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Support Chat Session (02/06/07)
<neil> hellow
<X> Hi Chad
<amw> What's the topic?
<LS_Chad> Investor/RT
<LS_Chad> beyond that, up to you :)
<amw> kinda broad
<LS_Chad> Open to any questions or suggestions regarding I/RT
<LS_Chad> yea...really broad
* Cliff has joined #Linnsoft
<Mike> What's new Chad?
<X> Hello Cliff, Welcome to Linn Software's chat room.
<LS_Chad> 8.6.2 is about to go final
<amw> Anyway to set the download buttons on the candle charts to a default?
<LS_Chad> not sure what you mean
<LS_Chad> as far as what they download?
<Cliff> Hello
<LS_Chad> Hey Cliff
<amw> Well when i hit thebutton it only give me tic data from DTN and I want minutes from IB
<Cliff> When you set a CC to update at a certain time frequency, what determines when it actually updates?
<Cliff> Reason I ask is I want to set up a CC to show price change in last minute...
<LS_Chad> well...you can change to get 1-minute data
<Cliff> which I envision doing by comparing price of bar 1 with bar 2
<LS_Chad> go to "setup: preferences: historical data"...at the bottom of that window, you'll see some options as to what happens when initiating a chart download (download button or space bar)
<LS_Chad> it requires a "tick" to update
<Cliff> ideally, you'd like this to calculate right after the completion of bar 1
<LS_Chad> so if you do every 1 minute, it will update on first tick after a minute passes
<amw> ok, I got it
<amw> thanks
<LS_Chad> for 8.6.2, MP charts have removed the limitations (of profiles per chart, and letters per profile)....which really opens up what you can do
<LS_Chad> as far as merging, viewing more history (& singles), etc
<LS_Chad> current price is highlighted more clearly across the MP charts...and VA/POC & DVA/DPOC are highlighted in the scale
<amw> TWS signs out once a day, so when I sign back into TWS my charts are behind and I have to download
<Mike> aww you on pc?
<Mike> on PC I have a app that keeps TWS open 24/7!
<Cliff> On my question as to timing of calculation, if I want 1 min change should I be comparing current price to close of prior bar OR close of prior bar to close of bar just before prior bar
<amw> I have to right click on the TPO chart and select download, then it fills all my charts. won't fill them if I click on download symbol on candle tick chart
<Mike> IBController it is called
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<amw> cool
<X> Hello fcat, Welcome to Linn Software's chat room.
<Mike> IBController is free
<Cliff> in the 1st case, if that calculates right after close of prior bar, it really tell me nothing (maybe 1 sec. change)
<amw> a few of us tried making windows do it but its not consistenet
<Mike> ibcontroller is great
<Cliff> I know this is a fairly fine point, but it does make a difference in what one is actually ending up with by way of calculated data...
<amw> Is that downloadable thru IB?
<Mike> no
<Mike> see if i can find link to it
<amw> The most recent version of IBController (1.1.1) can be downloaded from:
<Mike> The largest collection of fully automatic starter programs is at http://finance.groups.yahoo.com/group/TWSAPI/files/ (you will have to join the group to see this directory) under "Auto Login Codes"
<amw> C:\Program Files\AmiBroker\ReadMeAT.html
<Mike> no
<Mike> get from TWSAPI yahoo group please
<amw> ok, I'll have to join
<LS_Chad> cliff..if you want 1-minute change...what I might do....is set the periodicty to 5-seconds
<LS_Chad> then do CL - CL.11
<LS_Chad> something along thosel lines...to give you more of a moving window
<Cliff> Cool
<LS_Chad> follow?
<Cliff> How often would you recommend recalc? I don't want to overload system
<LS_Chad> experiment..try 10 seconds...go from there
<Cliff> Will do
<Cliff> Thank you
<Cliff> BTW, there's a token that yields the difference btwn Hi and Lo
<Cliff> If I want to know the 21 day average of that as of the prior day, what's the correct syntax
<LS_Chad> was that a question or statement?
<Cliff> Questiohn
<LS_Chad> I think there is....but this will do it
<LS_Chad> AVG(HI - LO, 21)
<Cliff> That would be, Question
<LS_Chad> but MA will also do it I believe...more efficiently
<Cliff> will that give it as of today or as you yesterday
<LS_Chad> just choose HI - LO as price inside MA
<LS_Chad> today
<LS_Chad> AVG(HI.1 - LO.1, 21)
<LS_Chad> as of prev day
<LS_Chad> or MA.1
<Cliff> token is HLR
<LS_Chad> yea, can use that
<Cliff> which would be AVG(HLR.1,21)/
<amw> OK
<Cliff> That was a ?
<amw> I'm a member
<Cliff> or would it be AVG(HLR,21.1)?
<LS_Chad> AVG(HLR.1, 21)
<LS_Chad> the .1 has to go at end of a token
<Cliff> Thank you
<Cliff> is there a token that yields position in today's range along following lines: ((LAST-LO)/(HI-LO))*100 ?
<Cliff> token or standard column
<LS_Chad> there may be an indicator that does that....but can't think of it off top of my head
<Mike> HLR is hi low range
<Mike> so need to test CL as related to HLR or HI somehow
<Cliff> So could I write ((LAST-LO)/HLR)*100 and get a good result?
<amw> not sure I got the right file but it is called ib controller
<Mike> yes
<amw> how do I work this? Mike
<Mike> dl it then install read read me file
<Cliff> Mike, thank you--I assume this lightens the calculation load since it uses an existing token--HLR--instead of requiring the HI-LO calculation. Is this correct and significant?
<Mike> nto much signifigance hi lo and indexed field i bet
<amw> I downloaded it and its full of Class files
<Mike> it is all fast i assume
<fcat> DAYHI- LAST would give position off HI
<fcat> for present session
<amw> IBController.jar
<fcat> not sure if this what you are after
<amw> IBControler.java
<LS_Chad> not really Cliff...but HI - LO or HLR...neither are very taxing, no worries there
<LS_Chad> the more taxing aspect is that CC loads the data each time it recalcs
<Cliff> fcat, really just looking for postion of price within daily range on a 0-100 scale
<Cliff> 0 = low of day, 100 = high of day
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<X> Hello hawk_7, Welcome to Linn Software's chat room.
<fcat> ahh..gotcha cliff
<Cliff> seems useful for evaluating buy and sell signals
<Mike> i like to see that formula also Cliff
<fcat> Bill off to wedding ?
<fcat> hi hawk
<Cliff> would it be a big deal to create a token that captures this ((LAST-LO)/HLR)*100 calculation and would it make the calculation significantly less taxing?
<Mike> no need for Token
<Mike> not less taxing
<Cliff> I thought tokens always involved lighter load than a raw calculation of what token represents. Is this not correct OR are you saying that in the case the difference is just insignificant
<Cliff> ?
<fcat> that shouldn't consume much cpu cliff
<LS_Chad> wouldn't make much difference on calc Cliff
<LS_Chad> that syntax if pretty efficient....token would still need to compute same way
<LS_Chad> depends on token
<Cliff> OK, thanks guys for clarifications here
<fcat> that shold be a correct formula for what you are after cliff
<LS_Chad> if token is TPO....or MPD, can be much more taxing that CL or HI
<fcat> looks right to me
<Cliff> that formula can result in division by 0 where HLR=0. Is that a problem? How does IRT generally handle division by 0?
<LS_Chad> we don't divide by zero....we check for that
<LS_Chad> return 0 in those cases
<Mike> doa if then else Cliff
<Cliff> Chad, good to know, thanks--I won't worry about it moving forward
<Cliff> sure, on if then else, but from what Chad's saying, if I understand correctly, it more complicated that necessary
<Cliff> should be it's more complicated...
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<Cliff> Hey, Bill
<X> Hello LS_Bill, Welcome to Linn Software's chat room.
<LS_Bill> Hi
<Mike> hey Bill
<Mike> Hello LS_Bill, Welcome to Linn Software's chat room.
<Mike> Bill what you think of ability to sum QP? column?
<LS_Bill> why thank you Mike :-)
<LS_Bill> sum what?
<Mike> quote page column
<LS_Bill> give me an example of something useful where you need a sum
<Rrick> Hi guys ;-) Stock Screener seems to not be working for me. Is it a know problem?
<Mike> oh ok many uses
<Mike> sum a custom column
<Mike> sum closing prices
<Mike> sum entry prices
<LS_Bill> be more specific Rrick,
<LS_Bill> you using 8.6.1?
<LS_Bill> I just never saw that as being particular useful to traders or active investors mike
<Rrick> Was just trying to get any thing between 10 and 50 all else set to all or any...
<LS_Bill> maybe average, like average change or someting
<LS_Bill> by not sum
<LS_Bill> but not just a sum
<Rrick> Returns 0 found...
<LS_Bill> Yahoo have been making changes lately
<Mike> in quote pages we can do in a cc changes from close or change from trade entry
<Mike> then I liek to sum all 5 instrumensts in QP
<Mike> be good to have that ability please
<LS_Bill> they changed th date format for historical data, so 8.6.1 has troubles there
<Mike> saves us entering p[ositions into portfolio or using excell etc... all other options painful
<Rrick> Ok Bill, will it get fixed sometime?
<LS_Bill> perhaps they changed something in the screener also, I know chad did some more work on the screener recently
<Mike> fcat here?
<LS_Bill> have your tried any of the 8.6.2 releases Rrick?
<fcat> yes here mike
<fcat> dozing....zzzzz
<Mike> Bill asking about need to sum in QP please inform also
<fcat> long day
<Rrick> Have not tried 8.6.2 Bill... Been in the market every day... No time to beta test... Sorry, maybe next time ;-)
<fcat> 'sorry didn't see Bill was here
<fcat> Bill...we need to sum in QP :)
<LS_Bill> tell me how, and tell my why it's important
<fcat> sum pnl, max gain entry triggers hit, targets hit, etc.
<LS_Bill> quotepages just have symbol rows in them
<Mike> no Bill custom Columns!!!!
<LS_Bill> portfolio windows do have some of these totaling properties
<fcat> portfolio type features...without having to use portfolio
<Mike> yes I use QP as fast portfolio also
<fcat> portfolio works fine for investprs...hassle for daytrading
<Mike> like to see how trades doing fast for day Bill.
<LS_Bill> Chad wrote a QP Statistics indicator to give you some of this
<LS_Bill> but not in the quotepage itself
<Mike> be great to see at bottom of QP a sum row
<LS_Bill> sum of last prices does not seem interesting to me
<Mike> mayeb on left enter *SUm, *AVG etc... then that row be a cumulator type row
<Mike> Bill say I have 3-4 Custom Columns!
<Mike> sum on them is greatly needed
<Mike> http://www.charthub.com/images/2007/02/13/S_Entry_Day_Long
<LS_Bill> yes, I was thinking that if you created a cash ticker symbol like $SUM and added it to the quotepage, IRT could use that row to show sums of the other rows
<Mike> ss trade entry and Change columns!
<LS_Bill> same with $AVG
<Mike> excellent
<LS_Bill> this would no require any overhaul of the quotepage
<Mike> could even chart it then!?
<Mike> excellent!
<LS_Bill> the software would just have to know if one of these special tickers was present and update it often
<Mike> have it update as QP does or something... or as custom column changes updates
<LS_Bill> well, what if you had $SUM in five different quotepages Mike
<LS_Bill> how would you want $SUM to chart ???
<Mike> $SUM1 $SUM2
<fcat> don't see why that wouldn't work Bill
<LS_Bill> rRick
<fcat> special ticker row
<LS_Bill> I just tried to do a screen and got the same result as you did
<LS_Bill> something wrong
<Mike> cahrt sum be neat to see how your trades or group of trades goes for day
<Mike> wonder if Duke might love that ability also
<LS_Bill> It looks like maybe yahho changed something, we'll look into it
<fcat> had to monkey with yhoo screener a bit lastime
<Rrick> Ok Bill thankx ;-)
<fcat> would give me anything for all symbols , any price
<fcat> *wouldn't
<fcat> had to actually enter from 0 to 1000 for the range to get it to work
<Rrick> I had done something like: (CL > (CL.1 * 1.10)) * 4 + (CL > (CL.1 * 1.01)) * 2 + (CL > (CL.1 * 1.0)) * 1 ;-) Thats a sum...
<fcat> it eventually gave me what I wanted tho
<Rrick> Returns 0 to 7 ;-)
<LS_Bill> I just tried 0 to 100 and it found 8,598 symbols
<LS_Bill> changed the range to 0 to 50 and it found the same 85,98 symbols
<LS_Bill> tried 1 to 50 and it reported zero
<LS_Bill> there is a bug in there someplace, at our end of Yahoo's
<Rrick> I just tried several things like 10 to 20 and 50 to 60 and all return 0 ;-(
<fcat> http://www.charthub.com/images/2007/02/13/Bill.png
<fcat> check this Bill
<Mike> nice fcat wow
<fcat> imagine trying to keep track of how many of those little red squares have triggered intraday while trying to manage the positions
<fcat> this why we need sum in qp
<fcat> a simple
<LS_Bill> those are true/false custom columns
<fcat> 12
<fcat> 13
<fcat> 14
<fcat> changing at the bottom row to let you know something has changed
<fcat> just one example
<fcat> true
<fcat> hehe
<Rrick> Nice fcat... I do something like that only have 30+ columns ;-)
<fcat> would also like pnl column to total
<LS_Bill> custom columns have an option of whether to compute them all or just the visible ones
<LS_Bill> for summing all of them would have to be recalculated to compute the sum
<Rrick> So I have to break it into two quote pages ;-(
<LS_Bill> probably would not want this overhead on every qp change
<LS_Bill> every tick that hits thepage
<LS_Bill> refresh every so often maybe
<fcat> doesn't have to be every tick
<fcat> right
<fcat> this is an extreme example also
<fcat> qp usually monitoring 20-30 instruments
<fcat> not 85
<Rrick> I monitor 25 to 35... Most stuff can refresh every 5 mins but have a few that go every 5 to 10 secs...
<Mike> great Rick you'd liek ability to sum also?
<Rrick> Yea, but I found a kludge, I mean work a round that is good for me ;-)
<Rrick> As well as the two quote pages I have 4 to 6 charts open with several signals too ;-)
<Mike> actually need to sum only certain columns not sure though if easily possible
<Rrick> Sometimes it grinds for several seconds to refresh everything ;-o
<fcat> is the qp summation thing doable Bill ?
<Rrick> fcat, s = stop and t = target?
<fcat> s = short t= eventual target
<fcat> ssss= short entry has been triggered actually
<fcat> *s
<fcat> kind of a rough qp
<fcat> needs a little tweaking
<fcat> ;-)
<Rrick> Ah... I should have looked closer... Nice work though ;-)
<fcat> :)
<fcat> it's coming
<fcat> new project
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<fcat> helping me keep from overtrading the deadzone
<Rrick> Can I post a chart with the new version of IRT from a Mac?
<Mike> y
<Mike> well 1 monitor works at present
<Rrick> And QP too?
<Mike> you have more then 1?
<Mike> yes
<Mike> my QP from mac :)
<Mike> http://www.charthub.com/images/2007/02/13/S_Entry_Day_Long
<fcat> got to run
<fcat> will stay logged
<fcat> cya gang
<Rrick> Is it solid enough to run live all day?
<Mike> yes
<Rrick> See ya fcat... Thanks for the picture of the QP ;-)
<LS_Bill> 8.6.2 is very solid, it has been delayed to put some finishing touches on Market Profile primarily
<Mike> fix QP savign widths after scan be apprecaited Bill :)
<Rrick> Ok I'll look into 8.6.2... Got to run too... Dogs to be fed and walk...
<Rrick> See ya...
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<LS_Bill> nite all