OmniTrader Professional Forum
OmniTrader Pro General Discussion
Data Problem
7 replies, 644 viewings
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OmniTrader Professional Forum
OmniTrader Pro General Discussion
Data Problem
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Last Activity 9/8/2010 2:49 AM 7 replies, 644 viewings |
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Raymond Schneider Veteran  Posts: 124 Joined: 9/10/2007 Location: Cape Coral, Florida 33991  User Profile |
Thanks, Raymond  Attached file : DataProblem.doc (115KB - 42 downloads) | ||
| JJDOKE Member  Posts: 30 Joined: 3/18/2006 Location: Longmont,Colorado User Profile |
Thanks, JJ | ||
| THOMAS HELGET Legend Posts: 333 Joined: 3/22/2006 Location: BALDWINSVILLE, NEW YORK User Profile |
Here you go with the DDF modified for use with OT2009. Happy New Year! Tom Helget Attached file : DDF.txt (1KB - 75 downloads) | ||
| THOMAS HELGET Legend Posts: 333 Joined: 3/22/2006 Location: BALDWINSVILLE, NEW YORK User Profile |
Here is a Color Chart implementation for the Directional Day Filter. If the majority of trading at the time line is above the Directional Day Filter and the close at the time line is in the upper third of the range a green overlay will appear at the time line: If the majority of the trading at the time line is below the Directional Day Filter and the close at the time line is in the lower third of the range a pink overlay will appear at the time line: If the majority of the activity is above or below the time line but the close is not in the upper or lower third respectively no color overlay will occur: Enjoy! Tom Helget [Edited by THOMAS HELGET on 1/1/2009 12:15 PM] Attached file : MAJORITY OF ACTIVITY ABOVE THE FILTER LINE WITH A CLOSE IN THE UPPER THIRD OF THE RANGE.JPG (91KB - 277 downloads) Attached file : MAJORITY OF ACTIVITY BELOW THE FILTER LINE WITH THE CLOSE IN THE LOWER THIRD OF THE RANGE.JPG (88KB - 269 downloads) Attached file : MAJORITY OF ACTIVITY ABOVE THE FILTER LINE WITH A CLOSE AT THE TIME LINE NOT IN THE UPPER THIRD OF THE SESSION RANGE.JPG (85KB - 274 downloads) Attached file : Directional Day Filter.otd (120KB - 55 downloads) | ||
| JJDOKE Member Posts: 30 Joined: 3/18/2006 Location: Longmont,Colorado User Profile |
Thank you so much for taking the time to post the daily directional filter. I am also looking for the John Carter TTM squeeze and TTM value chart indicators. Anyone have these coded or have a copy? The only copy I seem to be able to find is an old version. Happy New Year and good trading to all. JJ | ||
| THOMAS HELGET Legend Posts: 333 Joined: 3/22/2006 Location: BALDWINSVILLE, NEW YORK User Profile |
I can help you out with the Carter TTM Squeeze Indicator coded for OT2009, but I don't know what you mean by the TTM Value Chart. Is it know perhaps by some other name? Tom Helget Attached file : TTMSqueeze.txt (2KB - 58 downloads) | ||
| JJDOKE Member Posts: 30 Joined: 3/18/2006 Location: Longmont,Colorado User Profile |
Here is the Value Chart Indicator if anyone is interested. I thought had a newer version than this. If I find it, I will post it. #Indicator '~~~~~~~~~~~~~~~~~~~~~~~~~~ Value Chart Indicator ~~~~~~~~~~~~~~~~~~~~~~~~~~~ ' Description: ' Value Charts and Price Action Profile is based on: ' * Floating Axis. ' * Volatility Unit. ' * Value Chart (H, L) ' Calculation: ' * Floating Axis = a 5-bar moving average; ' * Volatility Unit = the net difference between the high and low for ' trading bar. We then take the sum of five trading bars and ' divide by 5. Next we multiply this figure by 0.20. ' * Value Chart (Close) = (Trading Bar Close - Floating Axis) / ' Volatility Unit. '~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ ' Source: http://www.chartresearch.com/ValueCharts.htm '~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ ' Adapted by: Kris Tokarzewski, JNB, 2-Nov-2007 '~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ #Param "Axis_Period", 5,3,8 Dim Float_Ax, Vola_Bar as Single Dim MyHi, MyLo as Single Dim HiLo as Single Float_Ax = Average((H+L)/2,Axis_Period) Vola_Bar = WildersVolatility(Axis_Period) / Axis_Period MyHi = (High - Float_Ax) / Vola_Bar MyLo = (Low - Float_Ax) / Vola_Bar If MyHi > 8 Then Plot("Value Hi", MyHi, Red, 2) Else If MyHi < 8 Then Plot("Value Hi", MyHi, DodgerBlue, 2) End If If MyLo > -8 Then Plot("Value Lo", MyLo, DodgerBlue, 2) Else If MyLo < -8 Then Plot("Value Lo", MyLo, Lime, 2) End If PlotLabel(8) PlotLabel(4) PlotLabel(-4) PlotLabel(-8) If Abs(HHV(MyHi,200)) > Abs(LLV(MyLo,200)) Then HiLo = Abs(HHV(MyHi,200)) Else HiLo = Abs(LLV(MyLo,200)) End If SetScales(-HiLo,HiLo) Return 0 | ||
| THOMAS HELGET Legend Posts: 333 Joined: 3/22/2006 Location: BALDWINSVILLE, NEW YORK User Profile |
Recently I reviewed my Chart Template coding for John Clayburg's Directional Day Filter and found that I had made not only a computational error buy also an error in the interpretation of Mr. Clayburg's additional rule that the close of the Session Bar be within a third of the Session Boundary for a valid signal to be generated. So attached is the corrected Chart Template with a previously unposted indicator to determine the Volume Average during the trading hours: I apologize if I mislead anyone or caused any undo grief and can only state that the original Chart Template was not too far from what I now understand to be the proper interpretation of the indicator. Also attached please find some slides of Mr. Clayburg's technique. Tom Helget [Edited by THOMAS HELGET on 7/28/2010 11:17 AM] Attached file : NEW DIRECTIONAL DAY FILTER IN ACTION.PNG (28KB - 70 downloads) Attached file : VolumeAverage.txt (1KB - 11 downloads) Attached file : TradeZone.pdf (717KB - 12 downloads) Attached file : ddf_webinar.pdf (4445KB - 8 downloads) Attached file : DDF 2.vtd (120KB - 12 downloads) |
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