Great Idea for EFS!!!

[dloomis]

function preMain() {
setPriceStudy(false);
setStudyTitle("1z");
setCursorLabelName("v", 0);
setDefaultBarStyle(PS_SOLID, 0);
setDefaultBarFgColor(Color.red, 0);
setDefaultBarThickness(1, 0);
setPlotType(PLOTTYPE_HISTOGRAM, 0);
setPlotType(PLOTTYPE_LINE, 1);
}
function main(){
setBarFgColor(Color.lime,0);
setBarFgColor(Color.lime,1);
if(close()<close(-1))
setBarFgColor(Color.red,1);
debugPrintln(volume());
if (volume() > 3) return new Array( volume(), volume());
return;
}

[Himalaya]

Bid/Ask Volume

David(dloomis) & Realm1,

Thanks alot for your time in producing the bid/ask volume study.

Trade on and be excellent to each other

John M

[jficquette]

Block Volume

Dave,

The efs you wrote for me to present only trades involving more than 100 contracts does not work. It is blank and I see the prints it should capture on time and sales but they are not picked up. Any ideas?

John

[dloomis]

var xVol;
var nVol;

function main(nVol){
if(nVol==null)nVol=100;
nTradeSize = getMostRecentTradeSize();//debugPrint(nTradeSize);
gbs=getBarState();debugPrint(gbs);
if(gbs==BARSTATE_NEWBAR)xVol=0
if(nTradeSize>=nVol)xVol=xVol+nTradeSize;
setPlotType( PLOTTYPE_HISTOGRAM, 0 );
return xVol;
}

[jficquette]

Block Bolume

Hi Dave,

Thank you for all your help but this last one does not work either. All the bars are the same high. The efs apparentily testing if trades are > then n and not accumalting the volume on the trades that qualify per time period.

Dave, never mind. I hate to keep asking you to redo stuff.

John

[dloomis]

I doesnt bother me to redo something I messed up, so dont worry about that.

But it seems to work here fine, the old bars show a height of 2, but the new bars are all different heights.

[eSignal_JasonK]

Message from bhorn

Regarding D. Loomis's Bid/Ask Volume indicator, it works great on emini futures. However, The Ask Volume data is never diplayed on any Forex chart min, tick or volume. Do you have any suggestions.

This formula and any formula using getMostRecentXXX EFS function will not work as expected with Forex symbols. The data for Forex is received as bid/ask updates only. We do not receive actual volume data related to each trade. The volume data you are seeing is not true volume, but total ticks or transactions. This is also only reported at the bid through EFS. We do not have any other options currently for Forex symbols.

[bluenote]

Hello !

I've been tinkering with realm1's original Candlewaist idea from 2003.

I've been tinkering as well as trying to backtest and automate on the buy sell signals.

Can Someone help me Automate this using Interactive Brokers as the Broker Plugin for Integrated Trading ?

Really appreciate the help !


function preMain(){

setStudyTitle("Waist");
setPriceStudy(true);
setCursorLabelName("Waist");
setShowCursorLabel(false);
setDefaultBarStyle(PS_SOLID);
setPlotType(PLOTTYPE_FLATLINES);
setDefaultBarFgColor(Color.magenta);
setDefaultBarThickness(2);
setComputeOnClose(true);
}

function main(){

var vHL = high() - low();
var vVar = vHL * 0.25;
var vAddVar = vVar * 0.35;

var vWaist = (open()+close())/2;

if (vWaist>high(-1)&&close()>open()&&Strategy.isLong()==false){
Strategy.doLong("Crossing Up", Strategy.CLOSE, Strategy.THISBAR);
drawShapeRelative(0, low() - vVar, Shape.UPARROW, "", Color.black, null, "buyShp" + getValue("time"));
drawTextRelative(-1, low() - (vVar + vAddVar), "Buy", Color.white, Color.black, Text.BOLD | Text.ONTOP, null, null, "buyTxt" + getValue("time"));
drawShapeRelative(0, low(), Shape.UPARROW, "", Color.RGB(0,0,0), Shape.TOP)
}
if (vWaist<low(-1)&&close()<open()&&Strategy.isShort()==false){
Strategy.doShort("Crossing Down", Strategy.CLOSE, Strategy.THISBAR);
drawShapeRelative(0, high() + vVar, Shape.DOWNARROW, "", Color.white, null, "sellShp" + getValue("time"));
drawTextRelative(-1, high() + (vVar + vAddVar), "Sell", Color.black, Color.white, Text.BOTTOM | Text.BOLD | Text.ONTOP, null, null, "buyTxt" + getValue("time"));
drawShapeRelative(0, low(), Shape.UPARROW, "", Color.RGB(255,251,240), Shape.BOTTOM)
}

return null;

}