"Market Delta" Footprint for TradeStation

["Market Delta" Footprint for TradeStation]

Thanks for the clarification. With the equality sign at CloseOfData <= LastC_Cache we have a slight bias to the bid side.

Did you compared the results with the original Marketdelta program?

["Market Delta" Footprint for TradeStation]

@swisstrader

 

On markets like the FDAX there are a lot of trades TS reports between insidebid and insideask. How does your code handle this? Do you look if the trade before was on bis/ask or do you ignore these?

[Sam Seiden-Understanding The Exact Process Behind The Movement In Price]

Marplex has posted a nice indicator and video for S/R zones. Program 16 | Potential Horizontal and Vertical Turning Lines

 

It counts how often a zigzag extreme occurred at the same levels and then plots the highest values.

[HowTo Determine then Barnumber of a Pivot]

This is Version 2.5, Rev3-2

20090125190155WH_ZigZagFib-v2.5_20080302_IndicatorLastRevisedByStratMan_20090125_730pm_Rev3-2.eld

[Making My Own Tape Tweet]

cunparis, i only watched it the last minutes on ES,

but couldnt it be easy something like this on a 1 minute chart

 

input : ESsize (20);

if high >= highest (high,3) and tradesize at ask>=ESsize then beep/alert

if low<= lowest(low,3) and tradesize at bid>=ESsize then beep/alert

?

 

i am sure that htey dont use a complicated tick/volume chart.

[Market Profile / Tradestation]

Chart 3 @ indicators4trading.bravehost.com - A Bravenet.com Hosted Site

[How Do I Get an Angle from an EMA? Multicharts Software]

Szymon,

 

this gives you the angle

Input: Price(Close), NumBars(1), MA_length(20); 
variable: MA(0), slope(0); 

MA = average(price, MA_length); 
slope = arctangent((MA - MA[NumBars])/NumBars); 

plot1(slope, "slope"); 
plot2(0,"Zero");




If you need the the degrees instead of the radians change 

slope = arctangent((MA - MA[NumBars])/NumBars); 

to  
slope = arctangent((MA - MA[NumBars])/NumBars)*180/3.141592654; 

[TL_Rectangle (EasyLanguage Function)]

Hi Tams,

 

if a specific condition is met, i want to delete the rectangle. Does somebody has an easy solutiion where to put in the 4 tl_delete. Into the function before if value1 = 0 then or into the main code?

[CME Changes to the Transaction Reporting Process]

I am not sure about Futures like Currency futures on the CME. I will have to do some more homework on these.

 

They changed the behavior for the Currency futures some weeks ago. I wondered some weeks ago why the T/S shows 1 lot trades on over 97 % compared to the days before.

[Drummond Geometry]

This is the function i programmed for one code, maybe it fits your needs.

 

inputs: _Color	(NumericSimple),
_DateStart	(NumericSimple),
_TimeStart	(NumericSimple),
      _DateEnd	(NumericSimple),
 	_TimeEnd	(NumericSimple),
      _PriceHi	(NumericSimple),
      _PriceLo	(NumericSimple),
      _Size		(NumericSimple),
      _Style		(NumericSimple);

Vars:	Top (0), Bottom(0), BarrierLeft(0), BarrierRight(0);

Bottom	= tl_new_s(_DateStart, _TimeStart, _PriceLo,_DateEnd,  _TimeEnd, _PriceLo);
tl_setcolor (Bottom,_Color);
TL_SetSize (Bottom, _Size);
TL_SetStyle(Bottom, _Style);


Top 	= tl_new_s(_DateStart, _TimeStart,  _PriceHi,_DateEnd,  _TimeEnd,_PriceHi);
tl_setcolor (Top ,_Color);
TL_SetSize (Top , _Size);
TL_SetStyle(Top , _Style);

BarrierLeft	= tl_new_s(_DateStart, _TimeStart, _PriceLo, _DateStart, _TimeStart, _PriceHi);
tl_setcolor (BarrierLeft,_Color);
TL_SetSize (BarrierLeft, _Size);
TL_SetStyle(BarrierLeft, _Style);

BarrierRight	= tl_new_s(_DateEnd, _TimeEnd,  _PriceLo, _DateEnd, _TimeEnd, _PriceHi);
tl_setcolor (BarrierRight,_Color);
TL_SetSize (BarrierRight, _Size);
TL_SetStyle(BarrierRight, _Style);

DrawBox2MC=0;

[Primer on the Formulation of an Index of Weighted Biases]

@Urma

 

What is the highest timeframe for that calculation of the GV?

[Drummond Geometry]

Thanks. I begin to program some of the “R-Vals” described in the pdf on the bottom of the page

DG2 New Concepts Software – Drummond Geometry

 

Do you have some experience which are worth to put some effort in ?

[Drummond Geometry]

Does somebody use the 5.. and 6... lines described in their lesson 2 in his actual trading or are these ideas out of date especially for intraday trading?

[Does Multicharts Really Suck This Bad?]

I know. If i read goose posting correct, TS 9 will changed completely, offering a TS "Strategy Network" and marketplace which allows developers to upload their codes to a network like collective2.

 

https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=90402&PAGE=3

[Does Multicharts Really Suck This Bad?]

 

MC can only import TS eld from TS 8.3 and earlier. It will probably not import any eld from 8.5 onwards. Use copy and paste and it should work with a little more customizing.

 

 

I have no problems importing ELDs which i exported with TS 8.6 2525.

[Tick Counter for Multicharts?]

This one worked for me in MC

 

inputs:  
HOffset        (2), 
VOffset        (2), 
AlertLevel    (50), 
TextColor  (White), 
AlertColor(yellow); 

vars:  
txt       (0), 
str     (" "), 
Count     (0), 
CountTotal(0), 
price     (0);	 

price = close;	// price at which the text will be printed	 

if BarStatus(1) = 0 then //opening tick of each new bar ...so reset params to Zero 
begin 
count      =   0; 
CountTotal =   0; 
str        = " "; 
end;  

count      = upticks   +  downticks;  // total the volume during the bar 
CountTotal = BarInterval  -   count;  // Subtract the volume from the Bar Interval Total 
str        = "    "+numtostr(CountTotal,0);  // Convert the remaining count to text 

if Barnumber = 1 then  // First bar print the number text 
begin 
	txt = text_new(date,Calctime( Time, HOffset),close ,str); 
	text_SetStyle(txt,0,VOffset); 
	text_SetColor(txt,TextColor); 

end else begin // 'move' the number to the right, update it, instead of delete and redraw.  Mo' efficient. 

	text_SetString(txt,str); 
             text_SetColor(txt,TextColor); 
	text_SetLocation_s(txt,date,time_s,	(h+l)/2);		 

end; 

{//see if time for alert 
if CountTotal <= AlertLevel then 
begin 
text_SetColor(txt,AlertColor); 
alert("Less than " + numtostr(AlertLevel,0)+" Shares Remaining !"); 
end; }

[Volume Splitter]

 

comparing the closes to each other works relatively well; but one needs to make assumptions/avg through the up/down pressure (ie order book) based on relative closes and closes that don't move. That's where i magic will be, in my humble opinion

 

phall

 

I dont know if this is what you search, but for Ninjatrader the jtRealStats indicator shows on the right side, tick by tick, how much volume is occurring above, at and below the previous bar's closing price. I am sure thsi could be also plotted as histogramm changing some lines.

 

Level II/Tick Volume Indicator for NinjaTrader

[Help With Trend Strength Indicator]

Shouldnt it be dtrend= - dtrend1 -dtrend2-dtrend3-dtrend4-dtrend5-dtrend6;

, else you could get dtrend values greater than zero?

[Clayburg And Universal Clone]

In my opinion the premarket solution isnt really a improvement, because you only get 1 or 2 trades in this premarket time range. Why dont he use the systems as meta indicator? If x % of the 50 systems give a buy signal then buy...

[Volume Splitter]

BTW, does anyone have the link for the thread on the TS forum for voting on the necessity of having T&S data for EL?

 

https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=24606

["Market Delta" Footprint for TradeStation]

swisstrader,

 

did you also remove the problem that ant's code often calculates the B/A different to the values of the times & sales due to the tradestation ELD limitations?

[Scalper Software Indicators]

It is a combination of the functions: FastD, LinearRegAngle, LinearRegSlope, SwingIndex and a close <> a moving average.

 

Yuu could try to find a combination for yourself that fits your style.

[Custom Scalper Buys/Sells - ShowMe Edition]

Please ignore my previous post. There is a failure in the code.

[Custom Scalper Buys/Sells - ShowMe Edition]

@ traderlu

 

Very nice code.

 

I added for myself an filter to avoid plotting in chop zones. After an extreme is found the opposite point must be a minimum distance away from the last extreme.

SC.ELD

[[VSA] Volume Spread Analysis Part I]

Hi PivotProfile,

 

interesting read. I am not familiar with metastock, so i have a question. Does C>ref(C,+1) look one bar in the future?

 

If yes then your

 

NoDemand:=If(H>ref(H,-1) and L>=ref(L,-1) and (H-L)<=ref((H-L),-1) and V<ref(V,-1) and V<ref(V,-2) and C>ref(C,+1) and H>=ref(H,+1),1,0);

 

should look in tradestation like

 

condition1= H[1]>H[2] and L[1]>=L[2] and Range[1]<= Range[2] and V[1]<V[2] and V[2]<V[3] and C[1]>C and H[1]>=H;

if condition1 then

plot1(1);