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Tams

Market Wizard
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Everything posted by Tams

  1. I guess I have to make a trip to Omaha soon... can't resist the free beers waiting. ;-)
  2. Regarding fractals... You can find this post on the first page of this thread... http://www.traderslaboratory.com/forums/f34/price-volume-relationship-6320.html#post70030
  3. Have you done a search with the keyword "Anchor" ??? the search button is at the top right corner of this page.
  4. can you post a chart... with notes and illustrations?
  5. I guess you missed this post: http://www.traderslaboratory.com/forums/f34/pivot-point-analysis-6420.html#post71373 Have a nice day.
  6. have you tried the manual ??? .
  7. I guess you missed this post: http://www.traderslaboratory.com/forums/f34/pivot-point-analysis-6420.html#post71373
  8. Example... switch (BarType) begin case 0: {this is a Tick or Contract chart} case 1: {this is a Decond, Minute, or Hourly chart} case 2: {this is a Daily chart} case 3: {this is a Weekly chart} case 4: {this is a Months, Quarters, or Yearly chart} case 5: {this is a Points or Changes chart} end; // end of switch
  9. This thread is about the EasyLanguage keywords Switch and Case. Switch/Case (EasyLanguage) Reserved word used to transfer control to an associated Case or Default statement. Syntax Switch ( expression ) Begin Case case-expression: statements; Default: statements; End; Control passes to the statements whose case-expression matches the value of the switch ( expression ). The switch statement can include any number of case instances, but no two case constants within the same switch statement can have the same constant value. Note Once the statements associated with a matching case are evaluated, control passes to the end of the switch statement. This is an implied break and is different than a similar structure found in some other languages that require an explicit break. Remarks A single case statement can carry multiple values, as the following example shows: Case 1, 2, 3, 4, 5, 6, 20: Value1 = Lowest(Close,3); Ranges like this are also valid: Case 1 to 6, 20: Value2 = Highest(High,5); In both of the above examples, if case-expression equals any number between 1 and 6 or equal to 20, a function is called and assigned to a value. In addition, logical operators may be used with case statements including: >, <, >=, <=, <> and =. Case > Average( Close, 50 ): Value1 = Close ; The “is” keyword is an EasyLanguage skip keyword and can be use for better clarity as in the following: Case is < Average( High, 75 ): Value1 = High ; Example Switch(Value1) Begin Case 1 to 5: Value2 = Value2 + 1; Case 10, 20, 30: Value3 = Highest(High,10); Case is > 40: Value3 = Value3 + 1; Default: Value5 = Value5 + 1; End; The above switch statement Increments Value2 when the switch expression (Value1) is a value from 1 to 5; assigns Value3 to the highest high of 10 bars ago when the switch expression is either 10, 20 or 30; increments Value4 for all switch expression values above 40; and increments Value5 for any other values of the switch expression. Source: EasyLanguage manual
  10. You are welcome to share your ideas here. We can make it a community effort. If you are into statistics... the analysis is endless. e.g. -- how many times the market reached R1 and flipped? -- how many times the market reached BOTH R1 and S1? -- how many times the market traded outside 2 standard deviation? -- what happened the next day? -- -- how many times down and how many time up? -- many times the market go up X days in a row? -- what is the widest range day? these are just some of the ideas many people have tested. ;-)
  11. if you are using MultiCharts, the log output is in your PLEditor. You can also output to a text file, or to your printer. see this thread for detail http://www.traderslaboratory.com/forums/f56/print-easylanguage-6000.html
  12. read this thread AGAIN. http://www.traderslaboratory.com/forums/f46/soultraders-pivots-tradestation-488.html read post #47. it is a "long" and boring thread, a lot of posts might be irrelevant to your needs, but if you bear with it and read through it with patience, you might come out a smarter person. ;-)
  13. it is quite easy to do... if you have a programmable charting software. Here is a code example. It is programmed in EasyLanguage. You can use it in MultiCharts, Tradestation, OEC, TraderStudio, etc., just to name a few. I have applied it to the daily SPX index, (You can get the data free from Yahoo, MSN or Google) Sample: Jan 2, 1962 to July 20, 2009 # of trading days: 11,969 The market exceeded R3 or S3 732 times since Jan 2, 1962. enjoy ! . Pivot_Test_(EasyLanguage).txt pivot_test_results.txt
  14. bloomberg Bloomberg.com: Economic Calendar
  15. pls review these posts : http://www.traderslaboratory.com/forums/f56/request-help-novice-mc-easy-language-6148.html#post68027 http://www.traderslaboratory.com/forums/f56/error-code-help-please-6027.html#post66028
  16. you can set the strategy to IOG IOG means IntrabarOrderGeneration with IOG, TS will treat the next tick as the "next bar" in order generation. .
  17. Some brokers have web based trading platform, which can go through corporate firewalls. This two came to my mind: 1. InteractiveBrokers 2. ThinkorSwim
  18. NeoTicker is one powerful program; little known in the retail sector, it is mostly used by professionals and institutions. If I had not bought MultiCharts, it would be on the top of my list. BTW, NeoTicker can do multi-stream tick playback. It is one of the few programs that can perform a forward backtest.
  19. MultiCharts can use multi-core in backtesting/optimization as well as real time charting. You can see a difference if you have multi-screen, lots of charts, and lots of indicators. Each chart is assigned to a CPU core. If you have a quad-core CPU, you can see the workload is distributed over all 4 cores. p.s. you can verify this by looking at the CPU Performance graphs in your Task Manager. IO tasks are handled by one CPU. This is a PC hardware and OS logistics limitation, not a MultiCharts issue. This architecture is shared by most computers, except the mainframe and supercomputers. .
  20. see answer from prev post... p.s. "Workable results" does not suggest "accurate/dependable/reliable/repeatable results". With the current technology, backtesting cannot give you "accurate results". Understanding the mechanics of "backtesting" can help you to "work" with the results you get.
  21. EOB = End of Bar EOD = End of Day IOG = IntrabarOrderGeneration
  22. Backtesting will give you varied results. Bear in mind, backtesting is not REAL. At least not "realistic" in 99% on the software on the market today. The only way to make a "real" test is if the software can stream the data (with bid/ask) as if in real time. If you base your backtesting on EOB and not IOG, you can obtain some workable results. Enjoy!
  23. EasyLanguage was not designed to build a 2000 stock index. As a matter of fact, EasyLanguage "was" not designed to do a lot of things we do now. It started life at a time when people were only making daily charts; intraday data were not yet readily available to the mass (pre-broadband days). You can see some of the keywords still have the EOD legacy to their design. e.g. Volume, Ticks. In terms of speed, MultiCharts is one of the few programs that can utilize a multi-core CPU. I believe the limitation lies with the data feed, and not the program. (e.g. IB only allows 99 concurrent symbols for most users).
  24. how about: if MarketPosition <> MarketPosition[1] then value1 = h[1];
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