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Everything posted by shrike
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Hi Dinerotrade thanks for reply I'm testing Demo version ,I've seen this features but i haven't fully understood yet the difference between sell limit and sell stop ? I must tick each box ,or only one ? I 've seen in the manual but it isn't very clear ,or better i don't understand English well
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Hi I'm sorry to annoy you again but i need an help about orders with DOM. When i place an order, I would have the possibility to insert already stop loss ,both i go long or short . I've seen bracket orders but i haven't yet fully understood how they work. simply when i buy or i sell, together and immediatly at the exchange must be send the stop loss order. This because if my pc or my connection stop to work . i'm sure i can exit from the market if it turns against me. :beer: thanks
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Now i see a divergence on ES could be a good chance ?? maybe stop thin
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I 'm studying if a divergence betwenn price and oscillator that measure strenght of trend could be signs a bull or bear trap but its difficult find a good oscillator that works well :helloooo:
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only after it's happened i suppose
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Hi Brownsfan019 thanks for your answers
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Hi Brownsfan019 thanks for the quickly reply , i've asked these information on onlihelp and they've told me same things . for your personal experience when you call OEC they reply quickly enough ?
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Hi Brownsfan019 I'm searching for competitive broker to trade eminisp500 , after read your post about OEc , I've given a look on OEC site , chat with an assistant ,all seems ok,commisions are absolutely lower compared with my broker. I'd ask you some questions : minimun open account is 5K , but if after some time i have only , for instance 3K on my account , can i trade(ES) only intraday ? if I want delete an order before its execution , must i pay some fee ? If for some reason OEC servers go down and i cant close an order , what happen ? thanks for reply
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Hi I'm wondering the difference between this way to set data with Multicharts. It's changed from previous version ., now uses by default Equity index futures(combined),but if you check trading hours on CME website,IMHO ,the right set is Equity index futures(Globex). Maybe i've misunderstood something ,and i'm a little confused. someone could explain me the difference between two setting ? i found nothing on Google or on the relate websites of CME and MC. thanks
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I think,principally the same who are selling :cheers:
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Historical Futures Full Book Data for Retail Traders?
shrike replied to SNYP40A1's topic in Automated Trading
Hi take a look here https://www.cqgdatafactory.com/?page=cover -
Wolfe :crap::crap: eminisp500
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Hi at which shares or futures does graph refer?
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Hi maxima i'm using Esignal , to check if data was correct , i've bought data from HISTORICAL TICK DATA ? Historical tick data for stocks, equities, futures, options, indexes and indicators! (tick resolution) 2 years of ES , i've compared data and are the same (HLCO) . Much depends on what kind of software you are using , i found difference between amiroker and multicharts , AB loses some ticks during fast market , MC loses almost nothing.
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Hi Tresor i think orange pattern was too small(imho). have a nice weekend
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Trevor thanks for your tips today, (evening here ) ES seems dead :helloooo:
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yes tresor right, i've seen well ?
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Hi Tresor sorry i didn't post the charts :doh: , i meant ES 5min chart . last chart you posted has 2 Wolfe , former bearish and the latter bullish,?
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Hi if i see with a time resolution , now , i see maybe a short formation , on a 5M chart
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Hi Tresor do you think Wolfe Wave doesn't work with range bar resolution ? I like this kind of resolution for intraday
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Will be a Wolfe ?
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Hi to everyone thanks to share your idea on wolfe patterns, i'm learning new point of view on market . what do you think about draw trendlines from close , instead that from high or low ?
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Hi to everyone I 've found this formula posted by TRO: [LegacyColorValue = true]; {_SIGMA3 } {Compliments of Avery T. Horton, Jr. aka TheRumpledOne I hope you find this program useful and profitable. DONATIONS AND GIFTS ACCEPTED P O BOX 43575, TUCSON, AZ 85733 } { © Copyright 2006 Avery T. Horton, Jr.} Inputs: iCalcType( "D" ), // D = Dynamic, S = Static - at start of day, T = at specified time iCalcDate( currentdate ), iCalcTime ( 0000 ), iPrice( close ), iDecimals( 2 ), iLength( 20 ), iDev1( 1 ), iDev2( 1.5 ), iDev3( 2 ), iDisplace( 0 ), iAvgColor( white ), iDev1Color( yellow ), iDev2Color( green ), iDev3Color( blue ); variables: Avg( 0 ), SDev( 0 ), xSD3( 0 ), xSD2( 0 ), xSD1( 0 ), msg(""), ret_str(""), ret_val(0); variables: sCalcSwitch(false), sPlotSwitch(false), xSigma1( 0 ), xSigma2( 0 ), xLengthInMinutes(0), xPeriods(60), xInterval(0), sFirstPass(true), xMult( 0 ), FG1(white), BG1(black), fg2(white), bg2(black), fg3(white), bg3(black), fg4(white), bg4(black), vdummy(""); {commentary variables} variables: xcomm(0), oComm1( "" ), oComm2( "" ), oComm3( "" ), oComm4( "" ), oComm5( "" ), oComm6( "" ), oComm7( "" ), oComm8( "" ), oComm9( "" ), oComm10( "" ); {first time through} if sFirstPass then begin sFirstPass = false; {bar test} If bartype = 4 then xInterval = 94 else If bartype = 3 then xInterval = 93 else If bartype = 2 then xInterval = 92 else If bartype = 1 or bartype=5 then begin xInterval = BarInterval; end; { If bartype = 1 } end; {if sFirstPass} { BEGIN PROCESSING } sCalcSwitch = false; If ( ( iCalcType = "S" or iCalcType = "s" ) and d <> d[1] ) or ( iCalcType = "D" or iCalcType = "d" ) or ( ( iCalcType = "T" or iCalcType = "t" ) and time this bar = iCalcTime ) then sCalcSwitch = true; If sCalcSwitch then begin { INITIALIZE } FG1 = WHITE; BG1 = BLACK; fg2 = WHITE; bg2 = BLACK; fg3 = WHITE; bg3 = BLACK; fg4 = WHITE; bg4 = BLACK; { MINUTE PROCESSING } Value90 = TimeToMinutes(0001); Value91 = TimeToMinutes(2359); Value92 = Value91 - Value90; Value80 = MinMove/PriceScale; xLengthInMinutes = IntPortion(Value92 / BarInterval); { calculations } Avg = AverageFC( iPrice, iLength ) ; SDev = StandardDev( iPrice, xLengthInMinutes , 1 ) ; if iPrice > Avg then xMult = 1 else xMult = -1 ; xSD1 = Avg + iDev1 * SDev * xMult ; xSD2 = Avg + iDev2 * SDev * xMult ; xSD3 = Avg + iDev3 * SDev * xMult ; end; // If sCalcSwitch { plots } If( ( iCalcType = "T" or iCalcType = "t" ) and time this bar < iCalcTime ) then sPlotSwitch = false; If ( ( iCalcType = "S" or iCalcType = "s" ) and d <> d[1] ) or ( iCalcType = "D" or iCalcType = "d" ) or ( ( iCalcType = "T" or iCalcType = "t" ) and time this bar = iCalcTime ) then sPlotSwitch = true; If sPlotSwitch and d = iCalcDate then begin Plot1( xSD1 , "SD1", iDev1Color ) ; SetPlotBGColor( 1, bg1); Plot2( xSD2 , "SD2", iDev2Color ) ; SetPlotBGColor( 2, bg2); Plot3( xSD3 , "SD3", iDev3Color ) ; SetPlotBGColor( 3, bg3); Plot4( Avg , "Avg", iAvgColor ) ; SetPlotBGColor( 3, bg3); end; // If sPlotSwitch {Found this: Bollinger Bands Description The Bollinger Bands were introduced by J. Bollinger. They provide a visual channel of upper and lower bounds that prices tend to stay between. The channel calculation is based on variation about a statistical mean over a certain look back period. The channels are defined by the calculation of the standard deviation [b][red](sigma)[/red][/b] of the input value. The upper band is some multiplication factor of Sigma added to a simple moving average of the input value for the same period as the Sigma calculation. The lower band is the value minus Sigma times a multiplication factor. The SMA is plotted as a dashed line and the upper and lower Bollinger Bands are plotted as thin, solid lines. A text note is added to the plot in the upper left corner showing the look back period and the upper and lower Bollinger Band Values. in here: http://www.stockstoshop.com/bollinger.htm } // https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=31077 // value1 = StdDev( iPrice , iLength ) ; // value1 = StdDev( iPrice , iLength ) * ( iPrice * Volatility( iLength ) ) ; // value1 = StdDev( iPrice , iLength ) * Volatility( iLength ) ; // value1 = StdDev( iPrice , iLength ) + Volatility( iLength ) ; // xSigma1 = value1 * iLevel1 + iPrice ; // xSigma2 = value1 * iLevel2 + iPrice ; // value2 = iPrice + iPrice * Volatility( iLength ) ; // value1 = StdDev( value2 , iLength ) ;
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Hi I would reset this indicator , so i i've added a reset when difference between up and dow band reachs a % which can be changed . :ciao: {*********************************************************************************************** Coded by dbntina/boxmeister 8/2/2007 Used the VWAP_H code provided by Tradestation on 02/07/2003 Topic ID = 6735 Thanks Guys! Added the computation for variance and the Standard Deviation to combine into one indicator plot and this indicator plots the VWAP, SD1 bands and SD2 bands ***********************************************************************************************} // only 1 band and a reset if diffHL in % between up and low band goes above our threshold [LegacyColorValue = true]; input : trdSD (2.5), diffHL(0.02); vars: PriceW(0),var1(0),var2(0), ShareW(0), Count(0), VolWAPValue(0), VolWAPVariance(0), VolWAPSD(0); if date > date[1]or ((var1<>0 and var2<>0 and var1<>var2)and (Log(var1)- Log(var2))>diffHL) then begin PriceW = 0; ShareW = 0; Count = -1; Value1 = 0; Value2 = 0; VolWAPValue = 0; end; PriceW = PriceW + (AvgPrice * (UpTicks+DownTicks)); ShareW = ShareW + (UpTicks+DownTicks); Count = Count + 1; Value3 = 0; if ShareW > 0 then VolWAPValue = PriceW / ShareW; For Value1 = 0 To Count Begin Value2 = ((UpTicks[Value1]+DownTicks[Value1])/ShareW) * (Square(AvgPrice[Value1]-VolWAPValue)); Value3 = Value3 + Value2; End; VolWAPVariance = Value3; VolWAPSD = SquareRoot(VolWAPVariance); Plot1(VolWAPValue, "VWAP"); var1=VolWAPValue + (trdSD*VolWAPSD); var2=VolWAPValue - (trdSD*VolWAPSD); Plot6(var1, "VWAP3SDUp"); Plot7(var2, "VWAP3SDDown");
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Hi Dinerotrade i've just bought 2 years of data(tick) from HISTORICAL TICK DATA ? Historical tick data for stocks, equities, futures, options, indexes and indicators! ES and XX , i'm satisfied about the data quality , i've checked with another data and it's all ok . i sent email, several time,to the support center and always they replied quickly. Tick Data - Available Futures Data