Mike Medved

Don't need the second line. It actually adds a bug that will not plot the paintbar for Friday if you run it on Saturday.

That's AMA in Medved Trader. Already there.

1. You're doing AddMinutes(1) and not AddMinutes(10). 2. GetTradingSessionInfo(Timestamp) gets the trading session for THAT candle. Since the paintbar is run on all candles, the candles from yesterday will get yesterday's sessions etc. If you want to get TODAY's session, you have to do GetTradingSessionInfo(DateTime.UtcNow). That way you don't have to check for plotting only current day.

Tilt angle doesn't really make sense, at least as the actual "angle" - look at the chart, zoom in/out, the angle changes. You can do "rate of change" by subtracting value one candle back from current value, and then finding out what % it is of the price. Something like (SRC-SRC[1])*100/Close. That is somewhat indicative. Obviously the value would be positive for channel going up, negative for one going down. Price Percent - you mean basically where the price is in between the upper and lower value? If so - let's say the variable for Single Regression Channel Upper is SRCU and for Lower is SRCL - var ChannelRangePercent = (Close-SRCL)*100/(SRCU-SRCL); That will give you 0% to 100%.

Ok I see that the PDF you cited refers to individual symbols' trade halt levels and not to the market halts.. Will implement that.

That's projected volume (you can turn it off in the parameter editor for that indicator). Let's say so far the volume is 100, and it's half way through the candle. So we project another 100, extrapolating the number.

I will look.

Are you talking about the volume indicator?

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You're right. Will look why.

1. There is no variable but doing High-Low works doesn't it? 2. Well. In your case, do Math.Floor(Num*100)/100 3. There is no data to get yesterday's high from in the L1 feed. That can be figured out from the historical intraday data, and used in the scan by selecting a Horizontal Line indicator and setting it to Previous High.

Ok that's a good Q. You're only looking at current day's pivot points in your scan?

There was a bug in the Pivot Points calc. Fixed. Email to support email Jerry will give you the fix.

MaxVol would be Double, but the below would work too - doing "var" just sets the type to whatever the type of Max function is. var MaxVol = Max(0, 4, BarVolume);

Not sure how to relate the chart to the portfolio's symbol row... The chart doesn't know about portfolios. We could I guess look through all the displayed portfolios and see if there is a qty entered in one of them for the chart's symbol... BTW, as you're placing the order capsule, the wheel on the mouse will change the quantity on the order.

You're getting an error because you're redefining BarVolume. Don't do that var MaxVol = Max(0, 4, BarVolume); will work.

I just thought of something - what I said about checking if start of range candle is past the end of session won't work because what if the next candle is in the next session? You should check if the session.DayNumber changed.

Well yes - with range candle, the timestamp of the last session candle is arbitrarily far away from the session end time. That's the nature of the range candles. For the very last candle you can take the current UTC time - DateTime.UtcNow - and compare it to the SessionEnd. But that won't help you with past candles. What you can do with those is check if the start of the range candle is past the end of the session, then do the calculation on the previous candle, as that would be the last session candle.

Definitely the pre-market display should be the same on charts you compare the VWAP value for. And yes, the VWAP is calculated on ticks, so if you use backfilled info to do it, instead of the actual ticks that it doesn't have it calculates it on 4 pseudo-ticks per candle - the O H L C values - with the candle volume evenly distributed among them. The VWAP calculation is simplicity itself, but the above considerations may have it not match other sources.

Boris, I will try to carve out the time to do that indicator. It is a non-trivial one What should it be called? "Time of Day Volume %"?

That's what "and stop" does It stops the paintbar execution. So you move the primary rule to first place and do "and stop" when the color is set.

Yes it is %. The interesting thing is that it compares let's say the last 10 min to the average of all 10 min volume periods over the last let's say 2 days. Not just 9am to 9:10am and 9:10 to 9:20. But 9:01 to 9:11, 9:02 to 9:12 etc etc.

Not quite The volume is not distributed evenly throughout the day. But you may want to look at the Pace indicator. It compares the latest N-minute period's volume to the average of all N-minute period volumes for the last X days.

Not easily but yes. You'd have to write your own "advanced" paintbar that would use the indicator you're trying to get an SMA of, calculate the SMA for it (or do any other manipulation of it), then plot it with the SetYValue function. See examples at the bottom of this page: https://www.medvedtrader.com/trader/WebHelp/state_keeping.htm

Hmm. This would be a bit expensive to calculate in MT. MT calculates indicators in an "incremental" fashion - that is, there is a "full" recalc of the indicator, then the state of the indicator is remembered for the last completed candle, and the subsequent candle(s)' value is calculated from the last completed candle state. This does not lend itself very easily to this. But I will put this on my list. I would basically have to keep N pointers (where N is the # of days) into past data and advance them all together in order to recalculate the average volume.