Question for Grob/Hershey...

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

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  1. Yes, it was very boring to watch. There were many paces that failed to sustain themselves. At some point, you will readily map the paces to the bars volatility. For me, I watch PRVed pace and automatically know the magnitude of what is on the table volatility wise. The paces are like different size apples where the extreme pace are the large apples and the VDU pace is the small apples...

    As you were data gathering, you saw bar after bar of predominantly slow/medium/du paces... Things just sluuuuugggggged along...
     
    #2371     Apr 12, 2006
  2. Nice to see a vet... I too had been following along casually for some time. At Easy's request and respect for him keeping the torch burning, I tried to quietly sneak back in.

    Your Q is a weekend type of post. Give me some time...

    MAK
     
    #2372     Apr 12, 2006
  3. Thanks mak....

    I have figured out a little bit. I will await your post.

    Best Regards
    Oddi
     
    #2373     Apr 13, 2006
  4. MAK. I too am a dummy. I only know what I see, not necessarily what causes it. VWAP often is S or R in mid-day retraces in NQ. To the tick. In low volume, like today, price often goes against the tape. That's deep pockets to me. In my cosmology it's all about the contest between market orders and limit orders. Prey/Predator. Best regards. Mike.
     
    #2374     Apr 13, 2006
  5. I am having similar problems running YM.INDU and PRV.xls running side by side with IB feed.
    YM.INDU worked fine until I opened up PRV.XLS, then they both got messed up.
     
    #2375     Apr 13, 2006
  6. txuk

    txuk

    Did you give them unique IDs??? This is from a post MAK made yesterday...

    "For example, in the IB PRV version floating around, it is using "id501" for ES. If you decide to use "id501" for ES, be sure that it is not being used elsewhere to also id YM or something like that. If it is, then use a different symbol (ie. "id502")."
     
    #2376     Apr 13, 2006
  7. Did you give them unique IDs??? This is from a post MAK made yesterday...

    "For example, in the IB PRV version floating around, it is using "id501" for ES. If you decide to use "id501" for ES, be sure that it is not being used elsewhere to also id YM or something like that. If it is, then use a different symbol (ie. "id502")."
    ______________________________________________

    Thanks for your response. I have read page 390 but it's not helping, I must be doing something wrong as I can see Ireland got it working with IB feed.
     
    #2377     Apr 13, 2006
  8. So in cell B19, plug in the FORMULA SYNTAX

    "=yourIBid|tik!id501?req?ES_FUT_200606_GLOBEX_USD"

    This maps id501 to the IB's ESM6 futures data.

    The other problem some of you were facing is due to a minor excel glitch that arises from the adhoc to using IB's timestamps. Currently, your b17 reads

    "now()"

    Change it to the STRING SYNTAX

    "now()-today()"

    OK. Problem 2 fixed...

    Finally, B18 is as it was before (STRING SYNTAX)

    "yourIBid|tik!id501?volume"

    Note very carefully that if you change "id501" in B19 to some other id, the id change needs to also reflect in B18...

    Irl, let me know if this resolves everything...
    ________________________________________________

    I took these steps-:

    B19 "=yourIBid|tik!id501?req?ES_FUT_200606_GLOBEX_USD
    I inserted my ID here.

    For B17 - MAK suggested now()-today()" but I wasn’t sure how to change the syntax
    B17 reads as IB NAME|'@ESM6'!'T Time' - how do I make the change as suggested by MAK?

    B18 Finally, B18 is as it was before (STRING SYNTAX) "yourIBid|tik!id501?volume"

    here again I inserted my ID but nothing worked. I look forward to getting it worked.
     
    #2378     Apr 13, 2006
  9. Cut and paste this stuff onto the PRV sheet:

    1. Shut down excel entirely
    2. Open Mak's prv sheet. Click "yes" to enable macros (if the question pops up) and "no" to start the IQFeed.exe
    3. Make the following changes.


    into B19

    =yourIBid|tik!id501?req?ES_FUT_200606_GLOBEX_USD


    into B18

    yourIBid|tik!id501?volume


    into B17

    now()-today()


    4. Save
    5. Close excel entirely
    6. Restart the spreadsheet.
    7. Click "yes" to enable macros.

    (Some of that is fuzzy from when I did it.)
    What txuk means is everywhere in the first two snips you see id501, this MUST be different from the str/squ sheet. Ireland used id301 and id302 on the str/squ sheet, so you should be ok there.

    It will be to your benefit to learn to do some coding in excel and VBA. Please don't take this as a disparaging remark.

    Best Regards
    Anthony
     
    #2379     Apr 13, 2006
  10. Moz

    Moz

    In cell g1 of the data sheet on the prv tool I use =your IB id|tik!id501?volume It also takes my sheet about 30 seconds to a minute before it starts working, otherwise it looks like you have it all.
     
    #2380     Apr 13, 2006
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