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Old 03-23-2008, 01:45 PM
thrunner thrunner is offline
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Re: TS Tick by Tick PVP Plotted with VWAP and SD Bands

Thank you dbntina for your kind contribution. Those installing this for the first time will likely also need ELCollections by Bamboo.
Quote:
To install the ELCollections library, just perform the following steps:

1. Unzip the zip file into a directory.

2. Copy the ELCollections.dll file to your TradeStation program directory (e.g. C: \Program Files\TradeStation 8.0 (Build xxxx)\Program).

3. Import the ELCollections.ELD file into TradeStation.

4. Install the library in your brain. In other words, read the documentation! This is a big library, so studying the documentation will save you a lot of time and effort in the long run.

Version History
1.00: Initial beta release.
1.01: Read very long lines from text file. Improve performance with string keys (works around TS issue).
1.02: Many new functions. See post below for details.
1.03: Updated to support ADE with TypeZero bars.
1.04: Fixed issue with ADE TypeZero data files.
1.05: Fixed ListN.InsertSorted so that it always returns the correct value.

You can check what version you have by opening the ELC_Version.txt file from the ELCollections.zip file. If you don't have that file, you don't have the latest version.

ELCollections is in the public domain and may be freely used and distributed.
The ELCollections software is offered "as-is", with no warranty, either express or implied, of its suitability for any purpose.
My limited understanding of PVP is that it is the Peak Volume Price or the closing price at which the current peak volume (highest volume of the day) had traded; however, apparently the PVP calculation is more complicated than that.
Attached Images
File Type: gif ES dbPVP 2008-03-23_140720.gif (24.9 KB, 283 views)
Attached Files
File Type: zip 20060301130930ELCollections.zip (264.1 KB, 40 views)


Last edited by thrunner; 03-23-2008 at 02:13 PM.
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