[wlbw]

Bob,
Would you mind posting the combined code? I can't get it to run.
Much Thanks,

[pimind]

Thanks I really appreciate it and i'm sure other users do as well. I'm having a little trouble following you.

The second code you posted looks like a function. It looks very similar to the function that is already in tradestation. I guess the problem I'm having and I believe wlnw is having is incorporating the function into the first code you posted. Thanks again for your input.

[cooper59]

Robotman, ty for sharing something you have worked long and hard on. If you hang around here I think you will find what you give you get back in spades. This is by far the most professional and trader friendly forum you will find on the internet.

In regards to the volume splitter, I had seen the EOT site about 6 weeks ago and finally needed to see it live. They have a free trial and show all the indicators live. I have been trading a long time and this was one of the best indicators I have seen. I am a firm believer in reading price action and this thing is good. With time and sales being the closest thing to a real time indicator, this splitter runs a close second. They know people are trying to copy it and joke around that it will not be duplicated. This forum has some very sharp people in it, I will put my money on TL.

[BlowFish]

Originally Posted by flyingdutchmen »

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

There is no way to do it on historical data. It has to run live or run live and save data into its own file/database. You could of course make an approximation based on assumptions, this can work well. Rather than repeat myself http://www.traderslaboratory.com/for...html#post63931

btw dont use [1] use

if newvalue - oldvalue > block do something.
oldvalue = newvalue

[bakrob99]

Originally Posted by BlowFish »

There is no way to do it on historical data. It has to run live ...

Not true my friend. You can build anything you want with a 1 tick file.

Originally Posted by pimind »

Thanks I really appreciate it and i'm sure other users do as well. I'm having a little trouble following you.

The second code you posted looks like a function. It looks very similar to the function that is already in tradestation. I guess the problem I'm having and I believe wlnw is having is incorporating the function into the first code you posted. Thanks again for your input.

I did not test this but this should do it. Please correct me if I'm wrong.

//Bob Fulks 8/07, Bob Perry 09/07, 12/07, 05/09 

Inputs: MinLotSize(1), MaxLotSize(9999), TrixLen(9);
Var: TRIXValue(0);
Var: intrabarpersist LTicks(0); 
Var: intrabarpersist TSize(0); 
Var: intrabarpersist UpSum(0); 
Var: intrabarpersist DnSum(0); 
Var: intrabarpersist CumSum(0); 

if LastBarOnChart then begin TSize = Ticks - LTicks; 
If TSize >= MinLotSize and TSize <= MaxLotSize then Begin if Close = CurrentBid then DnSum = DnSum + TSize;
if Close = CurrentAsk then UpSum = UpSum + TSize; End; 

LTicks = Ticks; 
if BarStatus(1) = 2 then begin CumSum = CumSum + UpSum - DnSum ;

TRIXValue = TRIX( CumSum, TrixLen ) ;
Plot1(TRIXValue, "CumSum");
Plot2(0,"zeroline"); 

LTicks = 0; UpSum = 0; DnSum = 0; 
end;
End;

[Tams]

Originally Posted by bakrob99 »

Not true my friend. You can build anything you want with a 1 tick file.

if you take a screen shot of your live 1-tick chart,
then close down the charting software, reboot the computer.
When you re-start your computer and call up the same 1-tick chart again,
the chart might look different than the screen shot you have taken earlier.

:-(

[BlowFish]

Originally Posted by bakrob99 »

Not true my friend. You can build anything you want with a 1 tick file.

No you can not. You also need all the bid and ask changes as tick streams too. I do routinely build stuff from 1 tick files but you need to make assumptions about the order book and inside bid and ask unless you have recorded the order book (previously in real time) yourself. Neoticker is the only package I am aware of that does this (and that needs a kludge). Apparently ninja version 7 will have this feature too.

The problem is not the trades (the tick stream) it's the order book changes. How do you know a tick is at the bid or the ask? You can not know though you can guess if its an uptick its at ask and a downtick is at bid. Best bid and best ask areavailable real time but not historically and there is the problem.