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Old 10-03-2006, 08:21 PM
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"Market Delta" Footprint for TradeStation

Market Delta is 3rd party software that provides interesting ways of viewing bid/ask information. This information could be useful for analyzing market behavior as price approaches a key support/resistance level.

For those that use TradeStation, I have created a simulation of Market Delta. Note that TradeStation provides a snapshot of the bid/ask so it won't be accurate most of the time. Therefore, I have provided an option in this analysis technique to use upticks and...

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  #18 (permalink)  
By MC on 12-19-2007, 06:26 PM
Re: "Market Delta" Footprint for TradeStation

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I haven't tested it yet, but it should only work in real time. (No Historical data).

Cheers

Blu-Ray
That's my issue im sure...thanks sir.
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  #19 (permalink)  
By zdo on 12-19-2007, 08:59 PM
Re: "Market Delta" Footprint for TradeStation

re Testing: Yes it is for real time only. I only looked at this on a YM 1 minute charts just before posting it to make sure it still works. Try a shorter time frame first then increase time frame to see if coloring technique is robust for your instrument… SwissTrader on TS offers a commercial ade version that will paint historical data.

re: “kind of pale” This code also seems to produce progressively paler paints as the day goes on. Would appreciate any ideas to stabilize it. Am liking these gradient functions for all kinds of fuzzy ‘logic’ more and more

hth

zdo
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  #20 (permalink)  
By MC on 12-19-2007, 11:30 PM
Re: "Market Delta" Footprint for TradeStation

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re Testing: Yes it is for real time only. I only looked at this on a YM 1 minute charts just before posting it to make sure it still works. Try a shorter time frame first then increase time frame to see if coloring technique is robust for your instrument… SwissTrader on TS offers a commercial ade version that will paint historical data.

re: “kind of pale” This code also seems to produce progressively paler paints as the day goes on. Would appreciate any ideas to stabilize it. Am liking these gradient functions for all kinds of fuzzy ‘logic’ more and more

hth

zdo
I'll be running it tomorrow and let you know how I do.

Thanks for the work you put in.
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  #21 (permalink)  
By hogarstrasni on 01-04-2008, 09:33 AM
Re: "Market Delta" Footprint for TradeStation

Hallo

Graet job! Is there posibility to get MD on back feel intraday.I get 5 min delta on open chart.When I swich to 10min I have nothing till after wile starting to accumulate,Is there way to get MD to all time frame intraday
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  #22 (permalink)  
By Blu-Ray on 01-04-2008, 10:13 AM
Re: "Market Delta" Footprint for TradeStation

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Hallo

Graet job! Is there posibility to get MD on back feel intraday.I get 5 min delta on open chart.When I swich to 10min I have nothing till after wile starting to accumulate,Is there way to get MD to all time frame intraday
The code will only work on real time data ( No historical data will show ).

So at the start of the day you could load up a 10 min chart and then just leave it. It will show the data as time progress's, but as soon as you switch that chart to another timeframe, all data will be lost.

Hope this helps

Blu-Ray
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  #23 (permalink)  
By itai007 on 02-12-2008, 06:55 AM
Re: "Market Delta" Footprint for TradeStation

change the var "i" to any other non reserved word like "z".

If you are using MD and not TS this will work with "z"


Itai
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  #24 (permalink)  
By itai007 on 02-12-2008, 06:57 AM
Re: "Market Delta" Footprint for TradeStation

use "z" instead of "i" and it will work

If you are a MultiChart user than the "i" is a reserved word ..

change it in the var and other places and it will work ...

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To me It doesn't get compiled when I do it it says:


compiled with error
this word has already been defined
errLine 23, errColumn 2, errLineEnd 23, errColumnEnd 2,

could you give me a help?
regards
BobOO
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  #25 (permalink)  
By swisstrader on 04-22-2008, 04:12 AM
Re: "Market Delta" Footprint for TradeStation

Here is my improved version with database to have history and teh possibility for a change of inputs without deleting the data of current session.

https://www.tradestation.com/Discuss...PAGE=6&#369167

-swisstrader
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  #26 (permalink)  
By zdo on 04-22-2008, 09:29 AM
Re: "Market Delta" Footprint for TradeStation

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Here is my improved version with database to have history and teh possibility for a change of inputs without deleting the data of current session.

https://www.tradestation.com/Discuss...55592;�

-swisstrader
swisstrader,

Are you charging for it? Does it use Elc or Ade?

Thx,

zdo
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  #27 (permalink)  
By swisstrader on 04-22-2008, 10:00 AM
Re: "Market Delta" Footprint for TradeStation

It works with ELC only, very fast running.
For writing the dBase I have dublicated the ELC dll and renamed it. So uses the dbase its own dll.
Yes, I charge for it. Single license 750.- and every mass order of 10 licenses at a time reduces the price to 75% (25% discount) and 20 mass order at a time you have 50% discount.
You have asked me for the conditions and I've answered only. I didn't want to make commercial advertisement here.

-swisstrader
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LinkBack to this Thread: http://www.traderslaboratory.com/forums/f46/market-delta-footprint-for-tradestation-516.html
Posted By For Type Date
MarketDelta This thread Refback 08-18-2007 03:07 PM
MarketDelta This thread Refback 07-27-2007 08:00 AM
AmiBroker Fan This thread Refback 06-23-2007 08:04 AM
MarketDelta This thread Refback 06-14-2007 09:38 AM
MarketDelta This thread Refback 05-25-2007 07:29 PM
TS SUPPORT :: View topic - Market Delta This thread Refback 05-14-2007 07:53 PM
MarketDelta This thread Refback 05-10-2007 06:32 AM
AmiBroker Fan This thread Refback 04-29-2007 01:22 AM
TS SUPPORT :: View topic - Market Delta This thread Refback 04-24-2007 09:19 AM
TS SUPPORT :: View topic - Market Delta This thread Refback 04-15-2007 05:59 AM
Latest posts of: Joe This thread Refback 04-13-2007 02:17 PM
TS SUPPORT :: View topic - Market Delta This thread Refback 04-13-2007 10:30 AM
TS SUPPORT :: View topic - Market Delta This thread Refback 04-12-2007 09:24 AM
TS SUPPORT :: View topic - Market Delta This thread Refback 04-10-2007 11:14 PM
MarketDelta This thread Refback 04-10-2007 09:53 PM
MarketDelta This thread Refback 04-07-2007 11:00 PM
TS SUPPORT :: View topic - Market Delta This thread Refback 04-02-2007 12:04 PM
TS SUPPORT :: View topic - Market Delta This thread Refback 04-02-2007 09:56 AM
TS SUPPORT :: View topic - Market Delta This thread Refback 03-19-2007 07:09 PM
AmiBroker Fan This thread Refback 03-07-2007 04:22 PM
MarketDelta This thread Refback 02-27-2007 02:26 AM
AmiBroker Fan This thread Refback 02-15-2007 08:36 AM
MarketDelta This thread Refback 02-03-2007 09:10 AM
MarketDelta This thread Refback 12-27-2006 03:56 PM
MarketDelta This thread Refback 12-23-2006 09:10 AM
MarketDelta This thread Refback 12-06-2006 03:10 PM


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