A little help please

[its1111]

Hi All

I was wondering if someone could help me out on this EFS, I dont know whom wrote it or really anything about programing but it is really a great efs. I was wondering though, could someone help me out and tell me how I can put a box in edit studies to filter out the size of the trades going through. Instead of seeing every trade going through, I just want to see either 50 contracts of more or 100 contracts or more, it would be nice if I could enter a number that way I could open two up and see how both of the studies look. As always thanks for everyones help, I really think this could give a new look at this efs.
Mark

[Doji3333]

questions..

do you want this filter to operate on all values (ask/bid/total)?

[its1111]

Hi Brad

Thanks so much for the reply, it woud be great to be able to get all three variables but if it is really difficult then just the bid and ask. The thing is that I dont want to be able to see the bid and ask totals for say 100 lot trades and then the total is way out of whack because it has all the totals for all the trades that went through so I would imagine that all three varible would have to work.
thanks again for the help, really appreciate it.
Mark

[buzzhorton]

I think you could put this statement in the main fuction:

if( getMostRecentTradeSize() < 50 ) { then return } ;

Of course, you would make it parameter driven:

if( getMostRecentTradeSize() < iMinSize ) { then return } ;

Is that what you wanted?

HTH.

[its1111]

Hi Buzz

Hey I really appreciate the help truly, but I honestly dont know a thing about programing I dont know what the main funtion is, or the other terms you use. So I dont have a clue what you are asking.
I probably could learn it, but I have another job and every waking moment I am literally studying to become a better trader.
So maybe someday when I become profitable to quit my other job I can take the time to learn programming but in the mean time I am somwhat dependant on the kindness of others. iSo again appreciate everyones help.
Mark

[buzzhorton]

There's already a TRADE VOLUME FILTER built in!!

If you right click the chart and then click EDIT STUDIES, and select this study, you'll see the input parameter.

The code is:


var vTradeVol = vVol - vPrevVol;
if (vTradeVol < nFilter) return aReturn;


I assume it does the same as:


if( getMostRecentTradeSize() < nFilter ) { return ; }

I am not sure... I'll have to run some debug lines to find out.

HTH.

[buzzhorton]

TRO_bidaskanalysis

I tested with Debug and there is a slight difference sometimes.

On a tick chart, no difference.

Here's my version:

/****

TRO_bidaskanalysis 12:31 PM 8/15/2006

Modifying Programmer:  Avery T. Horton, Jr.  aka *************, 
  
please include this and/or any other comment blocks and a 
description of any changes you make.


****/


/******************************


Provided By : eSignal (c) Copyright 2004
Description: Bid/Ask Analysis

Version 2.0

Notes:
*** 2.0 - 11/26/2004 ***
    - Added Trade Volume Filter.  Trade Volume less than the Filter
      number will be excluded when Srouce is set to Volume.
    - 5/27/05 - Fix for Trade Volume Filter.  Wasn't properly 
      reseting the total at new bar.

Formula Parameters:                 Defaults:
Analysis                            Bar
    [Bar, Cumulative]
Study Output                        Raw Data
    [Relative Percent, Raw Data]
Source                              Volume
    [Tick, Volume]
Trade Volume Filter                 0
Ask Color                           green
Inside Color                        black
Bid Color                           red
Total Color                         lime
Ask Thickness                       8
Inside Thickness                    6
Bid Thickness                       4
Display Ask                         Yes
    [Yes, No]
Display Inside                      Yes
    [Yes, No]
Display Bid                         Yes
    [Yes, No]
Display Total                       Yes
    [Yes, No]
*********************************/

function preMain() {
    setStudyTitle("TRO_bidaskanalysis");
    setCursorLabelName("Total", 0);
    setCursorLabelName("Ask %", 1);
    setCursorLabelName("Inside %", 2);
    setCursorLabelName("Bid %", 3);
    setDefaultBarFgColor(Color.lime, 0);
    setDefaultBarFgColor(Color.green, 1);
    setDefaultBarFgColor(Color.black, 2);
    setDefaultBarFgColor(Color.red, 3);
    setDefaultBarThickness(8, 0);
    setDefaultBarThickness(8, 1);
    setDefaultBarThickness(6, 2);
    setDefaultBarThickness(4, 3);
    setPlotType(PLOTTYPE_HISTOGRAM, 0);
    setPlotType(PLOTTYPE_HISTOGRAM, 1);
    setPlotType(PLOTTYPE_HISTOGRAM, 2);
    setPlotType(PLOTTYPE_HISTOGRAM, 3);
    setShowTitleParameters(false);
    setStudyMin(0);
    
    var fp0 = new FunctionParameter("sType", FunctionParameter.STRING);
        fp0.setName("Analysis");
        fp0.addOption("Bar");
        fp0.addOption("Cumulative");
        fp0.setDefault("Bar");
    var fp1 = new FunctionParameter("sOutput", FunctionParameter.STRING);
        fp1.setName("Study Output");
        fp1.addOption("Relative Percent");
        fp1.addOption("Raw Data");
        fp1.setDefault("Raw Data");
    var fp2 = new FunctionParameter("sSource", FunctionParameter.STRING);
        fp2.setName("Source");
        fp2.addOption("Tick");
        fp2.addOption("Volume");
        fp2.setDefault("Volume");
    var fp2a = new FunctionParameter("nFilter", FunctionParameter.NUMBER);
        fp2a.setName("Trade Volume Filter");
        fp2a.setLowerLimit(0);
        fp2a.setDefault(0);
    var fp3 = new FunctionParameter("cAsk", FunctionParameter.COLOR);
        fp3.setName("Ask Color");
        fp3.setDefault(Color.green);
    var fp4 = new FunctionParameter("cInside", FunctionParameter.COLOR);
        fp4.setName("Inside Color");
        fp4.setDefault(Color.black);
    var fp5 = new FunctionParameter("cBid", FunctionParameter.COLOR);
        fp5.setName("Bid Color");
        fp5.setDefault(Color.red);
    var fp6 = new FunctionParameter("cTotal", FunctionParameter.COLOR);
        fp6.setName("Total Color");
        fp6.setDefault(Color.lime);
    var fp7 = new FunctionParameter("nAskThickness", FunctionParameter.NUMBER);
        fp7.setName("Ask Thickness");
        fp7.setDefault(8);
    var fp8 = new FunctionParameter("nInsideThickness", FunctionParameter.NUMBER);
        fp8.setName("Inside Thickness");
        fp8.setDefault(6);
    var fp9 = new FunctionParameter("nBidThickness", FunctionParameter.NUMBER);
        fp9.setName("Bid Thickness");
        fp9.setDefault(4);
    var fp10 = new FunctionParameter("sAskDisplay", FunctionParameter.STRING);
        fp10.setName("Display Ask");
        fp10.addOption("Yes");
        fp10.addOption("No");
        fp10.setDefault("Yes");
    var fp11 = new FunctionParameter("sInsideDisplay", FunctionParameter.STRING);
        fp11.setName("Display Inside");
        fp11.addOption("Yes");
        fp11.addOption("No");
        fp11.setDefault("Yes");
    var fp12 = new FunctionParameter("sBidDisplay", FunctionParameter.STRING);
        fp12.setName("Display Bid");
        fp12.addOption("Yes");
        fp12.addOption("No");
        fp12.setDefault("Yes");
    var fp13 = new FunctionParameter("sTotalDisplay", FunctionParameter.STRING);
        fp13.setName("Display Total");
        fp13.addOption("Yes");
        fp13.addOption("No");
        fp13.setDefault("Yes");

    var iDebug = new FunctionParameter("iDebug", FunctionParameter.BOOLEAN);
    iDebug.setDefault( false );

}

var nAsk = null;
var nBid = null;
var nMax = 0;
var aReturn = new Array(4); // return array;

// Volume
var nBidVol = 0;
var nInsideVol = 0;
var nAskVol = 0;
var nTotalVol = 0;
var vVol = null;
var bPrimed = false;

// Tick
var nBidTick = 0;
var nInsideTick = 0;
var nAskTick = 0;
var nTotalTick = 0;

var bEdit = true;

function main( iDebug,  
    sType, sOutput, sSource, nFilter, cAsk, cInside, cBid, 
        nAskThickness, nInsideThickness, nBidThickness,
        sAskDisplay, sInsideDisplay, sBidDisplay, sTotalDisplay) {
    if (getCurrentBarIndex() < 0) return;

    if (bEdit == true) {
        setStudyTitle("TRO_bidaskanalysis " + sOutput + ": " + sSource + " (" + sType + ")");
        setDefaultBarFgColor(cAsk, 1);
        setDefaultBarFgColor(cInside, 2);
        setDefaultBarFgColor(cBid, 3);
        setDefaultBarThickness(nAskThickness, 1);
        setDefaultBarThickness(nInsideThickness, 2);
        setDefaultBarThickness(nBidThickness, 3);
        setDefaultBarThickness(Math.max(nAskThickness, nInsideThickness, nBidThickness), 0);
        if (sOutput == "Raw Data") {
            setCursorLabelName("Ask Total", 1);
            setCursorLabelName("Inside Total", 2);
            setCursorLabelName("Bid Total", 3);
            removeBand("0");
            removeBand("25");
            removeBand("50");
            removeBand("75");
            removeBand("100");
            nMax = 0;
        } else {    // Percent
            setCursorLabelName("Ask %", 1);
            setCursorLabelName("Inside %", 2);
            setCursorLabelName("Bid %", 3);
            addBand(0, PS_SOLID, 1, Color.black, "0");
            addBand(25, PS_SOLID, 1, Color.black, "25");
            addBand(50, PS_SOLID, 1, Color.black, "50");
            addBand(75, PS_SOLID, 1, Color.black, "75");
            addBand(100, PS_SOLID, 1, Color.black, "100");
            setStudyMax(115);
        }
        bEdit = false;
    }
    
    var nState = getBarState();

    if (nState == BARSTATE_NEWBAR && getDay(0) != getDay(-1)) nMax = 0;

    if (sSource == "Volume") {
        if (nState == BARSTATE_NEWBAR) {
            vVol = 0;
            if (sType == "Bar" || getDay(0) != getDay(-1)) {
                nBidVol = 0;
                nInsideVol = 0;
                nAskVol = 0;
                vVol = 0;
                nTotalVol = 0;
                aReturn[0] = 0;
                aReturn[1] = 0;
                aReturn[2] = 0;
                aReturn[3] = 0;
            }
        }
        



        var vPrevVol = 0;
        if (vVol != 0 && bPrimed == true) vPrevVol = vVol;
        
        var nTempAsk = getMostRecentAsk();
        var nTempBid = getMostRecentBid();
        if (nTempAsk != null && nTempAsk != 0) nAsk = nTempAsk;
        if (nTempBid != null && nTempBid != 0) nBid = nTempBid;
        var vClose = close();
        vVol = volume();
        


        var vTradeVol = vVol - vPrevVol;

        var xTradeVol = getMostRecentTradeSize();  // TRO

// DEBUG 

if(iDebug == true ) {

  xSymbol = getSymbol().toUpperCase();
 
  debugPrint( "vTradeVol         : " + vTradeVol  + "\n" );
  debugPrint( "xTradeVol         : " + xTradeVol  + "\n" );  

  debugPrint( "getCurrentBarCount() : " + getCurrentBarCount() +  "\n" );  
  debugPrint( "Symbol          : " + xSymbol  + "\n" );

  debugPrint( "----------------: "  + "\n" );

}


        if (vTradeVol < nFilter) return aReturn;
        

if( xTradeVol < nFilter ) { return ;  }  // TRO 


        if (bPrimed == false && vVol != null) {
            bPrimed = true;
            return;
        } else {
            nTotalVol += vTradeVol;
            if (vClose <= nBid) {
                nBidVol += vTradeVol;
            } else if (vClose >= nAsk) {
                nAskVol += vTradeVol;
            } else {
                nInsideVol += vTradeVol;
            }
        }
    } else if (sSource == "Tick") {
        if (nState == BARSTATE_NEWBAR) {
            if (sType == "Bar" || getDay(0) != getDay(-1)) {
                nBidTick = 0;
                nInsideTick = 0;
                nAskTick = 0;
                nTotalTick = 0;                
                aReturn[0] = 0;
                aReturn[1] = 0;
                aReturn[2] = 0;
                aReturn[3] = 0;
            }
        }
        
        var nTempAsk = getMostRecentAsk();
        var nTempBid = getMostRecentBid();
        if (nTempAsk != null && nTempAsk != 0) nAsk = nTempAsk;
        if (nTempBid != null && nTempBid != 0) nBid = nTempBid;
        var vClose = close();
        
        nTotalTick++;
        if (vClose <= nBid) {
            nBidTick++;
        } else if (vClose >= nAsk) {
            nAskTick++;
        } else {
            nInsideTick++;
        }        
    }
    
    // Return Data
    var nDtotal;
    var nDask;
    var nDinside;
    var nDbid;
    if (sSource == "Volume") {
        if (sOutput == "Relative Percent") {
            nDtotal = 100; if (sTotalDisplay == "No") nDtotal = nDtotal+"";
            nDask = (nAskVol/nTotalVol)*100; if (sAskDisplay == "No") nDask = nDask.toFixed(4);
            nDinside = (nInsideVol/nTotalVol)*100; if (sInsideDisplay == "No") nDinside = nDinside.toFixed(4);
            nDbid = (nBidVol/nTotalVol)*100; if (sBidDisplay == "No") nDbid = nDbid.toFixed(4);
            //return new Array(100, (nAskVol/nTotalVol)*100, (nInsideVol/nTotalVol)*100, (nBidVol/nTotalVol)*100);
        } else if (sOutput == "Raw Data") {
            nMax = Math.max(nMax, nTotalVol);
            setStudyMax(nMax);
            nDtotal = nTotalVol; if (sTotalDisplay == "No") nDtotal = nDtotal+"";
            nDask = nAskVol; if (sAskDisplay == "No") nDask = nDask.toFixed(4);
            nDinside = nInsideVol; if (sInsideDisplay == "No") nDinside = nDinside.toFixed(4);
            nDbid = nBidVol; if (sBidDisplay == "No") nDbid = nDbid.toFixed(4);
            //return new Array(nTotalVol, nAskVol, nInsideVol, nBidVol);
        }
    } else if (sSource == "Tick") {
        if (sOutput == "Relative Percent") {
            nDtotal = 100; if (sTotalDisplay == "No") nDtotal = nDtotal+"";
            nDask = (nAskTick/nTotalTick)*100; if (sAskDisplay == "No") nDask = nDask.toFixed(4);
            nDinside = (nInsideTick/nTotalTick)*100; if (sInsideDisplay == "No") nDinside = nDinside.toFixed(4);
            nDbid = (nBidTick/nTotalTick)*100; if (sBidDisplay == "No") nDbid = nDbid.toFixed(4);
            //return new Array(100, (nAskTick/nTotalTick)*100, (nInsideTick/nTotalTick)*100, 

(nBidTick/nTotalTick)*100);
        } else if (sOutput == "Raw Data") {
            nMax = Math.max(nMax, nTotalTick);
            setStudyMax(nMax);
            nDtotal = nTotalTick; if (sTotalDisplay == "No") nDtotal = nDtotal+"";
            nDask = nAskTick; if (sAskDisplay == "No") nDask = nDask.toFixed(4);
            nDinside = nInsideTick; if (sInsideDisplay == "No") nDinside = nDinside.toFixed(4);
            nDbid = nBidTick; if (sBidDisplay == "No") nDbid = nDbid.toFixed(4);
            //return new Array(nTotalTick, nAskTick, nInsideTick, nBidTick);
        }
    }
    
    aReturn[0] = nDtotal;
    aReturn[1] = nDask;
    aReturn[2] = nDinside;
    aReturn[3] = nDbid;
    return new Array(nDtotal, nDask, nDinside, nDbid);
} 

[its1111]

Hi Buzz

When I first opened your post, I thought"no way I am that stupid to not see the vol filter. Then I looked again and mine does not have a volume filter built in. Am I missing something here?
I truly appreciaet the help and am not a programer, did you put something in the program to get that volume alert?
It's good to know it works, so if you could let me know how to put that in the edit studies that would be great
Thanks
Mark

[buzzhorton]

Just copy/paste the code into notepad.

Then save to one of the folders in your FORMULAS folder

Then just right click on your chart,

click on the formulas folder and

click on the folder where you saved it

and then click on the file

HTH.

[its1111]

Hi Buzz

Then I copied the program you put in the last thread and got a syntax error and the edit studies still didnt look like the one you posted, so any help here would be great
Mark

[buzzhorton]

Originally posted by its1111
Hi Buzz

When I first opened your post, I thought"no way I am that stupid to not see the vol filter. Then I looked again and mine does not have a volume filter built in. Am I missing something here?
I truly appreciaet the help and am not a programer, did you put something in the program to get that volume alert?
It's good to know it works, so if you could let me know how to put that in the edit studies that would be great
Thanks
Mark

For the record, you are NOT crazy!

I must have had a more recent version that had the volume test.

I just checked the code from your original post - it's not there!

[its1111]

Ok, thanks Buzz, so there must be a new efs with the volume filter built into it like you posted, that helps a ton, I will try to find it, as you are right, mine is a year or so old.
thanks agin for the help
Mark

[buzzhorton]

Originally posted by its1111
Ok, thanks Buzz, so there must be a new efs with the volume filter built into it like you posted, that helps a ton, I will try to find it, as you are right, mine is a year or so old.
thanks agin for the help
Mark

EFS attached.

[its1111]

Hi Buzz

Well thank you for the heads up on this new efs, I will give a try in the morning and see how it works, appreciate your time.
Mark

[its1111]

Buzz

Thanks so much for the updated bid/analysis indicator, it worked good but I am going to try to run it on the tick, vol and second charts . I will say it helped me today, so thanks for your help.
Mark