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Profile: Royal
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User Name: Royal
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Last 10 Posts
Topic: Eliminating Flash Crash From Real Code Indicator
Posted: Friday, September 11, 2015 2:03:20 PM

Bruce, the last one that you posted still uses the low from the week of 8/28/15.  Can you check the coding?  I really appreciate your help with this.

 

AJ

Topic: Eliminating Flash Crash From Real Code Indicator
Posted: Thursday, September 10, 2015 11:20:56 AM

Yes, I want to eliminate the long tail from that day by removing the day/weeks low from the atr calc. 

Topic: Eliminating Flash Crash From Real Code Indicator
Posted: Tuesday, September 8, 2015 5:32:29 AM

Bruce, instead of ignoring the entire week that ended 8/28, can we use the close for that week?  I'd like to capture the volatiity of the week and lower close, just not the erratic trading that generated the flash crash II. 

Topic: Eliminating Flash Crash From Real Code Indicator
Posted: Friday, September 4, 2015 12:40:18 PM

Bruce, here is a cleaner copy.  Again, How can I eliminate the low on 8/24/2015 (weekly date 8/28/2015) from the indicator in this thread? I'd like to keep the "flash crash" (5/7/2015) eliminated as well. Below is the code that I'm working with. 

'|******************************************************************
'|*** StockFinder RealCode Indicator - Version 5.0 www.worden.com 
'|*** Copy and paste this header and code into StockFinder *********
'|*** Indicator:My Indicator
'|*** Example: plot = price.close - price.close(1)
'|******************************************************************
'# ATRperiod = UserInput.Single = 14
'# Cumulative
Static FlashCrash As Date = #5/7/2010 4:00 PM#
Static TR As Single
Static ATR As Single
Static termRatio As Single
static Weight As Single
Static sumWeight As Single
Static NR As Single 
Static NRe As Single
Static UT(1) As Single 
Static DT(1) As Single
If Price.DateValue = FlashCrash Then
    If isFirstBar Then
        TR = Price.High(-1) - Price.Low(-1)
        termRatio = (ATRperiod - 1) / ATRperiod
        ATR = TR
        sumWeight = 1
        Weight = 1 / sumWeight
        NR = 0
        NRe = 0
        UT(0) = 0
        DT(0) = 0
    End If
    OpenValue = Single.NaN
    HighValue = Single.NaN
    LowValue = Single.NaN
    Plot = Single.NaN
Else
    If isFirstBar Then
        TR = Price.High - Price.Low
        termRatio = (ATRperiod - 1) / ATRperiod
        ATR = TR
        sumWeight = termRatio + 1
        Weight = 1 / sumWeight
        NR = 0
        NRe = 0
        UT(0) = 0
        DT(0) = 0
    Else
        TR = (Price.High - Price.Low + _
            Math.Abs(Price.High - Price.Last(1)) + _
            Math.Abs(Price.Last(1) - Price.Low)) / 2
        ATR = ATR * (1 - Weight) + Weight * TR
        sumWeight = sumWeight * termRatio + 1
        Weight = 1 / sumWeight
    End If
    UT(1) = UT(0)
    DT(1) = DT(0)
    If Price.Last > 30
        If Price.High > UT(1) Then
            NRe = Price.High - 2 * ATR
            DT(0) = NRe - ATR
            NR = Price.High
            UT(0) = Price.High
        End If
        If    Price.Low < DT(1) Then
            NR = DT(0) + 2 * ATR
            UT(0) = NR + ATR
            NRe = Price.Low
            DT(0) = Price.Low
        End If 
    Else If Price.Last >= 10 Then
        If Price.High > UT(1) Then
            NRe = Price.High - 2
            DT(0) = NRe - ATR
            NR = Price.High
            UT(0) = Price.High
        End If
        If Price.Low < DT(1) Then
            NR = DT(0) + 2 * ATR
            UT(0) = NR + ATR
            NRe = Price.Low
            DT(0) = Price.Low
        End If
    Else
        If Price.High > UT(1) Then
            NRe = Price.High - 2 * ATR
            DT(0) = NRe - ATR
            NR = Price.High
            UT(0) = Price.High
        End If
        If Price.Low < DT(1) Then
            NR = DT(0) + 2 * ATR
            UT(0) = NR + ATR
            NRe = Price.Low
            DT(0) = Price.Low
        End If
    End If
    OpenValue = DT(0)
    HighValue = UT(0)
    LowValue = NR
    Plot = NRe
End If

Topic: Eliminating Flash Crash From Real Code Indicator
Posted: Friday, September 4, 2015 12:36:57 PM
Bruce, How can I eliminate the low on 8/24/2015 (weekly date 8/28/2015) from the indicator in this thread? I'd like to keep the "flash crash" (5/7/2015) eliminated as well. Below is the code that I'm working with. '|****************************************************************** '|*** StockFinder RealCode Indicator - Version 5.0 www.worden.com '|*** Copy and paste this header and code into StockFinder ********* '|*** Indicator:My Indicator '|*** Example: plot = price.close - price.close(1) '|****************************************************************** '# ATRperiod = UserInput.Single = 14 '# Cumulative Static FlashCrash As Date = #5/7/2010 4:00 PM# Static TR As Single Static ATR As Single Static termRatio As Single static Weight As Single Static sumWeight As Single Static NR As Single Static NRe As Single Static UT(1) As Single Static DT(1) As Single If Price.DateValue = FlashCrash Then If isFirstBar Then TR = Price.High(-1) - Price.Low(-1) termRatio = (ATRperiod - 1) / ATRperiod ATR = TR sumWeight = 1 Weight = 1 / sumWeight NR = 0 NRe = 0 UT(0) = 0 DT(0) = 0 End If OpenValue = Single.NaN HighValue = Single.NaN LowValue = Single.NaN Plot = Single.NaN Else If isFirstBar Then TR = Price.High - Price.Low termRatio = (ATRperiod - 1) / ATRperiod ATR = TR sumWeight = termRatio + 1 Weight = 1 / sumWeight NR = 0 NRe = 0 UT(0) = 0 DT(0) = 0 Else TR = (Price.High - Price.Low + _ Math.Abs(Price.High - Price.Last(1)) + _ Math.Abs(Price.Last(1) - Price.Low)) / 2 ATR = ATR * (1 - Weight) + Weight * TR sumWeight = sumWeight * termRatio + 1 Weight = 1 / sumWeight End If UT(1) = UT(0) DT(1) = DT(0) If Price.Last > 30 If Price.High > UT(1) Then NRe = Price.High - 2 * ATR DT(0) = NRe - ATR NR = Price.High UT(0) = Price.High End If If Price.Low = 10 Then If Price.High > UT(1) Then NRe = Price.High - 2 DT(0) = NRe - ATR NR = Price.High UT(0) = Price.High End If If Price.Low UT(1) Then NRe = Price.High - 2 * ATR DT(0) = NRe - ATR NR = Price.High UT(0) = Price.High End If If Price.Low
Topic: Turtle Trader Layout?
Posted: Monday, December 29, 2014 11:20:13 AM

Bruce,

a few years back i stumbled upon a turtle layout that I downloaded in stockfinder but had no idea what it was.  I&#39;ve now read the book by Covel and cant find theTurtle Layout / Indicator in the Stockfinder Forums.  Do you know where it is and how I can download it?

 

Thanks Bruce,

 

AJ

Topic: Turtle Trader Layout?
Posted: Saturday, December 27, 2014 12:16:00 PM

Bruce,

a few years back i stumbled upon a turtle layout that I downloaded in stockfinder but had no idea what it was.  I&#39;ve now read the book by Covel and cant find theTurtle Layout / Indicator in the Stockfinder Forums.  Do you know where it is and how I can download it?

 

Thanks Bruce,

 

AJ

Topic: Bid / Ask indicators -> after-hour values
Posted: Friday, October 24, 2014 9:22:30 AM

bruce, has this been added yet?

Topic: Ranking Calculation
Posted: Friday, December 7, 2012 5:42:17 PM

Thanks Bruce.  Can this be done in some way in tc2000?

Topic: Ranking Calculation
Posted: Friday, December 7, 2012 3:47:09 PM

I would like to create a custom indicator that is the watchlist ranking of the product of two sub rankings.  

Ranking #1 = Stochastic Slow Line %D Value

Ranking #2 = Weekly Change of the Fast Line %K

>>>Then (Rank #1) * (Rank #2) = X

>>>Then Rank X

 

How would this be accomplished?