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thrunner

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Everything posted by thrunner

  1. The files are swf (now Adobe Shockwave Flash swif files). You may not have that install for IE7: http://www.adobe.com/shockwave/download/download.cgi?P1_Prod_Version=ShockwaveFlash
  2. Sorry to hear about your training problems. Doing some water aerobics may help:
  3. Hi Simon, Thanks again for all the good work. The attached screen shot may have something to do with the error, because it happened again overnight with no user input. It showed that an error has occurred with a script from forexfactory together with the previous error shown above.
  4. Thank you. Please see more discussion here: http://www.traderslaboratory.com/forums/f32/cme-group-to-waive-fees-for-3614.html#post32246 Some brokers also required that you subscribed to the "Unbundled" plan, otherwise the brokers do no pass the savings to the clients.
  5. I guessed support can turned quickly to resistance, but in formalizing a description, it should probably be called support because it has been the recent past swing lows. Forex volume data are also 'tick' based data in that it is not something reported by an exchange and therefore only reflects a small subset of the total volume. It is like taking a poll in your own neighborhood which may not accurately reflect the national or international poll.
  6. That's right Simon. There doesn't seem to be a check mark next to the refresh setting, so I am not sure if the refresh was on. In any case, I noticed after running overnight, the next day's data was not being displayed. So I right click on the app, chose refresh and pick 30 seconds I think and the application crashed with the error I posted. Thanks.
  7. Thank you Szymon, Sorry to report an error after setting refresh rate (the app doesn't seem to update to the next day as well after overnight): See the end of this message for details on invoking just-in-time (JIT) debugging instead of this dialog box. ************** Exception Text ************** System.Runtime.InteropServices.COMException (0x80004005): Unspecified error at SHDocVw.IWebBrowser2.Refresh2(Object& Level) at AxSHDocVw.AxWebBrowser.Refresh2(Object& level) at MarketNews.MarketNews.RefreshTimer_Tick(Object sender, EventArgs e) at System.Windows.Forms.Timer.OnTick(EventArgs e) at System.Windows.Forms.Timer.Callback(IntPtr hWnd, Int32 msg, IntPtr idEvent, IntPtr dwTime) ************** Loaded Assemblies ************** mscorlib Assembly Version: 1.0.5000.0 Win32 Version: 1.1.4322.2407 CodeBase: file:///c:/windows/microsoft.net/framework/v1.1.4322/mscorlib.dll ---------------------------------------- MarketNews Assembly Version: 1.0.3018.27639 Win32 Version: 1.0.3018.27639 CodeBase: file:///C:/Program%20Files/MarketNews%26clock/MarketNews.exe ---------------------------------------- System.Windows.Forms Assembly Version: 1.0.5000.0 Win32 Version: 1.1.4322.2032 CodeBase: file:///c:/windows/assembly/gac/system.windows.forms/1.0.5000.0__b77a5c561934e089/system.windows.forms.dll ---------------------------------------- System Assembly Version: 1.0.5000.0 Win32 Version: 1.1.4322.2407 CodeBase: file:///c:/windows/assembly/gac/system/1.0.5000.0__b77a5c561934e089/system.dll ---------------------------------------- System.Drawing Assembly Version: 1.0.5000.0 Win32 Version: 1.1.4322.2032 CodeBase: file:///c:/windows/assembly/gac/system.drawing/1.0.5000.0__b03f5f7f11d50a3a/system.drawing.dll ---------------------------------------- AxInterop.SHDocVw Assembly Version: 1.1.0.0 Win32 Version: 1.1.0.0 CodeBase: file:///C:/Program%20Files/MarketNews%26clock/AxInterop.SHDocVw.DLL ---------------------------------------- Interop.SHDocVw Assembly Version: 1.1.0.0 Win32 Version: 1.1.0.0 CodeBase: file:///C:/Program%20Files/MarketNews%26clock/Interop.SHDocVw.DLL ---------------------------------------- Accessibility Assembly Version: 1.0.5000.0 Win32 Version: 1.1.4322.573 CodeBase: file:///c:/windows/assembly/gac/accessibility/1.0.5000.0__b03f5f7f11d50a3a/accessibility.dll ---------------------------------------- Microsoft.VisualBasic Assembly Version: 7.0.5000.0 Win32 Version: 7.10.6001.4 CodeBase: file:///c:/windows/assembly/gac/microsoft.visualbasic/7.0.5000.0__b03f5f7f11d50a3a/microsoft.visualbasic.dll ---------------------------------------- ************** JIT Debugging ************** To enable just in time (JIT) debugging, the config file for this application or machine (machine.config) must have the jitDebugging value set in the system.windows.forms section. The application must also be compiled with debugging enabled. For example: <configuration> <system.windows.forms jitDebugging="true" /> </configuration> When JIT debugging is enabled, any unhandled exception will be sent to the JIT debugger registered on the machine rather than being handled by this dialog.
  8. I am sure you have considered a simple timer indicator with alerts on your charts - you never know- some traders are so anti-indicator, they don't even want to use a clock :o If this is a general purpose timer for Windows that you are looking for, this one called ClockWise seems to be good, you can sync the PC clock to NTP server and it has calender and stopwatch functions as well.
  9. Hi Tim, Couldn't you just use the Suricandlereader that someone had posted in the other thread? Your problem is mainly with Multicharts in that it is not totally TS EL compatible, but with some changes to the TS code, it should run properly. It is a shame that no one on tssupport could help you earlier. I am not a MC user so I can't be of much help either, but please see attached Multicharts PLA file (multicharts.1180.4173_beta2) in zip form that will run the Suricandlereader code on MC. MCsuricandlereader.zip
  10. http://www.positiveterritory.com/do/tw/vpmo11.htm Definitions, Formulas: As its name states, Volume * Price Momentum Oscillator (V*PMO) is both a price and volume momentum oscillator. To compute it we First, calculate today’s V*PMO input value: VTODAY * (CPTODAY – CPTODAY-1) where VTODAY = today’s volume CPTODAY = today’s closing price CPTODAY-1 = yesterday’s closing price Then smooth the values using a 3-day exponential moving average (EMA): [b][color="DarkOrange"]V*PMO = EMA(3)(VTODAY,VTODAY-1,VTODAY-2) [/color][/b] [color="DarkOrange"]Wrong?[/color] TS code: Input: Price (C); Var: VPMO (0); VPMO = XAverage( V * (Price - Price[1]), 3) ; Plot1( VPMO, "VPMO" ) ; Plot2( 0, "Zero"); Condition1 = Plot1 crosses over Plot2 ; Condition1 = Plot1 crosses under Plot2 ; if Condition1 then Alert( "Positive VPMO" ) ; if Condition2 then Alert( "Negative VPMO" ) ; This indicator is not very good at representing price and volume, try something like VPCI instead.
  11. From what I've read, spreadbetting was invented in the mid 70s in the UK and is probably not available for someone in the US. It is a kind of derivative with leverage, but how the derivative is calculated, I am not sure. With options, you have the Black-Sholes calculations but with spreadbetting, it is up to the broker? to set the price. I read somewhere that 90% of spread betters lose money. The COMPX index which is the US Nasdaq index that can be represented by QQQQ as the ETF. There is also NQ as the index futures and plenty of derivative options based on QQQQ. I don't think you can spreadbet on NQ or the QQQQ options, so perhaps QQQQ is what you will be spreadbetting on.
  12. Free ebook, a good read with good swing trading ideas and fairly easy to backtest.
  13. Very nice Szymon. My suggestions are: 1. Minimizable to Clock display only (with Hr:Min:Sec) 2. Synchronize clock to NTP server so that it is accurate to the second. Thank you.
  14. Good for you James, although 6 min miles for 10K sounds a little too ambitious for a beginning long distance runner, especially at altitude. Trading actually has something in common with long distance running. Here is a good perspective from a fellow Coloradoan and trader, Brian Shannon: There are some good tips on training as well. Good luck and good training.
  15. A failure to communicate, what we have here... I think what is missing from a lot of successful discretionary traders is that there is often a lack of formal definition of terms they are describing. Whether it be a no-demand bar or a support resistance level. These could all be described formally and mathematically, so that one could go back after the fact and ask whether a VSA bar or SR level was valid. Without these definitions you are often left with answers such as screen time, experience, subjective feelings, which is all fine but not as helpful as a formal definition. This is why the first VSA thread was so helpful in that PP did have pages and pages of formula to go with charts which described what he was seeing. This is not to say PP's VSA formulas were all correct, but it formalizes the trading method and allows for refinements and improvements.
  16. TS has 6 months of tick data. Gain capital has some forex data for free but the quality may be suspect. You weren't specific about the instrument symbol, some one may have what you need for free. A good charting platform and backtesting is more important than you may think, a good platform can usually ferret out bad data and improve strategic backtesting.
  17. thrunner

    When?

    OZ has posted a fairly simple but open system right here on TL. I believe he has also posted it on other forums as well. However, with most of the strategies I have seen have not been analyzed with a strategy performance report and some of the strategies are fairly discretionary (it will say close out trade here because it is going nowhere or don't trade when the volume is 'low'). The OZ strategy has been analyzed using Tradestation here. One conclusion was to not to take the short trades and the long trades can generate a profit factor of about 2.
  18. Yes, well, the support for TS elds in MC is kind of a hit or miss because they don't likely have the rights to the TS copyrighted and proprietary eld format. In this case, the eld posted can be read but I think it will not compile properly so that is why I suggested to raven to ask for more specific help on the (MC) tssupport forum. http://forum.tssupport.com/viewtopic.php?t=4980
  19. Blu-Ray, you've got my vote for the saint of the week :o Note to Soultrader, please consider a poll for the most helpful member of the week/month and the most thankful member as well. I think it will promote civility even more than the high standards we already have here at TL. Here is an attempt at BR's coded strategy for darknite on two data series: Unfortunately, I think the price action that darknite posted is usually a little bullish and the strategy is usually in the red (note the time frame for $NDX.X is reduced to 15 min to reduce the number of trades. You will also need realtime subscription to both symbols. Workspace and strategy eld in zip file, for 8.3.1419 and above : Inputs: ProfTarget(30),StopLoss(1 ); { These inputs are in number of ticks } Vars: ShortEntry(0), Permission(0), Mintick(0), mystop(0), MP(0); MP = marketposition; Mintick = minmove/pricescale; Condition1 = C[1] data2 >C[2] data2 and H data2 > H [1]data2 and H data2 > H[2] data2 and C data2 < O data2; if condition1 and MP = 0 then begin ShortEntry = Low - (1*mintick); mystop = High + (Stoploss*mintick); permission = 1; end; if permission = 1 then begin SellShort next bar at ShortEntry Stop; Permission = 0; end; if mp = -1 then begin buytocover ("ProfitTarget") next bar at ShortEntry - (ProfTarget*mintick) limit; buytocover ("StoppedOut") next bar at mystop stop; end; _3barPB_2.zip
  20. This is all verbatim from their thread on TS, should be all public information. It is something new to me as well
  21. Thank you. I should qualify the lot position by saying these were limit orders. TS recently (as of Mar 15 or so) updated their billing system on EMD, you should be getting a credit if you are on the unbundled plan.
  22. I can confirm that the cost for trading EMD under TradeStation is $2.42 RT (round trip) vs about $4.70 RT for other CME stock index futures. You will need to be on the unbundled plan, which most newer accounts are. I am not sure about other brokerages such as IB who also have unbundled plans. Apparently if you are on the bundled plans, the savings will not be passed on to you and your broker pockets the difference. The only drawback to EMD is that the volume is thin. However, if you are trading 3-5 contracts at a time, there shouldn't be a problem and the savings could be significant, especially for a scalper. The range spread is really not as bad as it looks by the indicator, it is fairly isolated to a single bar that usually has a greater ATR in the ER2 vs EMD, thus making EMD less jumpy in the aforementioned periods (usually opening and closing).
  23. Could you please define what your exchange's definition of open interest is? How is it calculated?In the US exchanges and data feed suppliers, OI is often defined as 'Down Volume' or 'Down Ticks' for intraday tick data.
  24. Here are some trend threads on TS to get a better idea of how to define a trend : https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=30732 https://www.tradestation.com/discussions/topic.aspx?topic_id=30775 A lot of smarter traders than you and I have tried to define it and in the above threads you have mmillar, Bamboo, ghkramer, waynechem and others trying to do so. There is really no need to start your own new definition of trend when the market is full of traders following each other in these definitions. If you want a short summary, here it is: 1. about half the market is looking at a moving average trend 2. the other half may be looking at some trend lines (or zigzags, similar idea). 3. the calculation of trends can be made more precise by using the average true range function (ATR). The market often trades with an ATR stop. In practice, a trend would often stall or ends once the ATR trailing stop is hit. If you like the idea of following a moving average trend, the following waynechem indicator based on calculating the area under the trending moving averages may be a start: { TrendArea Indicator WAV 9/15/04 } inputs: ThresholdArea(1500); vars: BarCount(0),SlowMA(0),FastMA(0), color(0),area(0); SlowMA = average(close,15); FastMA = average(close,5); { see if we have a new possible trend starting } if FastMA crosses above SlowMA or FastMA crosses below SlowMA then begin BarCount = 0; area = 0; end; { increment BarCount +1 if FastMA above SlowMA... decrement BarCount -1 if FastMA below SlowMA} BarCount = IFF(FastMA > SlowMA,BarCount + 1,BarCount); BarCount = IFF(FastMA < SlowMA,BarCount - 1,BarCount); { multiply each individual area by its barcount } area = area + AbsValue(BarCount) * (FastMA - SlowMA); color = IFF(BarCount > 0,green,cyan); color = IFF(BarCount < 0,red,color); plot1(area,"Area",color); plot2(0,"zero line"); plot3(ThresholdArea,"+Thresh"); plot4(-ThresholdArea,"-Thresh");
  25. Thank you dbntina for your kind contribution. Those installing this for the first time will likely also need ELCollections by Bamboo. My limited understanding of PVP is that it is the Peak Volume Price or the closing price at which the current peak volume (highest volume of the day) had traded; however, apparently the PVP calculation is more complicated than that. 20060301130930ELCollections.zip
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