thrunner

The indicator plots displacements, up to 3 bars ago, eg., plot18[3](HT[3],"NoSupply8(3)"); Alert("No Supply_3Bars_Ago"); Those who are interested in the definition and origin should read the VSA thread and posts by PivotProfiler, now Anonymous. No Demand/Supply. Squat.

Welcome to the forum. Really don't know much about Tradeking. I doubt they have an API (application programming interface) which will allow third party software to hook into their data and trade execution. I am not recommending any brokers, but there are many discount brokers that do have APIs, the most popular of which is probably IB (Interactivebroker). You will find that you may want to try software such as Ninjatrader (free for charting, indicator development, simulation; not free for actual trading), Quotetracker, Amibroker, Multicharts; they all have free trials and all can hook up to IB to some degree. Quotetracker has a long list of supported quote data sources, perhaps more than any other charting software and it is a good place to browse for choices : http://www.quotetracker.com/qsources.shtml The idea is really to get a low cost way of getting reasonable data and try out software that is suitable for your developing style of trading. Good luck, do a lot of reading in everything about trading, from the technicals to psychological. It is a long process.

Welcome to the forum, O Z, Thanks for the thread and posts. It is always nice to see a successful trader posting with bravado on some tips of the trade to a room full of skeptics . The skeptics would say this is simply another moving average following system, pretty much like 90% of the systems out there. It is not bad, but the devil is always in the details, which I hope to provide with some analysis below. The only objection one may bring up is that there is some discretion in this system, for example: Well, you can't really pick and choose time periods in a system without being more specific in the details. For example, is the system going to skip the holidays or the month of December? or how do you quantify volume in Forex? which doesn't report volumes. There were also times when trades were exited without being stopped or reached target by trader's discretion. Attached please find data on a strategy analysis of one interpretation of the OzFx System using Tradestation. The strategy employs a Lebeau trailing stop instead of the money management as presented above. The attached IE mht file (compressed as rar) showed that overall, trading 1 lot, the strategy is good with most long trades for the EURJPY, but it is not profitable for short trades. The SMA 200 filter was not shown, but if included, would not have improved the short trades significantly. Thanks again for posting the OzFx system. It shows that even a fairly simple moving average following system can be profitable if taken with the proper discipline of money management. A copy of the TS EL Acceleration Oscillator is also attached. _OzFX20.rar BW_ACELOSCILLATOR.ELD

http://www.traderslaboratory.com/forums/f46/tick-bar-count-down-1992.html

if Month( date ) <> Month( CalcDate( date, iff( DayOfWeek( d ) <> 5, 1, 3 ) ) ) then print( date ) ;

They are basically stock index futures instruments equivalent to SPY, QQQQ and DIA, respectively. There are liquidity, leverage and tax (60:40) and reporting advantages (1 statement /yr) to trading futures vs actual ETFs : http://www.investopedia.com/terms/i/indexfutures.asp http://www.investopedia.com/terms/e/emini.asp

Try saving as CSV (Comma Separated Values)?

Welcome to the forum. May be you caught Stanley Dash on a bad day The next 'big thing' for TS now is a simulator? Their most pressing problem is data integrity and execution and they are coming out with a simulator that is about 4 years behind the competition?

Thanks wsam. The LRC url above eventually links to Pat Barham's webinar on grains. You can skip to the first hour (about 55 to 60th minute) to see the Linear Regression Channel analysis on grains where Pat uses 50 and 100 period LRCs.

I don't calculate this stuff, but this may be what you are looking for at Program Trading, Fair Value, Index Arbitrage Values - indexArb.com webpage : sample Esignal calculation efs.

You were not specific with your symbol and tick setting and datafeed source, but it should work with tick charts if the symbol traded a few times at higher higher (HH) or lower lows (LL) with respect to the HOD or LOD, respectively. For example the attached showed about a dozen DD (Delta Diverg.) this AM with the ESH08 189 tick, TS data feed. A trader wouldn't have been very successful buying the DD (shown blue) for the first 10 signals or so. However, the signal could be useful in combination with other trend determination.

This is an eKam code var: thisGuysAccountID("12345678"), expiration(ELDate(4,15,2005)), { month, day, year } stillRuns(false); stillRuns = date < expiration and lastCalcDate < expiration and currentDate < expiration and (LastBarOnChart = false or GetAccountID = thisGuysAccountID); Account number is under Format, Account Orders .. Account no.

Those who are interested in this indicator should go to the original authors Helweg and Stendahl, in their book: Dynamic Trading Indicators - Winning with Value Charts and Price Action Profile by Stendahl, David & Helweg, Mark and the many existing threads and code samples on the TS forum. Helweg was generously enough to post it as open code in 2001 and the copyright should be acknowledged. If you noticed in their book and code, there are two ways to trade this, one is the 21 period High or Low and the other is an absolute +8 or -8 play. Recently, TTM revived this fairly old indicator by incorporating it with Clayburg's DDF (Day Directional Filter) and then calling it the TTM ddf vc indicator, which tries to find the Day's trend by usually the trend of the first hour and then trade the VC (Value Chart) in the direction of the DDF trend. The attached picture shows such a chart with all open source code. [LegacyColorValue = true]; {******************************************************************* Description : This Indicator plots Value Chart prices. Provided By : Mark W. Helweg (c) Copyright 2001 ********************************************************************}

Stratman has published some capable code in this thread based on earlier eKam and goose studies over at the TS forum. The idea of opening range break out or establishing trend based on other opening range price action has been around for quite some time. It seems like every few years they add a new twist or flavor to the old indicators and call it the latest thing. I would be very careful about believing claims of 80% accuracy or some such number in predicting trend. If it is 80%, not too many people have seen the details (actual data) of such studies. Anything approaching 80% in trading is probably not wildly published.

I won't lump Suri with the likes of TTM's Carter and Senters because unlike TTM, Suri has freely contributed many open source code and ideas to the TS forum. However, he has begun to commercialize his material which are very much derivative of many open source material freely available on TS and here at TL. If you do some searches on TS and here, you will find many market profile code for TS that is equally usable if not more accurate than the indicator referred above, which incidentally looks derivative of some of what Ant (Antonio) was posting. For example, the value area shown for Jan 31 2008 for ES using the Suri price profile seems to be a much larger range and displaced lowered than the conventional calculation (assuming VA delimited by the red horizontal lines). The open mp code for TS can be found for example in this thread and many other threads here at TL and elsewhere.

Welcome to the forum. If you put Sierra Chart in the title of the thread, it may be more helpful.Sierra uses a C++ scripting language similar to Esignal, although I am not sure if it is as popular. Apparently, Surftrader has done a Squeeze worksheet study in SS: TTM Squeeze Formula help - Sierra Chart I programmed it for Sierra a while back and found it virtually worthless for short-term trading -- It was simply a matter of calculating a Histogram of Bollinger-Bands retreating inside a Keltner Channel and plotting the ratio when the BBs were outside the KLs -- Here is the SS worksheet formula: SS Column Value AS= Boll-Band Top AU= Boll-Band Bottom BF= Keltner Top BG= Keltner Bottom =IF( (AS3-BF3)+(BG3-AU3)>0,(AS3-BF3)+(BG3-AU3),0 )

NT 6.5.08 beta version back to zip format, attached please find the same Squeeze zip file for .08. Squeeze6.5.08.zip

If you are talking about a Uninterruptible Power Supply, then perhaps try one of these: http://www.newegg.com/Product/ProductList.aspx?Submit=ENE&N=4802&Description=apc+ups&name=Top+SellersYou could also try local office and computer stores to save on shipping; these usually contain lead acid battery so they can be heavy. It is just a matter plugging into the AC plug; optionally there are cable and software to start a timer program which can shut down your PC properly after some period. The smaller UPS are really only good for tens of minutes, depending on your system, although it could be a life saver to close your trades and save your data.

Try a new 10min or 500tick chart without the other indicators, it should show up; please see attached picture below.You may get a more accurate pivots based on daily data and the eld from this TS forum thread: https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=70201

Thanks, I think. Actually I knew what you meant perfectly. I was just thinking outside the box and wondering outloud whether anything these exchanges are doing is any different from what Google can do- which is to provide almost instant dissemination of data across a wide network and to do it accurately, fairly and cheaply (something arguably CME hasn't done recently). If anybody can replicate an exchange cheaply, Google can. Which begs the question as to how much these exchanges are worth.

I have always thought that Google can run an exchange better than any of these outfits such as CME. So the question really is how difficult is it to start an exchange by any firm and have traders trade the instruments. Google certainly has the means and perhaps partnering with other banks and investment firms, can put up a real cheaper, faster and more reliable alternative to CME.

Sorry to hear that. I have no vested interest in NT, but here are something to try with Windows Vista and NT:1. Uninstall or disable McAfee 2. disabling Vista's User Account Control http://www.ninjatrader-support.com/vb/showthread.php?t=4560&highlight=vista Install latest version : http://www.ninjatrader-support.com/vb/showthread.php?t=5227

Have you tried Ninjatrader for playback? It is basically free for charting, simulation, playback; the actual trading is not free. The recent version 6.5 betas (8) should be more Vista friendly and more stable.

Camtasia, an older version 3 is available for free below. It is not pirated, just their way of getting you to try it. It allows for video and audio recording and good compression. To register for a key: http://www.techsmith.com/camtasia/pcpls.asp To download: http://download.techsmith.com/camtasiastudio/enu/312/camtasiaf.exe You may also want to consider something like Ninjatrader, which is free for charting, simulation and playback of recorded data.

Attached please find a chart on trading liquidity on futures. The closest CME instrument in terms of liquidity is ES; much further down are NQ and ER2. If you like CL and are good at it, there is really no reason to switch because of datafeed.