swisstrader

Todays progress - this fractal channels and FTTs give a total other view to the chart than these LL-HL-HH-LH logic sequences. Really interesting. -swisstrader

Have started to code the method in a full auto system - any thoughts, advices or cooperation offers (offers to PM only)? -swisstrader

If someone purchases a new lifetime license for MultiCharts with the link on this homepage http://www.1st-tradingtools.com the MP/VP toolset is free of charge. Subscribe to the email newsletter on the page downside and receive the specific access for further informations. Enjoy!

Newest update for MC here: 1st Trading Tools Just special autumn offer for bundle instead of regular 249 €. Look here: http://www.1st-tradingtools.com/marketprofile/offer/ Enjoy, bomberone1!

The effort to code this in relation to the effect (how often occurs a disconnection to the data provider) stands in no rattio. Buy it, code it for yourself or let it be. BTW, IMHO the Market Profile ® and Volume Profiles give your good enough signals to trade successfully instead of the footprints made by Market Delta. 1st Trading Tools Just special autumn offer for bundle instead of regular 249 €. Look here: http://www.1st-tradingtools.com/marketprofile/offer/ Good luck, bomberone1!

1. Lost connection = no data = nothing to save in the dBase 2. ELCollections data base as txt files

As far I know the QM saves the really traded volume but not on what side of orderbook the size was traded. My code saves it in teh database.

You will never get the same results exclude you have for both platforms teh same data feed of SAME server of data feed. I went to MarketProfile nad VolumeProfilee to have footprints of market based on POC's and VirginPOC's. With Market Distribution I get always the sufficient exact result for s/r levels to trade them.

Here is my data base subroutine, I think, every trade is saved into the data base, also trades between the spread of inside bid and inside ask. VolumeCache = MapNN.Get.dBase(Cache,1); LastC_Cache = MapNN.Get.dBase(Cache,2); Index = BaseIndex + (CloseOfData-OpenOfData)/TickSize; if InsideBid < InsideAsk then begin if CloseOfData <= InsideBid then begin CurrBidVol = MapNN.Get.dBase(BidVolume,Index) + TicksOfData - VolumeCache; N = MapNN.Put.dBase(BidVolume,Index,CurrBidVol); end else if CloseOfData >= InsideAsk then begin CurrAskVol = MapNN.Get.dBase(AskVolume,Index) + TicksOfData - VolumeCache; N = MapNN.Put.dBase(AskVolume,Index,CurrAskVol); end else begin if CloseOfData <= LastC_Cache then begin CurrBidVol = MapNN.Get.dBase(BidVolume,Index) + TicksOfData - VolumeCache; N = MapNN.Put.dBase(BidVolume,Index,CurrBidVol); end else begin CurrAskVol = MapNN.Get.dBase(AskVolume,Index) + TicksOfData - VolumeCache; N = MapNN.Put.dBase(AskVolume,Index,CurrAskVol); end; end; BidAskDelta = MapNN.Get.dBase(AskVolume,Index) - MapNN.Get.dBase(BidVolume,Index); N = MapNN.Put.dBase(CacheABD,Index,BidAskDelta); end; VolumeCache = 0; LastC_Cache = CloseOfData; BTW; this code is from 2007, a little bit time ago -swisstrader

The indicators here posted is without database, means if you make a reset in your chart all data are deleted. My code is with saving of inside bid and inside ask values on your PC and recall them during a reset. BidAskDelta Best regards, swisstrader

Hi Bomber1, here you can find the update: 1st Trading Tools Enjoy! -swisstrader

see under 1st Trading Tools

Does someone has adapted the EL Collections dll for multi-threaded platform? thank you for a reply -swisstrader

Good news for our customers: because of so many sells we'll pay back to much paid amount and sell from now for the new price - €149 EUR Per MultiCharts Installation. -swisstrader