Mike Medved

Again - does "timeframe" mean different candle frequencies. Like a scan for 1-minute candles and 30-min candles? If so, no, you cannot do that on one portfolio. What you can do though is make a copy of the portfolio, open that in a different window, with the same data source (that way the same data source will feed both portfolios) and apply the scan to the second portfolio for a different candle frequency.

This has to be done with an Advanced paintbar. I will post the code of it here, and also attach the .pbexport file. Take the file, save it somewhere, go to the Scan/Paintbar Manager and import it. 1. Define SMAHigh to be an SMA of period 8 based on High. 2. Defne SMALow to be an SMA of period 8 based on Low. 3. Code of paintbar: .fctbNone{ color:#000000; } .fctbStyle5{ color:#0000ff; } .fctbStyle6{ color:#808080; } .fctbStyle2{ color:#008000; } .fctbStyle4{ color:#000000;font-weight:bold;text-decoration:underline; }public void MainCalculation() { SetColor(Color.Yellow); if (Close>SMAHigh) { SetYValue(SMALow); CurrentState.DisplayingLow = true; } else if (Close<SMALow) { SetYValue(SMAHigh); CurrentState.DisplayingLow = false; } else if (CurrentState.DisplayingLow) SetYValue(SMALow); else SetYValue(SMAHigh); } /// <summary> /// Is called at start of paintbar calculation, should be used to initialize anything needed for the paintbar /// </summary> private void PaintbarInitialize(){} /// <summary> /// Holds paintbar state - fill with variables needed to be preserved for next paintbar calc /// </summary> private struct PaintbarState { public Boolean DisplayingLow; } /// <summary> /// Holds current PB state - use to calc PB, changes to it carry over to next PB calc /// </summary> private PaintbarState CurrentState; /// <summary> /// Holds saved PB state - internal /// </summary> private PaintbarState SavedState; /// <summary> /// Is called at start of paintbar calculation, should be used to clear the paintbar state /// </summary> private void PaintbarClearState() { CurrentState = new PaintbarState(); } /// <summary> /// Saves paintbar state (called internally). /// </summary> private void PaintbarSaveState() { SavedState = CurrentState; } /// <summary> /// Restores paintbar state (called internally). /// </summary> private void PaintbarRestoreState() { CurrentState = SavedState; } highlowsma.PBExport

There are some indicators that are good for checking volatility - such as ATR and Bollinger Band Width, Choppiness Index or RVI. So you can use those - comparing the value of the indicator N candles back vs right now. As for your second question, what do you mean by "different timeframe"? Candle frequency?

Thank you. That bug has been there forever, I think. Fixed in the next beta it will be, young padawan.

The new StochRSI that will allow selecting MA type and adds a smoothing period will be in next beta.

There is also "Pace" indicator. It is a pretty good measure of how abnormal the volume of trading is and is flexible in its parameters.

I don't see any place for the missing "smoothing" period value in the calculation I have. Lemme give it to you - point out what is not correct. 1. Diff = Close-Prev Close 2. AveUp = MA of positive Diffs for the last "Period" candles AveDown = MA of negative Diffs for the last period candles (absolute value of it) 3. RS = AveUp/AveDown 4. RSI = 100 * RS / (1 + RS) - or 100 - (100 / 1 + RS) if you prefer 5. HH and LL are the highest and lowest values of RSI over the last "St. Period" values 6. Main = 100*(RSI-LL)/(HH-LL) 7. Signal = MA of "Signal" period of Main 8. Plot Main and Signal I think what you are saying is that another MA is applied to the result of step 6 before step 7. But I don't see it anywhere I googled for StochRSI algorithms. Another interesting twist I saw in some StochRSI definitions is that the HH and LL are calculated without taking into account the latest RSI value. I could do that as well but would have to know for sure that that is the correct way of doing it.

Ok, comparing what you showed to MT's code: 1. to calculate actual RSI - MT uses either EMA or Wilder's EMA depending on the setting. Are you saying that SMA should be included? 2. To calculate %d (signal) - MT uses EMA. Are you saying that it should use SMA, or have an option of EMA/SMA? Or all three? Should that setting be shared with (1) above as well?

It will be implemented in next beta - by having a "Drag-Scroll" as a choice in the "Draw" tab in ribbon menu.

Will be in next beta.

You can copy the portfolio over to another one, and run the daily scan on that one... The feed would be shared between the two portfolios, so it would not be extra symbols tracked.

Ok we really should not do this half way. If we do backtesting support we would have to do the logging that I mentioned above, together with placing simulated trades inside the scan in order to figure out general profitability etc. If you can think of any particular stuff you'd like to see, please post here.

Yes, alerts are triggered only on last candle's execution of the scan, not on intermediate. Depending on the PB, over the course of the last N days there could be hundreds of alerts if we didn't do that. Today we have LogString, which writes it to the program's debug output, which is a bit awkward to access. If we had an easy-to-access log to which PB/Scan code could write, that would do the trick? Maybe filtered/sorted by the initiating PB and the timestamp of the candle that triggered it?

I am not sure what else could be done. How would you like to show the results of backtesting on 100 symbols? In what form?

The scanner only shows the scan result of the last candle scanned. Previous candles' triggers are not shown. But - what you could do is, in the C# code (would have to be Advanced type of scan) you could, in the State, remember what the last condition you found was and for what candle's timestamp it was, and have that as the scan result.

Levels 3 and 4 of the Camarilla Pivots have been added a while ago.

https://www.youtube.com/watch?v=kMwNEChXOzs

I screwed things up RIGHT before we released beta. Jerry will release fixed beta.

Yes. This way the pace would be determined based on the current day's action and not on the whole chart's. It is actually a pretty useful number. It also exists as an indicator, thus can be used in scans or paintbars. And I don't think any other software I know of has it . Maybe under some other name...

"The value of pace shown is the total trading volume for the last Period compared to an average volume for such a Period in the last Averaging Period." Let's say period is 10 and Averaging Period is All. What MT does is takes ALL 10-candle periods in the chart - 1st candle thru 10th, 2nd thru 11th, 3rd thru 12th etc etc, calcs the volume for each of those periods and averages them. Then it takes the volume for last 10 candles and compares it (as a percent of) to that average.

Well, we do have a help file. Rather comprehensive one, that I constantly maintain. https://www.medvedtrader.com/trader/WebHelp/charts_annotation.htm at the bottom of the page, heading " Sharing annotations between charts".

We have an http API that is the same as the old QuoteTracker's API. Anyone can connect to it. If Timing Solution wants to connect to MT for data - give them this link. https://www.medvedtrader.com/www/frontend/blog/HTTP-API

Will change.

Current logic: AAPL, Expiration Jan 18 Strike 155. Call: bid 0.77 ask 0.80 Put: bid 1.43 ask 1.47 Straddle bid: 2.24 ask 2.23 Straddle bid = call bid + put ask Straddle ask = call ask + put bid ================================== You're right, it may be incorrect. Straddle bid means selling a straddle, which means selling both a call and a put option? It should be call bid + put bid, since that is what you would need to pay to sell both right now. Conversely, the straddle ask would mean buying the straddle, which would be at ask on both sides. Is that correct?

How much demand is there for those?