Question for Grob/Hershey...

Discussion in 'Trading' started by makosgu, Sep 4, 2005.

Thread Status:
Not open for further replies.
  1. Once the cursor is in the Excel cell field you wish to change color values for you should be able to go up to the menu bar at the top of Excel to the Format menu and go down to the Conditional format area and input the parameters and colors you wish to generate depending on your market changes and excel calculation measurements.

    should be pretty straight forward...

    cj...

    :)

    __________________
    HAVE STOP - WILL TRADE

    If You Have The Vision We Have The Code
     
    #2161     Mar 31, 2006
  2. Hey all... I apologize for not being around today. I was busy on conference calls most of the day. If I were only as passionate about work as I am about trading. Nowadays, I look forward to weekends not because of the free time, but instead for the unimpeded length of time for which I can close the lab door and just bunker down and get into some heavy debriefing.

    TBug, easy, and few others brought up some really great points which I very eager to build upon. I want to expand upon them because I really do feel that the points will add a level of clarity that many of you are still getting adjusted. So there have been alot of downloads but the same group of folks and the usual PM's, a bunch even from trolls...

    In any event, I just got in and am posting more so as a reminder to myself. Believe it or not, from time to time I reread a bunch of my own posts just to check for refinements that I have improved upon but have not mentioned. In any event, I need to go kick my sister's ass for having a house party without my permission. Teen house party's are the absolute worst, everything smells like hocus pocus and I think I am getting second hand effects...

    I'm getting really pissed the more I think about it...

    :mad: WTF!
     
    #2162     Apr 1, 2006
  3. Thanks EH. I think Ive got it. We'll see Monday. This Excell thing is not as difficult as I thought it would be. Ive been looking for something to occupy me on the weekends. I can see lots of possibilities here. Ive been thinking that the Ticki would fit pretty well with Stretch and Squeeze but IB does not have it. It seems like you could set one up with Excel.
     
    #2163     Apr 1, 2006
  4. Ireland

    Ireland

    MAK et al.

    I played with your XLS a little and think with minor additional code I can log and timestamp the sequence of STR->SQU-> NEUTR etc. My thinking is that this would provide a good lookback record for end of day to analyze what happened at any point and be educational for us all. Looking away at the wrong time can result in a missed sequence.

    The alternative to this and more suitable for simulated live group analysis is to record with camtasia/snagit but that would require full day play back and a trip to circuit city for a larger C:\

    IRL
     
    #2164     Apr 1, 2006

  5. Well, you could do what we do up here in WA state nowdays.

    Go get yourself a shotgun, a handgun and lots of ammo, and
    write "Now" on the sidewalk 3x and then shoot up the party house.

    You can make the national news this way.

    BTW. I don't know what it is in the water up here that makes
    people blow their heads off with shotguns. Started with Kurt Cobain.
     
    #2165     Apr 2, 2006
  6. If anyone gets the xls. MAK wrote to work in eSignal I would appreciate it if you would let me know. I'm working on it too.

    Thanks
     
    #2166     Apr 2, 2006
  7. Ireland

    Ireland

    Ragincajun

    I don't have esignal unfortunately so I can't test this for you but I found some links that have it detailed - you may have these already.

    first link has various notes on how to setup in esignal

    http://www.esignalcentral.com/support/faq/esignal/dde/

    second link has an example xls (posted in 2003 though)

    http://share.esignal.com/groupcontents.jsp?folder=Updated DDE Info&groupid=135

    and finally - I opened the xls and see example source for an ibm ticker with syntax as follows

    =WINROS|TOTALVOL!ibm

    best of luck

    IRL
     
    #2167     Apr 2, 2006
  8. Ireland,

    Just got it to work!!! Thank You very much for your help. It's people like you and the other good people around here that make this community great.

    The eSignal syntax is: =WINROS|LAST!'$INDU' and =WINROS|LAST!'YM #F'

    I tried that dozens of times w/o success until the market opened ;-)

    Thanks again....
     
    #2168     Apr 2, 2006
  9. NP!
    Well, it can go either way. Grob and I are somewhat different in the path we have chosen. It is a constraint as far as my character. In undergrad I was a physicist for a short while. The pursuit ended when I realized that my personality and the field were at ends. My personality is to drill down to the bottom to find the underlying mechanism from which all the overlaying components are comprised from. In physics, it is a continual pursuit of ever deepening layers. Keeping that in mind, when I had gotten to "what influences the DOM", the whole STR/SQU mechanism fell into place as related to correlation. What I mean is that even with a six second lag, the signal is still there. It is just a matter of having the picture of the mechanism from the context of 6 sec snapshot. It is why I recommend that some of you screen record the day for debriefing. I believe it helps tremendously in pointing out how far in advance telegraphed information is being conveyed. It takes some time to adjust to this. For most of us, it is hard to identify a signal as being anything more than a few seconds too early. How many have seen and taken actions I signals that were immediately recognized as 90 seconds in advance (aside from DU/VDU)? IB's DOM has a real time rep rate that continuously snapshots regularly. The difference between snapshots is the lag. Whether you sweep on the snapshot (which is easier) or the realtime changes, it is merely a matter of associated the proper picture with the data window (snapshot vs realtime). For our purposes, it is just simpler to begin with the realtime simply because stickiness is more apparent. With lags, you can judge stickiness by noting the reoccurance of a stretch or squeeze value. Again, these are aspects we come to understand as we begin to accept the truth of the matter.
    It really depends on the trader. You take the tool and fit in where you know it will fit. Sweeping does so happen to be a very effective way of reducing hyperactivity. I am not perfect with sweeping, but I can sweep the small number of components that I understand. However, I know how the tool can help on a wide range of levels. But this is simply because I deal with a broad level perspective that I know must be true and is confirmed by debriefing. For example, what if you trade a daily bar? I would use the tool to find the right side of the market, and keep on the right side of the market as long as it is at my entry point. Eventually, the market moves away from my entry point. This is effective because it is a fine level tool. Once the market has moved a fair distance away from my entry, i then shift back to what easy does and just monitor the active end of the bar. EASY, your post on monitoring just the flagging was super. I was ecstatic to see that someone else does the same thing. The beauuty of staying on the right side of the flagging is that you can apply this to any bar. It is also a comforting thing too for me since monitoring the flagging is less hyper than monitoring the STR.SQU.

    A simply connected sweep of this reduced data set would be

    if FLAGGING PAIR near ENTRY PAIR => SWEEP STR.SQU
    if FLAGGING PAIR is not near ENTRY PAIR => NO CHANGE (ie. DO NOT SWEEP STR.SQU)
    The logic is exactly as you understand. The tool is not a complicated logical tool, it is more of high resolution picture. You can strip away the sheet to whatever level. There is no code anywhere on the sheet. There is nothing funky going on in the sheet. It is just essentially a color-coded state machine that just turns on at non-noisy levels...
    I strongly recommend coupling the sheet with a DOM chart like in the pic I attached a few pages back regardin the NOW screen. I very swiftly sweep the NOW screen. This is why I haven't written code to furthur filter STR.SQU. The pictures I believe is where the most difficulty is encountered. Without a picture, it is often difficult to accept what is or isn't true.

    REgards,
    MAK
     
    #2169     Apr 2, 2006
  10. The tiki is in IB but in a non-released form. They are still testing it from what I recall somewhere on ET. I'm still trying to assess which are the effective breadth indicators.

    Regards,
    MAK
     
    #2170     Apr 3, 2006
Thread Status:
Not open for further replies.