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popstocks

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Everything posted by popstocks

  1. So by declaring things separately and initializing variables etc it helps Easy code run better?
  2. Thank you, I will play with that on monday to see if it helps. My first intuition is that OEC has some poorly coded Highest and Lowest that suck cpu.
  3. Hi, That's the code I tested with in Easy, there is another bottom plot that makes up the channel but it is the same code just substituting low and lowest. It compiles without errors in both Easy and Rapid, but when either version is applied to the chart the result is the same. The series plots fine and everything is good and cpu runs very low that is up until a new high or low is made and then my cpu runs up to 50% and oec starts to freeze / chart starts to lag. My CPU is only like a year old, equivalent code on thinkorswim for instance doesn't run cpu up more than maybe 1%. This is the code with both upper and lower of the channel. Inputs: L(15); Plot1(Average( Average((Close + Open) /2, 28)+ Highest(High-Average((Close + Open) /2, 28),L) ,4),"Upper"); Plot2(Average( Average((Close + Open) /2, 28)+ Lowest(Low-Average((Close + Open) /2, 28),L) ,4),"Lower");
  4. I first started this code in the rapid indicator and realized that it was running my cpu to %50 every time that a new high or low was made on the chart. So I then tried moving it over to easy language to see if it ran better there but still no go. Can someone here more experienced in Easy with OEC please see what could be wrong? Thanks! Inputs: L(15); Plot1(Average( Average((Close + Open) /2, 28) + Highest(High-Average((Close + Open) /2, 28),L) ,4),"Upper");
  5. Always limit, if you are scalping it's essential to buy at bid and sell at ask imo. I have demoed 80% of the other popular futures platforms out there and I have to say that OEC's setup is by far my favorite. It's super clean cut and trading from the chart is very smooth. I know about the factors you listed and I understand that with a tight stop this sort of thing can happen, I just wish OEC had their stops set up in such a manner that if they are "jumped" (aka market trades past stop before stop has gone to working mode) that their system recognized this and liquidated position at market right away. I know other brokers have their logic this way and I think OEC is being lazy if they don't want to at least offer their customers this sort of set-up. If OEC doesn't want to set up their system like this I think it is really too bad as they are just asking for angry customers imo, imagine someone walking away from a trade with an OSO sitting somewhere out there thinking to themselves "hey no worries my position is protected by a stop" then they come back and find out their stop was jumped and are at 20 x the loss they expected. Anyways I think I will buck up and handle the 2% chance that this will happen when scalping on OEC for the time being. Perhaps I just had a bad anomaly on my 3rd order with OEC and got spooked. I will trade some more with them and see how it goes, if it starts to cost me a lot or drive me nuts then I guess I'll have to leave. As I stated before I'd be happy to just use that 'Daily Loss Limit', I have to talk to OEC about that though because it seems a little buggy right now. P.S. I do not only scalp, my system is that I like to scalp for the start of the day since it is very high probability trading. Then once I am up to a certain profit I switch to more short term day trading, this way the gains from the start of the day allow me to be more liberal on my stoploss and more relaxed in general when in longer (5-30min) trades.
  6. With the 'extended options' bracket I entered 150 trades yesterday to test the reliability while in the demo. In 3 out of 150 entries the stop was jumped and the error occurred (that's 2% of all trades folks). Testing was done with the ES and a 3 tick stop. It seems that even with the 'extended options' bracket the problem would still be evident on the live platform. All in all it felt a little smoother with the 'extended options' bracket vs the 'strategy' bracket. The troubling thing is that some of these errors occur not simply when buying at the bid or selling the ask or at market on the spot, but when a limit order is waiting many points away from where price is trading, so even when the order has plenty of time to reach the servers and go into waiting this still can occur. If I could get that "Daily Loss Limit" to actually work right I would settle for using that as a failsafe and stay with OEC for now. Does anyone here use that feature, care to share your comments?
  7. I'm playing around with the non-strategy bracket you pointed out Brownsfan. One reassuring thing is that now in the "Active Orders" window when the first side is in working mode, it shows the bracket sides as well with a state as 'held'. So it may be a step up because with the strategy mode orders it would only show the first side and not show the bracket until afterwords. In addition I just verified that if you place a strategy mode order, and close OEC then you get filled while OEC is closed, if you then open OEC and have a look you will notice that you are still in the position and that the bracket orders are nowhere to be seen. What I'm taking away from all of this is that the strategy mode orders are waiting at the client pc instead of on the server, I think they wait for the first side to get filled and then it shoots off the bracket to the server - thusly creating an inherent lag and setting oneself up for potential disaster..... Lets see how tomorrow's trading goes with this order type. Crossing my fingers on this. Brownsfan do you ever trade with tight stops like I do? Cheers
  8. Thanks for the suggestion Brownsfan, I really don't want to leave OEC but I'm torn after having this happen today on the live (it was only the 3rd order I ever placed with them). Hopefully your way fixes everything that would be great. I'm just going to test it out strenuously on the demo as I am pretty clear now that the demo uses the same logic as the live. I mean 1 point is tight, but it's enough room that you should be able to get stopped out, it's nothing I've heard of before from other platforms. I was using these order specs all the time on Thinkorswim and they worked out ok there (too bad they had terrible connectivity issues).
  9. This is with the 'prebuilt bracket maker', I always send in my orders as OSO. I often use tight stops, like 1 point away. On both ES and NQ same issue has occured on OEC. Keith basically fessed up today and said it was going to happen on the platform when things are volatile, pretty underwhelming execution logic system imo. I also spoke with ampfutures about "global amp" which is the same system, they said it is also a known issue there. I might entertain sticking with OEC and using the "daily loss limit" to avoid these screw ups but that is only a client side feature and I have seen the "daily loss limit" screw up on the demo where it liquidates twice aka revereses you instead of making you go flat..... sigh. I attached 2 images, one shows the orders - top red line is the rejected bracket stop and the bottom red line is the first side of the order that was filled. Second image shows the order I was using on the NQ.
  10. OK, well today I found out this DOES happen on the live platform. I placed an OSO on the NQ with a 4 tick stop loss and the stop was "jumped" before it had time to go into "working" so it ended up sending back an error "wrong stop price" and I was stuck in a trade with price running against me far beyond what my loss SHOULD have been. Sucks that I feel OEC lied to me before when they told me this was not an issue on the live platform. So I called OEC and they acknowledge what happened, they went on to say that their system is not to blame and that it all makes perfect sense that since the price was past the stop before the stop had gone active that the stop should be rejected. OEC seemed to think that there system is fine as is with the bracket orders being rejected..... I argued that regardless of whatever delay there may be between the stop being active and the market price, that if one side of an OSO is filled the other side should be honored as well, if this means that the stop was jumped - well then the order should be liquidated at market as soon as it is established that the stop was jumped. I suggested that they give the customer the option of this sort of liquidation, they said they would pass this on. I am not feeling very confident about scalping on OEC's system now. I need a broker that ALWAYS honors stops.
  11. I have coded in thinkscript and also in stockfetcher, I can learn pretty quick though.
  12. Good to hear, I will have to figure it all out... do you happen to know if there is a way to access the bid and ask prices in EZ? I tried to in the Rapid Indicator but it would not compile... How about trend lines and vertical histograms,,, is it possible on OEC ez? Thx
  13. Couldn't replicate the problem today,,, maybe they fixed it? I had a few "Invalid Trigger Price" errors but this time it rejected the entire OSO instead of filling me. Anyways I called OEC and told them about the chat I had yesterday, the person I spoke with Keith assured me that the live platform does not suffer from this issue. So I wired the moneys over Now it's off to learn that wacky easylanguage.....
  14. Thanks brownsfan, I will set up for recording tomorrow, should be able to catch a few of those "Invalid Trigger Price" f-ups. Anyone here using e-cry OSO orders for micro-scalping ES? A la OSO's with a 2 or 3 tick stop loss? There is no logical reason why an OSO should ever fail like it has been on the demo, and yeah I just really don't want to waste any time moving to OEC if it turns out that this is actually happening on their real live accounts.... I mean when their own support avoids to offer a real official answer on the matter it just makes me even more worried .... My gameplan is I want to start every day off scalping globex for just 2ticks at a time in the early morning and then once I've racked up a decent profit switch to more "normal" 3 or 4 point trading. This way the OCD high prob. microscalping helps to cushion the lower prob larger scalps. I've been using volume by price on a 1tick chart, I look for what I think is referred to as a "ledge" by some MPers. So I basically look for where the "singles" end and are met by heavy TPO and try to fade at those exact points, it is pretty high prob that there will be a small bounce in these areas - I've been batting about with astounding 80% success when the market is in one of it's quieter areas (early am, lunch)... needless to say I'm excited about OEC because it seems fast enough quote/chart wise that these kind of techniques can actually be profitable. Now if only I could get some final word on these OSO debacles. Thanks!
  15. I am still weary guys..... support did not exactly give me any confidence on the matter.... 4:03 PM to OECBroker2:hello 4:03 PM DerekE:How may I help you? 4:03 PM to OECBroker2:Hi, I have a few questions 4:04 PM to OECBroker2:first of all,there is a problem on the demo sometimes with bracket orders where the order gets filled but then the bracket does not, is this a problem that will occur on the live platform? it gives an error that says "invalid trigger price" seems like it happens when price is moving very fast 4:05 PM to DerekE:first of all,there is a problem on the demo sometimes with bracket orders where the order gets filled but then the bracket does not, is this a problem that will occur on the live platform? it gives an error that says "invalid trigger price" seems like it happens when price is moving very fast 4:05 PM DerekE:What do you mean the order gets filled but the bracket does not? 4:05 PM to DerekE:you are familiar with the oso orders right? 4:06 PM DerekE:Yes. 4:06 PM to DerekE:ok, so that is like 1st triggers oco, aka bracket order 4:06 PM to DerekE:the 1st side gets filled, but then the bracket does not because price moved past the bracket's price in the time that the first order got filled, i hope it is just a bug on the demo 4:07 PM to DerekE:it sets you up so that you are in a trade with no stops, when the whole point of using the bracket order is to be protected at all times 4:09 PM to DerekE:technically the bracket should be active as soon as the 1st side gets filled, i need to know if this is a known issue on the live platform or if it is just the demo being buggy 4:09 PM DerekE:So, you are saying that the 1st side gets filled but if the market is moving fast, it sometimes jumps the stop order? 4:10 PM to DerekE:correct, it jumps past it when in actuality it should stop you out at that point,,, so you get an error that says "invalid trigger price" and you end up stuck in an order that is running against you 4:10 PM to DerekE:it's happened a lot to me on the demo 4:11 PM to DerekE:enough to raise concern about if this is going to be a problem on the live acct i am considering funding 4:11 PM DerekE:How are your brackets set up? 4:12 PM to DerekE:i am scalping with very tight stop loss, so on the ES it is sometimes as small as a 2tick stop loss 4:12 PM to DerekE:-2tick stop and +2tick limit typically 4:12 PM to DerekE:i have been able to do this with no problem on other live accounts but this demo has me worried 4:12 PM DerekE:so a stop loss of .5 points? 4:12 PM to DerekE:yes, micro scalping 4:14 PM to DerekE:technically it should stop me out but instead it gives the error and that is bad news if thats how the system works on the live..... 4:14 PM to DerekE:can you please confirm how the system handles this on the live account? 4:17 PM DerekE:Go ahead and set the same bracket now please. 4:18 PM to DerekE:sure, but price is slow now it will not give that error 4:18 PM to DerekE:i just did but globex is not open 4:22 PM DerekE:Are you putting in the OCO stop and limit seperate from the initial order? 4:22 PM to DerekE:no 4:22 PM to DerekE:all at once 4:23 PM DerekE:Are you placing a strategy order? 4:23 PM to DerekE:i am using the "strategy" and trading direct from chart and sometimes DOM 4:23 PM DerekE:It looks like your strategy is setup incorrectly. 4:23 PM to DerekE:how so? 4:24 PM to DerekE:the oco side is a limit order +2 and a stop-2 4:31 PM to DerekE:hello? 4:35 PM DerekE:Go ahead and place the orders now, so I can look at them. 4:35 PM to DerekE:ok just placed 4:36 PM to DerekE:thanks for looking into this 4:36 PM DerekE:No problem. 4:38 PM to DerekE:I was just taking a look at the Daily Loss Limit, seems like I could use that to protect myself incase a bug like this were to happen on the live, what do you think of using it for that? 4:43 PM DerekE:The strategy order you just placed seems to be setup correctly. 4:43 PM to DerekE:thought so 4:44 PM to DerekE:Is the Daily Loss Limit server side or does it operate locally on client side? 4:45 PM DerekE:It is within the software. 4:45 PM to DerekE:so client side then? 4:46 PM DerekE:Yes. 4:46 PM to DerekE:if i were to put on an order, with the loss limit active to auto liquidate, and then turned off my machine, would the "daily loss limit" be active? 4:46 PM DerekE:It will not. 4:46 PM to DerekE:ok 4:47 PM to DerekE:so then i need to know, is this bug i reported something i should worry about happening on the live account? 4:47 PM DerekE:No, it is not a bug. 4:47 PM to DerekE:so it could potentially happen to a live account order? 4:50 PM DerekE:It depends on how the strategy is setup. 4:50 PM to DerekE:same way that i just described to you 4:51 PM DerekE:The bracket that had the issue was not setup correctly. 4:51 PM to DerekE:what needs to be done differently? 4:52 PM to DerekE:I am confused because you wrote this before: 4:43 PM DerekE:The strategy order you just placed seems to be setup correctly. 4:52 PM DerekE:Yes. The order before was not the same it was a 2 lot. 4:53 PM to DerekE:it has happened to me before on 1 lot as well 4:53 PM to DerekE:it has even happened a few times with a more distant stop 4:54 PM to DerekE:I cannot make the switch over to oec if this is how the oso orders work in the live account, an oco should auto-liquidate if the bracket is "jumped" 4:55 PM to DerekE:it is only logical that the oso should be active on all sides from the time of being filled 4:58 PM to DerekE:i have been chatting with you for nearly an hour, can you offer me any assurance here? or is it basically a problem that cannot be avoided at the moment? 5:26 PM to DerekE:Well thanks anyways That's right, I got so tired of the inconclusive nature of that chat , I went out on a limb and practically begged the guy for some kind of final word of assurance on the matter and in return all I got was silence........
  16. Thank you brownsfan. Do you use the bracket orders? It freaked me out a bit seeing this happen on the demo. Anyone else care to chime in?
  17. I have been demoing the OEC platform and there are a few things that have made me a little uncertain about how reliable the system is, I'm hoping it is an issue that only occurs with the demo but would like some feedback here from live users. Please let me know if this is just the demo, or if any of you live account users have noticed the following as well: 1. Typically I have not been able to connect to the server around 6 to 8 ET, not always but it has been happening a lot where the server is down around the start of globex. 2. Sometimes I put in a bracket order on the ES with very tight stops, there have been occasions where the order is accepted but then the oco bracket is rejected. Then I end up in a trade but the order is not protected by any stops, this seems to happen when price is gaping or moving extremely fast on a 1tick level. I would not be able to stand for this if it were to happen on a live account. 3. Sometimes I will see price hit my limit several times without getting a fill, I know this is normal in the real world but it seems odd for it to be happening on the demo, is it because they programmed the demo to be somewhat realistic? How reliable would you rate OEC for execution times? Thanks in advance!
  18. - I'd like a better way to zoom into the charts, currently the + and - zoom buttons are not fine enough and usually it zooms too close or too far. It would be nice if we could just drag over the selection on the chart and it would zoom in to that exact space (much like Prophet charts).
  19. currently there is no way to do this on tos charts,,,, i was however able to make a POC indicator that i have tweaked for 2min on the ES, enjoy! #developing poc by popstocks, for 2min def swi = if getDayOfMonth() != getDayOfMonth()[1] or secondsfromtime(1614)==0 then 1 else 0; rec fir = if swi == 1 then close else fir[1]; rec b1 = if swi == 1 then 0 else if between(close, fir, fir * 1.002) then volume + b1[1] else b1[1]; rec b2 = if swi == 1 then 0 else if between(close, fir * 0.998, fir) then volume + b2[1] else b2[1]; rec d1 = if swi == 1 then 0 else if between(close, fir * 1.002, fir * 1.004) then volume + d1[1] else d1[1]; rec d2 = if swi == 1 then 0 else if between(close, fir * 1.004, fir * 1.006) then volume + d2[1] else d2[1]; rec d3 = if swi == 1 then 0 else if between(close, fir * 1.006, fir * 1.008) then volume + d3[1] else d3[1]; rec d4 = if swi == 1 then 0 else if between(close, fir * 1.008, fir * 1.010) then volume + d4[1] else d4[1]; rec d5 = if swi == 1 then 0 else if between(close, fir * 1.010, fir * 1.012) then volume + d5[1] else d5[1]; rec d6 = if swi == 1 then 0 else if between(close, fir * 1.012, fir * 1.014) then volume + d6[1] else d6[1]; rec d7 = if swi == 1 then 0 else if between(close, fir * 1.014, fir * 1.016) then volume + d7[1] else d7[1]; rec d8 = if swi == 1 then 0 else if between(close, fir * 1.016, fir * 1.018) then volume + d8[1] else d8[1]; rec d9 = if swi == 1 then 0 else if between(close, fir * 1.018, fir * 1.020) then volume + d9[1] else d9[1]; rec d10 = if swi == 1 then 0 else if between(close, fir * 1.020, fir * 1.022) then volume + d10[1] else d10[1]; rec d11 = if swi == 1 then 0 else if between(close, fir * 1.022, fir * 1.024) then volume + d11[1] else d11[1]; rec d12 = if swi == 1 then 0 else if between(close, fir * 1.024, fir * 1.026) then volume + d12[1] else d12[1]; rec d13 = if swi == 1 then 0 else if between(close, fir * 1.026, fir * 1.028) then volume + d13[1] else d13[1]; rec d14 = if swi == 1 then 0 else if between(close, fir * 1.028, fir * 1.030) then volume + d14[1] else d14[1]; rec z1 = if swi == 1 then 0 else if between(close, fir * 0.996, fir * 0.998) then volume + z1[1] else z1[1]; rec z2 = if swi == 1 then 0 else if between(close, fir * 0.994, fir * 0.996) then volume + z2[1] else z2[1]; rec z3 = if swi == 1 then 0 else if between(close, fir * 0.992, fir * 0.994) then volume + z3[1] else z3[1]; rec z4 = if swi == 1 then 0 else if between(close, fir * 0.990, fir * 0.992) then volume + z4[1] else z4[1]; rec z5 = if swi == 1 then 0 else if between(close, fir * 0.988, fir * 0.990) then volume + z5[1] else z5[1]; rec z6 = if swi == 1 then 0 else if between(close, fir * 0.986, fir * 0.988) then volume + z6[1] else z6[1]; rec z7 = if swi == 1 then 0 else if between(close, fir * 0.984, fir * 0.986) then volume + z7[1] else z7[1]; rec z8 = if swi == 1 then 0 else if between(close, fir * 0.982, fir * 0.984) then volume + z8[1] else z8[1]; rec z9 = if swi == 1 then 0 else if between(close, fir * 0.980, fir * 0.982) then volume + z9[1] else z9[1]; rec z10 = if swi == 1 then 0 else if between(close, fir * 0.978, fir * 0.980) then volume + z10[1] else z10[1]; rec z11 = if swi == 1 then 0 else if between(close, fir * 0.976, fir * 0.978) then volume + z11[1] else z11[1]; rec z12 = if swi == 1 then 0 else if between(close, fir * 0.974, fir * 0.976) then volume + z12[1] else z12[1]; rec z13 = if swi == 1 then 0 else if between(close, fir * 0.972, fir * 0.974) then volume + z13[1] else z13[1]; rec z14 = if swi == 1 then 0 else if between(close, fir * 0.970, fir * 0.972) then volume + z14[1] else z14[1]; def o = Max(d1, Max(d2, Max(d3, Max(d4, Max(d5, Max(d6, Max(d7, 0))))))); def n = Max(d8, Max(d9, Max(d10, Max(d11, Max(d12, Max(d13, Max(d14, 0))))))); def w = Max(z1, Max(z2, Max(z3, Max(z4, Max(z5, Max(z6, Max(z7, 0))))))); def s = Max(z8, Max(z9, Max(z10, Max(z11, Max(z12, Max(z13, Max(z14, 0))))))); def g = Max(b1, Max(b2, Max(n, Max(w, Max(s, o))))); rec po = if g > g[1] then ( ( sum(hlc3*volume,20) / sum(volume,20) ) + average(hlc3,15) )/2 else po[1]; rec pop = if swi==1 then po[1] else pop[1]; def poc = if pop == 0 then double.nan else pop; plot pz = poc * 1.0015; plot py = poc * 0.9985; def yo = po; plot yos = if isnan(close[-1]) then double.NaN else if yo != 0 then yo else double.nan; #yos.SetPaintingStrategy(paintingstrategy.points); yos.hidebubble();
  20. Currently there is no option to do this, I called support and asked. I also agree this is something they should add, using a breakeven stop is the best way to trade imo because it will lock in your profit asap. I am transferring to OEC and should be set up by Tuesday I hope, once I am officially a customer I am going to make the request that they add this feature.
  21. Hi just wanted to warn anyone trading (or considering trading) futures with Thinkorswim. I have been trading ES with them for 6 months or so, the system was fairly reliable but on busy days it would lock up. This means, delayed quotes and charts. But that's not the worst of it. Recently I have been in the habit of sending in orders a few minutes ahead of time so that I do not have to do any guess work once price is trading around where I expect it to. This also means that I cancel about 50% of the orders I submit. Canceling an order on TOS is a pain in itself, click a drop down menu, then click small almost unreadable text, then click a confirm box, then wait for the message "UROUT". All together about 5 seconds lost on something that should take .5 seconds. Anyways, today and yesterday I got stuck in 2 trades I should not have been in because TOS is BUGGY. Here's what happened: I send in my limit order well ahead of time and within seconds realize that the setting is not right and press "cancel all orders". Normally I would get the UROUT message and that's that. This time I look and the cancel option is greyed out, also in the status it says "submitting". Ok so no biggy I think to myself, it's just submitting and once it has been submitted it will switch to "working" and then I can cancel it out, afterall price is still far away so I'm safe. Wrong! It gets stuck on submitting for OVER 30 seconds, the whole time I cannot cancel it no matter what, then once price is near my fill I get filled against my will. To top it off when the system is buggy like this, it will take you on a RIDE before your stops get hit. Yesterday my 3 tick stop which should be executed at market did not fill, instead I see I am still net shares, and watch as my loss goes 3X past where it should have been! Today when it happened my loss was 2X what it should have beem, actually it should have not been a loss at all, it should have canceled right when I pressed the cancel button. In closing: If you want to NOT be able to cancel your working orders and NOT see your market stops honored, and if you enjoy charts freezing up with lags sometimes as bad as 2minutes! then TOS is the broker for you!
  22. "Make it possible to link separate windows to one another, meaning that I can move one window and the other will move with it, minimize and other minimizes with it, restore and the other will restore with it." Just realized there is already a way to do this, you can dock any window into any other, COOL! Check out my setup now! p.s. just left POS (thinkorswim) today, moving to oec for the obvious reasons
  23. Here's a few Make rapid indicator wizard have logical functions (if, or, and, else, while) etc I played around with the rapid indicator wizard today it is not very useful without logical and recursive functions. I thought maybe countif or summationif would help me for logic but I couldn't get those to work at all.... Give rapid indicator time of day and date functions, as well as daily, hourly , minute price references. Make an auto-breakeven stop option like ninjatrader has Make auto exit order type that closes order at market if a certain amount of profit has not been seen within a specified amount of time Make it possible to link separate windows to one another, meaning that I can move one window and the other will move with it, minimize and other minimizes with it, restore and the other will restore with it.
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