } Condition3 = Close <= avg and avg <= avg[1]; { Red Dots } Condition4 = Close > avg and avg < avg [1]; {White Dots } plot1(avg,"avg"); if Condition1 then setplotcolor (1,Upcolor); if Condition2 then setplotcolor (1,Ncolor); if Condition3 then setplotcolor (1,Dncolor); if Condition4 then setplotcolor (1,Ncolor); Hope this helps Blu-Ray Diamond_Trend.ELD

Yes I think that's it, I'll recode it up tomorrow Cheers Blu-Ray

Thanks Blowfish Yes you're right, I feel a bit of an idiot now, as I thought my stop was a stop limit order, not a plain old stop order. My broker says stop limit orders are not allowed on that exchange, but I'm going to find out for sure if this is true. As for slippage with the Dax, 4 points was my worst but happened several times and it was for this reason I moved over to the stoxx. You are right, I need to also find out where my orders are held, as the scenario you had would be a nightmare. Thanks again Blu-Ray