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Old 05-05-2009, 03:51 PM   #49

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Re: Volume Splitter

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Originally Posted by flyingdutchmen »
that would leave me out unfortunally as i use 1 minute bars
for my fdax trading and tradesignal doesnt support ticks i will
have to make something from substracting the actual volume
You can read the Global Variable Value in ANY chart, any timeframe.
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Old 05-05-2009, 04:40 PM   #50

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Re: Volume Splitter

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Originally Posted by bakrob99 »
You guys have completely missed the chart which was posted on the first page that shows how to do what you want. TS's TradeVolume is useless.

Ticks, and or Upticks and DownTicks contain the volume of each transaction as described. If you want to do what EOTPRO is doing it is not difficult - but requires using a 1 tick chart and passing the values to your chart using a Global Variable.
Thanks for the tip. I'm going to look into trying the 1-tick chart with GV.
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Old 05-05-2009, 06:33 PM   #51

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Re: Volume Splitter

Quote:
Originally Posted by bakrob99 »
You guys have completely missed the chart which was posted on the first page that shows how to do what you want. TS's TradeVolume is useless.

Ticks, and or Upticks and DownTicks contain the volume of each transaction as described. If you want to do what EOTPRO is doing it is not difficult - but requires using a 1 tick chart and passing the values to your chart using a Global Variable.
I agree it is easy but you don't need a one tick chart, any time frame will do. You just compare the total volume 'now' with the total volume last tick. Just take any one of the numerous delta/buy sell pressure indicators and they do this. Dunno where all the confusion is coming from it just needs a single conditional to compare size before its accumulated. Don't have much time right now (seem mad busy for some reason) or I'd post it.
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Old 05-05-2009, 07:25 PM   #52

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Re: Volume Splitter

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Originally Posted by BlowFish »
You just compare the total volume 'now' with the total volume last tick.
that is correct the problem is within the comparing of those 2 value's
by using a statement like value1-value1[1] you will get nothing as there
are no historical value's saved in intrabarpersist variables but you will need
to use the intrabarpersist variables in order to recieve all value's within
each timeframe

the calculation sounds indeed easy but how to compare both values
im trying to figure out
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Old 05-05-2009, 08:02 PM   #53

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Re: Volume Splitter

^^ Exactly what has been throwing me... I've never used the intrabarpersit functions and its been confusing me.
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Old 05-06-2009, 07:26 AM   #54

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Re: Volume Splitter

Quote:
Originally Posted by BlowFish »
I agree it is easy but you don't need a one tick chart, any time frame will do. You just compare the total volume 'now' with the total volume last tick. Just take any one of the numerous delta/buy sell pressure indicators and they do this. Dunno where all the confusion is coming from it just needs a single conditional to compare size before its accumulated. Don't have much time right now (seem mad busy for some reason) or I'd post it.
You need a 1tick chart to build the volume for the current day, and to store values to use in backtesting and strategy development. The only way you can do it with a regular chart is real time, but with a 1 tick chart you can easily get 30 days of history.
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Old 05-06-2009, 07:28 AM   #55

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Re: Volume Splitter

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Originally Posted by daedalus »
^^ Exactly what has been throwing me... I've never used the intrabarpersit functions and its been confusing me.

Easylanguage resets the values of your variables intrabar on every tick to the value they were at the close. If you want to stop this reseting, (which you need to do if you are working intrabar) then just declare your variable with INTRABARPERSIST in front of it and its value will not be cleared/reset.
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Old 05-06-2009, 08:35 AM   #56

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Re: Volume Splitter

IntraBarPersist

Used in variable and array declaration statements, before a variable or array name,
to specify that the value of the variable or array elements are to be updated on every tick.

If IntraBarPersist is not specified, the value will be updated at the close of each bar.

Usage

Declaration: [IntraBarPersist]Name(InitialValue1)

Examples

Declare Max as a numerical variable, updated on every tick, with the initial value of 100:

Variable:IntraBarPersist Max(100);

Declare Max_Price as a 24-element single-dimension numerical array,
updated on every tick, and with data elements' initial values of 0:

Array:IntraBarPersist Max_Price[23](0);





source: EasyLanguage Manual
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