onesmith

I AM ONESMITH. I ma not ShearSmith. I have my own PROPIEATARY pivot. Someday dAVE, you wish you were not tech support.

Yes you need inputs: That will solve this because it will scale to the contract you're trading. Throw away global variables from other charts not scaled to the chart you are trading. I saw a thread where some guy programs cheap (like $25) but I do not know if his friend who write the code for him can code CQG.

If trading I am OJ and AAPL splits 2 for 1 should I what to do? Stoploss is a my locked formula open that I can not but tell I am it scaled APPL the closing price. Please hurry. I trading desk have on the line.

There's only one answer that's correctly scaled. Use the price adjusted continuous symbol.

SuperEA, thank you for sharing your experience. I am pleased to join you in WARNING EVERYONE ABOUT LiveTradingZone. I am willing to stand and say this based upon my own personal observations. I recommend everyone AVOID LIVE TRADING ZONE. Onesmith

I have 1401.75 hod for regular session at aproximately 845 this morning.

This is the key to everything or at least the most important key I've found.

I shouldn't have misquoted you. I am sorry. Thank you for elaborating. I get lots of good ideas from your posts.

Xiao si, glad you are happy with MC. But I will never switch. I love my TS.

What should I be looking at instead? Why is this so popular if it's a waste of time?

Regarding the code I asked for ...I don't use NT so keep that in mind before you go to any trouble to post it. I don't know the answer to the difference between these versions.

Best I can do without knowing how you define value1. I used crosses above rather than greater than so it won't continue to alert on every bar but there are various other ways of achieving various results and they all depend on the specific circumstances of what you're doing ......but this is a template to help you begin your search. input: dSess(700), nSess(1700), dThreshold(10), nThreshold(2); if value1=100 then value1=1 else value1=value1+1; if t>dSess and t<=nSess then begin if value1 crosses above dThreshold then alert("value1 crossed above dThresh"); end else if t>nSess or t<=dSess then begin if value1 crosses above nThreshold then alert("value1 crossed above nThresh"); end;

Can you post the code you're using? That would simplify getting everyone on the same page.

I love not selling my course but someday my course will be recognized as the holy grail and I will be recognized for exceeding Jones's success then I will feel free and be free To think and speak ... with passion ... about things not as important

If my assumption about stops is correct ..... any stop loss will ruin this strategy. The next logical test is a quasi stop loss that inverts the logic and sells short. Anyone have time to test this .. or already knows how that scenario would also ruin it?

Reading from the top down, after the declarations. once begin ...is a kludge that creates 2 TL's using hid and lid (TL id's) to prevent an exception error later if the gate logic diverts to a tl_setend command before there's any TL's created. Upon finding a pivot high it stores it's price in lastHP (last high price). Although that's the last thing it does within that PivotHighVS gate. Prior to that it checks if that H exceeded lastHP and if it did then it stores date, time and price in hd ht hp .. but only if that H also satisfied a requirement that it exceeds the currentHH. CurrentHH was reset to zero in the pivot Low gate further below which is a near_mirror image of the pivot H gate. This means future comparisions of any pivot H that satisfies the HH requirement will also satisfy the H greater than currentHH requirement, thus making every case of a new HH trigger a direction change. Dir change draws a new TL else if dir change is false the current pivot H only relocates that TL's end point. CurrentHH also serves to prevent an exception that was causing the selection of the wrong d t p when a HH (higher swingH) event occurred *below* the current HH. In theory this can't happen but in practice it does because a swift drop in price without the countour to satisfy both a swingL and then a lower swingL .. ie a LL ... it was possible for price to begin rising again and store a new price for lastHP and upon another swingH trigger a HH event. .. and that HH could be *below* the current HH of the current uptrend .. because the down swing didn't have the required countour to satisfy a direction change.

input: stren(5), rStren(2); var: hd(d), ht(t), hp(c), ld(d), lt(t), lp(c), hid(0), lid(0), lastHP(H), lastLP(L), dir(0), currentHH(H), currentLL(L); once begin hid=tl_new(d,t,c,d,t,c); lid=tl_new(d,t,c,d,t,c); end; if PivotHighVS(1,H,stren,rStren,rStren+1)>0 then begin if H[rStren]>lastHP then begin if H[rStren]>currentHH then begin hd=d[rStren]; ht=t[rStren]; hp=H[rStren]; dir=1; currentHH=hp; if dir[1]<0 then hid=tl_new(ld,lt,lp,hd,ht,hp) else tl_setend(hid,hd,ht,hp); end; currentLL=99999; end; lastHP=H[rStren]; end; if PivotLowVS(1,L,stren,rStren,rStren+1)>0 then begin if L[rStren]<lastLP then begin if L[rStren]<currentLL then begin ld=d[rStren]; lt=t[rStren]; lp=L[rStren]; dir= -1; currentLL=lp; if dir[1]>0 then lid=tl_new(hd,ht,hp,ld,lt,lp) else tl_setend(lid,ld,lt,lp); end; currentHH=0; end; lastLP=L[rStren]; end;

input: stren(5), rStren(2); var: hd(0), ht(0), hp(0), ld(0), lt(0), lp(0), hid(0), lid(0), HH(0), LL(0); if PivotHighVS(1,H,stren,rStren,rStren+1)>0 then begin hd=d[rStren]; ht=t[rStren]; hP=H[rStren]; if hp>hp[1] then begin HH=1; if HH[1]=0 then hid=tl_new(ld,lt,lp,hd,ht,hp) else tl_setend(hid,hd,ht,hp); end else HH=0; end else if PivotLowVS(1,L,stren,rStren,rStren+1)>0 then begin ld=d[rStren]; lt=t[rStren]; lp=L[rStren]; if lp<lp[1] then begin LL=1; if LL[1]=0 then lid=tl_new(hd,ht,hp,ld,lt,lp) else tl_setend(lid,ld,lt,lp); end else LL=0; end;

It will be more believable if you blamed lack of lava.

Since this is the second time somoene's asked what lava is I will offer my opinion. IMO it's a typographical error.

Aston01, thank you for correcting that. Tams, he's right about the backtesting still being limited to a single core.

The new version is multi-cored. The data transmission changes are seamless in that it didn't require any effort on my part because it functions the same as previous versions but I know it's an extensive change over what it was. It's awesome. My use of the word protocol wasn't intended to mean there were any changes in the manner in which users access data but rather in the technology that sends and receives the data.

I don't have any information to answer your question in it's specfic sense as it relates to tradestation. My perception of the typical users hardware and software complaints, in general, and unrelated to tradestation ... is the typical person who needs tech support is either easily hepled and easily satisfied or there's no way they can ever be helped or ever be satisfied. And the loudest users are those that are dissatisfied.

Buying a break above H[1] and holding for a 4 tick scalp is a common ES scalp. It is so common that there is even a counter trend scalp called a 5 tick failure when ES reverses before moving the 6 ticks it takes to fill the 4 tick bots.

The latest version of Tradestation uses all cores of a multi-core cpu. It's data transmission protocal has been totaly rewritten and it rocks.