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timtrader

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Everything posted by timtrader

  1. Whoops, Never mind. I can type that name in the "filter" and it comes right up. - TIm
  2. Would it be reasonable to request that the "Short Name" column be added to the Scan/Paintbar Manager (Or an option to show it)? The reason I'm asking is because the Short Name is what is displayed when a paintbar is used on a chart. I find it hard to find the source code in the Scan/Paintbar Manager because I've created over 12 dozen scans over the years. Thanks, Tim
  3. Sorry, I didn't see your post earlier. Below is an image with a short position on symbol "ALT" (-370 shares in the MT positions tab of the Account View window showing an entry price of $13.4343). The actual entry price was $13.51 as you can see in the ATP window on the bottom left. Note the ATP positions window on the bottom right hasn't shown the position yet, so its nice that MT shows something so you know your trade went through, you just have to get used to looking at the ATP orders window to see your actual entry price....it comes through immediately in the "status" column there. (It takes a bit of time getting used to this once you start trading with Fidelity via MT. Turning on an alert sound for trades in ATP also helps.) Notice in the image taken about a minute later, the ATP positions window on the bottom right has finally filled in. It can show quicker sometimes or take quite a bit longer....sometimes I've closed the position before it ever shows up. The MT transactions tab in the Account View window will show the correct amounts.
  4. I'll add my 2-cents worth here too. I don't have any input for TradeStation, but I did switch from TD Ameritrade to Fidelity several months ago and get a better bottom-line using them for daytrading. Before I completely switched over, I spent a number of hours going through a weeks worth of trades from both brokerages....looking through historical Time of Sales data (raw data), finding my trades and comparing my execution price to the Bid and Ask at the time of those trades. While both brokerages showed price improvement, Fidelity was by far the better of the two. What stood out the most is that every day of that week, a "few" trades from Fidelity gave me the best possible price available at the time (my Market Sell orders going off at the Ask price, and my Market Buy orders going off at the Bid price)....none of the TD Ameritrade orders had price improvements that were that good. The other unexpected gain is the monthly interest they pay....I'm flat at the end of each day and Fidelity pays interest on the bulk of the account balance....they currently pay about 5% in their default SPAXX fund(Their government money market fund)....so for every $25K of account balance, you get a tad over $100 EACH month (gets added to your balance on the 1st of each month)....I got less than $25 in interest from TD Ameritrade for the entire previous year. The Fidelity FZDXX fund pays a bit more if you have $100K or more in your account. So that's the good part. Here is the bad, and my work-arounds for them: As Jerry mentioned, their transactions, positions, and balances can OFTEN be delayed. MT will often "adjust" to get your position showing, but it often shows the incorrect fill price, sometimes showing much worse than the price you actually got (still better than nothing and allows you to select that position so you can sell or cover it.) Transactions and balances are correct in MT once they show up. The best work-around I've found it to also install Fidelity's free Active Trader Pro software and have it running at the same time. (Overall it's pretty much junk compared to MT, but you can get immediate and accurate fill results by using it at the same time). Install the software and open an "orders" window. Right-click that window, select "Float Window" and drag it outside of their default window area to wherever you want on your monitors (be sure to save the layout...."layouts tab"). You may also want to set up an audible trade alert (in settings). Once you have an "orders" window, you'll want to be sure to show the "status" column....this shows your fill price and fill time....it will show up nearly immediately after you make a trade in MT. I also have their "positions" window open, but it can be late to show up. The columns you'll want in your "positions" window will be "quantity", "Unadjusted Purchase Price", and "Unadjusted G/L". The only other thing I've found helpful is to also open up a "trade" window. The only benefit of a "trade" window is to enter in a stock symbol, tab to the "action" column, select "sell short" from the drop-down list, then next to the "quantity" it will show how many shares are available to short....if is shows "Call Fidelity", it isn't currently available to short. If you can get used to opening Fidelity's Active Trader Pro each day, looking at the orders window after a trade is initiated, then you should be good to go. With the better trade fills and higher interest payment, you should be able to make a bit more money too. Wish you the best.
  5. I can't log into Fidelity this morning (9/14/23) via Medved....hope they didn't change their API again. - Tim
  6. I'm getting compile errors when taking a simple Paintbar and clicking the "Switch to Advanced button (works OK on some more complex paintbars I have, but not simple one or 2-line ones like the example below. For example a simple 2-line Paintbar: If (SMA_LINE(5) < SMA_Line(5)[2] ; // do nothing else { return; } If (SMA_Line(5) < SMA_Line(5)[1]) {SetColorAndShape(SysColor.MainIndicator3, PBShape.ArrowDn); TriggerAlert("5MA2BarsDown", @"5 MA 2 Bars Down"); SetScanResult(@"PB"); return; } else { return; } will generate the following when I click the "Switch to Advanced" button: Multiple Comple Errors (probable {} imbalance) Thanks, Tim
  7. You mentioned a change in the latest Beta for DxFeed Level II data precision issues. Now for Stocks trading below one Dollar ($1), it is only showing 2 decimal places. Look at the ASK columns on the before and after pictures below for symbol CPTN as an example. - Tim
  8. Just a little thing. I overrode the default CTRL-R (Raw Data) shortcut key and set it to "Research" instead and it worked fine. However, when I shut down and restart MT, and while it still shows my new setting for CTRL-R (Research), it instead brings up a new Raw Data window instead. Not a big deal, just thought you'd want to know. Thanks, Tim
  9. OK, its back to the way is was, so thanks for reaching out to them! I really only use DxFeed for Level II on NYSE stocks since the Level II from IQfeed is no good for that. Originally the DxFeed bundle included a basic Level II feed (top of book for both NASDAQ and NYSE) I have that back now, but I don't see the option for it on their web site, so I guess that's what they recently dropped. If if goes away again, I'll subscribe to TotalView. For example of what I currently see and what's good enough for me, here's a screen shot of a NYSE stock. The left Level II screen is what I get from IQFeed and the one on the right is what I currently get from DxFeed:
  10. Is anyone else having trouble with DxFeed Level II quotes today? I'm getting their Level I quotes at the top of the Level II window and the LULD prices, but nothing else.
  11. Yeah, I wonder if it would make more sense to instead just have an option to keep it at the top rather than bouncing around with the other price levels....at least it would always be in the same place that way.
  12. I love the existing LULD indicator on the Level II window with DXFeed. Would it be possible to also add it as a panel option to the Level II windows (Such as near where the Aggregate Depth and Depth Graphs are). The reason I’m asking for it in a static location as well is because sometimes its hard to read the LULD price amounts when there are a lot of Market Makers and ECNs in which case the LULD can be jumping around quite a lot. Sometimes I just want to see what the current LULD prices are without scrolling to the bottom of the Level II data.
  13. The fix you gave me yesterday did indeed fix the problem with the new Paintbar scan I was using. However, with that fix, MT will no longer connect to DXFeed. I "currently" only use DXFeed for one Level 2 window, but DXFeed won't connect. I went back to the current Beta version to verify and DXFeed works there fine. I curently use IQFeed for everything else.
  14. Were you able to replicate the error? If not, here are some specifics. 1.) While the Historical Paintbar Scan is running in a portfolio and a new symbol is entered, only 4 bars are shown on the historical chart (FYI, the paintbar only refers to 4 daily bars) 2.) I have a Historical chart (daily bars) linked to the portfolio, but the only way to show more than 4 bars is to select the chart and do the backfill from there. Doing a historical backfill from the portfolio makes no difference. 3.) I created the paintbar over the weekend and don't recall this error, so it may only occur with real time data....not sure about that. Weird one.
  15. Just sent my settings along with a note.....it is due to a new scanner I turned on today.
  16. Well, now I'm not so sure.....will poke around and may end up sending you my settings.
  17. The latest Beta will only backfill about 5 days of historical backfill data unless you select the historical chart and select backfill from there. I just verified it is an issue because I went back to the previous Beta and the issue doesn't exist there.
  18. I certainly find charts more helpful than Level II, though I do often look at Level II aggregate totals when a chart may be nearing a reversal in direction, or a breakout to a new high. In these cases, the quote speeds are critical for you to "possibly" have a bit of an edge. I experience your examples all the time and just have to be ready to close the position when things don't go as expected. The majority of my trades last for seconds, not minutes or hours, so speed is very important for me.
  19. FYI, I did some screen capture videos this week to show Level II in action for dxFeed and comparisons to IQFeed and TD Ameritrade. Its nice to be able to pause the video and take a closer look at things. Looking at the Level 1 quotes at the top of the Level II windows, you can pause the videos below and see the total volume stays very close between dxFeed and IQFeed, but dxFeed seems to be a tiny bit faster quite a bit of the time. The TD Ameritrade Level II is significantly slower….I used it when trading NYSE stocks, because it was better than nothing. I currently have the dxFeed TotalView Level II option, so, you’ll notice that you can see NASD quotes at more than one price level (I have some videos with and without the aggregation turned on….aggregation shows the total of the NASD bids and offers at each price level…. without it turned on, each individual NASD bid/offer is displayed). dxFeed’s Level II really beats IQFeed’s version (OpenView) hands down because it shows the true Best Bid/Offer on NYSE stocks, not just NASDAQ stocks. Jerry pointed out that the regular dxFeed Level II (Not TotalView) also shows the Best Bid/Offer for NYSE stocks, you just won’t see the NASD Bids and Offers at the other levels. Total View is interesting, and you can see if there are some large Bids and offers at the other price levels, but its probably not needed for most traders….I’m planning on turning it off before the next billing cycle. Currently dxFeed won’t show trades in the raw data window if the volume of the individual trade is less than 100 shares. It also won’t show these trades in the Level 1 quote section an the top of the Level II window for “LAST” trade....these trades do show as part of the total volume at the top of the Level II window though. Jerry has emailed dxFeed about this and really wants to show all of the trades that are less than 100 shares….especially important for higher priced issues. Here are the videos I have: NASDAQ Symbol SPRB, 3 Level II windows, Aggregated TotalView for dxFeed: (dxFeed, IQFeed, and TD Ameritrade Level II windows) https://vimeo.com/658051240 NYSE Symbol RBOT, Aggregated TotalView for dxFeed: (dxFeed, IQFeed, and TD Ameritrade Level II windows). Notice that NYSE bids/offers show for the dxFeed Level II, but not for IQFeed. At about 1:25 into the video NASD is not part of the best Bid, so the best Bid price is not showing at all on the IQFeed Level II window. https://vimeo.com/658051227 Stress test using AAPL, the Level 1 Raw data feed is dxFeed with tick data. dxFeed Level II data is not aggregated (dxFeed Level II is on left side, IQFeed Level II on the right) https://vimeo.com/658051322 Stress test comparison using AAPL, the Level 1 Raw data feed is IQFeed with tick data. dxFeed Level II data is not aggregated (dxFeed Level II is on left side, IQFeed Level II on right). Raw data shows the trades less than 100 shares on this video, since the source is IQFeed. https://vimeo.com/658051278 FYI, if you pause the AAPL videos above, you can see that the total volume is often a tad higher in the dxFeed Level II windows, just edging out IQFeed. At a minimum, I’ll be dropping IQFeed’s Level II service before the next billing cycle ($80 plus taxes - $20 for Level II service, $60 for OpenView) dxFeed did not charge any taxes for me. If everything is to my liking, I’ll drop IQFeed entirely once the kinks with dxFeed are worked out. I don’t say that lightly since I’ve used IQFeed for well over 10 years.
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