Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

thehaul

Members
  • Content Count

    35
  • Joined

  • Last visited

Everything posted by thehaul

  1. Here's an IQfeed 10 point range bar chart (calculates on ticks). The data for the bars goes back 30 days but you can see some volume info gets lost. IMHO IQfeed seems great for the price. ** This is a Ninja chart BTW
  2. So far yes. 30 days of tick data is like swimming in it compared to the 7 spotty days AGN provides. I'm sure as I progress i'll require more but so far the idea of using IQ data and placing trades on AGNs AT seems possible.
  3. I second what Tresor says... get a feed that allows enough historical, without hassles, to do your research. Those don't! I'm using IQfeed now.
  4. Its the dots not the lines. The lines are High, Low, Close.
  5. This is an old thread but personally I like MM.....I wonder if it's because you haven't used this one. If anyone can convert it into Ninja Code that would be awesome! [LegacyColorValue = true]; Inputs: Tolerance(5); Vars: TolMult(minmove/pricescale); Arrays: mmlines[13](0); Vars: SR(0), SS(0), MidS(0), MidR(0), Pvt(0), TickSize(tolerance * tolmult); Value1 = MML(mmlines); SS = round2fraction(mmlines[2]); MidS = round2fraction(mmlines[4]); Pvt = round2fraction(mmlines[6]); MidR = round2fraction(mmlines[8]); SR = round2fraction(mmlines[10]); if H > SR - TickSize and L <= SR + ticksize then begin Plot1(SR,"MM_Res"); Alert("Price hit MM Strong Res"); end else NoPlot(Plot1); if L < SS + TickSize and H >= SS + ticksize then begin Plot2(SS,"MM_Sup"); Alert("Price hit MM Strong Sup"); end else NoPlot(Plot2); if L <= Pvt + TickSize and H >= Pvt - TickSize then begin Plot3(Pvt,"MM_Pvt"); Alert("MM pivot hit!"); end else NoPlot(Plot3); if L <= MidR + TickSize and H >= MidR - TickSize then Plot4(MidR,"MM") else if L <= MidS + TickSize and H >= midS - TickSize then Plot4(MidS,"MM") else NoPlot(Plot4);
  6. It's easy language so, it will work for either tradestation or multicharts.
  7. I agree with ST and this threads title in the idea the overnight globex high and low "can be" areas of support or resistance. I attached screenshots of 12-23-08 and you can see on both the 5 min (on top) and a 1364Vol where price hits and retraces back after market open. The red vertical line is market open. Haul it!
  8. I'm pretty sure this was posted here at some point but here it is for Easy Language. It looks like the new squeeze... not sure if it is though and I didn't code this myself either. Don't get mad at me! Inputs: Price(MedianPrice), price2(MedianPrice),Price3(H/3+L/3+C/3), Length(18), Length2(11), Length3(29), Length4(7), Style(1), nK(1.5), nBB(2), AlertLine( 1 ), BuyColor1(blue), BuyColor2(darkblue), SellColor1(red), SellColor2(darkred), NormalColor(Red),AlertColor(Blue), CounterTrend(true); vars:FastVal1(0), SlowVal1(0), Diff1(0), FastVal2(0), SlowVal2(0), Diff2(0), FastVal3(0), SlowVal3(0), Diff3(0), FastVal4(0), SlowVal4(0), Diff4(0), AvgDiff(0), AvgDif(0), poles(4), CCIValue(0),DownCT(0),UpCT(0),SDev(0),ATR(0),LHMult(0),Denom(0),BBS_Ind(0); if Style = 0 then begin {Zero Line - BB Squeeze} if ( barnumber=1 ) then Begin If minmove <> 0 then LHMult = pricescale/minmove; end; {-- Calculate BB Squeeze ----------------------} ATR = AvgTrueRange(Length); SDev = StandardDev(Price, Length, 1); Denom = (nK*ATR); If Denom <> 0 then BBS_Ind = (nBB * SDev) /Denom; If BBS_Ind < Alertline then SetPlotColor(1, NormalColor) else SetPlotColor(1, AlertColor); {-- Plot Index & Alert Line -------------------------} Plot1(0, "Squeeze"); end; if Style = 1 then begin {Zero Line - Gauss filter} value1 = Gauss(Price3,Length3,3); if (Value1) > (Value1[1]) then SetPlotColor(1, BuyColor1); if (Value1) < (Value1[1]) then SetPlotColor(1, SellColor1); SetPlotWidth(25,50); Plot1(0, "Squeeze"); end; {Histogram} FastVal1 = Gauss(price, 8, poles); SlowVal1 = Gauss(price, 21, poles); Diff1 = FastVal1 - SlowVal1; FastVal2 = Gauss(price, 13, poles); SlowVal2 = Gauss(price, 34, poles); Diff2 = FastVal2 - SlowVal2; FastVal3 = Gauss(price, 21, poles); SlowVal3 = Gauss(price, 55, poles); Diff3 = FastVal3 - SlowVal3; FastVal4 = Gauss(price, 34, poles); SlowVal4 = Gauss(price, 89, poles); Diff4 = FastVal4 - SlowVal4; AvgDiff = (Diff1+Diff2+Diff3+Diff4)/4; plot2(AvgDiff,"DiffHisto") ; setplotwidth(2,2); if AvgDiff > 0 then if AvgDiff > AvgDiff[1] then setplotcolor(2,BuyColor1) else setplotcolor(2,BuyColor2) ; if AvgDiff < 0 then if AvgDiff < AvgDiff[1] then setplotcolor(2,SellColor1) else setplotcolor(2,SellColor2); {+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++} { Counter Trend Mode} if CounterTrend = true then begin CCiValue = CCI(13); Condition1 = ccivalue[1] > 50; Condition2 = CCivalue < 50; Condition3 = CCivalue[1] < 100; Condition4 = CCiValue > 100; Condition5 = AvgDiff > 0; Condition6 = AvgDiff[1] > 0; Condition7 = AvgDiff[2] > 0; Condition8 = ccivalue < 100; if Condition1 and Condition2 and Condition5 and condition6 and condition7 then begin setplotcolor(2,SellColor2); DownCT = 1; end; if DownCT = 1 and AvgDiff < 0 then DownCT =0; if DownCT = 1 and Condition8 and Condition5 then setplotcolor(2,SellColor2); if DownCT = 1 and Condition3 and Condition4 then begin setplotcolor(2,BuyColor1); DownCT = 0; end; Condition11 = ccivalue[1] < -50; Condition12 = CCivalue > -50; Condition13 = CCivalue[1] >- 100; Condition14 = CCiValue < -100; Condition15 = AvgDiff < 0; Condition16 = AvgDiff[1] < 0; Condition17 = AvgDiff[2] < 0; Condition18 = ccivalue >-100; if Condition11 and Condition12 and Condition15 and condition16 and condition17 then begin setplotcolor(2,BuyColor2) ; UpCT = 1; end; if UpCT = 1 and AvgDiff > 0 then UpCT =0; if UpCT = 1 and Condition18 and Condition15 then setplotcolor(2,BuyColor2) ; if UpCT = 1 and Condition13 and Condition14 then begin setplotcolor(2,SellColor1); UpCT = 0; end; end; haul it!
  9. I'm not exactly sure what you're looking for but I have the TTM Scalper code. {Scalper Buys and Sells 7/18/2007 Written by Luis Gomez inspired by John Carters "Mastering the Trade" } inputs: buyColor(cyan), sellColor(magenta), width(3); variables: highBarsAgo(1), possibleHighBarsAgo(1), possibleHigh(-2), hightoBeat(-1), barsSincePaint(1), lowBarsAgo(1), possibleLowBarsAgo(1), possibleLow(10000001), lowtoBeat(10000000), triggerPriceSell(-1), triggerPriceBuy(1000000), trend(1), _UP(1), _DOWN(-1), _ON(1), _OFF(-1); //*************************************************** //****** Find and plot the highest swing high ******* //*************************************************** if trend = _UP then begin if swingHighBar(1,H,2,barsSincePaint+2) > -1 then begin possibleHighBarsAgo = swingHighBar(1,H,2,barsSincePaint+2); possibleHigh = H[possibleHighBarsAgo]; end; if possibleHigh >= hightoBeat then begin highBarsAgo = possibleHighBarsAgo; hightoBeat = possibleHigh; triggerPriceSell = L[HighBarsAgo - 1]; end; if C < triggerPriceSell and highest(high,highBarsAgo) < hightoBeat then begin plotpb[highBarsAgo](H[highBarsAgo],L[highBarsAgo],"",sellColor); alert("Scalper Sell"); trend = _DOWN; barsSincePaint = highBarsAgo-1; hightoBeat = -1; lowtoBeat = 10000000; triggerPriceBuy = 10000000; triggerPriceSell = -1; highBarsAgo = 1; possibleHigh = -2; end; end; //*************************************************** //****** Find and plot the lowest swing low ********* //*************************************************** if trend = _DOWN then begin if swingLowBar(1,L,2,barsSincePaint+2) > -1 then begin possibleLowBarsAgo = swingLowBar(1,L,2,barsSincePaint+2); possibleLow = L[possibleLowBarsAgo]; end; if possibleLow <= lowtoBeat then begin lowBarsAgo = possibleLowBarsAgo; lowtoBeat = possibleLow; triggerPriceBuy = H[LowBarsAgo - 1]; end; if C > triggerPriceBuy and lowest(L,lowBarsAgo) > lowtoBeat then begin plotpb[lowBarsAgo](H[lowBarsAgo],L[lowBarsAgo],"",buyColor); alert("Scalper Buy"); trend = _UP; barsSincePaint = lowBarsAgo-1; possibleLow = 10000001; lowtoBeat = 10000000; hightoBeat = -1; triggerPriceBuy = 10000000; triggerPriceSell = -1; lowBarsAgo = 1; end; end; barsSincePaint = barsSincePaint+1; if trend = _UP then highBarsAgo = highBarsAgo + 1; if trend = _DOWN then lowBarsAgo = lowBarsAgo + 1; setPlotWidth(1,width); Haul it!
  10. I know you're looking to fix your scaling issue but I use a plot cycle average that is similar. It might help...? It definitely shows the zero point of the market for whatever resolution you're looking at. It's not a stand alone solution but in the photo it looks like it could be! But, I use MAs, S&R, Murray Math and pivots to determine high probability trades. There's two lengths of the average is in the 2nd pane (lower), the cyan and yellow stair stepping lines. I look for confluence between two of my criteria in order to get in. See how price retraced to the yellow average (on bottom chart) and murray math agreed (long wick in overnight session). Also on the 5 min chart on top price retraced to the MA and murray math also agreed! Best of luck! inputs: len (4); variables: theavg(0), highBarsAgo(1), possibleHighBarsAgo(1), possibleHigh(-2), hightoBeat(-1), barsSincePaint(1), lowBarsAgo(1), possibleLowBarsAgo(1), possibleLow(10000001), lowtoBeat(10000000), triggerPriceSell(-1), triggerPriceBuy(1000000), trend(1), _UP(1), _DOWN(-1), _ON(1), _OFF(-1), s_low(1), s_high(1); //*************************************************** //****** Find and plot the highest swing high ******* //*************************************************** if trend = _UP then begin if swingHighBar(1,H,2,barsSincePaint+2) > -1 then begin possibleHighBarsAgo = swingHighBar(1,H,1,barsSincePaint+2); possibleHigh = H[possibleHighBarsAgo]; end; if possibleHigh >= hightoBeat then begin highBarsAgo = possibleHighBarsAgo; hightoBeat = possibleHigh; triggerPriceSell = L[HighBarsAgo - 1]; end; if C < triggerPriceSell and highest(high,highBarsAgo) < hightoBeat then begin //plotpb[highBarsAgo](H[highBarsAgo],L[highBarsAgo],""); trend = _DOWN; barsSincePaint = highBarsAgo-1; hightoBeat = -1; lowtoBeat = 10000000; triggerPriceBuy = 10000000; triggerPriceSell = -1; highBarsAgo = 1; possibleHigh = -2; s_high = L[HighBarsAgo - 1]; theavg = average((( s_low + s_high) /2 ), len); end; end; //*************************************************** //****** Find and plot the lowest swing low ********* //*************************************************** if trend = _DOWN then begin if swingLowBar(1,L,2,barsSincePaint+2) > -1 then begin possibleLowBarsAgo = swingLowBar(1,L,2,barsSincePaint+2); possibleLow = L[possibleLowBarsAgo]; end; if possibleLow <= lowtoBeat then begin lowBarsAgo = possibleLowBarsAgo; lowtoBeat = possibleLow; triggerPriceBuy = H[LowBarsAgo - 1]; end; if C > triggerPriceBuy and lowest(L,lowBarsAgo) > lowtoBeat then begin //plotpb[lowBarsAgo](H[lowBarsAgo],L[lowBarsAgo],""); trend = _UP; barsSincePaint = lowBarsAgo-1; possibleLow = 10000001; lowtoBeat = 10000000; hightoBeat = -1; triggerPriceBuy = 10000000; triggerPriceSell = -1; lowBarsAgo = 1; s_low = H[LowBarsAgo - 1]; theavg = average((( s_low + s_high) /2 ), len); end; end; Plot3(theavg, "Avg" ) ; barsSincePaint = barsSincePaint+1; if trend = _UP then highBarsAgo = highBarsAgo + 1; if trend = _DOWN then lowBarsAgo = lowBarsAgo + 1;
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.