Inverted head and shoulders on the SPX?

Discussion in 'Trading' started by fantastic4, Jan 28, 2009.

  1. Whisky

    Whisky

    OK thanks gomi. Not so simple it seems. Have a nice weekend.

    JW
     
    #811     Mar 27, 2009
  2. You may want to set the Cumulative inside OnMarketData() also...I guess OnBarUpdate() is called only when there's a price change. If you have multiple trades at the same price, the cumulative will not be updated until the price changes. This may not be an issue for liquid stocks/futures, but is an issue for illiquid options/futures/stocks.

    Please check with others before proceeding with this change. Thanks for the good work so far!


     
    #812     Mar 28, 2009
  3. Don't know if you care, but...if you expose dsHigh, dsOpen, dsClose etc. as public dataseries (similar to Cumulative), these will show up in the databox, I believe. Its always nice to see the open, close, high & low for candlesticks and ohlc bars.

     
    #813     Mar 28, 2009
  4. Not sure where you got that info.. OnBarUpdate is called on each incoming tick
     
    #814     Mar 28, 2009
  5. You built a really great tool Gomi. Awesome work, thank you for sharing.

    Stone
     
    #815     Mar 28, 2009
  6. jfw215

    jfw215

    Wow. Thanks Gomi! Didn't check ET over the weekend and what a nice surprise. Thanks for all the hard work!

    JW

    PS. the MTF codes were also awesome..
     
    #816     Mar 29, 2009
  7. jfw215

    jfw215

    Gomi,

    It looks like the cumulative/ non-cumulative option was removed in the latest version. Is it possible to bring that option back?

    Thanks!

    JW
     
    #817     Mar 29, 2009
  8. I see that in their documentation...will check again with some illiquid instruments.

     
    #818     Mar 30, 2009
  9. Straight from their documentation:

    :p
     
    #819     Mar 30, 2009
  10. Mmmm. I believe there has never been a cumulative/noncumulative option!. But I might add it when I've got the time.

    Happy if you find the indicator useful, guys, and thanks for your kind comments.
     
    #820     Mar 30, 2009