Tuesday, January 24, 2006
Participants - Msg Count
------------------------
<MPx> 103
<LS_Bill> 87
<Ftrader01> 60
<Mike> 50
<LS_Chad> 38
<TraderAnt> 28
<zonez> 27
<tuna> 23
<kenneth> 4
4:23 pm:<MPx> hi all
4:24 pm:<Mike> hi
4:25 pm:<Mike> hey i see someone tried my mytrack user name to login it says
4:25 pm:<Mike> geez
4:26 pm:<Mike> hi ant
4:26 pm:<Mike> Antee
4:26 pm:<TraderAnt> hi
4:26 pm:<TraderAnt> where u been/
4:27 pm:<Mike> here
4:27 pm:<Mike> i need to log into your room i guess
4:27 pm:<TraderAnt> lol
4:27 pm:<Mike> this chat client logs into one passworded room only it
appears
4:27 pm:<TraderAnt> i see
4:28 pm:<tuna> really?
4:28 pm:<Mike> yes
4:28 pm:<Mike> but ok I can manually join your room
4:28 pm:<tuna> how many are u in and whats the password?
4:28 pm:<Mike> i use x-chat on max osx
4:28 pm:<Mike> a good irc client i think
4:28 pm:<TraderAnt> yeah mike..there is no excuse...lol
4:28 pm:<Mike> ok i be there antee
4:28 pm:<MPx> using Colloquy here
4:29 pm:<Mike> yeah that good also
4:29 pm:<tuna> MPx im working on the emails
4:29 pm:<MPx> k
4:29 pm:<Mike> i uwsed to use and own Ircle
4:29 pm:<tuna> mebbe glars can help out to
4:29 pm:<tuna> too
4:30 pm:<Mike> Hi Eddy
4:30 pm:<Mike> Hi Bill also
4:30 pm:<Mike> we all present and ready?
4:30 pm:<LS_Bill> Hello
4:30 pm:<Mike> Linnsoft news first I guess... is order...
4:30 pm:<Ftrader01> hello bill
4:31 pm:<Ftrader01> just downloaded 8 2 1
4:31 pm:<Mike> maybe a quick summary of what new fixed in 8.2.1
4:31 pm:<LS_Bill> 8.2.1 installers are available for Windows and OS X
4:31 pm:<MPx> k
4:31 pm:<LS_Bill> lots of little things, it's a maintenance release
4:31 pm:<Mike> news: disney buys Pixar
4:31 pm:<Mike> that is Jobs fyi
4:31 pm:<LS_Bill> some improvements were made to TPO charts to handle post
holiday dates better
4:32 pm:<Mike> hi zonez
4:32 pm:<TraderAnt> any other mp improvements ?
4:32 pm:<LS_Bill> Trading Orders for NinjaTrader support a user supplied
order id
4:32 pm:<tuna> yeah hi zonez
4:33 pm:<Ftrader01> orderID management for Ninja is key improvements :-)
4:33 pm:<LS_Bill> just some general maintenance, the info box now shows
trading volume for each letter as you move mouse in TPO chart
4:34 pm:<Mike> Bill someday real fills need to be tied into the TSYS lines
on chart be good
4:34 pm:<LS_Bill> the feedback mechanism for Ninja is pretty limited at
present
4:35 pm:<LS_Bill> you can execute a trading order tocheck status
4:35 pm:<Mike> right
4:36 pm:<Mike> my TSYS line is set to CLOSE of candle say 721.1 but the real
fill might be 721.2 and I'd like TSYS and chart TSYS chart line to be real
if possible
4:37 pm:<LS_Bill> sorry, I meant "get market position"
4:37 pm:<LS_Bill> this causes the TR_POS (Position) value for the instrument
to be updated in IRT
4:37 pm:<MPx> ah good he added volume per period
4:37 pm:<Ftrader01> this one is now working Bill ?
4:37 pm:<zonez> chad ya on a question at the moment?
4:38 pm:<TraderAnt> bill, any possibility of getting more than 6 reference
label slots on the mp chart..presently putting them on candle chart ?
4:38 pm:<Mike> yes Bill I restart IRT now but I referring to the 3 lines
that the TSYS token can set!
4:39 pm:<Mike> I'll see if TSYS can set it's lines to TR_Fill be great you
recall Chad? else in mimute i can check
4:39 pm:<LS_Bill> we ran out of room in the TPO preferences dialog.
4:40 pm:<Mike> use tabs :)
4:40 pm:<TraderAnt> seems to me a good thing and any improvement to MP
charts are an excellent way to differentiate your product
4:41 pm:<LS_Bill> six just isn't enough huh?
4:41 pm:<TraderAnt> whats a tab?
4:41 pm:<TraderAnt> no
4:41 pm:<LS_Bill> how many does the market profile/tpo trader need then
4:42 pm:<TraderAnt> got 11 lines visible with no scrolling
4:42 pm:<LS_Bill> the TPO chart does not have a general architecture for
indicators like traditional chart windows, so we must have a fixed number of
setups
4:42 pm:<MPx> Trader you talk to JP's room IRT users about getting the
CapFlow32 features in IRT?
4:43 pm:<TraderAnt> a few..there is interest
4:43 pm:<tuna> zonez see pm
4:44 pm:<MPx> have the enail Chad...soit doesn't seem like I'm the only nut
with advanced MP capabilities!!
4:44 pm:<MPx> them*
4:44 pm:<tuna> we will
4:44 pm:<TraderAnt> sounds good
4:45 pm:<MPx> have some of them already spoken to Steve Hawkins?
4:45 pm:<tuna> antnee gave it a shot
4:45 pm:<LS_Bill> on Windows platform, TPO charts now support use of the
mouse wheel for special scrolling effects
4:45 pm:<tuna> yup
4:45 pm:<TraderAnt> jp did
4:45 pm:<TraderAnt> lol
4:45 pm:<MPx> it does Bill?!!
4:45 pm:<tuna> a couple of guys have MPx
4:45 pm:<LS_Bill> the mouse wheel is analagous to the use of the up/down
right/left arrow keys
4:46 pm:<LS_Bill> with shift and ctrl modifiers
4:46 pm:<Mike> maybe new v ersion of XVT might support scroll wheel on macs
4:46 pm:<MPx> ok..I know OS X implementation looks like a pain for that
4:46 pm:<LS_Bill> read about it in the what's new, no mouse wheel support
for OS X, due to XVT limitations
4:46 pm:<MPx> right
4:46 pm:<MPx> expected
4:46 pm:<LS_Chad> zonez...did you have a question?
4:46 pm:<zonez> y mpx i have a list of my IRT referals & we're preparing to
spam Chad on the cap flow
4:46 pm:<zonez> :)
4:46 pm:<tuna> lol
4:46 pm:<zonez> y chad
4:46 pm:<LS_Chad> ha
4:47 pm:<LS_Chad> shoot
4:47 pm:<MPx> spam him asap..he' sin the midst of working on it
4:47 pm:<LS_Chad> actually...not doing any TPO work currently...have only
considered it
4:47 pm:<LS_Chad> but I think I understand what you're looking for
4:47 pm:<MPx> you're going to get flooded form TPO users then
4:48 pm:<zonez> i trier to work around the slow stocastics formula & I can't
seem to replicate the signals i get from quote tracker
4:48 pm:<MPx> "think"?
4:48 pm:<MPx> still not sure?
4:48 pm:<LS_Chad> Fast%D or Slow%D
4:49 pm:<LS_Chad> the way we calculate it is show pretty clearly on http://www.linnsoft.com/tour/techind/stoc.htm
4:49 pm:<zonez> if u can do cap flow we can get up to 50 users to change
from esignal
4:49 pm:<tuna> bam
4:49 pm:* jimbrowskii slaps tuna around a bit with a large trout
4:49 pm:<MPx> yes eSiganl not very good at all
4:50 pm:<LS_Chad> if you can make that "at least"...and I can get that in
writing...we may have a deal ;)
4:50 pm:<LS_Chad> there's a chat room for tpo followers?
4:50 pm:<zonez> i need %k, %k slow, %D
4:50 pm:<MPx> need some advertising specifically for TPO charts
4:50 pm:<TraderAnt> chad 50 is not a problem with enhanced mp charting
4:50 pm:<tuna> well jp isnt real happy with esig
4:50 pm:<TraderAnt> no one is
4:50 pm:<LS_Bill> we call %k the "rawK"
4:51 pm:<tuna> we convert him the rest will follow
4:51 pm:<zonez> we'll have to invite you & bill some day for a visit
4:51 pm:<LS_Bill> %k slow is what we call "Slow D"
4:51 pm:<LS_Bill> %d is the FastD
4:51 pm:<zonez> ok bill,
4:52 pm:<MPx> I think Linnsoft could steal a good number of ESiganl TPO
users
4:52 pm:<zonez> I'll send ya some screen shots & u c if you can produce the
signals OK?
4:52 pm:<LS_Bill> send sets screens you mean?
4:52 pm:<LS_Bill> setups
4:53 pm:<zonez> yes bill
4:53 pm:<LS_Chad> zonez, the calculation is pretty straightforward....for
stochastics
4:53 pm:<LS_Chad> are you using simple or exponential smoothing?
4:54 pm:<zonez> some QT screen shots & c if you can produce the same w/ out
changing anything
4:54 pm:<LS_Bill> the slow D is just a moving average of the rawk
4:55 pm:<LS_Bill> and the fastD is an second moving average applied to the
slowD
4:55 pm:<zonez> i read your irt description no luck to date
4:57 pm:<LS_Chad> send me a screenshot...chad@linnsoft.com
4:57 pm:<zonez> i'll get a complete package ready on this matter, it will be
later this week OK?
4:58 pm:<LS_Chad> TPO users...would you be willing to pay an add-on fee for
TPO use....if these advanced feature were added...on the order of
$15-$20/month
4:58 pm:<zonez> is the cap flow worth it MPX??
4:58 pm:<MPx> yes
4:58 pm:<MPx> !!!
4:58 pm:<MPx> 100%
4:58 pm:<zonez> yes then :)
4:59 pm:<MPx> amazing
4:59 pm:<MPx> im actually blown away
4:59 pm:<MPx> wonder how much of it we could get into iRT
4:59 pm:<TraderAnt> yes
4:59 pm:<tuna> yes chad
4:59 pm:<tuna> if MPx trains us
4:59 pm:<zonez> lol
5 pm:<MPx> lol
5 pm:<tuna> heh
5 pm:<TraderAnt> wasnt meant as a joke i believe..lol
5 pm:<tuna> or one of us anyway
5 pm:<MPx> how many people in JPs room knew to buy 69 until the cows came
home?
5 pm:<LS_Chad> well...I'm not looking to replicate CF32, but the organic
profiles...I think I can make that happen...probably take me several days
work however
5 pm:<zonez> that long?
5:01 pm:<MPx> Chad the other thing is simple
5:01 pm:<LS_Chad> hard to tell until I get into it....
5:01 pm:<MPx> just need to label the POC withthe % of vol of the last 20
profiles...thats it
5:01 pm:<MPx> and....
5:01 pm:<MPx> depending how wide the poc is color code it
5:02 pm:<MPx> 1/7= one color 8-13 = another color 13-16 anothier coloe etc
5:02 pm:<LS_Chad> color code it...simply maybe...
5:02 pm:<MPx> yes
5:02 pm:<LS_Chad> the other one...would require the 20 prior profiles to be
loaded...something not always present
5:03 pm:<MPx> hmmm...
5:03 pm:<MPx> would it not be able to run a scan n past 20 regardless if
inthe chart or not?
5:04 pm:<MPx> because with the organic profile the chart will nolonger span
20 days
5:04 pm:<LS_Chad> also...for the organic profile (is that a good name for
it?)...the user would have to provide the number of sessions of data to be
loaded....where to start forming profiles
5:04 pm:<MPx> maybe 7 days
5:04 pm:<Ftrader01> Bill, is T# working ok as an orderID input ?
5:04 pm:<Mike> hi JC
5:04 pm:<MPx> call it Dynamic TPO
5:04 pm:<Mike> Hi Terry also
5:04 pm:<LS_Chad> might be two settings, one for number of days to
"load"...other for number of profiles to display in visible window
5:05 pm:<MPx> right
5:05 pm:<LS_Bill> no, T# is not supported in the order id
5:06 pm:<LS_Bill> at present, it's just a raw character string
5:06 pm:<Ftrader01> ok
5:06 pm:<LS_Bill> I can add that in 8.2.2
5:06 pm:<Mike> Chad: in TSYS TI, there is ability to show 3 lines, can the
popup be enhanced to include TR_FILL, TR_STOP, TR TARGET, heck or even open
to display any token might be best thanks understand?
5:07 pm:<Ftrader01> a needed flexibility indeed
5:07 pm:<LS_Bill> so it works similar to the use of T# to hold the strategy
id.
5:07 pm:<MPx> would this work with all the current features in the TPO chart
or will this be a new TPO chart type where you will work on adding each
feature one at a time as we go forward?
5:08 pm:<LS_Bill> you just need a direct reference, e.g. when order id is
"T#1" IRT will use the instrument's T#1 value as the order id
5:08 pm:<LS_Chad> Mike...you can set an V# inside your system to whatever
you wish....and have the TSYS show the V#
5:09 pm:<LS_Chad> MPx, I would probably do it so that all existing features
still worked within this framework
5:09 pm:<Mike> yes Ok Chad can do that way
5:09 pm:<MPx> k
5:09 pm:<LS_Chad> as for whether the "TPO fee" would apply to just new
advanced features...or for TPO use in general...still up for
debate/consideration
5:10 pm:<Mike> JC you new users? any questions, ideas, comments, thoughts?
Terry also? Kenenth? others...
5:10 pm:<MPx> yes thats a can of worms
5:11 pm:<MPx> there is basically 3 features from Capflow needed
5:11 pm:<kenneth> nope, Just thanks Bill for the Fix, My test log shows all
is good
5:11 pm:<Mike> make add sell many more IRT's with TPO's
5:11 pm:<MPx> but the Dynamic TPO is the foundation that will enable profile
specific scans
5:11 pm:<Mike> great glad it fixed Kenneth
5:12 pm:<LS_Chad> in CF32, how many session of data are generally loaded
when forming the dynamic TPOs?
5:12 pm:<LS_Chad> where do you start the formation of first profile?
arbitrary?
5:13 pm:<LS_Bill> which fix was that Kenneth?
5:13 pm:<MPx> 25 profiles
5:13 pm:<MPx> yes
5:13 pm:<MPx> arbitartry
5:13 pm:<Ftrader01> back / bill : yes : just need direct reference like T#1
5:13 pm:<kenneth> the reference line passing the the EXP date to Autotrader
5:14 pm:<kenneth> for the ES
5:14 pm:<MPx> Chad do u want to run it and take a look?
5:14 pm:<LS_Bill> ah yes, that was mentioned in the what's new
5:14 pm:<LS_Chad> not really
5:14 pm:<MPx> k
5:14 pm:<LS_Bill> ok eddy, will add T# support to order id
5:15 pm:<LS_Chad> MPx, how many TPO I/RT users that you know of?
5:15 pm:<Ftrader01> ggreat
5:15 pm:<MPx> personally 6...
5:15 pm:<TraderAnt> build the machine..the traders will follow
5:15 pm:<MPx> the rest are in JP's room on paltalk
5:15 pm:<TraderAnt> lol
5:15 pm:<MPx> about 10 more
5:15 pm:<TraderAnt> 86 in jp's room
5:16 pm:<jimbrowskii> if you build it, they will come
5:16 pm:<LS_Chad> Has jp tried I/RT?
5:16 pm:<MPx> and they use eSignal..the CF32 feature would be the IRT
selling point
5:16 pm:<TraderAnt> no..he is technically challenged
5:16 pm:<TraderAnt> but wud if someone helped him set it up
5:17 pm:<LS_Chad> but he leads a chat room of 86 or so?
5:17 pm:<LS_Chad> on TPO trading?
5:17 pm:<MPx> 86 TPO trades alone in one room Chad
5:17 pm:<MPx> traders*
5:17 pm:<MPx> yes
5:18 pm:<TraderAnt> yes..he is an anomally for sure...brilliant trader, but
cant figure computers out
5:18 pm:<Mike> there a private MP room her eon othernet i think also
5:18 pm:<tuna> lol
5:18 pm:<MPx> ex bond pit floor trader teaches TPO trading and MP to people
oh are not doing very well with candles and indicators
5:18 pm:<LS_Chad> well...if one of you will help get him setup...we'll give
him a free month to try
5:19 pm:<TraderAnt> his 1st ? would be
5:19 pm:<Mike> Bill, is moving a special ref line tied to a STOP order to
update real STOP price in your plans down road?
5:19 pm:<TraderAnt> hows it better
5:19 pm:<MPx> I will send you screen shots of what I have
5:20 pm:<MPx> ES?
5:20 pm:<TraderAnt> he doesn't NEED to do anything..what he has works for
him, but added functionality wud sway him
5:20 pm:<tuna> agreed
5:20 pm:<tuna> he'll want an edge
5:20 pm:<zonez> y it would TA JP is committed to continuous
improvement
5:20 pm:<TraderAnt> exactatackly...lol
5:21 pm:<MPx> the way our TPOs are now blow away eSignals already
5:21 pm:<zonez> we r always pushing for a better edge
5:21 pm:<zonez> y they r mpx
5:22 pm:<MPx> I'm surprised he didn't even try Capflow32 as of yet
5:22 pm:<Mike> Bill get busy or phone?
5:22 pm:<tuna> he tried LDB once
5:22 pm:<TraderAnt> he did try the LBD..but found is not updated in time
5:23 pm:<zonez> he has his hands full but the veterans bring in the new
stuff
5:23 pm:<MPx> Chad the start date os the Dynamic TPO is irrelevant.
because
of how it works no matter where you start they will build with the sequence
set up by the user
5:23 pm:<zonez> he'll adopt in a heart beat if he sees an edge
5:23 pm:<tuna> yup
5:23 pm:<MPx> yeah but it still works if you know what you're doing
5:23 pm:<TraderAnt> but then again, he really doesn't need anything else,
he's profitable..most of what he does is for other peoples sake
5:24 pm:<MPx> did you know that Capflow32 only updates the chart every 30
mins?
5:24 pm:<tuna> yes
5:24 pm:<zonez> markets chang & so must traders
5:24 pm:<tuna> you told me that
5:25 pm:<MPx> but still with that it's giving me an edge I did not have
before
5:25 pm:<tuna> i was wondering if they were useing lDB with it
5:25 pm:<MPx> withthe volume scans
5:25 pm:<MPx> nah
5:25 pm:<MPx> just vol % scans
5:25 pm:* zonez slaps tuna around a bit with a large trout
5:25 pm:* zonez slaps TraderAnt around a bit with a large trout
5:25 pm:<zonez> good nite all!!!
5:25 pm:<TraderAnt> zonez , mind ur manners
5:25 pm:<zonez> thx Bill Chad
5:26 pm:<zonez> :)
5:26 pm:<TraderAnt> gn zonerz
5:26 pm:<LS_Chad> MPx, the start date would seem relevant to me....but I may
well be wrong
5:27 pm:<MPx> thast the beauty of it
5:27 pm:<tuna> doesnt use time for start/stops
5:27 pm:<MPx> let me check if it's relevant....
5:28 pm:<LS_Chad> but pretty sure based on what you told me...that changing
start date could certainly change the structure of future profiles
5:28 pm:<LS_Chad> almost certain of that
5:28 pm:<MPx> nope and I'll tell yu why...
5:28 pm:<MPx> I have a guy who's running the same principle on a bar chart
and it's building the same ranges high/low as CapFlow
5:29 pm:<MPx> on TS
5:29 pm:<MPx> his bar chart ranges mact 100% capflow's profliles
5:29 pm:<MPx> *matches
5:30 pm:<Ftrader01> bill, i am resending you the email about the NT ATI
5:31 pm:<MPx> no matter the start date/time...it's just looking for 30 min
12/9 sequence breaks
5:31 pm:<Mike> Bill appears away :)
5:31 pm:<Ftrader01> for the record, ENTRY*, EXIT*, STOP*, SIMSTOP* or
TARGET*. need to be possible orderID input for the change order action
5:32 pm:<MPx> I know it sounds impossible but he did it as a simple 12/9
range bar break count
5:32 pm:<LS_Chad> actually...might be easy to do in RTL
5:33 pm:<MPx> the 30 min ranges determine the breaks themselves
5:33 pm:<MPx> yes
5:33 pm:<LS_Chad> or with TSYS for sure
5:33 pm:<MPx> yes
5:33 pm:<MPx> RTL can do it
5:33 pm:<LS_Chad> on 30-min chart
5:33 pm:<MPx> yes
5:33 pm:<tuna> 12/9?
5:33 pm:<Mike> get me this 30 min what you desire MPX I can try it
5:34 pm:<Mike> Eddy NJ needs 3 targets and 3 stops also right at least can
use up to 3 I recall
5:34 pm:<MPx> but what happens is because we use TPOs instaed the widht of
te TPO and POC becomes dynamic
5:35 pm:<MPx> on a bar chart the algorithm works perfectly
5:35 pm:<Mike> I can try it for you all
5:36 pm:<MPx> thats why I think it will be key to have this feature lock the
TPOs to 30 mins per period when activated
5:36 pm:<LS_Bill> sorry, had to take a phone call
5:37 pm:<Mike> should I repeat my question for you Bill?
5:38 pm:<LS_Bill> yes, lots of text to scroll thru ;-)
5:38 pm:<MPx> MIke simple
5:39 pm:<Mike> Bill, is moving a special ref line tied to a STOP order to
update real STOP price in your plans down road?
5:39 pm:<MPx> count 12 30 min bars then take note of the range of the last 9
bars
5:39 pm:<Mike> MPX email me required specs then definedlogic thanks
5:39 pm:<MPx> k
5:39 pm:<LS_Bill> I did some preliminary work on this a while back and yes I
plan to get back to that
5:39 pm:<Mike> great
5:40 pm:<LS_Bill> I can see how this would work with AutoTrader
5:40 pm:<LS_Bill> Ninja trader has a change order command that could be
tried to a ref line to adjust the limit price
5:40 pm:<MPx> and stop price
5:41 pm:<Mike> ok, yes select thsi special stop line, mayeb named Dynamic
TRade Lines, DTL's, then select line and use arrows or scroll wheel to
change then when line static for x seconds the new stop value gets sent it
5:41 pm:<Mike> or if selected and return sends immediately
5:41 pm:<Mike> yes this for stops and targets and limit orders even to enter
trades
5:41 pm:<LS_Bill> <Ftrader01> for the record, ENTRY*, EXIT*, STOP*,
5:41 pm:<LS_Bill> please elaborate Eddy
5:42 pm:<LS_Bill> a change order can adjust the qty or the limit price or
the stop price
5:44 pm:<Ftrader01> back again
5:45 pm:<LS_Chad> just created a TSYS that tracks the 12/9
5:45 pm:<MPx> !
5:45 pm:<Ftrader01> bill, in order to change the stop price of a trategy,
you only to input as order ID STOP1 as long as you have indicated your
startegy name
5:46 pm:<Mike> can you export so we all can get it please
5:46 pm:<MPx> u sure you got it working with the correct rules?
5:46 pm:<LS_Bill> is that some kind of special ATI feature? I am unware of
any standard order id names
5:47 pm:<Ftrader01> yes it is : In term of changing existing order parameter
(change order action), I would say that the order ID would be unavoidable in
order to change a given pending order, not yet executed (like modifying the
limit price of a BUY LIMIT order, with the current LIMIT price being below
the current market price). However, when the order (associated to a
strategy) is executed, the change order parameter (to be used as order Id)
w...
5:47 pm:<Ftrader01> ill be most of the time one of the standard order name
such as ENTRY*, EXIT*, STOP*, SIMSTOP* or TARGET*.
5:47 pm:<MPx> 12 bars minimum..then look at hi/lo of last 9....if the
current bar does not exceed the range of the last nine it gets added to the
pile and the first of the last nie back gets adjusted forward
5:47 pm:<LS_Bill> If you have a stop order with ID of whatever, you can
issue a change order with "whatever" as the order id and resend the stop,
and qty
5:48 pm:<LS_Bill> whose standard is that?
5:48 pm:<Ftrader01> this is a special at feature
5:48 pm:<Ftrader01> ati
5:48 pm:<LS_Bill> oh, must be new then . I didn't see anything about this in
the ati documentation
5:48 pm:<Ftrader01> not new
5:49 pm:<Mike> lol old docs?
5:49 pm:<Mike> Chad you plannign to post that TSYS or can email if that
preferrable?
5:49 pm:<Ftrader01> this is onwebsite
5:50 pm:<MPx> just a scan Mike
5:50 pm:<MPx> u can do it
5:50 pm:<LS_Bill> have a link handy eddy?
5:51 pm:<Ftrader01> busy looking
5:53 pm:<Ftrader01> you need to go to helpguide v5, then go to the section
ATI / DLL interface / int command and follow the link there
5:54 pm:<Ftrader01> about "commands and valid parameters"
5:55 pm:<LS_Bill> ok thanks Eddy, I see that now
5:55 pm:<Mike> MPX ys but if Chad has in TSYS then I" can import and look at
that at least
5:55 pm:<Ftrader01> CHANGE COMMAND
5:55 pm:<LS_Bill> it was there all along, I just didn't notice
5:55 pm:<Mike> MPX this is best as a CI i think
5:55 pm:<Ftrader01> ok / key things there
5:56 pm:<Ftrader01> This command will change the parameters of an order and
requires an order id value, optional price and quantity values and an
optional strategy id value. The order id value must match either the order
id value given to an order placed through the PLACE command or, an order
name such as ENTRY*, EXIT*, STOP*, SIMSTOP* or TARGET*. The star (*)
represents an integer value such as TARGET1 or TARGET2. Order names are only
valid if a...
5:56 pm:<Ftrader01> valid strategy id value is passed. Pass in zero (0)
values for price and quantity if you do not wish to change these order
parameters. Price values must be in US decimal format. 1212.25 is correct
while 1212,25 is not
5:56 pm:<MPx> nah just a scan of a 30 min 9 bar range
5:56 pm:<MPx> not complicated
5:56 pm:<LS_Chad> yea...think I got it MPx...I'll send to you
tomorrow...remind me...gotta run..later
5:56 pm:<Mike> ok
5:56 pm:<Mike> i can do later tonight then
5:56 pm:<MPx> later!
5:56 pm:<LS_Bill> so eddy, the order id is only valid when a strategy name
is provided
5:57 pm:<Ftrader01> yep
5:57 pm:<LS_Bill> I can provide a menu of those values to make entry easier,
is that what you are after
5:57 pm:<MPx> this NT5 stuff you guys talking about?
5:57 pm:<Ftrader01> and then you refer to the stop / targets of your
startegy
5:57 pm:<LS_Bill> yes MPx
5:57 pm:<MPx> ah yes
5:57 pm:<Ftrader01> will help indeed
5:57 pm:<LS_Bill> TARGET1, TARGET2, etc.
5:57 pm:<MPx> makes things much more organized to talk to NT5 l that way
5:58 pm:<MPx> yes
5:58 pm:<LS_Bill> Eddy, you plan to use those values in the T# variables
5:58 pm:<MPx> so if an order in the strategy is adjusted IRT will adjust
5:58 pm:<Ftrader01> if you read that section of the help guide + my email i
just fwd again, you ll get full picture
5:59 pm:<MPx> p-e-r-f-e-c-t
5:59 pm:<LS_Bill> so if there is a strategy name, the entire order id sent
to NT should be something like TARGET1 or STOP1 etc.
5:59 pm:<LS_Bill> ok eddy thanks.
5:59 pm:<MPx> thats was why initially I suggested IRT use or import the
strategy instead of just single orders
5:59 pm:<Ftrader01> in some case we will need T#
6 pm:<MPx> single*
6 pm:<Ftrader01> other than the std one
6:01 pm:<Ftrader01> bill, it took me a full day to get complete view on the
ATI
6:01 pm:<Ftrader01> possible features
6:02 pm:<Ftrader01> but good part is that you have access to all automated
features
6:02 pm:<Ftrader01> which was not the case with OIF and versions 4
6:02 pm:<MPx> yes all at once
6:03 pm:<Ftrader01> another baby crying / brb
6:07 pm:<LS_Bill> the relationship between individual orders, strategy
names, and the adjustment of orders resulting from an automated strategy, is
just beginning to make sense to me
6:08 pm:<Ftrader01> yep
6:08 pm:<LS_Bill> I have IRT making an orderid for every order
6:09 pm:<Ftrader01> except if imposed by the user
6:09 pm:<Ftrader01> ?
6:09 pm:<Ftrader01> imposed = fix
6:09 pm:<LS_Bill> IRT composes an order id e.g. BUY1ES999
6:09 pm:<LS_Bill> where 999 is a random number
6:10 pm:<Ftrader01> ok, a
6:10 pm:<LS_Bill> if the user specifies an orderid, I tack it on to the
front of the composed order id e.g. MYID_BUY1ES123
6:10 pm:<LS_Bill> where MYID is the orderid the user setup in the trading
order
6:11 pm:<LS_Bill> so what you are saying is that I should compose an order
id ONLY when user does not specify one at all
6:11 pm:<Ftrader01> but how can the user recover the full order id generated
by IRT then ?
6:11 pm:<LS_Bill> if user specifies TARGET1 as the orderid, I should send
just TARGET1 to NT5 as the orderid, along with strategy name
6:11 pm:<Ftrader01> exact
6:12 pm:<LS_Bill> the user specifies MYID in the trading order, and IRT will
match any pending order that begins with MYID_
6:12 pm:<Ftrader01> ok
6:13 pm:<LS_Bill> but if order id is not specified at all, and the order
uses a strategy in NT5
6:13 pm:<MPx> Bill this volume per period/letter on the TPO chart is wrong
6:14 pm:<Ftrader01> but for the specific case target* stop* entry* etc, you
will need to sent exactly that string
6:14 pm:<LS_Bill> then NT5 will have perhaps several orders it submits
according to the strategy
6:14 pm:<LS_Bill> so that's when those special keywords are used
6:14 pm:<LS_Bill> so the implementation in 8.2.1 will not work correctly
6:14 pm:<Ftrader01> ok
6:14 pm:<LS_Bill> since IRT will pass, e.g. TARGET1_xxxxxx to NT
6:15 pm:<Ftrader01> that s clear -
6:16 pm:<LS_Bill> well wait, for a change order, IRT will try to find the
orderid that matches, and send that
6:16 pm:<LS_Bill> if say TARGET1 is specified in the trading order, IRT
should just send TARGET1 as the orderid and the strategy name, and the qty,
stop, limit prices
6:17 pm:<Ftrader01> correct
6:17 pm:<LS_Bill> the NT docs say to send 0 for qty if you don't want to
change it
6:18 pm:<Ftrader01> indeed
6:18 pm:<LS_Bill> do you need that much control or is it okay just to resend
the stop and target and qty?
6:19 pm:<Ftrader01> lets think
6:19 pm:<Mike> partial exits? and change part of qty 3 stop. like exit 1
leave 2 with new stop etc... just ideas to consider
6:19 pm:<LS_Bill> in other words, in the trading order setup, you could
specify 0 as the qty if you wish to leave it unchanged
6:20 pm:<Ftrader01> you need that flexibility indeed
6:20 pm:<LS_Bill> and you could specify a non limit order if you wanted 0 to
be sent as the limit price
6:20 pm:<LS_Bill> and you could specify a non stop order type if you didn't
want the stop adjusted
6:21 pm:<Ftrader01> we just need to be able to input the various possible
data, putting zero when needed
6:21 pm:<LS_Bill> so for example, if you wanted to adjust the qty only you
could setup the change order with the new qty and make it a "market" order,
thus 0 's are sent for stop and target
6:21 pm:<Ftrader01> yep
6:21 pm:<LS_Bill> if you wanted to adjust the limit price, you setup qty as
0 and set the order type to "limit" in the change order
6:22 pm:<LS_Bill> the order type controls what it sent
6:22 pm:<LS_Bill> I just need to make sure that IRT does not reject the
order because qty is zero since this is valid for a change order
6:22 pm:<LS_Bill> I think I get it now
6:23 pm:<LS_Bill> I'll add a menu of choices to the entry box for order id
6:23 pm:<Ftrader01> ok
6:23 pm:<LS_Bill> TARGET, STOP, etc.
6:23 pm:<Mike> need target1 target 2 target3???
6:23 pm:<LS_Bill> where you pick the item then add the number after
6:24 pm:<LS_Bill> I guess I could have 3 per
6:24 pm:<Ftrader01> could be target1,target2,target3,stop1,stop2,entry 1 or
2 etc
6:24 pm:<Mike> I believe NJ allows 3 of things keep in mind
6:24 pm:<LS_Bill> STOP1, STOP2, STOP3, TARGET1, ...
6:24 pm:<Mike> yes
6:24 pm:<Ftrader01> ENTRY*, EXIT*, STOP*, SIMSTOP* or TARGET* is the full
list
6:25 pm:<Mike> good
6:25 pm:<LS_Bill> ok, I'll get going on this tomorrow and see if I can make
a beta available with this refinement so you can test it
6:25 pm:<Ftrader01> nice / i ll test it for sure :-)
6:25 pm:<LS_Bill> I'll let you know when it's ready
6:26 pm:<Ftrader01> ok
6:26 pm:<Mike> MPX mayeb email Chad if TPO vil calc is off
6:26 pm:<MPx> k
6:26 pm:<MPx> way off
6:27 pm:<Mike> humm sure he tried to get right volume
6:27 pm:<Mike> I'd guess he would have gotten right volume
6:27 pm:<MPx> candle chart first 30 min= 122k...TPO chart 1300
6:27 pm:<Ftrader01> damned / baby boy still awake / was to quick / i guess i
need to go .. have a good evening / bill do not hesitate to contact me if
one issue not clear / bye bye
6:27 pm:<Mike> nit eDddy
6:27 pm:<Mike> nite
6:27 pm:<Mike> thansk for ChatBill seesm we all benefit
6:27 pm:<Mike> great team!
6:28 pm:<Mike> Bills eyes in NJ order code i guessing :)
6:28 pm:<LS_Bill> nite, I have to go also.
6:28 pm:<LS_Bill> have a nice evening
6:39 pm:<JayC> i'm reading this chatroom and i can't figure out what you
guys are talking about :(
6:40 pm:<tuna> some tpo stuff and order stuff
6:42 pm:<jimbrowskii> its top secret James Bond stuff
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