New Scripts

[ckryza]

New version of Pivot Console script has been uploaded to the Specialty Scripts group in the File Share area. Current version is 1.8.1. R3/S3 calculations were fixed (thanks Lancer) and a variable pivot refresh bug was also fixed.

Link to File Share:

http://share.esignal.com/groupconten...r=&groupid=114

Chris

[Phantom]

1.Can you also include R4/S4 and R5/S5 in your formula?
2.And what about using new features eSignal provides to track the new versions?

ydayR4 = ydayP - ydayS1 + ydayR3
ydayS4 = ydayP - ydayR3 + ydayS1

ydayR5 = ydayP - ydayS1 + ydayR4
ydayS5 = ydayP - ydayR4 + ydayS1

[ckryza]

New version (V1.8.0) of Volume Profile Realtime script has been uploaded to the File Share. Some rounding/calculation errors have been addressed and logic to track volume above/below the POC has been added.

It can be found in the Volume Profile Realtime folder at the following link:

http://share.esignal.com/groupconten...r=&groupid=114

Chris

[JT47319]

CK,

I tried to apply the historical VP on YG #F and YG Q3 (the CBOT gold e-mini) and it only works on the 3 day lookback no matter how far back I upload the time template. Any other setting gets the "need to upload more days."

Anyways, I love this .efs! Keep it up!

Oh, and maybe for the pivot console you could fold in the daily fib calculation?

[JT47319]

Oh, one more thing. I know you mentioned that your script does not have the same fidelity as the price/volume chart which is fine since it does what its supposed to and does it well. But there was one noticeable discrepancy for Friday's ES.

The script shows that 999.50 was the POC for Friday but if you look at the price/vol chart for that day which I've attached, you can see that 994 is really the POC. The difference is only 1k worth of contracts.

Perhaps a code addition that states a condition that the POC must be inside the Value Area?

[esskay]

Chris/JT47319,

I have been trying to use VolProfile Realtime version. The chart that is displaying is no where close to what you guys are putting up as examples. Is there anything I need to Edit. I tried with 5 minutes chart like the one Chris has in his .png file. All a see is couple of short lines on the RHS. They are not even clearly visible.

Any help is appreciated.

Thanks

-esskay

[ckryza]

JT/Esskay:

It sounds like both of you need to adjust some parameters. There is a readme file that explains the parameters in the VP Historical folder. It is called VPReadMe.txt and I suggest that you both read that and then give it a try. The VP scripts are, by default, configured to work for the intraday ES RTH session..... you will definitely need to adjust some parameters when you change symbols and/or use a 24-hour session.

JT, I've been back and forth on that POC issue since day-one. It used to be inside the value area until someone told me that was incorrect and it could be outside the value area. If you have the definitive calculation as well as the rules, please let me know.

Chris

[ckryza]

New versions of the EFS help files (HLP and CHM) have been uploaded to the Specialty Scripts group in the File Share. EFS Help has been updated to include several new functions and some corrections/additions were made to some of the original material. I don't yet have all of the parameter information for a couple of the newer functions but I will get those finalized in the next version.

Link to File Share:

http://share.esignal.com/groupconten...r=&groupid=114

Chris

[fabrizio]

Chris

Thks for your help files.

What should I do in order to have it part of the Esig standard drop down Help menu?

Cordially

[ACM]

Re: Reply to post 'New Scripts'

Fabrizio
You already (sort of) have it. Go to Help->EFS Help Center and Library and
you will find the section called EFS Function Reference. That whole section
is taken from Chris' files.
Alex

[ckryza]

Script to calculate Kirshenbaum Bands has been uploaded to my group in File Share. Link is:

http://share.esignal.com/groupconten...r=&groupid=114

It is in the Miscellaneous folder.

Chris

[ckryza]

New versions of the EFS help files (HLP and CHM) have been uploaded to the Specialty Scripts group in the File Share. EFS Help has been updated to include the Advanced Get study calls (from Garth's original document) and some corrections/additions were made to some of the original material.

Link to File Share:

http://share.esignal.com/groupconte...er=&groupid=114

Chris

[Billmini]

Pivot Console

Chris , any chance that Pivot Console will work on Tick Charts now that lines on Tick Charts are supported in 7.4 ? Also is there a way to turn off ATR plots ?

Thanks

[ckryza]

I just put a new version up in FileShare. Set the AtrType parameter to 0 and none of the ATR-related data will be displayed. I also removed the tick-data restriction and, after a quick check, it does appear to work.

Link to File Share:

http://share.esignal.com/groupconte...er=&groupid=114

It is in the Pivots folder.

Chris

[matt hellrich]

volume profil

chris,

great news that the pivot console is now working with tick charts, how about the volume profile ?
would be great.

thanks again for these terrific tools

matt