bakrob99

You can set your LIMIT EXITS on TradeStation to go to market after xxx Seconds if you are not filled.

You must have a reason for wanting to learn a language. What are your reasons. If you elaborate more fully here then the answer to your question will become more obvious.

The majority of issues I experienced over a 3 - 4 month period were mostly about small bugs that existed in my code which I never realized until seeing it trade... watching certain events... expecting one thing and getting something different. Case in point: Getting stopped out on the entry bar with a reentry immeiately upon the bar close. This happened becuase my test for being in a position used Marketposition which of course was =0 when the bar close so it never got a chance to set the value to my variable (MP) tracking it. That type of thing. In each case there is a way around these problems that just require a little more programming effort. Another potential problem: Fills (or lack of them) when you enter using LIMIT orders. If you do not have the market trade through your price, your are going to get filled in the simulator but maybe only 25-50% of the time when live. This can be especially problematic whenb the move results in a big gain which never happend in real trading. My worst day I was trading and got hit twice with both trade going to a full 10ES point gain (40 ticks) but NOT getting the actual fill. That was hard to take. Trading the Simulator is a good test for your strategy - but not 100% accurate.

Well, make it 99999999 then or whatever value you want to represent taking all the trades into consideration. I personally have Never seen a transaction size of 9999 or larger. The point is: you can change the settings to have ONLY the small lot trades, and you can change them to show ONLY the LARGE LOT trades. and you can change them to track ALL THE TRADES. Have the 3 up on the chart accumulate throughout the day and then review them at the end to see if there is anything of value in them.

Tasuki, AgeKey Yesterday I looked a little more closely into the code and decided to change the blocksizefilter to have an "include" filter and an "Exclude" filter. Example1: So now you can have the code run on JUST small size blocks by setting the include filter to 0 and the exclude filter to say 49 on the ES. This would have the effect of tracking trades with sizes between 1 and 49 only. No big size lots. Just the small ones. Example2: You can also set it to Include size say 50 (for 50 and above trades) and Exclude Size 9999 to keep all the large ones. This would have the effect of tracking trades for only the large lot sizes. It's simple to make these changes: Replace: LargeBlockFilter(0), with: IncludeSizeGT(0), ExcludeSizeLT(9999), This Line: if absvalue(MyVol-VolTmp) >= LargeBlockFilter then begin Becomes: if absvalue(MyVol-VolTmp) >= IncludeSizeGT and absvalue(MyVol-VolTmp) <= ExcludeSizeLT then begin Hope this clarifies things a bit.l Oh ... one other thing I did which Might help keep track of multiple settings for this indicator: Add as the very first input the following: Desc("AddText"), Then when you are setting the inputs say for Small Lot Sizes: Change the Desc input to "Small Lots", This will now display the text "Small Lots" on your subgraph indicator description line so you can easily know what you are tracking.

TASUKI, just change it to: if absvalue(MyVol-VolTmp) >= LargeBlockFilter then begin Then "re-verify" the code.

Personally, I don't like the ORB concept as it ends up being a "Buy the Highs, or Sell the Lows" too often for my liking. It's great of you can support it with a trend day confirmation, easier said than done. But if the TRIN and TICKS suggest it's a possible trendday forming, then look at the ORB as potential support for an entry which you would want to hold for a longer than normal time, to the Close if possible. I guess I should add that my suggestion is only meant for the Stock Index Futures. Other markets I'm sure have different conditions which may very well support a more generous use of the ORB strategy.

You are assuming that the Bid-Ask information is not avilable on a tick by tick basis . This is not true for some platforms. Some of them have the ability to access that information "historically". TS is not one that does this.

You are right. I was mistaken. I am using TS to capture Upticks/Downticks becuase their Bid-Ask information is only a snapshot and not complete. Having said that, I am very happy with the results (for me) as using Upticks and downticks as indicating support and resistance levels. I derive them from a 1 tick chart because I can store the values and use them to backtest and/or develop strategies to support or disqualify my theories. As an aside - their use on the EMD contract is unbelievably accurate.

Upticks and DownTicks do fine for what I want them for.

Not true my friend. You can build anything you want with a 1 tick file.

This can be a little confusing because in Real Time Trading each tick is a bar to Easylanguage.

Easylanguage resets the values of your variables intrabar on every tick to the value they were at the close. If you want to stop this reseting, (which you need to do if you are working intrabar) then just declare your variable with INTRABARPERSIST in front of it and its value will not be cleared/reset.

You need a 1tick chart to build the volume for the current day, and to store values to use in backtesting and strategy development. The only way you can do it with a regular chart is real time, but with a 1 tick chart you can easily get 30 days of history.

Sell the 900 and Buy the 870. ES is a fading market.

You can read the Global Variable Value in ANY chart, any timeframe.

You guys have completely missed the chart which was posted on the first page that shows how to do what you want. TS's TradeVolume is useless. Ticks, and or Upticks and DownTicks contain the volume of each transaction as described. If you want to do what EOTPRO is doing it is not difficult - but requires using a 1 tick chart and passing the values to your chart using a Global Variable.

That is not Easylanguage. It is the IG MArkets version. Similar but different. The question is: What platform will you be using to executes the trades or at least, perform backtesting. If it is IG Markets, then you need to follow their format which is different than TradeStation's Easylanguage.

They are compiled into the program. You need to have txt file copies to back them up. Or you can export them to an "ELD" file using the FILE --> EXPORT EASYLANGUAGE option.

OKay well here's what's happening. First the definition of SETBREAKEVEN Orders Generated Market Order to Sell (Long Exit) or Market Order to Buy to Cover (Short Exit) Signal Name BreakEven Stop Example Exit all shares or contracts in all positions at the breakeven point if the position has been up at least $25.00 in profit at some point. SetBreakEven(25) Exit all shares or contracts in all positions at the breakeven point if the position has been up at least $0.25 from the entry price.. SetStopShare; SetBreakEven(.25) Setbreakeven is a STOP LOSS EXIT , not a TAKE PROFIT EXIT. It says that oince the value of your trade exceeds the SetBreakEVen Amount ... then the stop is moved to exit you at breakeven. You need to use a TRAILING PROFIT STOP in conjunction with this.

I'm sorry FireFly ... but the only thing I see is a value for "Avg1" ... and that variables was not one of the variables in the original question. It's really quite simple. Just print the values of ALL the calculations and the variables that you are using in the SetExit Statement. You will probably discover that one of them is quite different than you think it is. And when you resolve that you're problem will go away. That has been my experience programming strategies in Easylanguage. (Actually in any language) An example: You are thinking that the condition needs to be multiplied by 10000 by maybe it needs to be multiplied by .00001. That is the type of thing you will discover. Good luck.. keep at it. The ahahhhh moment is soon coming.

What are the results of the EasyLanguageOutPutBar values at any of these points. (VIEW --> EASYLANGUAGEOUTPUTBAR ) Show those results ... can't tell anything from your screen shot. That just shows what you described. (We are trying to look under the hood here)

Oh ... one more thing. Sign up at Free Dan Gramza Trading Videos and get Dan's free daily videos. Go back over the past many months day by day to get a feel for how his work performs in various markets. I think this will open up some swing trading ideas which you could employ.

From a fellow Canadian Trader (also with a Economics Degree), here's my advice. Your account is too small for most commodities. You could setup a micro Forex account, or trade the new CME FX-Micro Futures. They would be about the right size. In this way, you could swing trade currencies with the 6 primary currencies available through the CME without having too much leverage. And they tend to trend well over time. I recommend setting up an account with a SIMULATOR. Spend some time on it and take 20 trades treating it like you would your real account. After you have successfully managed 20 trades and their results fit with your profit expectations, then take the next 20 live. But start with small size. Max of 2 Micro Contracts on no more than 2 symbols at the same time. If I were you I'd open up an IB account as they have a very good Canadian presence and they have an excellent platform (I don't use them myself but only becuase I have already opened accounts a other US based companies) Good luck. Let us know in another 6 months how it's going for you.

Trust me. Just print out your values and see what they are.