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thrunner

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Everything posted by thrunner

  1. Tradeproject is free, uses IB data. 32bit, 64bit versions available. Looks like it is capable of live trading with IB. Ninjatrader is free for charting, simulation and development; various data sources. Live trading is not free. NexTick is free for charting, uses free Yahoo historical data and limited intraday data.
  2. If you have a brokerage account with TS, the software is free if you do about 10 round turns of futures per month, just pay exchange fees of $30 to $100, depending what you are trading. Multicharts and Ninjatrader are also good alternatives if you have a datafeed from a broker or third party. Ninjatrader is free for charting and simulation.
  3. Fair Value, Program Trading, and the S&P Premium Program Trading, Fair Value, Index Arbitrage Values - indexArb.com
  4. Re: Sibbet's Demand Index { James Sibbet's Demand Index Function } { Programmed by David Fenstemaker } { The Demand Index combines price and volume in } { such a way that it is often a leading indicator ( of price change. } Inputs: Length (NumericSeries); Vars : WtCRatio(1), VolRatio(1), VolAvg(Volume), BuyP(1), SellP(1), Sign(+1), Return(0), WghtClose(Close), AvgTR(High - Low), Constant(1), BuyPres(1), SellPres(1), TempDI(1), DMIndx(1); If CurrentBar = 1 then Begin VolAvg = Average(Volume, Length); End; Return = 0 ; WghtClose = (High + Low + Close + Close) * 0.25; AvgTR = Average (Highest (High, 2) - Lowest ( Low, 2), Length); VolAvg = ((VolAvg [1] * (Length - 1)) + Volume) / Length; If WghtClose <> 0 and WghtClose[1] <> 0 and AvgTR <> 0 and VolAvg <> 0 then Begin WtCRatio = (WghtClose - WghtClose[1]) / MinList(WghtClose,WghtClose[1]) ; VolRatio = Volume / VolAvg; Constant = ((WghtClose * 3) /AvgTR) * AbsValue (WtCRatio); If Constant > 88 then Constant = 88; Constant = VolRatio / ExpValue (Constant); If WtCRatio > 0 then Begin BuyP = VolRatio; SellP = Constant; End Else Begin BuyP = Constant; SellP = VolRatio; End; BuyPres = ((BuyPres [1] * (Length - 1)) + BuyP) / Length; SellPres = ((SellPres [1] * (Length - 1)) + SellP) / Length; TempDI = +1; If SellPres > BuyPres then Begin Sign = -1; If SellPres <> 0 then TempDI = BuyPres / SellPres; End Else Begin Sign = +1; If BuyPres <> 0 then TempDI = SellPres / BuyPres; End; TempDI = TempDI * Sign; If TempDI < 0 then DMIndx = -1 - TempDI else DMIndx = +1 - TempDI ; Return = DMIndx {* 100.0} ; End; DemandIndex = Return ; { James Sibbet's Demand Index Indicator } { Programmed by David Fenstemaker } { The Demand Index combines price and volume in } { such a way that it is often a leading ( indicator of price change. } Inputs: Length(5); Vars: DMIndx(0); DMIndx = DeMandIndex (Length) ; Plot1(DMIndx, "DMI") ; Plot2(0, "Zero") ;
  5. No one seem to have mentioned that you should reset the router and not just restart it. This usually involves pressing a small button in the back of the router with the tip of a pen or paper clip, for about 3 seconds. You will lose your initial setting and password. However it ensures that you are not using a corrupted or incorrect configuration, assuming you know how to properly set up your ISP with your router. There is also a matter of MAC address cloning with some cable ISPs that may require you to record the correct NIC MAC address which was assigned by the ISP initially to the original PC.
  6. Doesn't that say DOM? meaning this is a (tick) chart representation of DOM? Which is the whole purpose of this thread.
  7. Not really criticizing any individual, but if you can understand the action of a DOM with those two pictures, you could be a genius.
  8. 1-3 search this forum for more user experiences, each trader is different. 4. TS has a simulator that will work with strategy testing.
  9. I am glad it worked out. Thanks for posting your results and good work. All credit should go to Bamboo and kirvist for writing the code. Bonne chance.
  10. I don't think you installed ELC, ADE, TZU correctly. C: \ADE folder needs to be set up properly as well (use the ADE setup exe attached here, if you are not sure how to set up C: \ADE). I wasn't sure if this combination will work with MC, so I installed the indicators and set up the workspaces and it does work properly (see attached MC workspace pictures). Attached please find the MC indicators (pla format) and MC workspaces using IB (Interactivebroker data feed; you will need to change the symbols in order to match your data feed). If you can't get the attached files to work then you may need to install the ELC (1.05), ADE (1.07) and TZU again (in that order). Many files are redundant and you don't have to compile over them (choose No to All when compiling). Make sure you have ELCollections.dll in your MC programs folder. DTTTTMpb2.zip 20060907093309ADE Setup.zip
  11. Sure. Actually post 30 above has the kirvist eld which has the ADF.GetData function. Here it is in code: The attached eld is just the exported eld of kirvist's code using TS 8.06.2525. *** What version of MC are you using? *** It is possible that an ealier version of MC is unable to read the newer TS 8.6 (8.06.xxxx) elds (posted here with kirvist's eld above and this post) properly and is unable to compile the dependent functions (it could read it but the function names are incorrect). You may need MC 5.0 and above. The older ADE, ELC, TZS elds were produced by TS 8.3 and below and are readable with MC 3, 4. Inputs: Class(StringSimple), Sym(StringSimple), Interval(NumericSimple), BarID(NumericSimple), SeriesName(StringSimple), BarsBack(NumericSimple); Vars: SeriesID(0), BarIndex(0); SeriesID = ADE.GetSeries(Class, Sym, Interval, SeriesName); BarIndex = ADE.GetBarIndex(Class, Sym, Interval, BarID); if BarIndex > BarsBack then ADF.GetData = ListN.Get(SeriesID, BarIndex - BarsBack) else ADF.GetData = 0; DTTPB_TZU_TTM_.ELD
  12. In case you don't already have TypeZero Sync Library. It is attached in this post. You should not have compile errors for the previous TTMpbTZU indicator after this TYpeZeroSync eld is compiled in MC. After the TTMpbTZU indicator compiled properly, you can proceed to set up the 4 sender charts and the one receiver chart. Read the above quote box again as it was written by Bamboo. As (3) stated, be sure the Interval input contains the correction ADE.TickBarT(BarInterval) function for both the sender and receiver indicators. This works for TS and should also work for MC. TypeZeroSync.ELD
  13. Here are some tips on making ADE, TZS, ELcollections working on MC, if there are MC users who have got this to work, please post. TS SUPPORT :: View topic - ADE and Vista 64 bit.
  14. _lateral[1] not declared and used only once. This will verify in TS and compile in MC with "_lateral[1] and" commented out.
  15. Tradestation scanner could do this in a few minutes, more complicated Easylanguage code could be written as well. Here are some candidates from the SP500: This had a wrong criteria for Close today vs yesterday, the scan was repeated in the picture below this one. Corrected criteria:
  16. If you insist ...You should be in the TS forum, but I realized that you might not have access because you are using MC .. Kirvist is the author, although he might as well be working for TTM given the difficulties in setting up this indicator 20090812161521TTMPB_TREND_TZU.TXT.ELD
  17. You are probably missing ELcollections. Tams has kindly provided some links here: http://www.traderslaboratory.com/forums/f46/ade-all-data-everywhere-easylanguage-5934.html#post66122 Anyone using ADE, TZU, ELCollections should know that none of these are supported, not by TS, not by MC and no longer by the author/trader Bamboo on the TS forum. You are really on your own. If you can't handle that, you should take Tam's advice and purchase the TTM version and hopefully they can provide support.
  18. You should put your code in the code box so it doesn't run on (use the green spinning gear icon in the message reply box). This indicator repaints and is also known as the 'self deception' indicator:
  19. Japanese knotweed - Wikipedia, the free encyclopedia You can grow your own, they grow like weed ... they are weed.
  20. Click on a chart and press Ctrl-Shift-D (same as view data windows), then save the data as text file which will have OHLC Uvol, Dvol Alternatively use the excel link download package: https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=61180
  21. Most of these question are answered in NT forum: NinjaTrader Support Forum You can use 1440 m as daily. The historical data is supplied by NT and not by Zenfire. There doesn't seem to be any error correction done by the NT servers. You have to merge your own continuous contract.
  22. There is currently no market data API available in the TradeStation platform. You can however, download a lot of data and export as text or CSV. What you are looking to do is fairly simple, using daily data, and a lot of studies have been done (see Steenbarger). You can open a Tradestation account with or w/o their brokerage acount. Alternatively, if you are just testing the waters, download a 30 day trial copy of Multicharts from TSSupport, which is a TS clone, and just use the free Yahoo EOD daily data. As someone had pointed out in the other forum to your question, you can do all of these in MS Excel as well, which is what Steenbarger did with a lot of this studies.
  23. Unfortunately that is slightly incorrect. The NT "Direct" version that is free is only free if you opened an account and funded such account with a NT affiliated broker. The Direct version will let you trade on the chart and DOM without the functionality of a strategy or ATM (advance trade management). The 'free' version of NT you get from NT will not let you live trade with any broker, although you could still chart and trade in simulation mode with no expiration.
  24. How would one qualified to be a Non-resident Indian? Would this do?
  25. Each judge usually asks Donald Trump in a beauty contest. In the market, each judge usually asks Goldman Sachs. 11 to 14 months, so said Coppock.
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