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hawkeyejjl
Posted : Tuesday, December 10, 2013 3:06:36 PM
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Joined: 5/16/2011
Posts: 108

Hi:

Is there a way to perform a sort or filter on block trades?

Jeff

Bruce_L
Posted : Wednesday, December 11, 2013 11:34:12 AM


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Joined: 10/7/2004
Posts: 65,138

Not really. About the best you can do is to change the time frame of the chart to tick and add a Volume plot.

You may need to choose edit when changing the time frame on the chart to add a tick time frame.

Once you have added it, you could add a Max or Min of Line indicator to Volume. This could be set to display the highest volume tick over a given number of ticks.

You could then click on Max or Min of Line indicator to create a condition or use it as a WatchList Column.

I sorry, but I really can't think of anything better.



-Bruce
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hawkeyejjl
Posted : Friday, December 13, 2013 3:05:47 PM
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Joined: 5/16/2011
Posts: 108

Thanks for the information.

Jeff

caution
Posted : Wednesday, September 24, 2014 10:22:09 AM
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Joined: 5/5/2010
Posts: 185

Bruce,

I am attempting to create a real code indicator with the following tick data:

 

block trades >  user defined amount  and block trades < user defined amount.

sum of block trades up  -  sum of block trades down.

if sum is positive then output = 1

if sum is negative then output = -1

bar interval user defined (5min)

also is it possible to for indicator to be stock specific?

say a catagory of stocks with differing block trade amount. (aapl, tsla,.....) or (ibm, f,....)

 

Bruce_L
Posted : Wednesday, September 24, 2014 1:38:06 PM


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Joined: 10/7/2004
Posts: 65,138

I'll start by pointing out that there is a very limited amount of tick data available for each symbol. You aren't going to get very many 1 minute or 5 minute bars to plot, and you are going to be even worse off with things like 15 minute bars.

Having the indicator use different block trade amounts for different symbols probably isn't going to be practical.

I seem to be able to create a Block Diagram based indicator for this (with all of the limitations noted above), but it seems to cause crashes in 5.1 (but not in 5.0). In addition, I can't get it to successfully save in a way that can be loaded in either version. So you are probably going to have to create the indicator yourself based on my instructions. I won't be able to attach the indicator to a post so you can just load it into StockFinder.

Assuming you still want me to take a stab at this, do you want the total volume of the up block trades compared to the total volume of the down block trades, the total net dollar volume of the up block trades compared to the total net dollar volume of the down block trades or do you want to comprare the total number of up block trades to the total number of down block trades?



-Bruce
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caution
Posted : Wednesday, September 24, 2014 2:08:54 PM
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Joined: 5/5/2010
Posts: 185

Is it possible to do all three scenarios?  if not the total volume of the up block trades compared to the total volume of the down block trades would surffice for now.

also the output per bar instead of 1 or -1, would it be able to plot a ratio say up/down is +/- 2.1 times greater ?

thanks

Bruce_L
Posted : Thursday, September 25, 2014 11:50:13 AM


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Posts: 65,138

I have shared a chart in StockFinder 5 called Tick Block Demo. You should be able to find it under Share | Browse Other Users Shared Items | Charts.

Do not try to run it in the StockFinder 5.1 beta as it can cause crashes.



-Bruce
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caution
Posted : Friday, September 26, 2014 10:47:48 AM
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Joined: 5/5/2010
Posts: 185

Bruce,

I was able to download said chart above, however I can only view data on the last bar which makes it difficult to analyze hense unable to use as an indicator.  Also is there a way to access to code?

Bruce_L
Posted : Friday, September 26, 2014 10:53:02 AM


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Joined: 10/7/2004
Posts: 65,138

Whatever bars are showing is based on whatever tick data is available for that symbol in StockFinder. There is a cache, so if you are looking at the same symbols throughout the day, you will probably get a few more bars.

QUOTE (Bruce_L)
I'll start by pointing out that there is a very limited amount of tick data available for each symbol. You aren't going to get very many 1 minute or 5 minute bars to plot, and you are going to be even worse off with things like 15 minute bars.

I didn't use RealCode for this. I used Block Diagrams. The Block Diagrams for this are actually quite complicated. You can view the Block Diagram for the indicator by clicking on the name of the indicator to bring up its Edit window and then clicking on the Block Diagram link in the lower left of that window.



-Bruce
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caution
Posted : Friday, September 26, 2014 10:56:12 AM
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Joined: 5/5/2010
Posts: 185

thanks

Bruce_L
Posted : Friday, September 26, 2014 10:57:42 AM


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Joined: 10/7/2004
Posts: 65,138

You're welcome.



-Bruce
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