Think or Swim Code/indicators

[MC 10]

Does anyone on here use Think or swim and have any of the great indicators coded like we have for Tradestation.

 

I would be interested in VWAP and 3bar trend mainly.

Also maybe a value chart, ttm trend, ttm scalper alert.

I don't know that it would be an option but a volume by price/price histogram.

 

Thanks guys

[MC 10]

Bump.

 

Anybody using TOS even?

[darthtrader 10]

I tried it out last year, I actually didn't even realize they have a scripting engine.

That's very interesting. Does it do backtesting on options?

I think it could be tough to find the stuff you want without coding it yourself though.

[MC 10]

I tried it out last year, I actually didn't even realize they have a scripting engine.

That's very interesting. Does it do backtesting on options?

I think it could be tough to find the stuff you want without coding it yourself though.

 

They do have custom coding...I'm no good at coding so I would have to beg or pay someone to do the dirty work if it's not easily ported over.

 

I believe they are talking of backtesting soon being added, though I don't use them yet so I can't confirm that.

[elovemer 10]

...here is TTM squeeze...

....

declare lower;

input Length = 20;

input price = close;

######################

def e1 = (Highest(High, length) + Lowest(low, length)) / 2 + Average(close, length);

def osc = Inertia(price - e1 / 2, length);

plot oscp = osc;

 

def diff = reference bollingerbands(length = 20)."upperband" - reference KeltnerChannels."Upper_Band";

plot mid = 0;

mid.assignValueColor(if diff >= 0 then Color.UPTICK else Color.DOWNTICK);

 

#oscp.assignValueColor(if osc[1] < osc[0] then Color.CYAN else Color.magenta);

oscp.assignValueColor(if osc[1] < osc[0] then

if osc[0] >= 0 then

#UpPos

createColor(0, 255, 255) else

#UpNeg

createColor(204, 0, 204)

else if osc[0] >= 0 then

#DnPos

createColor(0, 155, 155) else

#DnNeg

createColor(255, 155, 255));

 

oscp.setPaintingStrategy(PaintingStrategy.HISTOGRAM);

mid.setPaintingStrategy(PaintingStrategy.POINTS);

...........

and here is VWAP

.....

plot Data = TotalSum(Volume * Close) / TotalSum(Volume);

................

and here is TICK

.............

declare lower;

plot data = high("$tick");

Plot Data2 = low("$tick");

plot ZeroLine = 0;

plot up = 800;

plot down = -1000;

Plot Noise = 600;

Plot Noise2 = -600;

zeroline.setDefaultColor(color.blue);

Noise.setDefaultColor(color.yellow);

noise2.setDefaultColor(color.yellow);

up.setDefaultColor(color.uptick);

down.setDefaultColor(color.uptick);

data.assignValueColor(if data >= 800 then Color.upTICK else Color.blue);

data.setLineWeight(2);

Data.setPaintingStrategy(PaintingStrategy.HISTOGRAM);

data2.assignValueColor(if data2 <= -1000 then Color.downtick else Color.blue);

data2.setLineWeight(2);

Data2.setPaintingStrategy(PaintingStrategy.HISTOGRAM);

ZeroLine.setDefaultColor(GetColor(0));

............

Does anyone on here use Think or swim and have any of the great indicators coded like we have for Tradestation.

I would be interested in VWAP and 3bar trend mainly.

Also maybe a value chart, ttm trend, ttm scalper alert.

I don't know that it would be an option but a volume by price/price histogram.

Thanks guys

[MC 10]

Thanks...very cool. The squeeze doesn't load on the screen for some reason and it's red in the list of active indicators. Wonder if I'm doing something wrong.

 

Any ideas?

[elovemer 10]

try again ?

 

 

declare lower;

input Length = 20;

input price = close;

######################

def e1 = (Highest(High, length) + Lowest(low, length)) / 2 + Average(close, length);

def osc = Inertia(price - e1 / 2, length);

plot oscp = osc;

 

def diff = reference bollingerbands(length = 20)."upperband" - reference KeltnerChannels."Upper_Band";

plot mid = 0;

mid.assignValueColor(if diff >= 0 then Color.UPTICK else Color.DOWNTICK);

 

#oscp.assignValueColor(if osc[1] < osc[0] then Color.CYAN else Color.magenta);

oscp.assignValueColor(if osc[1] < osc[0] then

if osc[0] >= 0 then

#UpPos

createColor(0, 255, 255) else

#UpNeg

createColor(204, 0, 204)

else if osc[0] >= 0 then

#DnPos

createColor(0, 155, 155) else

#DnNeg

createColor(255, 155, 255));

 

oscp.setPaintingStrategy(PaintingStrategy.HISTOGRAM);

mid.setPaintingStrategy(PaintingStrategy.POINTS);

 

 

 

 

Thanks...very cool. The squeeze doesn't load on the screen for some reason and it's red in the list of active indicators. Wonder if I'm doing something wrong.

Any ideas?

[MC 10]

elovmer...same thing on my end still. Sorry to be a pain.

Has anybody else tried the code for squeeze and had it work? I've never had a custom indicator come up red in my list so I'm confused as to whats wrong. :crap:

 

Edit---

Found it...the space in code for "upper_ba nd" slipped by me. I deleted that space and shes good to go.

 

Thanks a bunch. Did you code these? I have one other indicator I miss from Tradestation that I wonder about having coded for TOS.

Edited September 28, 2008 by MC

[bertg 10]

try again ?;

 

Elovemer,

 

Thank you so much for the code.

 

Any hope for getting Volume by Price for ToS?

 

Regards,

Bert

[elovemer 10]

...your are welcome...

...i did not code these...

... i think i found most of them on the following blog...

http://hankachilles.spaces.live.com/

[elovemer 10]

would like to get volume by price for ToS

[popstocks 10]

currently there is no way to do this on tos charts,,,, i was however able to make a POC indicator that i have tweaked for 2min on the ES, enjoy!

 

 

#developing poc by popstocks, for 2min

 

def swi = if getDayOfMonth() != getDayOfMonth()[1] or secondsfromtime(1614)==0 then 1 else 0;

 

rec fir = if swi == 1 then close else fir[1];

rec b1 = if swi == 1 then 0 else if between(close, fir, fir * 1.002) then volume + b1[1] else b1[1];

rec b2 = if swi == 1 then 0 else if between(close, fir * 0.998, fir) then volume + b2[1] else b2[1];

 

rec d1 = if swi == 1 then 0 else if between(close, fir * 1.002, fir * 1.004) then volume + d1[1] else d1[1];

rec d2 = if swi == 1 then 0 else if between(close, fir * 1.004, fir * 1.006) then volume + d2[1] else d2[1];

rec d3 = if swi == 1 then 0 else if between(close, fir * 1.006, fir * 1.008) then volume + d3[1] else d3[1];

rec d4 = if swi == 1 then 0 else if between(close, fir * 1.008, fir * 1.010) then volume + d4[1] else d4[1];

rec d5 = if swi == 1 then 0 else if between(close, fir * 1.010, fir * 1.012) then volume + d5[1] else d5[1];

rec d6 = if swi == 1 then 0 else if between(close, fir * 1.012, fir * 1.014) then volume + d6[1] else d6[1];

rec d7 = if swi == 1 then 0 else if between(close, fir * 1.014, fir * 1.016) then volume + d7[1] else d7[1];

rec d8 = if swi == 1 then 0 else if between(close, fir * 1.016, fir * 1.018) then volume + d8[1] else d8[1];

rec d9 = if swi == 1 then 0 else if between(close, fir * 1.018, fir * 1.020) then volume + d9[1] else d9[1];

rec d10 = if swi == 1 then 0 else if between(close, fir * 1.020, fir * 1.022) then volume + d10[1] else d10[1];

rec d11 = if swi == 1 then 0 else if between(close, fir * 1.022, fir * 1.024) then volume + d11[1] else d11[1];

rec d12 = if swi == 1 then 0 else if between(close, fir * 1.024, fir * 1.026) then volume + d12[1] else d12[1];

rec d13 = if swi == 1 then 0 else if between(close, fir * 1.026, fir * 1.028) then volume + d13[1] else d13[1];

rec d14 = if swi == 1 then 0 else if between(close, fir * 1.028, fir * 1.030) then volume + d14[1] else d14[1];

 

rec z1 = if swi == 1 then 0 else if between(close, fir * 0.996, fir * 0.998) then volume + z1[1] else z1[1];

rec z2 = if swi == 1 then 0 else if between(close, fir * 0.994, fir * 0.996) then volume + z2[1] else z2[1];

rec z3 = if swi == 1 then 0 else if between(close, fir * 0.992, fir * 0.994) then volume + z3[1] else z3[1];

rec z4 = if swi == 1 then 0 else if between(close, fir * 0.990, fir * 0.992) then volume + z4[1] else z4[1];

rec z5 = if swi == 1 then 0 else if between(close, fir * 0.988, fir * 0.990) then volume + z5[1] else z5[1];

rec z6 = if swi == 1 then 0 else if between(close, fir * 0.986, fir * 0.988) then volume + z6[1] else z6[1];

rec z7 = if swi == 1 then 0 else if between(close, fir * 0.984, fir * 0.986) then volume + z7[1] else z7[1];

rec z8 = if swi == 1 then 0 else if between(close, fir * 0.982, fir * 0.984) then volume + z8[1] else z8[1];

rec z9 = if swi == 1 then 0 else if between(close, fir * 0.980, fir * 0.982) then volume + z9[1] else z9[1];

rec z10 = if swi == 1 then 0 else if between(close, fir * 0.978, fir * 0.980) then volume + z10[1] else z10[1];

rec z11 = if swi == 1 then 0 else if between(close, fir * 0.976, fir * 0.978) then volume + z11[1] else z11[1];

rec z12 = if swi == 1 then 0 else if between(close, fir * 0.974, fir * 0.976) then volume + z12[1] else z12[1];

rec z13 = if swi == 1 then 0 else if between(close, fir * 0.972, fir * 0.974) then volume + z13[1] else z13[1];

rec z14 = if swi == 1 then 0 else if between(close, fir * 0.970, fir * 0.972) then volume + z14[1] else z14[1];

 

 

 

 

def o = Max(d1, Max(d2, Max(d3, Max(d4, Max(d5, Max(d6, Max(d7, 0)))))));

 

 

def n = Max(d8, Max(d9, Max(d10, Max(d11, Max(d12, Max(d13, Max(d14, 0)))))));

def w = Max(z1, Max(z2, Max(z3, Max(z4, Max(z5, Max(z6, Max(z7, 0)))))));

def s = Max(z8, Max(z9, Max(z10, Max(z11, Max(z12, Max(z13, Max(z14, 0)))))));

def g = Max(b1, Max(b2, Max(n, Max(w, Max(s, o)))));

 

rec po = if g > g[1] then ( ( sum(hlc3*volume,20) / sum(volume,20) ) + average(hlc3,15) )/2 else po[1];

rec pop = if swi==1 then po[1] else pop[1];

def poc = if pop == 0 then double.nan else pop;

plot pz = poc * 1.0015;

plot py = poc * 0.9985;

 

def yo = po;

plot yos = if isnan(close[-1]) then double.NaN else if yo != 0 then yo else double.nan;

#yos.SetPaintingStrategy(paintingstrategy.points);

yos.hidebubble();

[elovemer 10]

....are you sure there is no way to do it ? volume by price....

...about VWAP.....

...the way i use it on TOS is ... during globex.... i include the previous days action ... and look for a return to VWAP....

.... or look for a return to it ... during regular hours if it did not make it during globex....

 

...how do you use POINT OF CHANGE... on the 2 min chart ?

[semperfiguy223 10]

Hello all.

 

Here is the TICK

 

declare lower;

plot data = high("$tick");

Plot Data2 = low("$tick");

plot ZeroLine = 0;

plot up = 800;

plot down = -1000;

Plot Noise = 600;

Plot Noise2 = -600;

zeroline.setDefaultColor( color.blue);

Noise.setDefaultColor(color.yellow);

noise2.setDefaultColor(color.yellow);

up.setDefaultColor(color. uptick);

down.setDefaultColor(color.uptick);

data.assignValueColor(if data >= 800 then Color.upTICK else Color.blue);

data.setLineWeight(2);

Data.setPaintingStrategy( PaintingStrategy.HISTOGRAM);

data2.assignValueColor(if data2 <= -1000 then Color.downtick else Color.blue);

data2.setLineWeight(2);

Data2.setPaintingStrategy (PaintingStrategy.HISTOGRAM);

ZeroLine.setDefaultColor( GetColor(0));

[semperfiguy223 10]

Hi, the "getDayofMonth" string is an error. Do you know how to fix this?

 

currently there is no way to do this on tos charts,,,, i was however able to make a POC indicator that i have tweaked for 2min on the ES, enjoy!

 

 

#developing poc by popstocks, for 2min

 

def swi = if getDayOfMonth() != getDayOfMonth()[1] or secondsfromtime(1614)==0 then 1 else 0;

 

rec fir = if swi == 1 then close else fir[1];

rec b1 = if swi == 1 then 0 else if between(close, fir, fir * 1.002) then volume + b1[1] else b1[1];

rec b2 = if swi == 1 then 0 else if between(close, fir * 0.998, fir) then volume + b2[1] else b2[1];

 

rec d1 = if swi == 1 then 0 else if between(close, fir * 1.002, fir * 1.004) then volume + d1[1] else d1[1];

rec d2 = if swi == 1 then 0 else if between(close, fir * 1.004, fir * 1.006) then volume + d2[1] else d2[1];

rec d3 = if swi == 1 then 0 else if between(close, fir * 1.006, fir * 1.008) then volume + d3[1] else d3[1];

rec d4 = if swi == 1 then 0 else if between(close, fir * 1.008, fir * 1.010) then volume + d4[1] else d4[1];

rec d5 = if swi == 1 then 0 else if between(close, fir * 1.010, fir * 1.012) then volume + d5[1] else d5[1];

rec d6 = if swi == 1 then 0 else if between(close, fir * 1.012, fir * 1.014) then volume + d6[1] else d6[1];

rec d7 = if swi == 1 then 0 else if between(close, fir * 1.014, fir * 1.016) then volume + d7[1] else d7[1];

rec d8 = if swi == 1 then 0 else if between(close, fir * 1.016, fir * 1.018) then volume + d8[1] else d8[1];

rec d9 = if swi == 1 then 0 else if between(close, fir * 1.018, fir * 1.020) then volume + d9[1] else d9[1];

rec d10 = if swi == 1 then 0 else if between(close, fir * 1.020, fir * 1.022) then volume + d10[1] else d10[1];

rec d11 = if swi == 1 then 0 else if between(close, fir * 1.022, fir * 1.024) then volume + d11[1] else d11[1];

rec d12 = if swi == 1 then 0 else if between(close, fir * 1.024, fir * 1.026) then volume + d12[1] else d12[1];

rec d13 = if swi == 1 then 0 else if between(close, fir * 1.026, fir * 1.028) then volume + d13[1] else d13[1];

rec d14 = if swi == 1 then 0 else if between(close, fir * 1.028, fir * 1.030) then volume + d14[1] else d14[1];

 

rec z1 = if swi == 1 then 0 else if between(close, fir * 0.996, fir * 0.998) then volume + z1[1] else z1[1];

rec z2 = if swi == 1 then 0 else if between(close, fir * 0.994, fir * 0.996) then volume + z2[1] else z2[1];

rec z3 = if swi == 1 then 0 else if between(close, fir * 0.992, fir * 0.994) then volume + z3[1] else z3[1];

rec z4 = if swi == 1 then 0 else if between(close, fir * 0.990, fir * 0.992) then volume + z4[1] else z4[1];

rec z5 = if swi == 1 then 0 else if between(close, fir * 0.988, fir * 0.990) then volume + z5[1] else z5[1];

rec z6 = if swi == 1 then 0 else if between(close, fir * 0.986, fir * 0.988) then volume + z6[1] else z6[1];

rec z7 = if swi == 1 then 0 else if between(close, fir * 0.984, fir * 0.986) then volume + z7[1] else z7[1];

rec z8 = if swi == 1 then 0 else if between(close, fir * 0.982, fir * 0.984) then volume + z8[1] else z8[1];

rec z9 = if swi == 1 then 0 else if between(close, fir * 0.980, fir * 0.982) then volume + z9[1] else z9[1];

rec z10 = if swi == 1 then 0 else if between(close, fir * 0.978, fir * 0.980) then volume + z10[1] else z10[1];

rec z11 = if swi == 1 then 0 else if between(close, fir * 0.976, fir * 0.978) then volume + z11[1] else z11[1];

rec z12 = if swi == 1 then 0 else if between(close, fir * 0.974, fir * 0.976) then volume + z12[1] else z12[1];

rec z13 = if swi == 1 then 0 else if between(close, fir * 0.972, fir * 0.974) then volume + z13[1] else z13[1];

rec z14 = if swi == 1 then 0 else if between(close, fir * 0.970, fir * 0.972) then volume + z14[1] else z14[1];

 

 

 

 

def o = Max(d1, Max(d2, Max(d3, Max(d4, Max(d5, Max(d6, Max(d7, 0)))))));

 

 

def n = Max(d8, Max(d9, Max(d10, Max(d11, Max(d12, Max(d13, Max(d14, 0)))))));

def w = Max(z1, Max(z2, Max(z3, Max(z4, Max(z5, Max(z6, Max(z7, 0)))))));

def s = Max(z8, Max(z9, Max(z10, Max(z11, Max(z12, Max(z13, Max(z14, 0)))))));

def g = Max(b1, Max(b2, Max(n, Max(w, Max(s, o)))));

 

rec po = if g > g[1] then ( ( sum(hlc3*volume,20) / sum(volume,20) ) + average(hlc3,15) )/2 else po[1];

rec pop = if swi==1 then po[1] else pop[1];

def poc = if pop == 0 then double.nan else pop;

plot pz = poc * 1.0015;

plot py = poc * 0.9985;

 

def yo = po;

plot yos = if isnan(close[-1]) then double.NaN else if yo != 0 then yo else double.nan;

#yos.SetPaintingStrategy(paintingstrategy.points);

yos.hidebubble();

[popstocks 10]

Yeah, TOS keeps changing their syntax with every other update. It is a very annoying habit of theirs!

 

Copy the text to a notepad and do a find replace.

 

You want to change all of the 'getdayofmonth' to just 'getday'

[trader_john 10]

There were a couple of extra spaces, and the bollingerbands reference was broken. This should work:

 

declare lower;

input Length = 20;

input price = close;

######################

def e1 = (Highest(High, length) + Lowest(low, length)) / 2 + Average(close, length);

def osc = Inertia(price - e1 / 2, length);

plot oscp = osc;

 

def diff = reference BollingerBandsSMA(length = 20)."upperband" - reference KeltnerChannels."Upper_Ba nd";

plot mid = 0;

mid.assignValueColor(if diff >= 0 then Color.UPTICK else Color.DOWNTICK);

 

#oscp.assignValueColor(if osc[1] < osc[0] then Color.CYAN else Color.magenta);

oscp.assignValueColor(if osc[1] < osc[0] then

if osc[0] >= 0 then

#UpPos

createColor(0, 255, 255) else

#UpNeg

createColor(204, 0, 204)

else if osc[0] >= 0 then

#DnPos

createColor(0, 155, 155) else

#DnNeg

createColor(255, 155, 255));

 

oscp.setPaintingStrategy( PaintingStrategy.HISTOGRAM);

mid.setPaintingStrategy(PaintingStrategy.POINTS);

[trader_john 10]

Hmmm. The extra spaces seem to be a problem with cutting/pasting into TL. The problem areas in my previous post are:

 

def diff = reference BollingerBandsSMA(length = 20)."upperband" - reference KeltnerChannels."Upper_Band";

oscp.setPaintingStrategy( PaintingStrategy.HISTOGRAM);

mid.setPaintingStrategy(PaintingStrategy.POINTS);

 

If you strip out these spaces, the indicator should verify...

[orangequant 10]

thanks to everybody here!!

suggestion--- the thinkscript manual is really scarce on examples-- it kind of assumes someone is familiar with coding generally. it would really be helpful if someone could explain SIMPLE functions in a concrete way, like building blocks to create a desired result. EXAMPLE: i'm struggling to write this simple code (and i'd appreciate any help- i keep getting errors)---

========================

1. to display two stocks upper (any format, candles or whatever, avg price or whatever)

2. single plot in lower study that shows the difference between the two stocks, but using the avg of daily hi+lo+close.===============================

see what i mean? if someone had a building block that showed them how to plot multiple stocks (upper), and another building block that showed them how to plot interactions (+,-, /,sqrt etc) of those stock values (lower), they could build many indicators.

anyway, just a suggestion and request from a frustrated newbie coder--

Dennis

[trader_john 10]

Hi Dennis,

 

First, I'm not a TOS coding expert, but I have played around a little. A good way to learn the language seems to be by looking at the predefined indicators that have source code. These are the ones with the little scroll or paper icon next to them (double click on it).

 

To your specific items, I played around a little and came up with these simple examples that you can expanded on (please share!):

 

1) display two stocks in upper:

 

# Simple example of plotting two stock in upper

# Data1 will be the primary stock you are viewing

plot Data1 = close;

# Data2 will be the comparison stock

plot Data2 = close("c");

 

2) display the difference between two stocks in lower:

declare lower;

def Data1 = close;

def Data2 = close("c");

plot Diff = Data1 - Data2;

 

There is also several "comparison" studies that compare your current stock to various others. It looks like you can change the line style and stock to compare to as well.

 

Hope that helps,

John

[orangequant 10]

Hi Dennis,

 

First, I'm not a TOS coding expert, but I have played around a little. A good way to learn the language seems to be by looking at the predefined indicators that have source code. These are the ones with the little scroll or paper icon next to them (double click on it).

 

To your specific items, I played around a little and came up with these simple examples that you can expanded on (please share!):

 

1) display two stocks in upper:

 

# Simple example of plotting two stock in upper

# Data1 will be the primary stock you are viewing

plot Data1 = close;

# Data2 will be the comparison stock

plot Data2 = close("c");

 

2) display the difference between two stocks in lower:

declare lower;

def Data1 = close;

def Data2 = close("c");

plot Diff = Data1 - Data2;

 

There is also several "comparison" studies that compare your current stock to various others. It looks like you can change the line style and stock to compare to as well.

 

Hope that helps,

John

wow!! thanks, John--- that was fast! okay, i'm going to play with this a bit and come back here to share--- thank YOU -- this is one of my simplest but most critical indicators

 

EDIT~~~ that was exactly what i meant by "building blocks" to help a newbie understand-- from your example i can see how to build some other stuff too

 

Bump: im still working on code you provided, John, which has much more potential than this from their manual--- somehow between the two i should be able to finally get exactly what i want---

++++++++++++++++++++++++++

declare lower;

plot data = close-close("enter symbol");

++++++++++++++++++++++++++

 

Bump: im still working on code you provided, John, which has much more potential than this from their manual--- somehow between the two i should be able to finally get exactly what i want---

++++++++++++++++++++++++++

declare lower;

plot data = close-close("enter symbol");

++++++++++++++++++++++++++

 

Bump: im still working on code you provided, John, which has much more potential than this from their manual--- somehow between the two i should be able to finally get exactly what i want---

++++++++++++++++++++++++++

declare lower;

plot data = close-close("enter symbol");

++++++++++++++++++++++++++

[elovemer 10]

...has anyone coded TRO for thinkorswim ?

 

...or this indicator ?

 

SHME PushHiLo AutoX

 

...thanks

Edited December 6, 2008 by elovemer

[semperfiguy223 10]

Does anyone have the TTM Value Chart indicator for TOS?

[elovemer 10]

....got a TTM squeeze indicator.....

....works very well..... as does TSI

....is that what you want ? ttm squeeze ?

 

..... anybody have a ERGODIC indicator for tos ?

 

.....anybody have any idea what settings to use with SMI indicator ?

Does anyone have the TTM Value Chart indicator for TOS?

[semperfiguy223 10]

I have the TTM Squeeze, but also looking for the TTM Value Chart/DDF.