onesmith

Samual123, I am aware your request includes the word brief. Brief summaries do not exclude salient detail. A specification that replies be brief does not authorize anyone to misrepresent truth regardless of whether wordy or succinct.

The important truth is the odds favor those who know how to code. To suggest otherwise is inappropriate. I'm aware that wasn't your intent and I respect your effort to sharpen your eloquent logic skills. May their force be with you on the day you have an important message to convey.

I solved this in the past by asking myself the same questions. It wasn't difficult answering them.

SIUYA, my note was not based on your comment and I apologize for not making that clear. Programming can be successfully outsourced. but when defining viable strategy models the odds are against non-coders because they aren't aware of the nuances programmers learn everytime they fail. The idea somone can subscribe to a platform and outsource the creation of viable strategies is a myth.

There's nothing mystical about context. Context is criteria. I'm including a quote which indicates wrbtrader is the first coder who thought it was important to include discussion of candlestick code. Hopefully this clarifes the sequence of events and gives you a better understanding of what he's talking about.

I can assure you there is real evidence to affirm or deny this.

I recommend everyone interested in obtaining outstanding results learn to program their own ideas. It's unreasonable to think you can purchase software that can resolve the issues everyone has (using purchased software).

market_context=myCriteria; if myCriteria=n then condition1=true else if myCriteria=nn then condition2=true;

I agree with Tams. Dump Sierra and get TradeStation or Multi-Charts. Learn how to program. Renko and other synthetic pricebars require some personal passion and effort to code around the obstacles. It's unrealistic to think it's possible to obtain a profitable strategy by hiring someone to program your ideas.

TimeToMinutes converts time to a linear series. In ttm format 0200 or 2 AM becomes 120 minutes past midnight and 1700 becomes 1020 minutes past midnight. There are times this additional complexity is useful. input: beg1(120), quit1(1020); var: ttm(0); ttm=timetominutes(t); if ttm>beg1 then begin

The code below corrects the use of >=beg1 and <quit1 so they're calibrated to way the database indexes the bars. An easy way to visualize how this works is to think of beg1 as being equal to the time the market opens. The 1st bar of the day session is time stamped later than the open. First bar of the day session on a 5m chart is timestamped different than a 1m or 15m chart. The database stores the time the bars end rather than the time they begin. if dayofweek(d)=1 and t>beg1 and t<= quit1 then begin

serial correlation but that can't be right because the message editor says it's not wordy enough

samual123, tis easy to convert context into automated strats

input: count(3); var: x(0), oldest(0), recycle(0), size(99); array: id[99,3](0); // 0=id, 1=price, 2=count, 3=age once for x=0 to size begin id[x,0]=tl_new(d,t,0,d,t,0); end; if barstatus(1)=2 then begin oldest=0; for x=0 to size begin if L<=id[x,1] and H>=id[x,1] then begin id[x,2]=id[x,2]+1; if id[x,2]=count then begin id[x,1]=0; id[x,2]=0; id[x,3]=9999999; tl_setend(id[x,0],d,t,0); tl_setbegin(id[x,0],d,t,0); // reset price, count and age end; end; if id[x,1]>0 then tl_setend(id[x,0],d,t,id[x,1]); id[x,3]=id[x,3]+1; if id[x,3]>oldest then begin oldest=id[x,3]; recycle=x; end; end; id[recycle,1]=c; id[recycle,2]=0; id[recycle,3]=0; tl_setend(id[recycle,0],d,t,c); tl_setbegin(id[recycle,0],d,t,c); end;

Before coding a strategy .. code it as indicator to verify everything is calibrated correctly. Leave the indicator properties set to the default (base study on data1). The references to data2 are within the code. Uncommenting plot1 demonstrates data1 rsi doesn't interfer with data2 rsi. Barstatus(2)=2 isn't necessary within the context of your question but it might be helpful. var: d1rsi(0), d2rsi(0), bs2.d2rsi(0); d1rsi=rsi(c,2); d2rsi=rsi(c data2,2); // plot1(d1rsi,"d1rsi"); plot2(d2rsi,"d2rsi"); if barstatus(2)=2 then begin bs2.d2rsi=rsi(c data2,2); plot3(bs2.d2rsi,"bs2.d2rsi"); end;

Your picture did not post but from your description I sense the cause of the problem. Format indicator, Input tab, Price should be close (not close data2). General tab, Base study on, .. Select the 2nd choice, ie 2 (not 1).

Andrew, please elaborate on what the phrase "less than random" means. TIA

Cycles are non-linear on a time axis. Events are non-linear on an event axis because event order is unrestricted. Indvidual observable events are linear along the logic axis that opens and closes the gates to a specific observable action reponse, keyed to a specific combination of events. Machines have a limited number of logic gates which follow a linear logic axis.

Comment out all lines that attempt to access the array. Uncomment them one at a time until you find the lines that do not cause the error. You will have to switch the indicator back to on within your chart each time you make one of these changes because the chart looks for different errors that the compiler doesn't look for. Eventually you will have succeeded in limiting the bug to the few lines of code that are causing it. Then if you still can't guess exactly what's causing it try adding new lines one at a time that progressively test different levels of the same ideas in the lines of code you know are causing the problem. In other words, you want to write a new line of code that defines the smallest case of this bug and then add complexity if you have more than one case or class of bugs. If you keep everything simple then it is relatively easy to find where the bug is.

It's not rocket science. First time I found it useful I thought of the Hokey Pokey song. That's good, not bad. Do not take it to mean anything other than it is true and it is good for me to think of it that way. IOW correlation is viable but simple works best.

Gann defined a method based on the square of 4 that exists in the public domain primarly as a jig saw puzzle where he applies it to trading egg futures. Four has known viable binary properties in that four feet is the recognized preferred grid and standard unit of measure in the construction industry. Squaring 4 results in the increasingly larger iterations of horizontal grid easily visible in ganns egg chart. I had heard from different sources that bonds were somehow being traded using the square root of 2. So in my many explorations for repeatable models that don't require descretionary input I extrapolated the square root of 2 into a geometric shape within ganns egg chart. I scaled the first side of my smallest square to the 45 degree diagonal of ganns smallest square. Squaring this diagonally defined square generates diagonal grid which diverges and reconverges with ganns horizontal grid every 4th iteration. If you rotate this chart (not ganns egg chart, but your own work) .. to a 45 degree angle and eyeball down these diagonals you see things that are amusing and helpful to know but not necessarily viable. The darker grid aligns and repeats at places I wasn't expecting it to repeat. Scale your first square to predefined grid on standard (4 is preferrable) grid graph paper and explore the math. It's extremely amusing and indicative of yet another embeded grid. A quick calculation indicates 1.681 instead of 1.618 but that higher level grid is known to require multiple iterations for it to converge. I'm certain I resolved it but debugging something like this requires energy and motivation so anyone who tries to duplicate this must accept you will have to do it entirely on your own. I'm not amused by it any more. I tossed the binders containing this study and many others in the trash along with the puzzle during a time period where I wanted to narrow the focus of my research. If this study interests you and you do it entirely on your own and present something I find outstandingly amusing then I have another study within this category I will share and it's a lot more amusing but not enough that I've ever completed iterating through the process long enough to obtain the results. And another I've almost completely forgotten I won't be able to remember unless you remind me it's toy blocks. So that's 2 other studies in total, not counting the study in this note.

The zip file in post 92 contains 2 indicators and 1 strategy. The easiest of the of indicators contains 3 simple moving averages based upon (H+L+C)/3 using the lengths of 14, 30 and 50. The 2nd indicator called ACD Pivot Range returns 2 plots named PR1 and PR2. If you go through it line by line until you get it and ask questions when you need to then you will gain something from that process that exceeds anything someone can give you by translating it for you. Here's the important segment within the 2nd indicator. If you learn to read what it's saying and translate it into easy languge you will be ahead of a large segment of the traders you are competing with. You will be able to think of concepts you want to see and convert your ideas into indicators and strategies. You will develop an appreciation for making mistakes because it will often take more than one try to get something to look like what it is supposed to look like and you will have a deeper understanding of how you can create subtle changes by adjusting different parts of each formula. For instance it is quite possible the formulas below here are supposed to be restricted to the first 60 minutes of the day or to some other constraints that I might have missed. vLastPR1 = ((vH+vL+vC)/3)+(((vH+vL+ vC)/3)-((vH+vL)/2)) vLastPR2 = ((vH+vL+vC)/3)-(((vH+vL+ vC)/3)-((vH+vL)/2)) When you complete the indicators and you're happy because they match some chart in a book or further above on this site then comes the best part which is rewriting the strategy because by that time you will always have a lot of new ideas you'are thinking about trying.

Relief pitching for spooky out of gratitude for what he's given me and because this question is just about the perfect level for me with my skills. The night session is often referred to as the Globex session. It begins a few mins after regular session close and runs until the reg session open on the next day.

As usual BHs has an excellent understanding of things. You could target the masses in pubs or on message boards who disguise their lottery addiction by calling it trading.

Look inside yourself, if you don't have something unique to what your focus is then reconsider focusing on something else. Trading experience will enable you to write trading apps but it will always be a business you own rather than what you have the potential to create if you can find something that compels you to do it night and day. BTW, this is not intended to be taken as saying your hearts not in what you're doing or that you won't write great apps. My intent is only to help you market your apps successfully and find the startup company that every programmer dreams of creating.