Data Exchange Using GV Regular 120T & 120T 3 Line Break

[Ranger 10]

OBJECTIVE

 

Generate long/short permissives from 3 Line Break Chart for use on a regular tick chart signal.

 

BACKGROUND

 

Please refer to 120T - Regular & 3 Line Break Charts attachment: Both the Tick chart and the 3LBC use 120Tick Data or same data frequency.

 

The ! Saver 3LBC (attached) generates the Permissive following a breakout on the 3LBC ie 3 bars down/ 1 bar up for breakout using BAR Open/Close.

 

The Permissive is used by an Entry Signal 120T(Exit signal not given).

 

SITUATION

 

You can see from the 120T - Regular & 3 Line Break Charts attachment & from the PLE Data Output(highlighted line) that a trigger was generated at 093216. The signal was applied to the 120T and is shown on screenshot.

 

PROBLEM

 

The ! Saver code uses the OPEN/CLOSE of the BAR from the 3LBC to generate the permissive (GoLong/GoShort), but the Permissive is being issued before the BAR CLOSES on the 3LBC.

 

Any ideas or suggestion would be greatly appreciated.

 

RANGER

! Saver 3LBC.txt

Entry Signal 120T Chart.txt

[Tams 20]

look up...

 

BarStatus = 2

[Ranger 10]

Thank you Tams!

 

I think that I corrected the bar status but something crazy is still occurring. I attached an output file for your amusement and to ensure you continued state of BE Happy.....

 

The 3LBC generates a Permissive at 144302 (Trigger State = 1). The state directly ahead of that at 143956 = 0.

 

The signal gets it's Permissive at 144050 or approximately 2 seconds before it was issued by the 3LBC. It's state at 144027 was zero.

 

It seems like the variables resetting because they switch states; bad news is that some trades occur properly and others don't ie the one below worked.

 

 

3LBC 1100302.00/////161444.00 _GoLongTrigger 0.00 _GoShortTrigger 1.00 Close 1117.25 Bar Status 2.00

 

120T Signal 1100302.00/////161444.00 _GoLongTrigger 0.00 _GoShortTrigger 1.00 Close 1117.25 Bar Status 2.00

Output.txt

[Tams 20]

I would use the logic to create an indicator...

 

e.g.

make a dot every time these variables triggers:

 

if Condition1 then 
plot1(1 , "Condition1")
else
plot1(0 , "Condition1");

if Condition2 then 
plot2(-1 , "Condition2")
else
plot2(0 , "Condition2");

plot3( _GoLongTrigger, "golong");
plot4( -_GoSHortTrigger, "goshort");

 

 

you can then visually check to see if your logic is firing at the correct moment.

[Ranger 10]

Hi tams

 

one quick indicator revealed that i do have problems. I've done so much work on these signals and charts and i've always gotten crazy & unexplainable order entries even though my code seems so flipping simple.

 

When i first backtested my complete strategy with a friend we got amazing results. We later determined the issue that i'm trying to unravel now, where we get more favorable fills than possible. It skewed the backtest results.

 

It seems like the !saver part issues good signals from the 3lbc. The issue appears to be in the tick chart portion

 

thanks for your help .... At least now, i have the evidence and i can move forward on solid footing.

 

Ps sorry about the messy graph but the time frame differences between 120t regular and a 3lbc stretch things but seeing all the info on one screen helped.

[Ranger 10]

WOW!!!!

 

I've been messing with this intergration for a couple of months. MultiCharts has been allocating some advance engineering support, and frankly it had a few of us confused. Yesterday, again - MC spent about 1-1/2 hrs sorting through the issue and found the problem in the ADE.TypeZeroBarID_s file today.

 

The reason that I have attached these documents is because these can be easily modified to take data from one sourse and apply to another chart using Tick Charts.

 

In my case, I am using Permissives from the 3LBC and applying them to a Tick chart.

 

A word of caution .... when using ADE functions on tick charts make sure that "Time" is "Time_s" on all pertinent functions.

 

(HERE'S THE CHANGED CODE FROM MC RELATING TO ADE.TYPEZEROBARID_S - SEE THEIR REM NOTES)

 

// before here was "Time" - HHMM - delimeter = 10000, now "Time_s" - HHMMss - delimeter = 1000000

 

ADE.TypeZeroBarID_s = Date + ListN.Get(BarInfo, 2) / 1000000 + ListN.Get(BarInfo, 3) / 1000000000;

 

 

Thanks to TAMS for additional diagnostic support and big thanks to MultiCharts. Their customer service is just awesome.

 

RANGER

3 LBC Test Indicator - R1.txt

!_saver 3LBC Test Indicator - R1.txt

ADE.TypeZeroBarID_s(Modified by MC).txt

[Ranger 10]

Tams

 

I spoke with MC today regarding their Scanner; the Scanner only works on regular charts. I want to scan a bunch of stock symbols based on criteria from a daily 3 LBC. It appears that I need to create an indicator that will take regular daily data; convert it to 3LBC format and then use that criteria for the indicator output.

 

Do you know of an easier way .... do you know where I can find logic for the 3LBC?

 

Thanks for your input.

 

RANGER