thrunner

VWAP is the volume weighted average price of all the bars that has been traded from the specified start time to the current bar. It is usually reset every trading day, although some traders seem to think VWAP values can be spanned across days and weeks. VWAP doesn't have to be updated that frequently but the starting time will affect the current VWAP value. Some software by default will start at the new session, some at the beginning of next day (00:00), some at regular session start (09:30). It is more important to know what VWAP value your fellow traders are looking at by knowing what their starting time value is set. For S&P 500 futures emini ES which is nearly continuously traded, reset at 00:00 or the new day seems to work.

I am sure all TS users are aware by now that TS has introduced a network protocol patch that seems to be mandatory by May 1, 2009 that will be required for all builds of TS. Whether this is a good thing remains debatable, because we don't really know what it does. If this is a way for them to throttle clients with excess network bandwidth usage during trading hours, it may be a good thing. If it indiscriminately throttles all bandwidth, it may be bad. Hopefully, this will bring some stability to the network and prevent future outages. Important Information Affecting All TradeStation Users

Prediction is hoping you are right. Anticipation is knowing you could be wrong.

Did you notice how everybody says 'old' Matrox? I wasn't going to suggest this because everyone of my 'old' Matrox video cards are dead or crippled. They were good for their time, but some of them are ten years old - which is a life time for video cards. If you are upgrading, pick a motherboard with at least 2 PCIe slots, if you just want to get by for now, pick one (Matrox) up for cheap and see how it works out for you.

A better alternative is that you could just upgrade to a motherboard with at least two PCIe slots and use any inexpensive PCIe video cards (2; usually the same, doesn't have to be Crossfire unless you want 3D performance) Intel mobo Newegg.com - Computer Hardware,Motherboards,Intel Motherboards,2, AMD mobo Newegg.com - Computer Hardware,Motherboards,AMD Motherboards,2, There are motherboards with 3 or even 4 PCIe slots, so you can have up to 8 video outputs.

You are right in calling them bugs if you indeed expect the back-testing engine to perfectly extrapolates real life trades - but that is almost never the case. As it was pointed out on the TS forum, if you are using 1 minute charts, as the bar closes at 1600, it is already too late in real life to place a trade at the equities exchange at NYSE; if you use a tick chart or 3 minute chart, the bar may never close at 1600. SetExitonClose is a short hand for the best case scenario for getting out at the exchange close, it doesn't guarantees it. This is comparable to a discretionary trader who predicted the exact highs or lows and place a trade there and never got filled, it is something to be expected and planned for. You can use MarketPosition to find out if you are short or long and close out the trade that way by selling or buy to cover. The following will get you out at market at 1559, one minute before the market closes. TS does not have sub-minute resolution, so that is as close you can get unless you write a lot of code to use the PC's clock: if time >= Endtime then begin // Endtime = 1558; 1 min chart only if Marketposition > 0 then sell next bar market; if Marketposition < 0 then buytocover next bar market; end; There is a lot of information on the TS forum on this and there are many other solutions that is posted by the staff and users, for example here: https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=81611&SearchTerm=1558&txtExactMatch=

MC has an advantage as a discretionary tool because of faster trendlines, multiple tick feeds in a chart, sub-minute time charts and others mentioned above. However, as an automated trading tool, it is risky and insufficiently tested compared to TS. The data feed and database management are also lacking or less reliable. There are also subtle EL differences:

I am sorry, but edabreu must have a time machine to get in on this ES trade at 4/12/09 05:30:22 at a price of 854.50. CME opened at 18:00:00 Eastern and it dropped 5.50 points in half a second from 852.75 to 847.25, it never traded at 854.50. Zenfire replay data for this period is attached. Even the chart on edabreu's blog showed this. Please be careful out there. Trading well consistently is difficult. A trading room may get you started, but it is really up to you to become independent and be able to analyze a trade without undue influence of another trader. Zenfire20090412.rar

You are not serious. It is bad enough they disguised options under the banner of a stock ETF, they have to triple the leverage on it. Why wouldn't something like this goes to zero if the options expired worthless? I am sure you can get a bounce here, it being at the 3 months and lifetime low, but long term, why should any body invest in an options instrument? The stopping volume on the SKF also suggests the shorts are out of this stock, but that doesn't mean it can't go lower. What a country, you can short the shorts.. and there will be those who would short the shorts who are shorting the shorts... we will never run out of shorts because in the end we will all be wearing them.

It settles to cash, but your broker will likely close it out for you if you don't have enough cash to settle. http://www.cmegroup.com/trading/equity-index/eminifaq.html

Use the TS I_MarketPosition (Reserved Word) to show volatility stop only when a position is in the market. Strategy not included, code can be verified as indicator or showme. I_MarketPosition can only be used in a study. I_MarketPosition will only return a value if a strategy is applied to the same data. inputs: ATRLength( 10 ) , NumATRs( 3 ) ; variables: ATRCalc( 0 ), MP( 0 ), PosHigh( 0 ), PosLow( 0 ) ; ATRCalc = AvgTrueRange( ATRLength ) * NumATRs ; MP = I_MarketPosition ; if MP > 0 then begin if MP[1] <> 1 or High > PosHigh then PosHigh = High ; Plot1( PosHigh - ATRCalc, "Plot1" ) ; end else if MP < 0 then begin if MP[1] <> -1 or Low < PosLow then PosLow = Low ; Plot2 (PosLow + ATRCalc, "Plot2"); end ;

You are both right, kind of. Tams has spent a lot of time contributing to the EL indicators and he probably expects users to have a rudimentary knowledge of the platform they are using. There are however, traders who don't really care about anything other than applying some indicator that they think might work. I think Tams is only using Multicharts, so he is not able to provide an ELD (which only TS can create, but MC can usually read). However a TS user can create an ELD easily by clicking on the EasyLanguage icon on the left tool bar of TS and choose new EL document, paintbar, and then copy and paste the text code included above into the editor window and the press F3 to verify the code. If one can't be bothered with that, then perhaps the attached eld (TS version 8.3 for compatibility) might help. Those interested in this indicator might just want to download a similar indicator BlueRay created for TS about 9 months ago, an ELD called tradeflow, similar to that of the original from the CQG platform : http://www.traderslaboratory.com/forums/f56/bid-ask-indicator-similar-to-tradeflow-4097.html#post41441 VOLUME_WEIGHED_COLOR_BARS_BETA01.ELD

Mr. de Mesquita suggests that the stock market is unpredictable, in his analysis, while the decision making process in Iran can be predicted to 90% certainty, regarding the building of the bomb. Why do you think this is the case? Are there just too many players in the market and too little information on what position they hold that makes it insoluble? Does this suggests that one should isolate a sector of the market and try to analyze and influence the players in just one sector of the market? Which is apparently what the investment banks and hedge funds tried to do with the oil market and now with the gold market. If this is indeed the case, shouldn't one be in sector specific markets rather than the index futures, for example?

https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=74104'>https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=74104

Well, everybody is right on this one, and welcome to the forum, Curtis. Every version of MC and TS is slightly different in error checking and the recent versions of TS tend to stop indicators from functioning if they attempt to reference non existing values, such as the future data that you mentioned. In order to correct this, please replace the 4 lines (value1...value4) with the following code fragment in the Triangle function: if SwingHighBar(OccurH1,PriceH1,StrenH,Len) <> -1 then value1 = SwingHighBar(OccurH1,PriceH1,StrenH,Len); if SwingHighBar(OccurH2,PriceH2,StrenH,Len) <> -1 then value2 = SwingHighBar(OccurH2,PriceH2,StrenH,Len); if SwingLowBar(OccurL1,PriceL1,StrenL,Len) <> -1 then value3 = SwingLowBar(OccurL1,PriceL1,StrenL,Len); if SwingLowBar(OccurL2,PriceL2,StrenL,Len) <> -1 then value4 = SwingLowBar(OccurL2,PriceL2,StrenL,Len); Alternatively, use this revised Triangle function: [LegacyColorValue = true]; input: OccurH1(numericsimple),OccurH2(numericsimple),OccurL1(numericsimple), OccurL2(numericsimple),PriceH1(numericseries),PriceH2(numericseries), PriceL1(numericseries),PriceL2(numericseries),StrenH(numericsimple), StrenL(numericsimple),Len (numericsimple); if SwingHighBar(OccurH1,PriceH1,StrenH,Len) <> -1 then value1 = SwingHighBar(OccurH1,PriceH1,StrenH,Len); if SwingHighBar(OccurH2,PriceH2,StrenH,Len) <> -1 then value2 = SwingHighBar(OccurH2,PriceH2,StrenH,Len); if SwingLowBar(OccurL1,PriceL1,StrenL,Len) <> -1 then value3 = SwingLowBar(OccurL1,PriceL1,StrenL,Len); if SwingLowBar(OccurL2,PriceL2,StrenL,Len) <> -1 then value4 = SwingLowBar(OccurL2,PriceL2,StrenL,Len); Condition1 = high of value2 bars ago > high of value1 bars ago; Condition2 = low of value4 bars ago < low of value3 bars ago; Condition3 = HighestBar(H,Len) = value2; Condition4 = LowestBar(low,Len) = value4; if Condition1 and Condition2 and Condition3 and Condition4 then Triangle = true else Triangle = false;

It is the limitation of the Metastock platform : http://www.educofin.com/software/heikin-ashi/metastock.html http://www.trading-tools.com/heikin-ashi-for-metastock.htm http://www.suggestsoft.com/soft/trading-tools-com/heikinashi4metastock/

Thank you for your contributions, Tam, and welcome to the forum. Unfortunately, Tradestation (TS) does not have timing in seconds resolution and time_s is not a reserved word in TS EasyLanguage (EL). so you should preface a lot of your MC EL trendline code by noting that it may not be TS compatible. For example, most of the functions with seconds resolution in MC, such as time_s, TL_SetEnd_s, TL_SetBegin_s etc need to be replaced with their equivalent TS versions such as: time, TL_SetEnd, TL_SetBegin. Another caveat is that MC can handle EL errors, especially trendline code errors, without throwing up exception as much as TS. What you will find is that TS will often not plot MC trendline codes at all and you have to debug the program completely when moving from MC to TS.

https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=84441&SearchTerm=Candle%20HTF%20&txtExactMatch= Minute charts only.

sevensa is technically correct that virtualization (eg parallel, vmware, virtualbox) will always be slower than native (eg bootcamp), but with improvements, it may not matter for most applications. http://www.macworld.com/article/137374/vmwarefusion201.html http://www.ednasia.com/article-22701-virtualizationsliconandsoftwaresalvationortechnologicaltowerofbabel-Asia.html

You are probably looking for a ZZ that is not dynamic in nature so that you can do some automated strategy. The code you are looking for has been done by Spyros Raftopoulos in 2003. He originally coded it in Metastock and although there is a TS version, the published code requires more modification to match that of the Raftopoulos. http://www.traders.com/Documentation/FEEDbk_docs/Archive/112003/TradersTips/TradersTips.html

You were on the right track. You have to do that for each plot and it looks like you have several. You really can't use scaling to no axis and expect a correct value because the plots will be 'floating' with respect to the symbol.

OP is a MC user: http://forum.tssupport.com/viewtopic.php?p=23287 How is this different from a zigzag indicator?

If you are talking about the spread between two instruments in TS, just modify the input to the following instead of the default: inputs: DataSeries1( High of data1 ), DataSeries2( Low of data2 ) ; inputs: DataSeries1( High of data1 ), DataSeries2( Low of data2 ) ; Plot1( DataSeries1 - DataSeries2, "SprdDiff" ) ; You can also elaborate this study by calculating the largest spread of using 4 inputs (H data1, L data1, H data2, L data2).

Multicharts can import most unprotected TS elds prior to TS version 8.4. So just import the eld above: http://www.traderslaboratory.com/forums/attachments/46/2021d1184952701-screaming-fast-moving-average-200506182322582005_jthma.eld

Using IB/TWS ? http://www.ninjatrader-support2.com/vb/showthread.php?t=1238&highlight=superdom