popstocks

uexkuell i disagree, there's no way it's going to spoil your edge - users don't share the logic to their trading with anyone, you just share your timing for short / long / neutral. pretty hard to reverse engineer someones edge based only on their timing. as far as the delay, the signals are not for scalps, they seem to last anywhere from 3 hours to 3 days, so a 30min delay for newcomers isn't that big of a deal. right now i see there appears to only be 27 people using this though, i'll be interested to see how it preforms once there is 100+. in the past few days since i started paying attention to it, it's been pretty spot on for swing trades, there are no set targets or anything given - that's up to you, but the overall bias it has relayed has been reliable so far. i'm discretionary and would never trade strictly off of a system like this, but it could become a nice compliment to ones trading. just another indicator when it comes down to it, but anything based on behavior of real traders is useful imo.

Yeah but the system doesn't treat everyone's calls as equal, the point is it tracks a bunch of people and decides which to fade and which are accurate and weights them by different factors to arrive at what is the most probable trade,,, so i gather.

I just signed up for this funky artificial intelligence driven by real traders thingy "OpenFutur.es plans to harness the power of large numbers of participating traders to accurately predict movement of the S&P 500." http://www.openfutur.es/ It's free and relatively new, and I have no affiliation just think it looks promising. Anyone using this, or similar apps?

This may be due to you not having unchecked tick-by-tick update. You can uncheck that, or you can update the recursive function so that it only references the completed bars, (PriceW = pricew[1] + value1*bb; ShareW = ShareW[1] + bb;) like in the following code: vars: PriceW(0), ShareW(0), bb(0), vwap(0); if date > date[1] then begin PriceW = 0; ShareW = 0; end; value1= (open+high+low+close)/4; bb=volume; if time > 0630 then begin {note, my charts are west coast time so 0630am is open} PriceW = pricew[1] + value1*bb; ShareW = ShareW[1] + bb; vwap = PriceW / ShareW; end; Plot1(vwap);

Thanks, I gave this a shot. It turns out you need to have the DOM open and have the DOM be the active window for the shortcut to apply a break even stop.... So it's not exactly helpful to people who do not want to use the DOM in the first place. If only they made the breakeven button available to the chart trader,, sigh.

Cool! Thanks for putting yourself out there. Is there any way to get the functionality of the "break even" button that is on the DOM to be used as a simple keyboard shortcut when trading from the charts? I looked to see if there was a way to customize / show the button on the trade-mode interface of the charts but it does not appear to be available.

I've have been with OEC for a few months now, I switched to Amp as my IB because they are much friendlier to their clients. The demo is certainly less reliable than the live app. Double margin on bracket orders is true, when I asked OEC about this they basically said it was a safety measure for them (not exactly reassuring). 95% of the time OEC is solid. I do not use the DOM so I cannot comment there but I can tell you some things I've learned: - I had horrible experiences with the "Multi Bracket Strategies", stops being jumped, getting bad slippage etc, I switched to using the basic orders instead and have been fine, later on I established that the "Multi Brackets" are actually client side, therefore very unreliable, if your net goes down in the middle of a trade then your bracket would too. The basic orders are server side and are much much better. I wish OEC made their advanced orders server side and more like ninja. I once asked them to provide a break-even trail stop like in ninja, they said they would have it read in a few weeks, I was really impressed to hear them tell me that with such confidence but guess what it's been 3+ months since that point and there hasn't even been a single software update this whole time... oh well. - There is a bug in the software where the chart draws lines for the daily high and low (this data is from their server side), sometimes the lines will stop tracking with the actual highs or lows, for instance the NQ could be making a new low of day at 1100 but their line is still showing 1120. Now all of this would be a very minor problem but here is the kicker, when this bug is in effect orders that you place below 1120 get rejected, you get some weird message about the price not being valid or something. So that is a really dodgy thing I've had to deal with at least 10 times in the past 3 months or so. Usually a full restart of the program fixes this. Additionally the volume at price histogram sometimes will freeze and stop updating for a few hours. - OEC support sucks, it just does. They don't seem to like talking to their customers. They are kinda a-holes on the phone to be honest, they don't respond proactively when you tell them that their software is buggy or that their system didn't execute fast enough. Email support is a little better but I think they get sick of you after a while and put you on ignore, I was in ok communication with the tech guy Derek for a while and then he just stopped responding. Luckily I've learned to live with the occasional hiccups the program has. - Sometimes I put in a market order to close out my position this should be instantaneous but instead it will take 10+ seconds to fill!!! This doesn't happen often but when it does it really is unnerving. I've had to restart the software a few times because the market order had been sent but somehow 20 seconds later I still hadn't been filled, but after the restart it worked right away. - Regarding orders sometimes freezing up and not filling, I have found a nice way to test my connection with OEC. Put in a limit order somewhere really far away from the last price (so you don't actually get filled) watch the "Active Orders" box to time how soon it shows up on the server as working. It should show up at light speed, then cancel the order and time how long it takes to cancel, again this should happen in the blink of an eye. If for some reason it takes more than 1 second I suggest you restart OEC and try the test again. When their is a lag in this test I have noticed the same trouble with not getting filled on a simple market order (something that should never ever happen btw). My impression is that the longer one leaves on the program the less reliable the connection to the order system gets, so I usually restart OEC now when I go to take lunch. - When there is an important message from OEC regarding a certain contract being halted or an exchange experiencing problems etc etc, these messages just show up in a simple windows dialogue box. This sucks!!!! A few reasons why: There are no logs of the alerts they send out, you close that window spontaneously well too bad for you. If your program is off and they send an alert, you will be left in the dark, it's not like when you start up the program you get all the back queued alerts from them. Worst of all though is that this alert box pops up at the worst times, and you have to click ok before you can get back to using the program, it really can start to piss you off if they send out these system alerts when you were just about to put in your order but oh no, now you have to go click ok on this annoying box before you can, oh great I just missed my setup! They seriously need to put their system alerts into the chat box instead. - One last gripe, they charge you to demo their software if you are a paying customer on their live platform. That is just LAME!!! They want you to pay them extra money to test out new features on the demo, what bs! I still really like being on the OEC platform though. Despite these hiccups, The overall reliability and speed and ease of use is great.

so you are using a 150 volume chart and tallying up some statistic based on the tick by tick data but also spread out over millisecond to millisecond?? confused::confused: one chart you show is 150 contract and the other is 8000, how are the 2 charts you posted related? so what exactly are you doing el mysterio?

Thanks, I think I figured the VAL calulations out. I checked and it looks like intrabar persistance is not available on OEC. Here's the new code that also plots developing value areas. //PopStocks PVP Vars: Counter, Op(0), Ct(0), hh(0), f(0), indx(0), mintick(0); Array: v[800](0), p[800](0), uvc[800](0); mintick=minmove/pricescale; If 1 = 1 then Ct =1+Ct; If Date>Date[1] or Ct = 1 then begin Op = Open-((800*mintick)/2); For Counter = 1 to 800 begin p[Counter] = 0; v[Counter] = 0; End; End; For Counter = 1 to 800 begin p[Counter] = (Counter*mintick)+Op; If Close = p[Counter] then v[Counter]= volume+v[Counter]; End; hh = highestarray(v,800); if hh> hh[1] then f = close; if hh> hh[1] then for Counter = 1 to 800 begin uvc[Counter] = 0; end; for Counter = 1 to (800-indx) begin uvc[Counter]=v[Counter+indx+1]; end; For Counter = 1 to 800 begin If f = p[Counter] then indx = Counter; End; Plot1(f); Plot2(f-(standarddevarray(v,indx,1)/highestarray(v,800)*50)); Plot3(f+(standarddevarray(uvc,800-indx,1)/highestarray(v,800)*50));

thanks trader, what i'd really like to do is get this working from an intrabarpersist but i can't seem to figure it out. another thing to do is to get this to plot the developing value areas, i tried a few different for and while loops but could not get it working. maybe you know how? cheers! -pop

a 2min, but the smaller the timeframe the more accurate it will be. 1 tick will give you the exact reading. I prefer 2 min is though as there is less noise in the signal.

I coded up a Peak Volume Price aka Developing POC indicator. It is set up for futures with $0.25 tick increments. //PopStocks PVP Vars: Counter, Op(0), Ct(0), hh(0), f(0); Array: v[800](0), p[800](0); If 1 = 1 then Ct =1+Ct; If Date > Date[1] or Ct = 1 then begin Op = Open-100; For Counter = 1 to 800 begin p[counter] = 0; v[counter] = 0; End; End; For Counter = 1 to 800 begin p[counter] = (counter*.25)+Op; If Close = p[counter] then v[counter]= volume+v[counter]; End; hh = highestarray(v,800); if hh> hh[1] then f = close; Plot1(f);

In the menu bar choose >Communications > Sound Alerts. There is already an email feature you can set up for different Alerts. I have never used it but it looks simple enough.

Just make an indicator that is simply a plot for those values. Then you can apply the indicator to ADX and the lines will overlay.

This will not work in TOS, their code does not allow intrabar resampling (you cannot get it to recalculate every second) it will only calculate when a new bar is made. If you want to gauge volume more closely I suggest using a small size tick chart and watching volume there.

This will not work in TOS, their code does not allow intrabar resampling (you cannot get it to recalculate every second) it will only calculate when a new bar is made. If you want to gauge volume more closely I suggest using a small size tick chart and watching volume there.

What is prorated volume?

All that is written is true. They have super high margins, and don't let you get intraday margins unless you have I think upwards of 15g in the account, their fees also are higher than usual, you can talk them down a little but fees will still be higher than most. I do not recommend tos for futures, sometimes their data feed slows down to a crawl when things are busy, they also have issues with order cancellation, sometimes you are stuck in an order that hasn't executed and want to cancel but their software has a glitch and it wont allow you to cancel. They are also lacking simple things like, buttons for "Cancel Orders and Exit At Market" or "Reverse" etc - instead it is a big pain to do things like that on the fly. They will tell you otherwise but I have also found that their times for getting filled are slower than others.

TF is offered although I think they call it RLM something or 'nother, you have to enable the contract in their setup first otherwise you cannot add it. Go to the quotes screen, right click and choose add market, then click the little magnifying glass in the screen that pops up, then 'contract lookup' pops up - click the button on the top right that says "contract setup" - then you will want to expand the list on the left for indices and scroll down to the mini russell which will have an unchecked box next to it, check the box, and then all the way on the right you want to set your default order quantity as well as what months you will be able to monitor, I have it set to front month, but you may prefer something else. Now you can finally add it to your quotes or charts (or even trade it) the same way you add any other contract. Why OEC doesn't have new contracts automatically show is a mystery to me.

i prefer a sort of smoothed quazi vwap on my 1min chart but if you don't like it that way you can go for a true vwap by replacing these 2 lines: PriceW = pricew+ average(close,3)*bb; ShareW = ShareW + bb; with: PriceW = pricew+ close*vz; ShareW = ShareW + vz; p.s. plot's 2,3, and 4 are showing you the .25 .5 and .75 distances between the vwap and the daily high or daily low. i suggest you draw these as points instead of lines.

This is what I use on a 1min chart: --------------- vars: PriceW(0), ShareW(0), bb(0), a1(0), hh(0), ll(0), ct(0), ret(0), rd(0), vz(0); if 1 = 1then begin ct = ct +1; end if high > hh[1] then hh = high else hh = hh[1]; if low < ll[1] then ll = low else ll = ll[1]; if date > date[1] or ct=1 then begin hh = high; ll = low; end; if volume = 0 then vz = 1 else vz = volume; if date > date[1] then begin PriceW = 0; ShareW = 0; end; bb=average(volume,30); if time > 0930 then begin PriceW = pricew+ average(close,3)*bb; ShareW = ShareW + bb; a1 = PriceW / ShareW; end; if average(close,4) > a1 then ret = (a1+hh)/2 else ret = (a1+ll)/2; if average(close,4) > a1 then rd = (a1+hh+hh+hh)/4 else rd = (a1+ll+ll+ll)/4; Plot1(a1); Plot2(ret); Plot3((a1+ret)/2); Plot4(rd);

VWAP is easily done in EL on OEC. I can post it later when I get some time.

Yeah, TOS keeps changing their syntax with every other update. It is a very annoying habit of theirs! Copy the text to a notepad and do a find replace. You want to change all of the 'getdayofmonth' to just 'getday'

I just ran some "benchmarks" I did a "load more data" without highest and lowest indicators on the chart and with. Loading more data on a chart without these indicators takes about 5 seconds and that is including running other things like stoch and averages, however loading more with the highest and lowest the process takes 40 seconds and the cpu goes overboard! Looks like the highest and lowest functions must be what is making this code so heavy on the cpu.

I'll have to do more testing on Monday. OEC runs very low cpu even on volatile times for me, all the indicators I am running are not interfering with that - all except for this one that I am trying to fix.