BEGIN Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_ONE_STD COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=08/02/2011 10:50 VERSION=10.4.6 DATAFEED=IQFEED NAME=VWAP_ONE_STD BARCOUNT=AUTOMATIC ELEM=VWAPI:VWAP Indicator:VWAP[ ] PREFS: 0,128,255,2,2,0,0,128,255,1,0,0,6,10021002,T,T,1.000000,2.000000,255,0,0,1,2,0,255,0,0,0,0,0,0,128,0,1,2,0,0,128,128,0,0,0,0,240,120,0,1,2,0,240,120,0,1,0,0,3.000000,T,F,F,F,3350039956,F,F,405,F, ELEM=VWAPU_ONE:VWAPI Upper Band:VWAP[ ] PREFS: 0,128,255,2,2,0,0,128,255,1,0,0,6,10021002,T,T,1.000000,2.000000,255,0,0,1,2,0,255,0,0,0,0,0,0,128,0,1,2,0,0,128,128,0,0,0,0,240,120,0,1,2,0,240,120,0,1,0,0,3.000000,T,F,F,F, INDICATOR=VWAPU_ONE - VWAPI - Comments END Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_ONE_STD BEGIN Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_ONE_STD_AVG COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=08/02/2011 10:50 VERSION=10.4.6 DATAFEED=IQFEED NAME=VWAP_ONE_STD_AVG BARCOUNT=AUTOMATIC ELEM=MA:Moving Average:MA[ ] SC200 PREFS: 0,2,153,153,204,2,2,0,200,0.000000,0.000000,F,F,F,50,F,1,255,0,0,2,0,0,10011001,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000, ELEM=MPD:Mixed Periodicity Data:MPD[ ] C PREFS: 157,0,157,2,2,0,18,239,0,0,0,1,743743,0,10,0,40,3,1,1073741824,F,F,T,T,T,F,51,\0,CI:,02000000020000000000000000FF0000565741505F4F4E455F5354440067655F53756D0000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000FF00000A00000000000000000000000000000000000000000000000000000079C1980001000000000002000000000000000000010000000200000000000000FF0000030000FF0100FF0002A8540000000080400000004100004041,T,1,T,5,1, INDICATOR=MA(MPD) - Comments END Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_ONE_STD_AVG BEGIN Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_ABOVE COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=08/02/2011 10:50 VERSION=10.4.6 DATAFEED=IQFEED NAME=VWAP_ABOVE BARCOUNT=AUTOMATIC ELEM=VWAPI:VWAP Indicator:VWAP[ ] PREFS: 0,128,255,2,2,0,0,128,255,1,0,0,6,10021002,T,T,1.000000,2.000000,255,0,0,1,2,0,255,0,0,0,0,0,0,128,0,1,2,0,0,128,128,0,0,0,0,240,120,0,1,2,0,240,120,0,1,0,0,3.000000,T,F,F,F,3350039956,F,F,405,F, ELEM=VWAPU_ONE:VWAPI Upper Band:VWAP[ ] PREFS: 0,128,255,2,2,0,0,128,255,1,0,0,6,10021002,T,T,1.000000,2.000000,255,0,0,1,2,0,255,0,0,0,0,0,0,128,0,1,2,0,0,128,128,0,0,0,0,240,120,0,1,2,0,240,120,0,1,0,0,3.000000,T,F,F,F, ELEM=CL:Close INDICATOR=CL - VWAPI - Comments END Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_ABOVE BEGIN Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_ABOVE_MAX COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=08/02/2011 10:50 VERSION=10.4.6 DATAFEED=IQFEED NAME=VWAP_ABOVE_MAX BARCOUNT=AUTOMATIC ELEM=VWAPI:VWAP Indicator:VWAP[ ] PREFS: 0,128,255,2,2,0,0,128,255,1,0,0,6,10021002,T,T,1.000000,2.000000,255,0,0,1,2,0,255,0,0,0,0,0,0,128,0,1,2,0,0,128,128,0,0,0,0,240,120,0,1,2,0,240,120,0,1,0,0,3.000000,T,F,F,F,3350039956,F,F,405,F, ELEM=VWAPU_ONE:VWAPI Upper Band:VWAP[ ] PREFS: 0,128,255,2,2,0,0,128,255,1,0,0,6,10021002,T,T,1.000000,2.000000,255,0,0,1,2,0,255,0,0,0,0,0,0,128,0,1,2,0,0,128,128,0,0,0,0,240,120,0,1,2,0,240,120,0,1,0,0,3.000000,T,F,F,F, ELEM=CL:Close ELEM=MPD:Mixed Periodicity Data:MPD[ ] C PREFS: 157,0,157,2,2,0,18,239,0,0,0,1,743743,0,10,0,40,3,1,1073741824,F,F,T,T,T,F,51,\0,CI:,02000000020000000000000000FF0000565741505F41424F564500440067655F53756D0000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000FF00000A00000000000000000000000000000000000000000000000000000079C1980001000000000002000000000000000000010000000200000000000000FF0000030000FF0100FF0002A8540000000080400000004100004041,F,1,T,2,1, INDICATOR=MAX(MPD, 200) - Comments END Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_ABOVE_MAX BEGIN Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_BELOW COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=08/02/2011 10:50 VERSION=10.4.6 DATAFEED=IQFEED NAME=VWAP_BELOW BARCOUNT=AUTOMATIC ELEM=VWAPI:VWAP Indicator:VWAP[ ] PREFS: 0,128,255,2,2,0,0,128,255,1,0,0,6,10021002,T,T,1.000000,2.000000,255,0,0,1,2,0,255,0,0,0,0,0,0,128,0,1,2,0,0,128,128,0,0,0,0,240,120,0,1,2,0,240,120,0,1,0,0,3.000000,T,F,F,F,3350039956,F,F,405,F, ELEM=VWAPU_ONE:VWAPI Upper Band:VWAP[ ] PREFS: 0,128,255,2,2,0,0,128,255,1,0,0,6,10021002,T,T,1.000000,2.000000,255,0,0,1,2,0,255,0,0,0,0,0,0,128,0,1,2,0,0,128,128,0,0,0,0,240,120,0,1,2,0,240,120,0,1,0,0,3.000000,T,F,F,F, ELEM=CL:Close INDICATOR=VWAPI - CL - Comments END Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_BELOW BEGIN Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_BELOW_MAX COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=08/02/2011 10:50 VERSION=10.4.6 DATAFEED=IQFEED NAME=VWAP_BELOW_MAX BARCOUNT=AUTOMATIC ELEM=VWAPI:VWAP Indicator:VWAP[ ] PREFS: 0,128,255,2,2,0,0,128,255,1,0,0,6,10021002,T,T,1.000000,2.000000,255,0,0,1,2,0,255,0,0,0,0,0,0,128,0,1,2,0,0,128,128,0,0,0,0,240,120,0,1,2,0,240,120,0,1,0,0,3.000000,T,F,F,F,3350039956,F,F,405,F, ELEM=VWAPU_ONE:VWAPI Upper Band:VWAP[ ] PREFS: 0,128,255,2,2,0,0,128,255,1,0,0,6,10021002,T,T,1.000000,2.000000,255,0,0,1,2,0,255,0,0,0,0,0,0,128,0,1,2,0,0,128,128,0,0,0,0,240,120,0,1,2,0,240,120,0,1,0,0,3.000000,T,F,F,F, ELEM=CL:Close ELEM=MPD:Mixed Periodicity Data:MPD[ ] C PREFS: 157,0,157,2,2,0,18,239,0,0,0,1,743743,0,10,0,40,3,1,1073741824,F,F,T,T,T,F,51,\0,CI:,02000000020000000000000000FF0000565741505F42454C4F5700440067655F53756D0000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000FF00000A00000000000000000000000000000000000000000000000000000079C1980001000000000002000000000000000000010000000200000000000000FF0000030000FF0100FF0002A8540000000080400000004100004041,F,1,T,2,1, INDICATOR=MAX(MPD, 200) - Comments END Investor/RT CUSTOM INDICATOR DEFINITION for VWAP_BELOW_MAX BEGIN Investor/RT CHART DEFINITION for VWAP_Master COMMENT=NONE SOURCE=Chad Payne PLATFORM=Windows 7 (6.1, Build 1DB0) DATE=08/02/2011 10:50 VERSION=10.4.6 (Build #32862 Jul 27 2011 15:03:17) DATAFEED=IQFEED + DTNMA NAME=VWAP_Master SIZE=511,570 PERIODICITY=3,405 (405 Minutes) PIXELS=7:0 LOOKAHEAD=0 RMARGIN=0 CFLAGS=786432 CFLAGS2=18945 VIEWPERIOD=1,1,220,3368424600,3395146500 (Last 220 hours) COLORS=14277081,0,0,15724527,1513239,10197915,16777215,6044228 DESC=VWAP_Master: @ES# (405m) E-MINI S&P 500 SEP 2011 405 Minutes, Session 2 SESSION OVERRIDE=2 Index Options: Hours: 09:30 to 16:15 TICKER=@ES#:AUTO:31 SECTYPE=3 DISPLAY=12 ALIAS=@ES# TICKER=@ES#:AUTO:31 SECTYPE=3 DISPLAY=12 ALIAS=@ES# PANE #1 PCT=0.263811 PFLAGS=32920 SCALE=1,1242.000000,1370.000000,0.250000,1.000000,0.000000,0,0 INSTRUMENT: @ES#:AUTO:2 PERIODICITY: 3,405,1 TYPE: 3,2 COLORS: 37632,12255232,1,0 FOOTPRINT: 0,0,0,0,0,0,0,0,0,0,0,960,0,0,0.000000,0,0,0,0,0,\0,0, SESSION #2. Index Options: Open,UnPosted, Hours: 09:30 to 16:15 PANE #2 PCT=0.218065 PFLAGS=1688 SCALE=1,0.600000,7.900000,0.250000,1.000000,0.000000,0,0 INDICATOR: ANOTE #24 ASSOC: @ES#:AUTO:2 PERIODICITY: 3,405,1 DESC: NOTE[@ES# (405m)] 1 Standard Deviation LABEL: T TXTLBL: F,"",F RECALC: 0,0 PREFS: 6684927,Arial,14,3374583300,T,F,irt5,16777215,T,F,F,F,F,1,8,16711680,0,23.456791,3.268482,F,F,1 Standard Deviation,0,10001000,16777215,6684927,F,F,T,F, INDICATOR: MPD #113 ASSOC: @ES#:AUTO:2 PERIODICITY: 3,405,1 DESC: MPD[@ES# (405m)] C LABEL: T TXTLBL: F,"AUTO",F RECALC: 4,5 PREFS: 157,0,157,2,2,0,18,239,0,0,0,1,743743,0,10,0,40,3,1,1073741824,F,F,T,T,T,F,51,\0,CI:,02000000020000000000000000FF0000565741505F4F4E455F5354440067655F53756D0000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000FF00000A00000000000000000000000000000000000000000000000000000079C1980001000000000002000000000000000000010000000200000000000000FF0000030000FF0100FF0002A8540000000080400000004100004041,F,1,T,5,1, PANE #3 PCT=0.178065 PFLAGS=664 SCALE=1,2.825000,2.884000,0.250000,1.000000,0.000000,0,0 INDICATOR: ANOTE #24 ASSOC: @ES#:AUTO:2 PERIODICITY: 3,405,1 DESC: NOTE[@ES# (405m)] 1 Standard Deviation (200 Day Avg) LABEL: T TXTLBL: F,"",F RECALC: 0,0 PREFS: 6684927,Arial,14,3375706500,T,F,irt5,16777215,T,F,F,F,F,1,8,16711680,0,23.076923,3.035019,F,F,1 Standard Deviation (200 Day Avg),0,10001000,16777215,6684927,F,F,T,F, INDICATOR: CI #40 ASSOC: @ES#:AUTO:2 PERIODICITY: 3,405,1 DESC: CI:VWAP_ONE_STD_AVG[@ES# (405m)] MA(MPD) LABEL: T TXTLBL: F,"",F RECALC: 4,5 PREFS: 0,255,0,2,2,0,VWAP_ONE_STD_AVG,0,0,0,F,111929288,0,0,255,0,0,0,0,10,0.000000,F,0.000000,F,0.000000,F,F,10011001,1,0,2,20,T,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000, PANE #4 PCT=0.170323 PFLAGS=664 SCALE=1,14.605112,14.625112,0.250000,1.000000,0.000000,0,0 INDICATOR: ANOTE #24 ASSOC: @ES#:AUTO:2 PERIODICITY: 3,405,1 DESC: NOTE[@ES# (405m)] Max Distance Above VWAP LABEL: T TXTLBL: F,"",F RECALC: 0,0 PREFS: 6684927,Arial,14,3374583300,T,F,irt5,16777215,T,F,F,F,F,1,8,16711680,0,23.577236,3.346303,F,F,Max Distance Above VWAP,0,10001000,16777215,6684927,F,F,T,F, INDICATOR: CI #40 ASSOC: @ES#:AUTO:2 PERIODICITY: 3,405,1 DESC: CI:VWAP_ABOVE_MAX[@ES# (405m)] MAX(MPD, 200) LABEL: T TXTLBL: F,"",F RECALC: 4,5 PREFS: 0,255,0,2,2,0,VWAP_ABOVE_MAX,0,0,0,F,112328696,0,0,255,0,0,0,0,10,0.000000,F,0.000000,F,0.000000,F,F,10011001,1,0,2,21,T,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000, PANE #5 PCT=0.175484 PFLAGS=664 SCALE=1,19.506113,19.526113,0.250000,1.000000,0.000000,0,0 INDICATOR: ANOTE #24 ASSOC: @ES#:AUTO:2 PERIODICITY: 3,405,1 DESC: NOTE[@ES# (405m)] Max Distance Below VWAP LABEL: T TXTLBL: F,"",F RECALC: 0,0 PREFS: 6684927,Arial,14,3374583300,T,F,irt5,16777215,T,F,F,F,F,1,8,16711680,0,23.437500,3.268482,F,F,Max Distance Below VWAP,0,10001000,16777215,6684927,F,F,T,F, INDICATOR: CI #40 ASSOC: @ES#:AUTO:2 PERIODICITY: 3,405,1 DESC: CI:VWAP_BELOW_MAX[@ES# (405m)] MAX(MPD, 200) LABEL: T TXTLBL: F,"",F RECALC: 4,5 PREFS: 0,255,0,2,2,0,VWAP_BELOW_MAX,0,0,0,F,112250216,0,0,255,0,0,0,0,10,0.000000,F,0.000000,F,0.000000,F,F,10011001,1,0,2,22,T,F,0,0,255,1,2,0,33488896,33619712,21672,4.000000,8.000000,12.000000, - This chart definition references 6 RTL objects (scan/signal/custom indicator) END Investor/RT CHART DEFINITION for VWAP_Master