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Mike Medved

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Everything posted by Mike Medved

  1. They do specify that but they are not sending best bid/ask together with the trade quote. Note: the best bid/ask that is sent together with the quote is (at least for all sources we use that do that) the best bid/ask *after* the trade is executed, not before. So even though they send whether it was bought by maker or taker, that does not provide enough information to deduce what the best bid/ask is at that moment (which is what the raw data in MT is supposed to be recording)...
  2. Email me the algorithm for finding the "major fractal turning points" I will take a look.
  3. There is a "New Chart" button on the chart window's ribbon menu. Using it, open another chart and then change its parameters.
  4. It is hard to find that many distinctive colors.
  5. You can (kinda) do this yourself. All you have to do is do a paintbar or scan that would look at the indicator and compare it to the trendline formula. The trendline formula is Y=X*A+B where Y = Y value of the trendline X = X value - basically the timestamp A = slope B = offset if X1, Y1 and X2, Y2 are the anchor points of the trendline then you precalculate the slope and offset thus: A = (Y2-Y1)/(X2-X1) B = Y1-X1*A Of course, X1 and X2 are also timestamps of the anchor points.
  6. Will be fixed in next beta.
  7. You can set the scan result to a number or to a string. So you can format a number into a string any way you like, for example adding the % to it, then set scan result to it.
  8. Interesting. I ran it on a few charts and could not get it to happen. If this happens on backfilled charts, tell me what the backfill source is, what symbols and what frequencies... If it happens on collected data, you'd have to send us the data file. To do that, email our support email and we will get it thru.
  9. When you say VWAP value line, do you mean the VWAP indicator or the VWAP horizontal line?
  10. Yes, but you would have to do it with the Advanced paintbars/scans. Create a FIFOQueue of length x, add the current bar's range to it, and take the Average of it. See this thread for an example of how FIFOQueue is used:
  11. Rob, as I already mentioned, when we see bugs, we fix them. When someone reports a bug and we can see what he means, we fix them. We definitely appreciate bug reports and have stated that numerous times. Saying "P&F is screwed up" is not enough. Tell me, specifically, how it is screwed up. Preferably in a language I understand and with snapshots. I definitely don't need your proprietary trading secrets. But give me a snapshot of a P&F chart (remove all your proprietary trading stuff from it) and tell me what you see in it that is wrong.
  12. Rob, just like we did with QT, we try to fix the errors that are reported. We are the same exact people that did QT, and MT uses much better and more modern programming techniques than QT did, because software development tools and techniques definitely improved in the last decade and a half. To your concerns - it is a bit overwhelming when you just list all the bugs together. In general: * Is all your writing referring to P&F charts only? * Some of what you write (" AAPL did not drop to $173.8 during the "day" session of 3/6/18") I cannot see on my chart. It would help if you posted your chart snapshot or emailed it to us so we could compare what you see with what we see. * One example: you write that AAPL did not open at 174.9 on 3/7/2018. No, it didn't. It opened at 174.94. Which you would see on a candle chart. But on a P&F chart with a box size of 0.1, it would show the open of 174.9. That is the nature of P&F charting and how it should be. * "Days" refers to the time period from rollover to rollover, or, in AAPL case, from midnight to midnight EST, if you choose the right timeframe for the chart. On MT charts, you see a double solid vertical line that separates days on intraday charts. * If you can, please email our support email with each bug, and, if possible, illustrate it with snapshots. Thanks Mike
  13. Candles that close higher than open are green in MT and that close lower than open are red. In your example, they are green or red, hollow or solid. So if the color in MT is replaced by being solid or hollow, what does the color of the candle in your pic signify?
  14. There is a table of defined variables up above the code in the Advanced editor. You have to define the Volume_EMA there. If it isn't defined, you'd get the error you're showing.
  15. We never put in functions for trading because we're not sure about liability issues and it is a big project. I will talk with Jerry again about it.
  16. I bet this is the same problem as with your previous mentions of Bollinger Bands and SMA. Basically, it is a question of what is a more representative method - ignoring no-volume gaps as if they don't exist or treating them as no-volume candles where O=H=L=C=previous candle's Close...
  17. The hump is there not because of SMA but, I presume, because the StDev jumped. SMA in MT, as I pointed out above, takes no-volume gaps to have the same value as the previous candle for the purpose of calculating the period's average. So if you have (with - being the no-volume candle) 10 10 12 - - 10 12 - the SMA(5) would be (12+10+12+12+12)/5 = 11.6 while if the -s were skipped, it would be (12+10+12+10+10)/5 = 10.8 I think not skipping the empties presents a more representative picture of the average for the time period.
  18. Hm - the historical charts have days with no volume?
  19. MT was basically counting 0 vol periods as candles at the close of previous with-volume candles, for the purpose of calculating the standard deviation (as well as for the purpose of calculating the central MA). The central-MA calculation is fine for that. But apparently your other sources do not do that for the StDev calculation. I guess that's another way to look at it although I can see merit in our method as well. I changed it in the calc. Email jerry to get the new ver that has that.
  20. We deliberately used shift-del instead of just del. Del is too easy to hit accidentally.
  21. Current formula for the size of the box is half the candle width or 9, whichever is smaller, with a min of 2. Any thickness you specify would add to that. I could add -1 - would that do it? You could also try to make the color of the dots dimmer so they do not stand out as much...
  22. ? There is support in Medved Trader for Binance order books in two formats: 1. L2 Window 2. Depth Chart window
  23. Most exchanges are (mildly put) technically inept. Badly designed APIs, constant glitches, etc. We integrated the two most reliable ones. Will see about others as they improve.
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