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Everything posted by LS_Chad
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If you are able to convert your metastock tick data files to ascii text files (using a program similar to this: http://www.filesland.com/companies/Trader-Tools-com/Meta2ASCII-Conversion-Wizard.html Meta2ASCII Conversion Wizard)...then you can easily import that data into Investor/RT and build Market Profile charts off the data.
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While Market Depth is not currently available in Investor/RT, it is on our short list. Look for it in the coming months.
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Right-click inside the Time/Sales window to bring up the T/S preferences. There is a "Floating Window" checkbox in there. Check it.
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JJ, there are a few different methods used for computing a "Value Area". That "Value Area Indicator" actually predates the Market Profile chart. You can find more information on how the VA indicator computes it's values here: http://www.linnsoft.com/tour/techind/va.htm But it does not use the tpo-based method that the Market Profile chart does. If you want to match the MP values, use either the TPO Indicator or the Profile Indicator.
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Actually...in traditional charts (candle/bar), ctrl isn't needed...just up/down key (or mouse wheel) will do it. We used the up/down key and scroll wheel for vertical scrolling in MP charts....so the shift was required for zooming. And although there is no vertical scrollbar in traditional charts, you can scroll vertically by dragging the right half of the vertical scale up down. When you do this, your scale goes into "manual" mode (you''ll see an M in upper right corner of scale). Just click that M to take scaling back to automatic. This should all be covered in the Traditional Chart (& MP Chart) videos at www.linnsoft.com/videos
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JJ, Hold down the shift-key on the keyboard while either a) using the mouse scroll wheel, or b) operating the up/down arrows on the keyboards. This will allow you to zoom in/out on the profile and fit more in vertically and horizontally. Hope that's what you're looking for.
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The Delta Indicator you're referring to is probably the "Volume Breakdown Indicator". More info here: www.linnsoft.com/vb
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James, if you're referring to the profiles you saw in the last chart I posted, that's already available. There's an indicator called the "Profile Indicator". That particular Profile Indicator was setup to plot 30-minute profiles on 1-minute bars....and drawn as "Hollogram"....but it has a lot of flexibility....can plot 1 day profiles, multiday profiles, etc. Here's more info: http://www.linnsoft.com/tour/techind/profile.htm
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JJ, If you double-click on the volume bars in the lower pane, to bring up the preferences for that indicator, you'll see a "Label Current Value" checkbox at the bottom. Check that. You can specify the default behavior for the labelling in "setup: preferences: charts: general" window. That chart is displayed in "Presentation Mode". Just right-click in the message area just below your main toolbar, and choose "Presentation Mode" to toggle that mode on/off. Here's a little more info on that: http://www.linnsoft.com/qa/a/27.htm Incidentally, I'm working on some additional aesthetic improvements in 9.0.1: http://www.charthub.com/images/2008/02/22/30_Minute_Profiles Watermarks, two-tone backgrounds, etc.
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Investor/RT supports opentick, and provides an option to use DTN Market Access for historical data backfill ($12/mo extra). This gives users a way to quickly clean up any bad live ticks from opentick with a quick backfill from DTN (backfills right up to the second requested). Realtime comes from opentick.....backfill gets routed to DTN.
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Sure, you can either stretch the main IRT task window across all monitors.... OR, any window (charts, quotepages, etc) can be made "floating" and then be dragged outside the IRT task window.
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Investor/RT and MarketDelta have a global playback feature. Users can playback one symbol, or multiple symbols (quotepage)...and the playback can begin at any time at a user specified rate. Here is some more info on IRT playback: http://www.linnsoft.com/qa/a/129.htm
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Investor/RT 9.0 candidate 11 is now available: http://www.linnsoft.com/dl/win/prere..._win_90c11.exe
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Investor/RT 9.0 candidate 10 is now available: http://www.linnsoft.com/dl/win/prerelease/irt_win_90c10.exe again, just continued polish as we approach going final with 9.0.
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DTN IQFeed is a solid feed, and the one I generally use with Investor/RT when testing. You'll be happy with both the eSignal and IQFeed versions of IRT. You'll probably save a few bucks going the IQFeed route, and downloading/backfilling data is generally a little quicker with IQFeed. www.linnsoft.com/dtniq
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Sure, here is an example: http://www.charthub.com/images/2008/02/18/VolumeWithAverage.png 1-minute chart of ES with raw volume, and 20 period (blue) and 100 period (white) averages overlaid.
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Yes, everything you see in that MD chart you can get in IRT as well.
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I also wanted to point out another somewhat hidden delta-related feature. Both Trendlines and Zig Zag lines can be labelled with the net delta of each line / leg. Here is an example: http://www.charthub.com/images/2008/02/18/ZigZagDelta.png The key to making this work, is to add the Volume Breakdown to the chart...and within the preferences of the Zig Zag or Trendline indicators, just specify "Label With: Total Delta". With trendlines, this allows you to quickly measure the delta formed between any two bars on the chart.
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Yes, Investor/RT has an indicator called the Price/Time Profile Indicator: http://www.linnsoft.com/tour/techind/profile.htm This indicator can plot profiles of various durations (default to 1 session duration) and can plot price & time or price and volume. You might also want to take a look at the TPO Indicator: http://www.linnsoft.com/tour/techind/tpo.htm This indicator plots historical VA & POC, and also gives you time or volume-based options.
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Yes, you would use the Volume Analysis indicator for that: http://www.linnsoft.com/tour/techind/volume.htm This indicator can be used to plot the raw volume, or a smoothing of the volume using a variety of smoothing types.
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Investor/RT 9.0 Candidate 8 is now available at: http://www.linnsoft.com/dl/win/prerelease/irt_win_90c8.exe If you are currently on any version of 9.0, I encourage you to upgrade to this latest build. Some additional polishes in this build. Again, we plan on going final with 9.0 soon. Possibly over the weekend. Chad
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The TPO Indicator and the Market Profile charts should work in Demo mode, but only for the $DEMO ticker. Here are a couple chart examples: http://www.charthub.com/images/2008/02/14/TPOIndicator_Demo.png TPO Indicator: http://www.charthub.com/images/2008/02/14/DemoMP.png Market Profile Chart
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Investor/RT has a TPO Indicator which allows you to backtest various MP-based strategies historically. The TPO Indicator will give you the historical developing VA & POC...on any periodicity (1-min, tickbars, etc). If you're testing 1-min data, you can see how the developing VAH (based on 30-min brackets) moved up and down within the 30-min period. TPO Indicator also now gives you access to IB & IB Multiples...along with developing TPO counts (both above/below POC, with or without singles), etc. More info on TPO Indicator can be found at: http://www.linnsoft.com/tour/techind/tpo.htm
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A couple more notes on VB......I spent a GREAT deal of time on this particular indicator (Volume Breakdown), making sure it is reliable and efficient. It has to process every tick, but does so very quickly....merging that tick in with the data that has already been computed. VB has become very very popular with our user base, and has been hammered on pretty thoroughly. It's much more than an indicator that just computes the delta....it allows you to do cumulative delta (for each session or for entire chart), to compute any indicator or statistic on top of the delta (or buy/sell volume) values, to chart the "trade speed" (volume per bar, ticks per bar, second per bar, etc) and much more. One other note on VB...it is currently "Bundled" with Market Profile...although this will likely change in the near future. So in order to activate VB, you have to activate MP.
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Volume Breakdown works not only on live data, but also on historical data. Tick data is however required in order to compute VB. Different data feeds will allow you to download different amounts of tick data. But with Investor/RT, after that initial download, you can choose to retain as much tick data as you like, so each day you will add one day to the amount of tick data you have on hand (and that you can use for VB). You are asking to see the VB values on a daily chart of DJI...for a year back? I may have a hard time coming up with that much tick data. VB also requires that the bid and ask....which our data vendors do provide on historical downloads. That might be why TS doesn't allow delta to be computed on historical data....it might not have the historical bid/ask.