Advertisement
Guest User

Untitled

a guest
Aug 27th, 2017
90
0
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
text 15.11 KB | None | 0 0
  1. 13:38 AlphaInvestor: DM - he is talining about a chart link with the http: of your choice of data sources ... not a link to your study
  2. 13:38 Spectrum: Can anyone pastebin today's chat log upto 1p Eastern? Thanks. Interesting discussion going on.
  3. 14:44 DMonkey: dilbert....what would be the diff of es low - spx high == -3.21 the bottom of the bar.....
  4. 14:44 AlphaInvestor: Dilbert - why do you think that is impossible. I get a close of -1.03 on that bar, and indeed a high of 0.94.
  5. 14:44 UpTheCreek: VNspxFBA love the irony
  6. 14:45 AlphaInvestor: Dilbert - remember that all finer aggregation data doesn't exist on a 1-minute chart
  7. 14:45 Spectrum: UTC - thank you . Ironical indeed!
  8. 14:46 Dilbert: Both /ES and /SPX traded sharply down for that minure. The high of /ES was at the start of the minute not many seconds later.
  9. 14:47 Amalia: lol @ UTC
  10. 14:47 AlphaInvestor: My humor sensor is off today - irony?
  11. 14:47 UpTheCreek: and who said there wasn't trading gods?
  12. 14:48 UpTheCreek: the pb extension
  13. 14:48 AlphaInvestor: ah
  14. 14:50 Dilbert: Now the problem is that you can not get the data for another symbol on a tick chart so there is no way to do the calculation ourselves.
  15. 14:51 carl1689: I'd like to write a personal program. I have forgoten how I do that on the ToS platform. Apprecate any help. Thanks, Carl
  16. 14:51 AlphaInvestor: Dilbert - you are overthinking for the 1-minute chart - it is not doing the calculation multiple times (each second) during that minute and then giving you the result. It is just taking the high of /ES and subtracting the low of SPX at that one minute aggregaion ... because that is what you told it to do
  17. 14:52 Dilbert: Yes, I know and that logic is questionable.
  18. 14:54 Farmin: Carl - http://tlc.thinkorswim.com/center/howToTos/tutorials/Overview.html
  19. 14:56 carl1689: Farmin - Thanks for the help. Carl
  20. 14:57 AlphaInvestor: You can always move to finer time aggregation and prove that the calculations are more accurate/precise/"better". That is the nature of the beast. They are also more random and need some smoothing to be useful ... trade-offs -- gotta love 'em
  21. 15:11 johngalt: Off topic, a freind jsut called that his sister got a microsoft tech support scam. except she actually followed it, they apparently are coming to her house at 4pm to get the 2800 in itunes gift cards. (yeah shocking she would beleive this). he called me cause im kinda techie what i thuoght. i said i had not heard of them coming to a house but if she gave them her address and they said they are coming i would most likely call the police. You guys heard of them actually saying they are coming to your house?
  22. 15:12 Dilbert: No way they come to your house.
  23. 15:13 UpTheCreek: bizzare
  24. 15:13 johngalt: thats what i told him. but then if they come tie her up and rob her i didnt want to have that on my shoulders
  25. 15:13 johngalt: so i said a call to the police wouldnt hurt, maybe its a local scam somehow
  26. 15:13 UpTheCreek: what did they have her do to the computer?
  27. 15:14 Spectrum: just a scam where they want to link a randomly called phone number and get the address linked to it.
  28. 15:15 Spectrum: or they may have the name and want to link that to a zip code - id theft scams
  29. 15:15 Dilbert: I get the calls once in a while too. Speak broken English, ... I play stupid with them for a while just oto *&%$ them off.
  30. 15:15 quant: When that screen pops up on my computer and wont let me close it I just end task using Task Manager. Thats why I have the TM opened all the time
  31. 15:15 johngalt: i am not sure i am not there. i assume she got the virus and they called and walked her through what they do. (seized the computer) then they said that it was really abd and they would have to come out and fix it (by hooking up a thumbdrive with software) and that they needed 2800 in itunes gift cards when they got there. (i assume she didnt buy them but who knows) she then called her brother to ask if hed come so she wasnt alone when they came and well he freaked and called me
  32. 15:15 johngalt: same here quant, i eludes me how these people still fall for these things
  33. 15:16 johngalt: i told one that i had AOL and hadnt paid so i could not get on the net since 2001 and could he fix that, LOL
  34. 15:18 quant: Its the computer pop up screen scam, not the phone scam
  35. 15:18 Spectrum: the ignorant will always be a prey. Good they called you John for help. I just avoid picking up the phone on strange numbers. And I use multiple av, firewall, vpn
  36. 15:19 quant: The pop up freezes the computer and asks you to call an 800 number to get it fixed
  37. 15:19 quant: She must have called that number
  38. 15:19 johngalt: apparently
  39. 15:19 Spectrum: quant, the method of entry can take various forms. Phone, computer. There will always be a sucker. Hence the random strange emails/calls --- someone somewhere will fall for it and they are counting on it.
  40. 15:19 johngalt: I didnt think about the identity theft thing (i was more i shock she took it this far)
  41. 15:19 quant: Yes lots of scams nowadays
  42. 15:20 AlphaInvestor: John - have the police there at 4pm in an unmarket car
  43. 15:20 Spectrum: You'd think with all these things going on, you wonder why people continue to click on emails and their links
  44. 15:20 quant: John tell her about the Task Manager end task solution for next time
  45. 15:20 johngalt: they got my mom last year but she stopped at personal info and called me (thank god she listend to me when i said never give anyone info without calling me period)
  46. 15:21 Spectrum: yes, unfortunately, the older people, not being used to this tech, will fall for it more easily. And the scamsters always prey on the weak. Jungle out there.
  47. 15:22 Spectrum: Best thing is to educate our friends/family near & dear ones.
  48. 15:22 UpTheCreek: I never answer calls I donn't recognize the number for. if its legit, they will leave a msg
  49. 15:22 Spectrum: exactly UTC.
  50. 15:22 johngalt: anyhoo Dilbert i have acces to tick data if you want to look at it in excel or something to prove your concept without the 1 min bar limitiations
  51. 15:23 AlphaInvestor: When scamsters call me, I ask for name, name of company, address, phone number. They almost always ask "Why?" I say, because I am reporting you immediately to the FBI. Then all I hear is, CLICK.
  52. 15:23 johngalt: lol
  53. 15:23 AlphaInvestor: no joke John - works every time
  54. 15:23 UpTheCreek: still get the IRS scam calls tho, guess they don't know what an answering machine is
  55. 15:28 quant: In iPhone there is the call block feature. There is also an app through which if you block, next time when they call they hear the authentic "this number has been disconnected" works like a charm
  56. 15:29 quant: The robot caller is programmed to automatically get rid of the number from their database if it hears that message
  57. 15:30 Spectrum: yes
  58. 15:30 UpTheCreek: tech vs. tech
  59. 15:31 AlphaInvestor: AAPL mail had a feature that you could send a message back that looked like it was a "no such e-mail address". Worked great for stopping spam.
  60. 15:32 AlphaInvestor: I use VOIP at the office, it has call blocking features. But, they have gotten more sophisticated and the phone calls come from different numbers every time. Too time consuming to block them all.
  61. 15:40 Dilbert: If you get that pop up that freezes your computer you can fix that. In your browsers settings select the option to turn off allowing sites to run Java script. Use task manage to kill the browser. Restart the browser. Delete the problem web page. Turn back on allow Java script. Kill and restart browser.
  62. 15:42 johngalt: I have been reworking my code, and started with the main code posted origianlly, i am posting this as an example of putting a ticker HOD on a chart a symbol at its price levels, with explanantion to help understand of concept
  63. 15:42 Dilbert: Hohn, thanks but without being able to script to the data there is no point.
  64. 15:42 johngalt: ## START STUDY
  65. # Base Code for HOD of secondary symbol plotted on main symbol
  66. # Galt 8.26.17
  67.  
  68. #hint: Plots a line on the chart corresponding to the time a HOD
  69.  
  70. ########################################
  71. # Based on the following posted to Chat:
  72. # Comparison HOD
  73. # Paris
  74. # 7.27.2017
  75. # 8.26.2017 stripped and recoded to just the base with explanations
  76.  
  77.  
  78. ########################################
  79.  
  80.  
  81. def PriorHOD; #prior high
  82. def bn; #barnumber that high occured
  83. def location; #location on main chart (price of main instrument when the secondary high occured)
  84.  
  85. if SecondsFromTime(0930) <= 0
  86. {
  87. PriorHOD = high("AAPL"); #first bar of day calculation
  88. bn = BarNumber();
  89. location = high;
  90. }
  91. else if high("AAPL") > PriorHOD[1]
  92. {
  93. PriorHOD = high("AAPL"); #if the current price is greater than prior high reassign the value
  94. bn = BarNumber();
  95. location = high;
  96. }
  97. else
  98. {
  99. PriorHOD = PriorHOD[1]; #if current price is not higher that prior price use the prior bars value
  100. bn = bn[1];
  101. location = location[1];
  102. }
  103.  
  104. plot Data = location; #plots then main charts price that the high occured on then secondary instrument
  105. 15:42 johngalt: well just let me know dilbert
  106. 15:51 AlphaInvestor: John - a minor change to make the secondary symbol an input. In this case I used a JohnGalt'ish symbol
  107.  
  108. ## START STUDY
  109. # Base Code for HOD of secondary symbol plotted on main symbol
  110. # Galt 8.26.17
  111.  
  112. #hint: Plots a line on the chart corresponding to the time a HOD
  113.  
  114. ########################################
  115. # Based on the following posted to Chat:
  116. # Comparison HOD
  117. # Paris
  118. # 7.27.2017
  119. # 8.26.2017 stripped and recoded to just the base with explanations
  120.  
  121.  
  122. ########################################
  123. input secSymbol = "(GE/.146)+(BA/.146)+(UTX/.146)+(CAT/.146)+(MMM/.146)";
  124.  
  125. def PriorHOD; #prior high
  126. def bn; #barnumber that high occured
  127. def location; #location on main chart (price of main instrument when the secondary high occured)
  128.  
  129. if SecondsFromTime(0930) <= 0
  130. {
  131. PriorHOD = high(secSymbol); #first bar of day calculation
  132. bn = BarNumber();
  133. location = high;
  134. }
  135. else if high(secSymbol) > PriorHOD[1]
  136. {
  137. PriorHOD = high(secSymbol); #if the current price is greater than prior high reassign the value
  138. bn = BarNumber();
  139. location = high;
  140. }
  141. else
  142. {
  143. PriorHOD = PriorHOD[1]; #if current price is not higher that prior price use the prior bars value
  144. bn = bn[1];
  145. location = location[1];
  146. }
  147.  
  148. plot Data = location; #plots then main charts price that the high occured on then secondary instrument
  149.  
  150.  
  151. 15:55 johngalt: yeah good point forgot that lol
  152. 15:56 johngalt: ahh look at you following along nicely, even added the divisor
  153. 15:58 johngalt: weird what i have been trying to do is stop the stairstepping in a better way, appears yours does not stairstep perhaps due to the ticker input. very intriguing
  154. 16:02 AlphaInvestor: That was just a copy/paste - i have not memorized the divisors
  155. 16:02 AlphaInvestor: Just a ticker thing methinks
  156. 16:05 johngalt: I started to recode my picot concept for dow insight, and its got me all over the place, so decide a bit ago to start over at the base code so better understand what i am trying to acheive
  157. 16:09 AlphaInvestor: sometimes the fastest way to move forward is to step back
  158. 16:23 jharvey0905: amailia-------http://tos.mx/ci4FuW-----I'm just wondering about a 5 minute agg but it can stay 2minute just when it opens the cyan line isn't at the open i'm sure it's something I don't know.
  159. 16:32 AlphaInvestor: Jharvey - define Open - that is a confusing concept when you are talking about /Futures
  160. 16:33 Amalia: On mobile. Will look at it on desktop in a sec
  161. 16:34 Amalia: Right that you are AI. I arbitrarily picked London open
  162. 16:36 Amalia: AI, what is the 5 types of indicators again?
  163. 16:37 AlphaInvestor: but the dailyOpen is just whatever TOS decides the time is for the open
  164. def O = open(period = Agg);
  165. 16:38 AlphaInvestor: Amalia - nobody every helps you in chat
  166. 16:38 jharvey0905: the open for the cash session right? or is that defining another I appreciate all your help thanks amailia and alphainvestor can you put it at the open of the first candle? or is that not the best way?
  167. 16:38 AlphaInvestor:
  168. TYPES of INDICATORS (1st 5 are chart study categories)
  169. (1) trend (direction, but NOT strength)
  170. (2) momentum (strength, but NOT direction)
  171. (3) volatility (measures risk rising, or risk dropping)
  172. (4) overbought/oversold oscillators (is current high/low able to continue higher/lower, or is it an unsustainable extreme)
  173. (5) money flow ( is stock being accumulated or distributed)
  174. (6) sentiment (too fearful?  too euphoric?)
  175. (7) breadth (healthy move or unhealthy move)
  176.  
  177. 16:39 Amalia: lol @ AI =D
  178. 16:39 Amalia: ShadowTrader room needed that info btw
  179. 16:40 Dilbert: I am just not having much coding luck today. I am working on a new rules based PREM using just the close of the bar which is the only valid data that we have. I am trying to plot dots above the bar, but they are not plotting on the high of the bar. Why? I set the HighTurn plot == H. The Values below == the high of the bar. Use this on a 1 minute chart of /ES or SPY. About half of the signals look good.
  180.  
  181. http://tos.mx/rd99ha#
  182. 16:41 AlphaInvestor: Jharvey - the first candle when ... 12:00 am ET, 9:30 am ET, 6:00 pm ET
  183. 16:42 AlphaInvestor: Jharvey - turn on extended hours, then turn on highlight extended hours. There are many places to pick as the "open" with /Futures
  184. 16:43 Amalia: jharv, I didn't use a time function in the code so my chart settings for equities have ExtendedHours set to OFF therefore the def O = Open(period = Agg); plots at the 6:30am PST RTH Open on stocks/etfs/etc
  185. 16:43 AlphaInvestor: Equally, there are many places to pick as close. Close for equities at 4pm ET, close of /Futures at 4:15pm ET, close of the Pit Session for that /Future ...
  186. 16:44 Amalia: jhar, I just looked at the link you sent me.
  187. 16:44 Amalia: You got the right code for the wrong product. That code is only for equities.
  188. 16:44 Amalia: BetterBreakout is for Futures. Specifically for /YM.
  189. 16:45 Amalia: BetterBreakout == Futures / TheStretch_ORB == Equities
  190. 16:49 AlphaInvestor: Dilbert - you need to step away from the keyboard for a while
  191. 16:50 AlphaInvestor: Change to Decalre Upper
  192. 16:50 Dilbert: Da.
  193. 16:51 Dilbert: I dragged it up there. I have seeb that happen before too. ty AI.
  194. 16:51 AlphaInvestor: Only hint was that when I was dragging in the rhs margin - the dots were not moving
  195. 16:51 Dilbert: Much better.
  196. 16:52 Dilbert: Now how can we eliminate some of the false signals?
  197. 16:53 Dilbert: We could combine them with another study.
  198. 16:54 AlphaInvestor: that's easy ... just use close[-1] > close[0]
  199. 17:00 johngalt: well here is my current attempt at intraday dow pivots (still have a HOD and LOD version, cant seem to find a way to not have bazillion lines of code duplicated but will once proven concept) you have a few choices so far the big 3 sectors and a combined of all. still in experimental phase. i currently like the longer time frame so far bt this is interesting nontheless so far http://tos.mx/IfD42w#
  200. 17:02 Dilbert: I did close[-1] < close[0]. That got rid of about half the signals. Not many left that are bad. But they are all on the way up. So you would not have lost money just made less.
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement