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Old 05-07-2009, 05:02 PM   #81

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Re: Volume Splitter

Quote:
Originally Posted by bakrob99 »
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.
i am teling that the indicator you guys see in the youtube-film is working on
LIVE FEED only and the guy in the films admits it saying

" i have turned on the pc at 9am this morning it takes a while for
the indicator to plot because it only works on live feed "

i am talking about EOT's indicator and can not recall i have spoken about what can or can not be done by tradestation or
any other software

Last edited by flyingdutchmen; 05-07-2009 at 05:07 PM.
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Old 05-07-2009, 05:42 PM   #82

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Re: Volume Splitter

Quote:
Originally Posted by flyingdutchmen »
i have said this before and you can hear the guy ftom EOT say it
in the second film "Dumb Money Part2" somewere in the midle of the film

this indicator is plotting ONLY ON LIVE STREAM and can NOT be used
with hystorical data

no DLL no nothing just plain simple calcuations just as we are trying to skript here
I may be misreading you flyingdutchmen, but executing from a DLL does not necessarily imply they must be using historical data. As you have pointed out the EOT indicator appears to require live data yet, this does not suggests a DLL is not being used. A DLL is often used to add functionality beyond the scope of EasyLanguage. I'm wondering if they are accessing Time&Sales information - their own version of the Time and Sales window found in TS - and pass this to their indicator. But this is pure speculation.
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Old 05-07-2009, 07:07 PM   #83
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Re: Volume Splitter

re historical data for fields TS doesn't keep
you can always harvest the data off each day to SQL server to build up a tick level backtesting database.
Alternatively, for these short time frames, forget backtesting and just forward test several variants of a system- sizing cautiously of course... the comparative costs are surprisingly near equivalent
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Old 05-09-2009, 06:57 PM   #84

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Re: Volume Splitter

I know very little about programnning but can tell you that the Volume Splitter by EOT works as well on TS as it does on Ninja. This may be a very obvious comment at this point and if it is I do apologize for the ignorance of this post, From a non-program person, it seems as if some are saying that this indicator cannot be produced for TS? Yet, EOT does provide it for TS, Ninja and I believe E-signal as well.
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Old 05-09-2009, 11:25 PM   #85

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Re: Volume Splitter

So, let's recapitulate. After nine pages of discussion, it looks like we still don't know what the folks in the videos of the first post were doing. I've tried to use the code that was posted on previous pages, but the resulting indicators were blank or simply drew a straight line, even though they verified successfully. (not sure why that would be).

swansjr, your post in permalink #23 from May first was pretty darn good---modifying the bid/ask pressure indicator. Can you share with us how that works?
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Old 05-10-2009, 08:16 AM   #86

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Re: Volume Splitter

indeed the way it looks sofar
is that we have various posters here im tread claiming it can be
done; some even say it is "easy" yet untill today after 9 pages
we have not succeed to make a replica of the dumb/smart-money
indicator nor did we even come close
and yes i have also not succeed
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Old 05-10-2009, 09:23 AM   #87

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Re: Volume Splitter

Yes, it's interesting how some people say this is easy. Yet, I don't see any working code. That's how easy it is.

TradeStaton does not allow access of Time&Sales via EasyLanguage. So, it seems to me you either have to derive approximations of Time&Sales via clever programming or someone has written a DLL to access Time&Sales within the tradestation data stream.

Anyway, here is my only attempt. It’s far from working like the EOT indicator. Occasionally it’s spot-on showing yet, other times it is dead wrong.

Attached Thumbnails
Volume Splitter-es_233_20090506.jpg  
Attached Files
File Type: eld VOLUME_SPLITTER_V1.ELD (6.4 KB, 116 views)
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Old 05-10-2009, 10:56 AM   #88

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Re: Volume Splitter

Thanks for posting it up swan! I'll play with it and see if I can make any appreciable changes for the better!
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