thrunner

I don't use the Jurik, so I won't be able to include the ELD, however you can edit the code and verify it on your TS setup by doing the following. 1. Under the Input section, add: Inputs: LongAvg(20), MediumAvg(10), ShortAvg(5), Phase (50), 2. Under the code .. If UseXAve change: If UseXAve then begin LongMA = JRC.JMA.2k(Close,LongAvg, phase); MediumMA = JRC.JMA.2k(Close,MediumAvg, phase); ShortMA = JRC.JMA.2k(Close, ShortAvg, phase); end else begin LongMA = jtHMA(Close,LongAvg); MediumMA = jtHMA(Close,MediumAvg); ShortMA = jtHMA(Close, ShortAvg); end; Alternatively.... The following code should verify properly if you have Jurik properly installed. To create the new indicator by clicking on the 'EasyLanguage' icon on the left panel and choose create new EL document, then choose new indicator and name it something like 'TTMSlingShot_J'. Select all the code below and paste it in place of the new EL document. Then press F3 to verify. Apply the new indicator onto a chart. Notice that the UseXAve input is by default to 'true' and now uses the Jurik moving average. // re: traderslaboratory.com/forums/f46/ttm-sling-shot-and-trend-4929.html // F Svensa // ^TTMSlingshot_J using Jurik MA //JRC.JMA.2k ( series, length, phase ) ; Inputs: LongAvg(20), MediumAvg(10), ShortAvg(5), Phase (50), UpColor(Blue), DownColor(Red), UseXAve (True), PlotFill(True); inputs: UseBB(True), BBLength( 30), NumDevsUp( 2), NumDevsDn( -2); variables: Avg( 0 ), SDev( 0 ), LowerBand( 0 ), UpperBand( 0 ) ; Vars: LongMA(0), MediumMA(0), ShortMA(5), Color(White), TLUp(0), TLDown(0); If UseXAve then begin LongMA = JRC.JMA.2k(Close,LongAvg, phase); MediumMA = JRC.JMA.2k(Close,MediumAvg, phase); ShortMA = JRC.JMA.2k(Close, ShortAvg, phase); end else begin LongMA = jtHMA(Close,LongAvg); MediumMA = jtHMA(Close,MediumAvg); ShortMA = jtHMA(Close, ShortAvg); end; //AverageFC( SShot, BBLength ) ; SDev = StandardDev( MediumMA, BBLength, 1 ) ; UpperBand = MediumMA + NumDevsUp * SDev ; LowerBand = MediumMA + NumDevsDn * SDev ; If UseBB then begin Plot4( UpperBand, "UpperBand" ) ; Plot5( LowerBand, "LowerBand" ) ; End; Plot3(ShortMA, "ShortMA", White, Default, 0); If MediumMA >= LongMA then begin Color = UpColor; Plot1(MediumMA, "MediumMA", Color, Default, 1); Plot2(LongMA, "LongMA", Color, Default, 3); If PlotFill then begin TLUp = TL_new(date, time,MediumMA, date,time,LongMA); TL_SetStyle(TLUp,1); TL_SetColor(TLUp,UpColor); end; end else begin Color = DownColor; Plot1(MediumMA, "MediumMA", Color, Default, 1); Plot2(LongMA, "LongMA", Color, Default, 3); If PlotFill then begin TLDown = TL_new(date, time,MediumMA, date,time,LongMA); TL_SetStyle(TLDown,1); TL_SetColor(TLDown,DownColor); end; end;

Welcome to the forum. I don't use this indicator so I am not familiar with all the nuances. Gumphrie is the author of the Ninjatrader (NT) BBSqueeze, but he probably doesn't use this indicator in his trading. He may be able to answer some more questions over at the Ninjatrader forum: http://www.ninjatrader-support2.com/vb/index.php Meanwhile, the NT histogram plots can be reduced in pixels (from 9 to 2 px) and the Signal and the Squeeze values visualized by setting thier plot values in the indicator panel. The tradestation TS indicators can be obtained by doing a search or directly: http://www.traderslaboratory.com/forums/f46/bb-squeeze-replica-for-tradestation-662.html Blue-Ray has a very nice version here: http://www.traderslaboratory.com/forums/f46/various-indicators-squeeze-2fastmas-etc-3688.html

Thanks. Good read with the transcript. Session 6. Efficient Markets vs. Excess Volatility

This is probably what you want: ^TTMSlingShot_SvE 10 and 20 EMA w BB Basically you are using faster periods (10, 20) on a slower Moving Average (EMA) versus slower periods (32.4, 61.8) on a faster MA (jtHMA). Using the Sevensa (_Sv) version of eld here because that has less problem with TS candlestick plots than the non-Sv version. TTMSLINGSHOT_SVE.ELD

Current: http://www.tradestation.com/default_2.shtm Legacy: http://www.tradestation2000i.com/ Clone: http://www.tssupport.com/multicharts/ Somewhat compatible: http://www.openecry.com/software/softwarehighlights_customindicators.cfm

Try the Options Trading Beginner to start. Daily Options Report TraderFeed Headline Charts Quantifiable Edges Condor Options MarketSci Don Fishback's Market Update Market Rewind The Big Picture Abnormal Returns Trader Mike The Kirk Report Random Roger Infectious Greed Information Arbitrage Trader's Narrative Putting the Pieces Together Decline & Fall of Western Civilization Afraid to Trade Bespoke Investment Group Cobra's Market View The Aleph Blog Chris Perruna Bull Bear Trader IBD Index 1Option Options Doggy OptionPundit Simply Options Trading The Volatility Soma Options Trading Beginner

Not sure about the floating point error. You may have some spurious data problem with 'Close' of @YM that caused the jtHMA function to fail - not sure, just a guess, try Ctrl-R to reload data or try a smaller number of bars back (try 1500) or try earlier start date for the data. Here are some links and references that may be helpful to you if you are just beginning to learn EasyLanguage: Introduction to EasyLanguage Tutorial Introduction to EasyLanguage Online Seminar EasyLanguage Books ("Getting Started with TradeStation EasyLanguage", “TradeStation EasyLanguage Reference Guide", and “EasyLanguage Boot Camp”) EasyLanguage FAQ List of EasyLanguage Reference Posts Seminar Schedule Demonstration Code: A source of demonstration code is the EasyLanguage “work area”, the body of strategies and analysis techniques the EasyLanguage code for which is included in TradeStation. This code can be opened and reviewed any time by following the File -> Open EasyLanguage Document menu sequence. Third-Party EasyLanguage Specialists Directory (This link takes you to a web page hosted by TradeStation Technologies, Inc., an affiliate of TradeStation Securities, Inc.)

Before spending $7500, you should research this on the Tradestation forum under the Clayburg DDF thread by Stratman which has some equivalent free open source code and discussion on the profitability and backtesting. I am assuming you are already a Tradestation user and have access to that forum because the Clayburg system ran originally on TS. It is worth a free trial of TS just to read all the discussion and get a more skeptical and independent view of some of the systems out there. Don't just accept some backtesting by the vendor on a relatively short period and expect the walk forward testing to validate their assumptions.BTW, Dr. John Clayburg is a Doctor of Veterinary Medicine (DVM), not that there is anything wrong with that, except it did not give him a particularly special insight into trading system development.

Goslin Trigger is the same as LBR 3/10 Oscillator, available for NT as LBR30.zip LBR310.zip

Thank you Sevensa. You just saved these guys about $400, lol. I can't believe JC can sell a moving average indicator for that price, it is amazing what a catchy name and a little marketing can do. Attached please find two versions of the Slingshot. The one shown below in the lower panel is Sevensa's version with trendlines as histograms. I would rather use plots in TS for something like that as it is about 10x faster in code speed and the plots are a little cleaner. I would also use jtHMA (Hull Moving Average, open source) as the moving average instead of EMA - I took the liberty of changing the code; there is still an input option for using EMA. The second version is similar except it used plot histogram and jtHMA plus an option for Bollinger band around the 'medium MA' with the option of turning off the plots. These 2 indicators are named as ^TTMSlingShot ^TTMSLINGSHOT_2.ELD

I think the OP was asking about going from TS (Tradestation) to TOS. IMO, the two platforms are totally different. TOS is ThinkorSwim, somewhat of an options oriented brokerage. I had an equity account with them a while back. I didn't really find them very useful and while the platform had some useful options tools, it wasn't very programmable. They had a rudimentary autotrading system based on a list of proprietary signals generated by services such as Redoption, which is one of their subsidiary. Some of their affiliated signal providers were awful, but TOS do this in order to promote their platform. Customer service was slightly above average, but not much more. They didn't have a very good futures trading platform.

http://www.cmegroup.com/tools-information/build-a-report.html?report=dailybulletin Prior day daily data may not update until next trading day. Use 1440 min @ES.D or @ES for volume on TS if you are having problem. However, there is no Open Interest on the 1440 min and the @ES.D daily OI is still stucked at 3031805. For @ES 1440 min, they matched ST's data: 11/13/2008 4447242 11/14/2008 3366942 Date Time High Low Close Volume Volume2 11/13/2008 1615 913.75 816.75 908 4125941 4449284 11/14/2008 1615 918 860.25 860.5 3062163 4449284

Welcome to the forum. You may want to read 'Bollinger on Bollinger Bands' first: http://books.google.com/books?hl=en&id=FLlxAz85iysC&dq=Bollinger+on+Bollinger&printsec=frontcover&source=web&ots=hP5CNNuXhD&sig=yU2RtMlZ6JHIqwZraY2qtY1iMnI&sa=X&oi=book_result&resnum=6&ct=result FYI, JC is not the originator of the 'Squeeze' other than renaming it. It was nickm001 and eKam who coded it in 07/18/2003 00:49:52 as Indicator Name: NickMBigMove and NickMNxtMov on the Tradestation forum https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=14439 (requires forum access). JC merely ______ it. Replace blank with approriated, stole, commercialized, profited, absconed .... Most traders are awared of the 'Squeeze indicator' and there is no need to start multiple threads on them, and links to the commercialized versions may be inappropriate as some may mistake the action as spamming the forum. Blue-Ray is the resident Tradestation EasyLanguage expert on this forum and he has graciously coded many open source indicators here, some of which included the squeeze: http://www.traderslaboratory.com/forums/f46/various-indicators-squeeze-2fastmas-etc-3688.html

It is attached in this forum. http://www.traderslaboratory.com/forums/f56/ts-tick-by-tick-pvp-plotted-3647.html#post32651

Inverse correlation of SP500 to Intrade Obama does not imply causation. One may propose that the SP500 is down because Obama is getting elected or that if SP500 is higher, McCain could have been elected, both could be valid hypotheses, but both could be wrong. Both may have nothing to do with the ultimate outcome of the election or the economy. No, BF, there is no hypothesis or prediction on my part on market direction; just pointing out the lack of causation.

It is interesting how easily some pundits/traders will assign market movements to political events, calling this a Obama ralley or McCain ralley. The market will move where the majority thinks it will move and the majority says the market is overbought now and may stay overbought for a little while longer until they have an excuse to run it up or down again, whoever wins or loses.

You can of course calculate your own with Ninjatrader and the free indicator authored by SBGtrading here: http://www.ninjatrader-support.com/vb/showthread.php?t=4466&page=4 Ninjatrader is free for charting and simulation trading if you have a compatible data feed.

Jing, a subset of Camtasia by TechSmith that is free and complimentary online storage. http://www.jingproject.com/faq.asp

http://www.mypivots.com/forum/topic.asp?TOPIC_ID=3319&whichpage=3

spyro, Are you Frank Chris of http://frankeasylanguage.blogspot.com/ ? Perhaps you can explain some of these indicators if you are and how you are using them. BTW, most of Frank's indicators are Pacific time so most users will need to convert them to Central or Eastern time zone.

The VIX opened at a record 89 this AM with the US stock indices limit down. Everybody calls the VIX the 'fear index' as if the market is getting fearful. It is more likely that volatility is being artificially manipulated by the hedge funds and investment banks due to the recent credit deleveraging. In the absence of high leverage, one way to make as much money is to create chaos, fear and volatility in the markets - generating 'fear' but also similar income as a less leveraged position. What do you think? Is there an inverse relationship between leverage (IBs margins at previously 30:1 before deleveraging, now down to perhaps less than 10:1) and volatility? Some would argue that the high volatility results in deleveraging or the lack of margins, but could it be the other way around for the larger players? Looking for them to break the VIX before this is over; they have pretty much broken every other indexes.

It would be more helpful if you just give specific examples, such as name of instrument eg @ES, 3min, 1500 bars back, name of strategy.... In general, the lack of signals is due to the lack of number of bars in the study. Try using more bars and format the strategy, Properties for all to use max bar study will reference to eg 100, 150, 200 etc. It is also possible that your strategy just doesn't generate any signals for the given period.

not relevant to topic.

// compare this to TS's MA default 9 period inputs: period(9); var: MA_Sum ( Summation( Close, period ) ) , FMA(0); { BF's code if {barnum} currentbar > period then begin FMA= FMA + Close/period; FMA= FMA - Close[period]/period; end; } MA_Sum = MA_Sum + Close - Close[period] ; FMA = MA_Sum / period ; plot1(FMA); extensive testing have been done: https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=74179

There are bankers and there are bankers. The majority of bankers making $US 100 thousand or less probably had no idea what risks their banks were taking on, while most of the CEOs, CFOs probably did and were willing participants. Margins take on risks as well as potential profits and the CEOs were eager to have their big payday and many did and some were smart to get out as Hank Paulson, the present US Treasury secretary did in 2006 with a take of more than $US 500 million from Goldman Sachs (tax free, because US laws allow tax free divest selling of stocks when you enter US government by appointment). In 2004, the SEC allowed the major US investment banks to take on debt much higher than previous levels after the 5 major IBs lobbied for the rule change: This is probably the single most damaging change in regulation that prompted the ultimate collapse or reorganization of all the US investment banks. Initially, their earnings exploded upwards, but no parabolic market is sustainable. Only 3 short years later the market collapsed and basically they all got margin calls, together with many of their partners in the hedge funds. The present situation would have been a lot more manageable if they only took on debts at less than 10 to 1 instead of the 33 to 1 or even some at 60 to 1. So it is not the mortgage lending that directly led to their collapse, but the leverage that they took in the collateralized lendings.