· 8 years ago · Feb 13, 2018, 01:02 AM
1------- Monday, February 12, 2018 -------
203:27 slashGW: gm all. have a quick and hopefully easy question for the scripters. Is it possible to have a single chart window, but not display any candles or anything that would be in the upper portion? basically, I only want to see the lower studies area and not have an upper, and also no blank space where an upper should be. Thanks in advance! gw.
303:50 Paris: slashGW - The brute force method to hide the price plot on the upper panel is to use HidePricePlot(yes).
4
5For example:
6HidePricePlot(yes);
703:54 slashGW: Thanks, Paris! I will give that a shot. Appreciate the info!
803:55 Paris: yw
904:14 stevie_s: .
1005:21 lioness: Hi Paris. But supposing I don't need upper area at all, what is the script in that case? Actually, I wish to keep MACD, RSI and volume in a separate window HOWEVER occupying more height (for clarity). Thanks in advance .
1105:24 slashGW: that was my purpose for wanting to do away with the upper area. I tried a script containing the command above, but it did not work the way I had hoped.
1205:29 Lh58: slashGW, in chart settings > under general > uncheck > show price subgraph removes upper chart completly.
1305:30 lioness: Thanks Lh58.
1405:30 slashGW: yeah, thanks! that was easy and did exactly what I was looking for!
1505:31 Lh58: yw
1605:33 trader71: I tried to get uptick volume using uvol=close("$UVOL"), but it only return volume during cash session. How to return values for futures contracts outside cash sessions? Thanks.
1705:35 Clawbongo: is itpossible to write a scan to find out what percentage of overall stocks are trading above their 50day moving average?
1806:00 Paris: slash - it worked for me as you had described. Like I said it was a brute force solution. Lh58's suggestion is a cleaner one.
1906:00 MTS1: Claw; RTM. . http://tlc.thinkorswim.com/center/faq/scan.html#q_03
2006:00 MTS1: http://tlc.thinkorswim.com/center/howToTos/thinkManual/Scan.html
2106:01 slashGW: Paris, glad it worked for you, but yeah, the other solution is very clean. but appreciate both of you stepping in to try and help!
2206:02 Paris: slash - all the best
2306:02 MTS1: Oh; misread the question; for the overall market you'd have to do the scan against a watchlist and calculate the percentage gased on the number of results you get.
2406:07 MTS1: Or you can google $SPXA50R to find percent SP500 over 50DMA
2506:32 beergas: might consider this for adding some slippage in your calculations: CME Group (CME) - High speed traders have reportedly been exploiting a glitch which creates a tiny gap between private trade confirmations and public data feed. (WSJ)
2607:28 susanbrown123321: Hello everyone, anyone here ever tried to create a momo scanner that counts change off of previous 1min candle close? I tried both settings and writing a script, but it gives me lots of non-moving stocks. maybe someone did that before, pls help
2707:30 michael3878: does anyone have a link to high of day momo scan script i could input into thinkorswim?
2807:53 Falk: What is the best way to show a label for Bollonger Bands midband?
2908:01 MTS1: AddLabel()
3008:02 MTS1: FAQ for this room http://tos.mx/ZQmLy9#
3108:17 UpTheCreek: Susan and Michael, as the FAQ says, you need to be way more precise in defining what you are trying to do before anybody can begin to tackle the request.
3208:21 Joebone87: anyone have a CPI script? seems like a good time to get myself caught up on the indicator
3308:24 UpTheCreek: which CPI?
3408:24 MTS1: CPI? If you're refering to the Consumer Price Index; unless it's a built in indicator the data is not available to TS
3508:25 UpTheCreek: then it's likely in the FRED ECON DATA
3608:25 Joebone87: CPIAUCSL:FRED
3708:25 Joebone87: the Bloomberg morning email had a good chart. wanted to recreate or at least give myself some historical context ahead of the Wed numbers
3808:27 UpTheCreek: Well for those of us who can't afford BB, what does the chart do?
3908:27 Joebone87: lol.. it was in the free morning email
4008:28 MTS1: Let me GOOGL that for you: https://tickertape.tdameritrade.com/tools/2016/09/economic-data-on-thinkorswim-37598
4108:28 MTS1: https://tickertape.tdameritrade.com/tools/2016/09/thinkorswim-economic-data-charting-71329
4208:30 Joebone87: US CPI Urban Consumer Services Less Energy Services YoY NSA
43
44US CPI Urban COnsumers Less Food & Energy & Shelter SA YoY
45
46Federal Reserve Bank of Cleveland 16% trimmed- mean CPI YOY% change
47
48US CPI Urban Consumes YoY NSA
4908:30 MTS1: Kinda cool though; did not know that was available. Not in thinkscript though it looks like
5008:31 Joebone87: those where the ones on the chart.. working on finding them
5108:31 Joebone87: I would post a picture but i think i have been Censored too many times andthey wont let me post pics anymore
5208:32 Joebone87: they big brothered me
5308:33 UpTheCreek: well, if they have a web link to view the email, you could post that on MyTrade
5408:33 Joebone87: its called Bloomberg - 5 things to start your day
5508:33 Joebone87: i get it every morning
5608:34 Joebone87: but i bet im abotu to get in trouble for talking about it
5708:34 Joebone87: so im gunna stop
5808:34 Dm2: Anybody knows what’s going on with YUM
5908:38 MTS1: Turn on the news feed gadget and filter for YUM, or post it in the trader lounge
6008:40 Dm2: Thnx. Is this gadget part of Ameritrade or a Microsoft
6108:43 Joebone87: Dm2.. you access gadgets on the left side of you main TOS window. you should get a platform tour from support
6208:43 Dm2: Thank-you
6308:58 AlphaInvestor: Joe - 5 things to start my day - coffee #1, coffee #2 ...
6408:59 anthony1999: New to TOS, is there a script to scan for stochK > 30 and < 70 etc. thanks in advance.
6509:00 Preacher: The updates have caused my price scale on the right of the charts to be in thousandths. How do I change it to show millionths for sub penny stocks?
6609:02 AlphaInvestor: Preacher - please don't trade sub-penny stocks - they are worthless
6709:02 Joebone87: ... actualy they are worth... less than a penny
6809:02 Joebone87: lol
6909:03 AlphaInvestor: NO - they are Priced less than a penny, they have a Value of ZERO
7009:03 UpTheCreek: yes, but if you display the price in millionths then you can pretend you are trading AMZN
7109:04 AlphaInvestor: "Price is is what you pay, Value is what you get"
7209:04 Joebone87: ooo nice counter AI
7309:05 Joebone87: i concede
7409:05 Joebone87: is there any way to chart multiple symbols on the Eco data charts?
7509:05 Mobius: anthony.. Put this in a new custom scan
76between(StochasticFull()."fastK", 30, 70)
77
7809:05 AlphaInvestor: Not my saying that is why it is in quotation marks - look up who wrote it
7909:05 Joebone87: I cant find a way but just making sure
8009:06 AlphaInvestor: Mobius - got a bunch of CSA signals on AAPL this morning
8109:06 Mobius: Ignor them
8209:07 AlphaInvestor: why - because 130 is the target?
8309:07 UpTheCreek: the Comparison study joe
8409:07 Joebone87: i can't add studies in the Eco data section
8509:08 Preacher: Thanks everyone for your opinions,
8609:08 Joebone87: I suppose you have to just reference them in studies?
8709:08 UpTheCreek: then use them in the Comparison in a study. be careful about the agg period
8809:08 AlphaInvestor: Joe - you have Nube's study and mine that access data from FRED
8909:08 Mobius: Alpha - short answer, yes
9009:08 Joebone87: yeah.. they seems to only work on very long agg
9109:09 Joebone87: yup
9209:09 Joebone87: just curious if i could get it in eco data
9309:09 AlphaInvestor: Every piece of FRED data has its own aggregation
9409:13 fredw: thinkscript gurus, in tos TPOprofile study we have profilehigh and profilelow. does anyone have a code that plots the close like a "profileclose" line
9509:13 Mobius: fred - that would be the POC
9609:13 fredw: poc is the close?
9709:14 fredw: ha....
9809:14 Joebone87: you mean the last close price of the profile fred?
9909:14 Mobius: POC is the Point Of Control.
10009:14 Joebone87: PoC is the Point of Control
10109:14 Joebone87: highest volume
10209:14 Mobius: Most TIME spent at PRICE not highest volume
10309:15 Joebone87: oops ... yeah
10409:15 Joebone87: TPO^
10509:15 fredw: I am looking for the close in between the profilehigh and profilelow
10609:15 fredw: not point of control
10709:15 DMonkey: your request doesn;t make sense...
10809:15 Mobius: fred the high and low are based on where the POC is thus with regard that study the "close"
10909:16 Joebone87: I think your just asking for the current close price... are you using multiple profiles?
11009:16 Joebone87: or just 1?
11109:17 susanbrown123321: sorry for not being precise. so, I need to get stocks that have moved up more than 10c from the previous 1min candle close. Volume currently doesn't matter as I haven't figured out the best value for it yet. I tried to make it happen by means of studies (Price_Change), and I tried to code If-then def net = close()[1] - close(priceType = PriceType.LAST);
112plot scan = if net > .15 then 1 else 0;
11309:19 fredw: thinkscript gurus rewrite my question
11409:19 susanbrown123321: please assist, maybe there is a mistake in the code
11509:19 Mobius: susan - simplify it
116close > close[1] + .1
11709:19 DMonkey: plot scan = close > close[1] + .1;
11809:20 MTS1: CSA signals; what is CSA?
11909:20 UpTheCreek: or absvalue(close-close[1]) > .1
12009:20 UpTheCreek: if you want to go in both directions
12109:20 anthony1999: Mobius : how do I create a custom scan...or where do I insert the ; between(StochasticFull()."fastK", 30, 70)
12209:21 Mobius: anthony - take a platform tour
12309:21 Mobius: this isn't support it's a coding room
12409:25 fredw: in monkey bars study there there's an item called "mark close price". I want a code that draws lines to mark close price or connects all the monkey "mark close prices". I should be able to use a similar code in all the profile studies
12509:25 anthony1999: Thank you, I was able to get it to work. Appreciate the coding help.
12609:26 bkstrader: @Mobius I have a lot of diagnotics, plots,vertical lines, labels trying to diagnose my performance problem can they hurt performance if they are turned off? I am assuming if they are set to off the first condition(on or off) is tested and the rest of the code is bypassed. Is that correct ?
12709:28 fredw: dmonkey does my request make sense now
12809:28 fredw: monkey sense
12909:28 Mobius: bk. No. turned off is just hidden
13009:28 Mobius: fred.. No!
13109:29 fredw: hahaha
13209:29 Mobius: close is close regardless of the study your running
13309:29 Mobius: mark is mark regarless of the study
13409:29 Mobius: high is high .........etc
13509:30 bkstrader: Thx. Mobius I'm going to break the code up and reassemble in pieces to find the problem
13609:31 Mobius: bk - Rec's must reduce and Folds must resolve
13709:31 Mobius: open ended objects will eat the heap
13809:32 AlphaInvestor: open ended objects will ...
13909:32 Mobius: every variable calculates every tick so it doesn't take long
14009:32 fredw: Mobius I understand you but profilehigh != profilehigh [1]. in order words profilehigh in each profile segment is different. so is the close. and I just want to plot a line through the closes of each profile segment
14109:33 bkstrader: Mobius the only fold I'm using is your Quad momentum as an alternative to coloring candles. I think the problem is with some logic that does a lookbak in three time period to set anchor chart Values
14209:33 Mobius: fred No
14309:34 Mobius: high and low in the profile studies is the % or the curve. They have nothing to do with and other value
14409:34 Mobius: any other value
14509:34 Joebone87: fred.. I get you man.. what aggregation are your TPOs set too?
14609:34 Joebone87: Op EX?
14709:34 fredw: one hour Joe
14809:34 Joebone87: month?
14909:34 AlphaInvestor: bks - 1) set your memory to no higher than 2048/4096 (Mobius prefers 1024/2048)
1502) unless you are a scalper or day trader, turn your Quote Speed to 3 seconds (not Real Time)
15109:34 Mobius: lol
15209:34 Mobius: The blind leading the blind
15309:34 Joebone87: ok then.. just create a recursion to plot a lo=ine at the 1 hr close price
15409:35 AlphaInvestor: 3) make sure it is not your ISP (internet speed)
15509:35 Joebone87: line at the *
15609:35 bkstrader: Alpha I tried that already
15709:35 Joebone87: that will be the close of your TPO
15809:36 Mobius: bk.. you said yesterday that you had a number of folds
15909:36 bkstrader: Alpha I am trading NQ and speed test show 100mbs
16009:36 AlphaInvestor: BKS - Move closer to Texas (that is where TOS servers are I think)
16109:38 fredw: bkstrader, speed is not as important as ping. do a ping test. if it's ping > 50 then find another ISP
16209:39 bkstrader: Mobius I went back and checked again . Had some others in previous version. took them out in the version I'm using now. It's kind of a frankenstein experiment now that needs to be simplified
16309:39 fredw: bkstrader when you do the ping test select a server near thinkorswim in Texas
16409:39 natist: Hello, I'd like to get a Live News feed Notification Script for Mergers/Acquisitions and I was told that Mobius would help me and my programmer with this. Thanks.
16509:40 bkstrader: FredW willl try that
16609:40 Mobius: if your opening multiple aggregations that could slow it down. Also make sure your chart data covers the farthest back need for the highest aggregation or you could get a divide by 0 error keeping an object open
16709:41 Joebone87: fred.. is this what you were thinking? http://tos.mx/UcPAdU#
16809:41 Mobius: natist - Who told you that?
16909:41 fredw: Joe let me check
17009:42 AlphaInvestor: Mobius = thinkScript coder/magician
17109:42 fredw: Joe please post a pic, thanks
17209:42 Joebone87: no can do...
17309:43 fredw: I am having difficulty with shared link
17409:43 AlphaInvestor: try harder
17509:43 bkstrader: Thanks Mobius
17609:43 Joebone87: hrmm
17709:43 AlphaInvestor: Joe - shared link looks fine to me
17809:43 fredw: Joe lol my real name is Luca Brasi so be nice
17909:43 Mobius: bk.. When you sort it out, let me know I'm curious what you find
18009:44 Mobius: Sleepin with the fishes
18109:44 fredw: lol
18209:45 emanjo: Hey everyone. How do I create customs buy or sell signals on charts?
18309:46 susanbrown123321: alright, I just tried to simplify just like you told me. I did plot scan = close(priceType = PriceType.LAST) > close[1] + .01; to make it compare the last print on the tape against the previous 1m candle close. The results weren't different from plot scan = close > close[1] + .1; though. BUT, here's a stock that it found me something is clearly not right, it didn't move up 10c from the previous close, then why do I see on the scanner? anyone have any idea, please?
18409:46 Joebone87: holy moly... busy day in here
18509:47 Mobius: eman.. What sort, live auto-trading or just arrows
18609:47 emanjo: Live trading
18709:48 Mobius: susan... I'm not clear. Which scan code did you use?
18809:49 Mobius: eman.. TOS does not have auto-trading
18909:49 fredw: this room is high volatility day today
19009:49 susanbrown123321: Mobius
19109:49 susanbrown123321: plot scan = close(priceType = PriceType.LAST) > close[1] + .01;
19209:49 Mobius: Susan get rid of the LAST the scanner pukes on it
19309:50 Mobius: close > close[1] + .1 not .01 which is a penny
19409:50 susanbrown123321: I know, I tried to change it to see
19509:50 susanbrown123321: if I run it exactly like you told me, it gets the same results
19609:51 Mobius: The scanner will never be perfect. Perfection doesn't exist in high speed data
19709:51 forex: Yes it does.
19809:52 forex: how do you think they make missile trajectory changes
19909:52 Mobius: really where? I've been doing this stuff for 40 yrs and haven't found it.
20009:52 forex: on the fly
20109:53 Mobius: lol man are you messed up
20209:53 Mobius: How many times you think they miss
20309:53 emanjo: Is there one for arrows?
20409:53 Mobius: emanjo - sure
20509:53 forex: maybe not possible in this application but in the servers outside wall street yes.
20609:54 fredw: Mobius 40 yrs?
20709:54 Mobius: No forex
20809:54 emanjo: How do I set that up? I&aposm new to this
20909:54 Mobius: fred yes a little over 40 yrs
21009:54 susanbrown123321: Mobius, maybe you can suggest an easier way to do it? I need something of a momo scanner. if we take net change of .05 as a basis (I can play with the number later anyway), how do I make the scanner that shows me stocks that moved 5c up the previous 1min candle close? or maybe 1m is too little, and I need to do like 3m, 5m?
21109:54 forex: that's how they can gobble up pennies from the pools before the maket adjusts.
21209:55 MTS1: Susan; what time frame are you running? Your pic shows prior close 5.72 and close higher than .01 higher on last bar.
21309:55 susanbrown123321: MTS1 1min
21409:55 fredw: Mobius when you started trading I was yet on earth
21509:56 MTS1: Sounds like you may want to scan against a watchlist of stocks you're interested in, or look at higher volume filter.
21609:56 Mobius: emanjo - first decided precisely what conditions you want to use to fire a signal. List them
217cond 1 = ..........
218cond 2 = ........
219etc
220then drop them in here and someone will help you
22109:56 fredw: wasn't
22209:57 fredw: thanks Joe if I am able to open your link.
22309:57 emanjo: Ok thank you
22409:57 fredw: lunch time
22509:58 susanbrown123321: yeah, now I get it. they just don't move now, and the platform doesn't make another empty cand;e, it just leaves it as is.
22609:59 susanbrown123321: another question, guys - how do I exclude OTC stocks from the results? I can choose either NYSE or NASDAQ, so is there a way to do both?
22709:59 AlphaInvestor: Nope
22809:59 forex: that's bs!
22910:00 forex: wait who were you talking to lol
23010:00 AlphaInvestor: Use average volume and price to exclude things that don't meet your criteria
23110:00 emanjo: If I wanted the high to cross above the ema 20 and get a signal to sell when it crosses below
23210:00 kbfpassive: Anyone know iof a bar countdown function for 1 min...5min bars etc
23310:01 forex: would someone please anwser my question...
23410:02 AlphaInvestor: Forex - we are all traders here, we volunteer our time if not busy. Be patient, or call the Trade Desk for paid support
23510:03 AlphaInvestor: This chat is so busy today I cannot keep up
23610:04 AlphaInvestor: Forex- there is a scripting language, called thinkScript
23710:04 forex: it's just one general question then I'll bounce. oh does it support automation?
23810:04 forex: thanks for your anwsers.
23910:04 forex: I know I'm you and impatient. lol
24010:05 forex: young*
24110:05 AlphaInvestor: Forex - warning - impatient people get ignored by the volunteers in here
24210:06 forex: Lol
24310:06 forex: lol
24410:07 fredw: Joebone87 thanks for your help. may you make millions of dollars in your trading
24510:08 fredw: 87 million to be precise
24610:08 forex: 😉
247
248
249
25010:08 Mobius: susan - for a simple momentum scan I would use something like this
251
252# Intraday price / volume momentum scan
253# Mobius
254# Trading Room Request 04.06.2016
255
256((close - low[1]) / (high[1] - low[1])) > .5 and
257((volume - lowest(volume, 5)) / (highest(volume, 5) - lowest(volume, 5))) > .99
258# End Code
259
26010:09 Mobius: Susan - That is best used from the open for about an hour. Then momentum decreases enough that that sort of trade is more miss than hit
261
262
263
264
26510:09 emanjo: SimpleMovingAvg("length" = 20) is less than MovAvgExponential("length" = 34) and MovAvgExponential("length" = 34) is less than SimpleMovingAvg("length" = 50) and SimpleMovingAvg("length" = 50) is less than SimpleMovingAvg("length" = 200) and close is greater than SimpleMovingAvg("length" = 50)scan
26610:10 emanjo: How can I add buy and sell signals to that script
26710:10 AlphaInvestor: Mobius - so it works best during "amateur hour"
26810:14 Mobius: Alpha.. Inraday Trading Pros love the first hour. Many don't trade past it and quite a few are done in the first 15min of the day
26910:15 AlphaInvestor: interesting
27010:16 AlphaInvestor: SPY is playing ping ping across the ORH
27110:17 AlphaInvestor: Mobius - to intraday pros ... I would imagine they could scalp lots of money off the retail amateurs in an hour
27210:20 Mobius: emanjo - Copy and paste this to a New Custom Study
273
274plot cond1 = Average(close, 20) < ExpAverage(close, 34) and ExpAverage(close, 34) < Average(close, 50) and Average(close, 50) < Average(close, 200) and close > Average(close, 50);
275Cond1.SetPaintingStrategy(paintingStrategy.Boolean_Arrow_UP);
276
277
278
27910:21 Mobius: Alpha... The typical trade at the open is to fade strength and buy weakness of the very first 2min bar. Your probability of success with that simple is trade is well over 50%
280
281
282
28310:22 MTS1: "11:06 AlphaInvestor: Mobius - got a bunch of CSA signals on AAPL this morning": What is CSA? Curious minds would like to know.
28410:22 Mobius: Better when volatility is high too
28510:23 Mobius: Get risk off and see what happens - stop at opposite end of first bar till risk off
28610:25 Mobius: Another favorite is the First 2min opening bar range breakout. Lot's trade that in high momentum. Today that paid well
28710:26 Mobius: Initial momentum will fade and reverse the vast majority of time. Again just like today.
28810:26 AlphaInvestor: MTS - combined signal approach
28910:27 AlphaInvestor: Mobius - that kinda trading ain't for me
29010:27 Mobius: So those traders with enough capital and guts will get a reprieve even for a bad entry
29110:27 Mobius: Yeah Alpha.. Truth be known, it isn't or shouldn't be even for most that try to do it
29210:29 MTS1: Thanks Alpha; what signals are you guys combining in CSA?
29310:29 AlphaInvestor: sounds kinda like gambiling Mobius
29410:30 AlphaInvestor: MTS - that particular one was RSI oversold and ADX
29510:31 MTS1: cool; thanks
29610:32 AlphaInvestor: RSI crossed back up above oversold
29710:33 Mobius: Alpha.. If you can you identify risk going into any trade, why does time frame make a difference?
29810:34 AlphaInvestor: My mind doesn't work that fast in the morning before my 5th cup of coffee
29910:34 Mobius: lol
30010:34 AlphaInvestor: But, I understand your point
30110:34 Mobius: It's wise to know your limitations.
30210:35 AlphaInvestor: After ORB is set, I have enough caffine in me
30310:35 AlphaInvestor: I am a super late night person, 1 to 2 am is normal bedtime for me
30410:36 AlphaInvestor: 800 am is deep REM sleep
30510:39 Mobius: I'm old. I'm as apt to be drooling on my keyboard as in bed
30610:47 travi: <frantically looks for "Drool" study in Mobius' MyTrade>
30710:49 AlphaInvestor: ha
30810:49 AlphaInvestor: +1
30910:49 travi: I can imagine Mobius' drool trades the opening 2 min bar breakout like a boss
31011:01 mhcain4: Good Afternoon Everyone, I am trying to get the ratio of (U/D volume) / (A/D) for the SnP. It is the opposite calculation of the $TRIN. 2) I wanted to get it on upper chart only in candle form. Thanks for the help, input length = 2;
311#SPX Breath ratio
312def SPXratio = if (close("$ADVSP") >= close("$DECLSP")) then (close("$ADVSP") / close("$DECLSP")) else -(
313close("$DECLSP") / close("$ADVSP")) ;
314#plot SPratio = Round(SPXratio, length);
315#SPratio.DefineColor("SPXup", Color.UPTICK);
316#SPratio.DefineColor("SPXdown", Color.DOWNTICK);
317#SPratio.AssignValueColor(if SPXratio >= 0 then SPratio.Color("SPXup") else
318#SPratio.Color("SPXdown"));
319#AddLabel(yes, Concat(SPratio, " :SPX Issue"), (if SPXratio >= 0 then SPratio.Color("SPXup") else
320#SPratio.Color("SPXdown")));
321
322input length2 = 2;
323
324def SPXratio2 = if (close("$UVOLSP") >= close("$DVOLSP")) then (close("$UVOLSP") / close("$DVOLSP")) else -(
325close("$DVOL") / close("$UVOLSP")) ;
326#plot snpratio = Round( SPXratio, length);
327#snpratio.DefineColor("SPXup", Color.UPTICK);
328#snpratio.DefineColor("SPXdown", Color.DOWNTICK);
329#snpratio.AssignValueColor(if SPXratio >= 0 then snpratio.Color("SPXup") else
330# snpratio.Color("SPXdown"));
331#AddLabel(yes, Concat(snpratio, " :SPX Volume"), (if SPXratio >= 0 then snpratio.Color("SPXup") else
332# snpratio.Color("SPXdown")));
333
334Plot Verni = SPXratio2 / SPXratio;
33511:08 AlphaInvestor: Mhcain - I think Up down volume already exists as an indicator
33611:08 AlphaInvestor: not sure tho
33711:09 UpTheCreek: if you want just the opposite of $trin, just flip it 1/$trin
33811:30 Mobius: Here's a Super Smooth Stochastic written for a trading room. As Volatility increases and so does intraday range oscillators will become useful signals again.
339
340# Super Smooth Stochastic
341# Mobius
342# V01.02.2018
343#Hint: Suggest 13 and above for Daily and 8 or less for Intraday
344
345input length = 8; #hint length: Good starting points 13 Daily, 8 Intraday
346input Arrows = no;
347
348declare lower;
349script g {
350 input data = close;
351 def w = (2 * Double.Pi / 20);
352 def beta = (1 - Cos(w)) / (Power(1.414, 2.0 / 10) - 1 );
353 def alpha = (-beta + Sqrt(beta * beta + 2 * beta));
354 def G = Power(alpha, 4) * data +
355 4 * (1 – alpha) * G[1] – 6 * Power( 1 - alpha, 2 ) * G[2] +
356 4 * Power( 1 - alpha, 3 ) * G[3] - Power( 1 - alpha, 4 ) * G[4];
357 plot Line = G;
358}
359def o = g(data = open);
360def h = g(data = high);
361def l = g(data = low);
362def c = g(data = close);
363def RSV = ((c - Lowest(l, length)) / (Highest(h, length) - Lowest(l, length))) * 100;
364plot K = g(data = RSV);
365 K.SetDefaultColor(color.green);
366plot D = g(data = K);
367 D.SetDefaultColor(color.red);
368plot OB = if isNaN(c) then double.nan else 80;
369 OB.SetDefaultColor(Color.Gray);
370 OB.HideBubble();
371 OB.HideTitle();
372plot OS = if isNaN(c) then double.nan else 20;
373 OS.SetDefaultColor(Color.Gray);
374 OS.HideBubble();
375 OS.HideTitle();
376AddCloud(K, D, color.green, color.red);
377plot upArrow = if Arrows and K < OS and K crosses above D
378 then K
379 else double.nan;
380 upArrow.SetPaintingStrategy(PaintingStrategy.Arrow_UP);
381 upArrow.SetDefaultColor(Color.Green);
382 upArrow.HideBubble();
383 upArrow.HideTitle();
384plot dnArrow = if Arrows and K > OB and K crosses below D
385 then K
386 else double.nan;
387 dnArrow.SetPaintingStrategy(PaintingStrategy.Arrow_DOWN);
388 dnArrow.SetDefaultColor(Color.Red);
389 dnArrow.HideBubble();
390 dnArrow.HideTitle();
391# End Code Stochastic Super Smooth
39211:31 Mobius: The above code is particularly good at short aggs like 2min with futures using good Risk management - Risk Off trades
393
39411:32 AlphaInvestor: Mobius - is that G script - gaussian
39511:38 MTS1: Thanks Mobius! And yes; what is that Script G filter Logic?
39611:40 harndog: ty, Mobius
39711:43 UpTheCreek: it looks remarkably similar to other Gaussian studies previously shared, yes
39811:51 MainWorkBook: Good afternoon all, thinkscript rookie here, and was hoping someone could help me plot a point on a chart based on a pre-determined set of periods, primariliy period 9, 26, and 52. Thank you!
39911:54 UpTheCreek: 1) that description is way too high level. get specific.
4002) do you know where the TS manual and tutorials live?
40111:56 emanjo: @mobius thank you
40212:01 Mobius: The filter used in the above is just a 4 pole polynomial or Gaussian filter. It's be optimized for the stochastic oscillator.
40312:01 Mobius: it's been optimized too
40412:02 Mobius: My rule of thumb is if VIX is above 20 oscillators are good to use.
40512:02 Mobius: Less than that there's just too many false signals
40612:05 Mobius: With VIX above 20 you can check the efficiency of an oscillator using a simple fractal pivot study. The oscillator should signal at or near the time a bar breaks the opposite side of the bar prior to a pivot bars extreme.
40712:05 Mobius: You my need to read that more than once to get it :)
40812:12 susanbrown123321: Mobius, thanks so much for the code! I will definitely test it tmrw
40912:13 susanbrown123321: wanted to ask you, you said quote Truth be known, it isn't or shouldn't be even for most that try to do it - about the first hour trading. Can you explain what you mean by that?
41012:13 Mobius: 99% of intraday traders fail
41112:14 MainWorkBook: UpTheCreek, I found the manual, but that's it. Just trying to plot a dot or dash above the period 9, 26, and 52 bar. If the manual will answer this, I'll head over there, thank you for your help!
41212:15 Mobius: Main... Be more specific. What must the 9, 26 and 52 bar do and what makes them 9, 26 and 52?
41312:19 mhcain4: UpCreek, Alpha.....Thanks for the input. I'll try 1/$TRIN. The ratio is revesred and therefore gives a completely different number.
41412:19 susanbrown123321: Mobius - 99% of intraday traders fail - you're saying that longer timeframe increases one's chances for success? or systematic trading? please elaborate for the rookie
41512:22 MainWorkBook: Hi Mobius, really just want it to quickly identify those bars so I don't have to count back to find them.
41612:24 Mobius: susan... There's 3 basic ways to make money in the Stock Market. Investing, Swing Trading and Intraday Trading. The most likely way anyone without a great deal of market education but with a reasonable amount of effort to learn can make money in the market is Investing. Learning how to invest and most importantly when to invest carries with it the greatest edge for the retail trader with limited capital.
41712:26 Mobius: Main.. You want to identify BarNumber() 9, BarNumber() 26 and BarNumber() 52? What in the name of all that's holy for?
41812:28 Mobius: Main... Here's your method. Just repeat the logic for the other two plots changeing the numbers
419
420plot cond1 = if barNumber() == 9
421 then low
422 else double.nan;
423 cond1.SetPaintingStrategy(PaintingStrategy.Arrow_UP);
42412:29 susanbrown123321: Mobius, what timeframe, average dollar value commited per trade and %returns are we talking about? to be specific?
42512:31 MainWorkBook: thank you! helping me play out the future moves of t/k/spans on ichimoku
42612:31 Mobius: susan..That question alone tells me you need to quit what your doing and go read "The Intelligent Investor" and when your done reading it, read it again.
42712:33 Tradedawg: :)
42812:34 susanbrown123321: Mobius, I will definitely read it
42912:35 Mobius: It will change your perspective of the market for sure
43012:35 susanbrown123321: It's by Benj Graham, so I imagine it will
43112:35 susanbrown123321: familiar with the name
43212:36 Mobius: It's the only book i recommend
43312:38 susanbrown123321: Mobius, can you please help me with column setup? Along with the price filter, I need to filter out stocks that have 50k volume within last 5min. I tried to make a customer column volume > 50000, but it returns me 1s and 0s.
43412:38 Mobius: Is it just me or do the Obama Offical portraits just unveiled seem to be caricatures
43512:38 Brainfill: Mobius...on your comments earlier about Stochastics that mirror a fractal pivot, that is how I use a Stochastic study for stocks that I am alreay in. I use it on 5-minute time frame. When it is above oversold ( settings of 60) and it is no longer accelerating, the Stochastic becomes my alert that it is likely to pivot and reverse. I loaded in your study above and compared it to mine and it slightly lags mine....perhaps because of the smoothing effect.
43612:40 Mobius: Brain.. lower the length if you want it faster. It will outperform and ordinary Stochastic. The 4 pole filter adds 0 lag
43712:42 Mobius: well as close to 0 as is possible using a highest() and lowest() anything
43812:42 Brainfill: Mobius...Yes, I will experiment with it and add a bubble on the change so it is easier to spot quickly.
43912:45 Mobius: What a polynomial does is normalize price to a true bell curve. That alone isn't lag but technically a true price "Curve". The thing is, Noise can skew the curve and alter the path is enough traders follow it. That's the rub any time you alter actual price
44012:45 Mobius: The longer your horizon the less that skew matters
44112:46 Mobius: Hope that makes sense
44212:49 Brainfill: Mobius...I am following it. I am one of those who primarly trades the 1st thirty minutes of the trading day and trade with the assumption that price will reverse 99% of the time within x-number of bars. The Stochastics helps to signal when that is more likely to occur.....soooon.
44312:50 susanbrown123321: Mobius, can you please help me with the volume column?
44412:50 Mobius: susan... if you put
445
446volume > 50000
447
448in a column, all you will get is 1 or zero since that equation only can be TRUE = 1 or FALSE = 0
449
450if you want to display volume then you need just the iData holder called volume.
45112:51 Mobius: Brain.. Yep. That should work. Especially when there's some volatility.
45212:54 kbfpassive: thinkscript for countdown chart....1min bars?
45312:55 susanbrown123321: Mobius, can't find it in the column setup. the reason I can't use default volume column is because it displays daily volume, but I need 1m and 5m volume
45412:58 susanbrown123321: if volume > 50000 then 1 else 0; doesn't work
45512:59 Mobius: susan change the column aggregation from "D" to 1min
45613:00 Mobius: kbf.. there isn't any bar timer in ThinkScript
45713:03 susanbrown123321: Mobius, I need both to filter it and to display it. if I just do volume in the column and make the aggregation period 1min, it won't filter those less than a specified amount. how do I do it both?
45813:04 susanbrown123321: plot scan = volume > 50000; doesn't work either
45913:04 Mobius: susan.. That requires a scan > Dynamic Watchlist.
46013:06 hawkeye1: Did anyone experience TOS drop out today? My TOS platform kept dropping off while my other platform had no issues!!
46113:06 Lo-J: can anyone help me firgure out If you want to make a stategy that only takes one trade a day. How would you get it to reset ttime a new market day opens. I have time variable set for 030 but cant get anything to reset it. I tried a few things, but dont want ot paste them all in if not needed
46213:06 AlphaInvestor: Mobius - thanks for the confirmation on Gaussian/4 Pole - captured that in my notes
46313:07 AlphaInvestor: Mobius - agree on oscillators - for them to work ... the price has to oscillate
46413:07 Mobius: hawk no issues here with any of the platforms I use
46513:08 Mobius: yw Alpha
46613:08 hawkeye1: Thanks Mobius, I need to call them. I had all kind of problems today.
46713:08 susanbrown123321: Mobius, I can't find anything like dynamic watchlist that in the column setup. how do I do it?
46813:09 Mobius: Lo-j there are any number of ways to reset an algorithm for each day. Two examples:
469
470GetDay() == GetLastDay()
471
472GetTime() crosses RegularTradingStart(getYYYYMMDD())
47313:10 Mobius: susan.. This is a coding room. Take a platform tour. They can show you the various methods and uses of platform features. Those questions just aren't easily answered in a chat room
47413:11 harndog: lol - deep thoughts by VendMeASoda..."agree on oscillators - for them to work ... the price has to oscillate" . Do have a script to inform me before everyone else about market behavior change? :)
47513:11 Lo-J: thank you mobious
47613:11 harndog: Room FAQ: http://tos.mx/ZQmLy9#
47713:11 AlphaInvestor: Harn - yes, but I ain't sharing it
47813:11 harndog: lol
47913:11 AlphaInvestor: Just kidding of course
48013:12 harndog: Will Mr Script be here tomorrow, script, please
48113:12 AlphaInvestor: AI_Chikn_Little_Indicator_v99
48213:12 AlphaInvestor: 1
48313:13 harndog: AI_Ouija...$250
48413:13 Mobius: You know the older I get the harder it is to type in here with one hand, hold and drink my JD with the other. I'm gonna have to give one up. Any bets on which one?
48513:13 harndog: typing
48613:13 susanbrown123321: Thank you, Mobius. Hope I won't have that question after I've taken it
48713:13 Mobius: +1
48813:14 harndog: Or, Alexa, type this into chat....."Have you read the manual?"
48913:14 Mobius: lol
49013:14 Mobius: +2
49113:14 harndog: Alexa, sell XIV, at the top...
49213:15 AlphaInvestor: Mobius - I will buy you a long straw
49313:15 AlphaInvestor: from what I understand XIV is no longer (or soon will be)
49413:16 harndog: Alexa... book me on CNBC for for me to talk about my hindsight skills... and with Denis Gartman...
49513:16 harndog: yes
49613:16 harndog: Condition 1 = 200 MA
49713:17 harndog: Condition 2 = Dennis Gartman (Zero HEdge) , bear market
49813:17 harndog: That's the Twitter bot buy
49913:17 Mobius: Gartman buy and Cramer buy is a CSA sell confirmation
50013:18 harndog: GN... Mobius, thank you for sharing the script, that goes down easy....
50113:18 harndog: yes
50213:18 AlphaInvestor: I also agree with Mobius assessment that it is easier for retail folks to make money Investing instead of Swing Trading, or Day Trading. The added bonus ... if you are going to loose all of your money ... it takes longer when Investing.
50313:19 harndog: The Jim Cramer - John Steward interview is one of the best.
50413:21 MTS1: Susan; search the manual for "scan" and "dynamic watchlist", and keep track of your questions: Platform tour is more usefull if you know what you;re looking for to get answered.
50513:25 Mobius: Best answer for the questions:
506"How long does it take to become a consistently profitable day trader?" 10,000 trades.
507"How long does it take to become a consistently profitable Swing trader." 10,000 trades
508"How long does it take to become a consistently profitable Investor." 1 trade
50913:30 AlphaInvestor: Nice
51013:30 AlphaInvestor: But that only applies after you have read a certain book
51113:37 Mobius: /ES Today marks the first day of a Bear Flag. lower range line 2612, upper range line 2669
51213:38 FrankB3: AI:: if you type in 1/C will that give the inverse?? can't get to work ????
51313:40 AlphaInvestor: division doesn't work because of those darned /Futures traders - you need thinkScript
51413:40 FrankB3: ah,,,
51513:43 VendMeASoda: .
51613:44 FrankB3: who is that ?????
51713:47 FrankB3: Can make it work,,,, the new inverse of the VXX is the SPY:::: http://tos.mx/PzbOle#
51813:49 FrankB3: instead of the XIV
51913:49 MTS1: make what work Frank?
52013:49 AlphaInvestor: Frank - this is not news - VIX and SPX move in oppposite directions most times
52113:50 FrankB3: not true
52213:50 Clawbongo: Dalwhinnie 15 yrold today...because....why not
52313:50 AlphaInvestor: Claw - I'll be right over
52413:50 t_j: mov avg should only be tertiary reference, imo
52513:51 FrankB3: XIV and SPY::: first time ever::: not 100% corrlated
52613:52 MTS1: What are you trying to accomplish Frank?
52713:52 AlphaInvestor: 1) I said most times
5282) XIV and SPY were never 100% correlated
52913:52 AlphaInvestor: Frank is trying to lose his money faster by trading volatility products
53013:53 FrankB3: MTS1: make a leading indicator ::: that tell you to be bullish or bearish
53113:53 MTS1: I think he's evaluating signals, but he's not clear what he's trying to accomplish or what he's asking for.
53213:55 AlphaInvestor: Frank - I have done extensive testing of HV versus IV - including correlations with and without lags. Bad correlations most times, so IV does not predict current or future volatility of the underlying
53313:55 AlphaInvestor: Not saying you won't find one, but I sure didnt
53413:58 MTS1: He can do his own homework; just don't understand what he's asking if he's asking a question. I'm not sure how serious he is either or if he's just egging us on as he "did not know or care" what XIV was or what happened to it last week while he's maybe trying to use it as an indicator. This could just be entertainment?
53513:59 FrankB3: In old ex.((( may not work in future)))) No mater what stock you pick you will on one side or the other XIV or VXX... knowing what side ,,, I think is much easier http://tos.mx/OYPGjt#
53614:00 MTS1: So what is that link Frank; what are you seeing in it?
53714:01 FrankB3: something went wrong
53814:04 FrankB3: When you overlay bottom indicator.. can"t share link :: http://tos.mx/pMkR1a# took some off
53914:05 harndog: Frank, the stochcast studies came through, you just had to expand the chart
54014:06 FrankB3: thanks
54114:06 harndog: yw
54214:06 MTS1: Still not sure what you are seeing, or if you're asking a question.
54314:08 bkstrader: Does anyone have a recomendation for the minimum amount of video card memeory if you are running a lot of scripts
54414:10 MTS1: TOS is not video card intensive https://www.thinkorswim.com/t/system-requirements.html
54514:12 bkstrader: MTS1 support is saying I need 2 gigs per monitor
54614:12 FrankB3: MTS1 ::: What I was looking for:: a time to be bullish or bearish::: XIV / VXX nodrmalized Stoch :: only look good if the 50 SMA is flat or angled upwards .... back to drawing table
54714:15 FrankB3: thanks for trying to help
54814:22 UpTheCreek: support doesn't have a clue
54914:23 bkstrader: UTC, I completely agree
55015:02 Mobius: bk.. If your trading for a living are going to, why get what you need. Get way more that what you think you'll need. You only have 2 tools. Your bank account and your computer.
55115:02 Mobius: For less than $2000 you can get Way more than what you need. Even a new framing carpenter will spend more than that.
55215:08 bkstrader: Mobius it's frustrating working withTos support. After my last performance problem I upgraded based on what they said and I'm back to square one. Everyone give you a different story. I may have to bite the bullet and go big.
55315:10 Mobius: Have you limited your memory allocation or did you do the wrong thing and give it too much
55415:15 bkstrader: Now the story is I need 4 gig on my graphics card. Memory set at 512 4096. I have 1 gig of memory on a Radeon 5450 graphics card. I going to clean up my script and run fewer charts until I can update the graphics card and see how it works
55515:17 bkstrader: Until I get better at coding I don't want to just throw hardware at it when I think my code is part of the problem
55615:19 Mobius: bk... post or send me your code. I'll tell you in about 2min if it's the issue or not
55715:20 AlphaInvestor: Bks - I run a stock internal display driver Intel Graphics 4600, nothing fancy. But I only run one monitor.
55815:21 AlphaInvestor: Bks - you can likely drive one monitor from your built-in graphics, and one from your Radeon ... but I have never tried that.
559How many monitors do you have?
56015:22 bkstrader: Mobius, Right now my code would choke the chat room I may take you up on that after I clean it up. Some may look familiar. I really like you stuff and I have added other components .
56115:23 bkstrader: Tha's a thought Alpha. Thx.
56215:27 bkstrader: Alpha, Duh, I just checked and that's what I'm doing. Good thought though, now I can rule that out. But .... I can switch what code runs on what monitor and put the complex stuff on the graphics card monitor
56315:35 Mobius: Alrighty Then. Time for me to get serious about drinking. Later folks
56415:37 bkstrader: Mobius thanks for your help
56515:43 AlphaInvestor: Frank - over the past year (252 days) the SPX and VIX traded in opposite direction 73% of the time. Over the last 30 days it has only been 60%. The separation started on Jan 3rd and hit 57% on Jan 10th.
56615:47 AlphaInvestor: But, remember in your search for things grailish - Correlation does not mean Causation.
56716:12 emanjo: I am getting an error message with this script cond1 = Average(close, 20) < ExpAverage(close, 34) and ExpAverage(close, 34) < Average(close, 50) and Average(close, 50) < Average(close, 200) and close > Average(close50);Cond1.SetPaintingStrategy(paintingStrategy.Boolean_Arrow_UP);
56816:15 AlphaInvestor: do you have PLOT before cond1?
56916:17 emanjo: emanjo - Copy and paste this to a New Custom Study plot cond1 = Average(close, 20) < ExpAverage(close, 34) and ExpAverage(close, 34) < Average(close, 50) and Average(close, 50) < Average(close, 200) and close > Average(close50);Cond1.SetPaintingStrategy(paintingStrategy.Boolean_Arrow_UP);
57016:18 emanjo: It&aposs Saying the study plot is invalid
57116:19 AlphaInvestor: do you have PLOT before cond1?
57216:21 emanjo: That&aposs what Möbius sent to me so I copy and pasted just like that