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Doug Hayman

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Everything posted by Doug Hayman

  1. No, MT restart and MT export w/o exporting data preserves the data; problem only occurs for me on Export that includes data. Since I trade on 2 machines, and routinely export/import, I need to only export when my MT environment changes, and not export data, to preserve this old expired data. I just have to make sure I update data on both machines every 10 days which is max for IB intraday backfill. I use the old data for my backtesting, so I need to do above to preserve expired data. If it's easy to add option on export to preserve old data, that would be nice.
  2. IB is my data source. I think I narrowed this down. I have intraday data for an expired contract (@MESM20), which I use for backtesting. I am connected to my data source (IB). I do an MT Export of everything including data. After the export completes, if I try to access the expired contract's chart, all the data for it is wiped out, which was there prior to the Export. Only effects this expired contract; all other portfolio data remains intact.
  3. I'm currently trading the Sep MES contract (@MESU20). I had 3 months of data for the Jun contract (@MESM20) stored in MT, which suddenly is blank (not sure why). I have old MT backups, where I backed up all data, so I can retrieve/access that data by importing that backup. Question: Is there a way in MT where I can export data from @MESM20 in an old backup, and then subsequently re-import it into my current MT environment under that symbol? Thanks in advance.
  4. Great. Do you have a rough ETA on fix? Thanks.
  5. I trade on DOM and use High/Low value of Range Bar on my Intraday Chart (plus/minus a tick) for my entries, given that other criteria is met. Would it be possible to have a Settings option that persistently displays Tracing (OHLC) for rightmost current bar on Intraday Chart, even if my mouse cursor is in another window (DOM, for example)? I find my self hovering my mouse over current bar to obtain HIGH value of Bar, and then having to move my mouse cursor back to the DOM to support my trading action, which can be cumbersome in a faster moving market. Would be beneficial to have Trace always display on a chart, so that I can leave my mouse cursor on DOM for trading. Thanks in advance for any consideration.
  6. Just wanted to confirm that "NaN" fix works perfectly. Thanks again!
  7. OK Mike, downloaded and looks good. I'll run with it tomorrow. Thanks again!
  8. Mike, Thanks for the scoop on the basis for your PP formulas. That would be great if you could implement the MyPivot's formulas, but certainly not a rush, since we don't trade at those levels often, although R3 was being pushed today. MyPivots has been around for years, and lots of the institutional guys and (former) floor traders have been using it. along with day traders. If you do implement as an Indicator, I wouldn't mind you calling it, "MyPivots Pivot Points" or something to that effect. With "NaN" fix, I assume you are talking about a forthcoming beta release. Jerry sent me 1.1.9155.7 yesterday. The fix worked yesterday afternoon, but stopped working for some reason today again. As always, I appreciate you and Jerry's superlative support, and appreciate the excellent, feature-rich product you have developed. I'm not a C# developer by trade, but using Advanced Paintbars has taken your platform and my trading to a new level. Very glad I made the switch to MT several years back. Doug
  9. Thanks, Mike, good idea. So I compared OHLC used by MyPivots to the MT OHLC values, and all are the same except for Close for some reason - this could easily be a function of what my IB feed uses as Closing Price vs. the feed that MyPivots uses, and that could easily explain the small discrepancies for R2, R1, PP, S1, and S2, when looking at the CME-Globex values vs. MyPivot values above. No issues with that. Still 3 questions though regarding PP values: 1) S3/S4 and R3/R4 values are still way off, between MyPivots vs. MT. Are you using the Classic calculations for these, as noted above, or something different than that for these high range pivots? 2) Why are MT Daily PP values drifting over time during the trading day, and not remaining static throughout the trading day, as noted in my prior post? 3) Open issue of "NaN" values rendered for PP variables in Current (non-completed) bar/candle; although sometimes it works, sometimes it doesn't. I'm at a loss for explaining this "non-determinism" Thanks again for your insight here. My day-trading strategy makes heavy use of Advanced Paintbar logic and price action around Pivot Point values.
  10. Jerry, Thanks for your input on this. I understand what you are saying. So, I am comparing MyPivots Classic values (used by the big boys using formula above) versus what's on my chart using the the 2 timeframes you mentioned, plus "24/7" My charts have all available data. Here are the differences for today (9/2) for @MESU20, based on 9/1 EOD values: Pivots Classic MT-CME-Globex MY-CME-Globex-Reg-Hours MT-24/7 R4 3651.00 3606.07 3586.87 3608.34 R3 3605.25 3590.97 3574.92 3593.88 R2 3559.50 3560.42 3551.46 3564.68 R1 3543.25 3544.96 3538.88 3550.22 PP 3513.75 3514.44 3515.28 3520.81 S1 3497.50 3499.31 3503.26 3506.18 S2 3468.00 3469.14 3479.73 3476.93 S3 3422.25 3453.33 3467.68 3462.79 S4 3376.50 3423.30 3444.03 3433.54 "CME-Globex" #'s are close to Classic values, except for R3/R4 and S3/S4. I know we rarely trade in those ranges, but what would you attribute these differences to? Also, here's one observation I just made. I was using MT-CME-Globex for trading all along, and went to chart for all 3 above to obtain values, and I did MT-CME-Globex #'s above first. After jotting down the other 2, I went back to MT-CME-Globex, and noticed that several of the #'s above were slightly different. I observed this, and it looks like that you may be calculating (or adjusting) these Daily Pivots dynamically at some point (maybe after every N bars/candles complete???), because they are changing slightly dynamically. This could be the reason for the differences (1-2 points in some cases) on R1 and S1 values, for example.
  11. Sorry to be piling on here, but Daily MT Pivots seem to be differing somewhat from standard Classic Pivots as defined for ES/MES at: https://www.mypivots.com/dailynotes/symbol/1358/-1/e-mini-sp-500-future-september-2020 Is the MT "Pivot Points" indicator predicated on the Classic formula or something else? Definition of 'Classic Pivot Points' The formula used in the calculation of Classic Pivot Points are: R4 = R3 + RANGE (same as: PP + RANGE * 3) R3 = R2 + RANGE (same as: PP + RANGE * 2) R2 = PP + RANGE R1 = (2 * PP) - LOW PP = (HIGH + LOW + CLOSE) / 3 S1 = (2 * PP) - HIGH S2 = PP - RANGE S3 = S2 - RANGE (same as: PP - RANGE * 2) S4 = S3 - RANGE (same as: PP - RANGE * 3) Thanks again.
  12. Hate to be the bearer of bad news, but I'm using yesterday's provided bug fix release (1.1.9155.7) today, and problem has resurfaced. @MESU20 with range bars size 2, using my test Paintbar above. Current bar/candle value displaying as "NaN" again. Very weird, as yesterday afternoon this bug fix was working OK. Could it have anything to do with the timing of Pivot calculation rollover time perhaps?
  13. Looks like that took care of issue. Thank you for fixing it.
  14. Jerry, In regard to the above, I open a Trade Ticket for a conditional OTOCA order where my Reverse actions are a "T-Stop $" and "Limit", and on both the Buy and Sell sides, it works perfectly, using my bracket High (for Limit) and Low settings (for Trailing Stop), where values are defined in my Futures account setup. However, for the same trade on the DOM, it doesn't work correctly on either the Buy or Sell Sides. Definitely a DOM issue here. Thanks in advance for looking into it further.
  15. OK, I narrowed it down to the lowest common denominator. MESU20 - using either range bars OR regular candles - the behavior is the same. Sometimes the value of S1 is displayed correctly, and other times it is displayed as "NaN". With Range Bars specifically, range bars of size 1 or 2 always yielded "NaN'. Range bars of size 4 or 8, yielded correct values 50% of the time. With regular candles, it was always 50/50, regardless of candle durations that I tested. Here's what sample Debug log session yielded with Range Bar Size 4: 00000033 3.22817302 [32912] MT: 16:05:34.57146 72104: PAINTBAR: PB=PLCSGOXIDL: NaN 00000034 3.22916627 [32912] MT: 16:05:34.57146 65188: PAINTBAR: PB=CUKLEGXLBX: 3480.83333333333 Here's the paintbar that I used. Again, the problem only occurs with the Current bar/candle; I don't see this issue with completed bars/candles. // Var Name: "PivotS1" contains Pivot Points (Intraday)(D).S1 public void MainCalculation() { // TradingSessionInfo session = GetTradingSessionInfo(Timestamp); LogString(PivotS1.ToString()); }
  16. Further to last post, and to be more succinct, it seems that these Pivot variable values aren’t accessible before the Current Bar completes.
  17. Mike, I'm running it as a paintbar in a chart, the range bar size is irrelevant. When I declare variables in the paintbar for any pivot points (R4,R3,R2,R1,Pivot,S1,S2,S3,S4), and attempt to access the values of those variables for the most current bar during Live Trading, those values come up as "NaN". The value for those variables for any bar prior to the current bar, come back fine with values. The simple way to test this is to declare a variable for say Pivot Point S1 (call it PivotS1), and print out its value via LogString(PivotS1.ToString(). Run the paintbar during Live Trading hours (that is, in real-time), and you'll see that the value of PivotS1 will have correct values for all Bars except for the most Current Bar, which is displayed with a value of "NaN". If you run the Paintbar in a non-real-time scenario, all the Pivot variable values are returned fine, including the most recent bar. The problem only manifests with the Current Bar during live trading only. Does that make sense?
  18. OK, will have to train my brain to think in that matter. Thanks.
  19. Yes Jerry, that's what I would want. I've tried a myriad of combinations of things to try and achieve, including changing the Stop Limit Reverse side to be to be a T-Stop$ leg, but it only lets me add Positive (and not negative values). Doesn't seem that IB accepts the order in that case anyway, as I get an IB error when trying to submit. As an aside, in above example, Buy side Stop value is in the wrong direction, whereas Sell side Stop value is correct. That is the case for some of the other conditional types, so you may want to review them. OTOCA reverse leg values all seem to be in correct order, as that's the one I use currently. Thanks for looking into this.
  20. I primarily trade MES via IB for day trading using the DOM. I have been using OTOCA Limit orders for buy/sell entries with pre-defined Limit and Stop Limits. This has been working well. Ideally, I would like to have my Stop Limit Price automatically trail the current market price High (or Low for Shorts) by the "Bracket Low Pts" defined in my MT Settings for Future price settings. In other words, trail by points. You have a Conditional T-Stop$ order type that I assumed would handle this. 1) Question: Is this order type intended to do what I want it to do? If not, is there a way to do this in MT in conjunction with IB? 2) Comments: a) When I try to execute an OTOCA/T-Stop$ order on the Buy Side with MES, the DOM price shoots up to 4,700 (when market is at 3,400+). This seems to happen only when my Limit Buy price is close to the market price. If I position it well below the current market price, the behavior is similar to (b) below; b) When I try to do the same on the Sell Side with MES, my order is passed to IB, but only Limit and Stop Limit prices appear on DOM. The actual Limit price for the order does not display on the DOM, but is passed along to IB Ok.
  21. Hi Mike, I am running latest Beta version that was put out yesterday, and the notes say that some Pivot issues were addressed. Just want to confirm with you that this thread's issues have not been addressed yet; the problems noted above still exist. Thanks, Doug
  22. I have a standard indicator and a Paintbar that I display for both on my chart as either "Band on Top" or "Band on Bottom" - I periodically toggle between the 2 for both, depending on whether the price action is at the top or bottom of my chart screen. At any given time, I either want them both displayed at top of bottom of chart. When I switch to "Band of Top" vs. "Band of Bottom", the display ordering of these 2 visual indicators changes depend on whether they are on top or bottom of chart screen, and is not controllable by the ordering imposed in the "Selected Indicator" screen. Is there any way to make these consistent, so that the display ordering remains the same whether they're at the top or bottom of the chart screen?
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