OmniTrader Professional Forum
OmniLanguage Discussion
Base OT2009 Formulas
68 replies, 61188 viewings
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OmniTrader Professional Forum
OmniLanguage Discussion
Base OT2009 Formulas
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Last Activity 7/6/2025 3:47 AM 68 replies, 61188 viewings |
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Matthew Greenslet Idol   Posts: 2077 Joined: 2/27/2006  User Profile |
Some indicators may not make it to the list any time soon if at all due to the complexity of the formulas (I.E. OT Pivots points). Some scripts are dependent on other scripts attached here. If you get compile error messages that say some variable name with the prefix of OTind or OTSind is not declared then please check here for the script you need. These scripts were written in OT2009 and may not work in OT08 due to the difference in parsers. Click Here to download the zip file containing all indicator script files. (2-8-23 Link Fixed) *Update 3-2-09* All of indicators are done with the exception of the following indicators V,O,H,L,C Price And HighestHigh/LowestLow indicators - Thought these were too basic to add Commodity Selection Index (Futures) - Margin is require to calculate. Unable to get this value in OL. Correlation Normalized COT Index (Futures) - We do not have access to COT data in OL COT Net Longs (Futures) - We do not have access to COT data in OL Seasonality (Futures) - We do not have access to seasonality data in OL Linear Regression Line - This indicator cheats and we are unable to code cheating indicators in OL. Details of this indicator can be found at the following thread. http://www.omnitrader.com/omnitrader/proforum/thread-view.asp?threadid=2086&posts=1  Attached file : OTindAccSwingIndex.txt (1KB - 1300 downloads) Attached file : OTindAccumDist.txt (0KB - 1105 downloads) Attached file : OTindADX.txt (0KB - 1133 downloads) Attached file : OTindADXR.txt (0KB - 1072 downloads) Attached file : OTindAroonDown.txt (0KB - 1074 downloads) Attached file : OTindAroonOsc.txt (0KB - 1063 downloads) Attached file : OTindAroonUp.txt (0KB - 1041 downloads) Attached file : OTindATR.txt (0KB - 1165 downloads) Attached file : OTindBalanceOfPower.txt (0KB - 1120 downloads) Attached file : OTindBearPower.txt (0KB - 1060 downloads) Attached file : OTindBeta.txt (1KB - 1136 downloads) Attached file : OTindBollingerBands.txt (0KB - 1144 downloads) Attached file : OTindBullPower.txt (0KB - 1089 downloads) Attached file : OTindCCI.txt (0KB - 1110 downloads) Attached file : OTindDIMinus.txt (0KB - 1086 downloads) Attached file : OTindDIPlus.txt (0KB - 1070 downloads) Attached file : OTindKirshenbaumBands.txt (0KB - 1066 downloads) Attached file : OTindChaikinMoneyFlow.txt (0KB - 1036 downloads) Attached file : OTindChaikinOsc.txt (0KB - 1039 downloads) Attached file : OTindChaikinVolatility.txt (0KB - 1034 downloads) Attached file : OTindChandeMomOsc.txt (0KB - 1076 downloads) Attached file : OTindChoppiness.txt (0KB - 1060 downloads) Attached file : OTindDetrendedPriceOsc.txt (0KB - 1069 downloads) Attached file : OTindDonchianChannel.txt (0KB - 1086 downloads) Attached file : OTindEaseOfMovement.txt (0KB - 1092 downloads) Attached file : OTindForcastOsc.txt (0KB - 1029 downloads) Attached file : OTindForceIndex.txt (0KB - 1079 downloads) Attached file : OTindGapCounter.txt (1KB - 1095 downloads) Attached file : OTindTimeSeriesForcast.txt (0KB - 1040 downloads) Attached file : OTindInertia.txt (0KB - 1040 downloads) Attached file : OTindKeltnerChannel.txt (0KB - 1055 downloads) Attached file : OTindKlingerOsc.txt (1KB - 1073 downloads) Attached file : OTindMACDHist.txt (0KB - 1200 downloads) Attached file : OTindMACrossoverCount.txt (0KB - 1114 downloads) Attached file : OTindMarketFacilitationIndex.txt (0KB - 1077 downloads) Attached file : OTindMassIndex.txt (0KB - 1049 downloads) Attached file : OTindMedianPrice.txt (0KB - 1052 downloads) Attached file : OTindMomentum.txt (0KB - 1061 downloads) Attached file : OTindMoneyFlowIndex.txt (0KB - 1027 downloads) Attached file : OTindMovingAvgAdaptive.txt (1KB - 1050 downloads) Attached file : OTindMovingAvgEnvelope.txt (1KB - 1107 downloads) Attached file : OTindMovingAvgExponential.txt (0KB - 1090 downloads) Attached file : OTindMovingAvgSimple.txt (0KB - 1132 downloads) Attached file : OTindMovingAvgTriangular.txt (0KB - 1031 downloads) Attached file : OTindMovingAvgWeighted.txt (0KB - 1075 downloads) Attached file : OTindMovingAvgZeroLag.txt (0KB - 1070 downloads) Attached file : OTindNegVolumeIndex.txt (0KB - 956 downloads) Attached file : OTindOnBalanceVol.txt (0KB - 971 downloads) Attached file : OTindParabolicSAR.txt (1KB - 991 downloads) Attached file : OTindPercentVolumeOsc.txt (0KB - 910 downloads) Attached file : OTindPosVolumeIndex.txt (0KB - 944 downloads) Attached file : OTindPriceEnvelopes.txt (0KB - 928 downloads) Attached file : OTindPriceOsc.txt (0KB - 959 downloads) Attached file : OTindPriceROC.txt (0KB - 916 downloads) Attached file : OTindRelativeStr.txt (1KB - 991 downloads) Attached file : OTindRelativeVolatilityIndex.txt (1KB - 1060 downloads) Attached file : OTindRunningAvgPrice.txt (0KB - 922 downloads) Attached file : OTindStandardDev.txt (0KB - 881 downloads) Attached file : OTindStandardErrBands.txt (1KB - 910 downloads) Attached file : OTindStochastics.txt (0KB - 1029 downloads) Attached file : OTindLinearRegCurve.txt (0KB - 905 downloads) Attached file : OTindLinearRegSlope.txt (1KB - 943 downloads) Attached file : OTindLinearRegSlopeHist.txt (0KB - 899 downloads) Attached file : OTindTradingChannelIndex.txt (1KB - 1020 downloads) Attached file : OTindTradingRange.txt (0KB - 958 downloads) Attached file : OTindTradingRangeToClose.txt (0KB - 871 downloads) Attached file : OTindTrendIntensityIndex.txt (1KB - 960 downloads) Attached file : OTindTrix.txt (0KB - 905 downloads) Attached file : OTindTrixMomentum.txt (0KB - 904 downloads) Attached file : OTindTypicalPrice.txt (0KB - 914 downloads) Attached file : OTindUltimateOsc.txt (1KB - 879 downloads) Attached file : OTindRandomWalk.txt (0KB - 880 downloads) Attached file : OTindMACD.txt (0KB - 980 downloads) Attached file : OTindFloorPivot.txt (5KB - 1039 downloads) Attached file : OTindRelativeStrIndex.txt (0KB - 967 downloads) Attached file : OTindVerticalHorizontalFilter.txt (0KB - 873 downloads) Attached file : OTindVolatilityBreakout.txt (0KB - 941 downloads) Attached file : OTindVolatilityBreakoutBand.txt (0KB - 917 downloads) Attached file : OTindVolatilityPriceRatio.txt (0KB - 891 downloads) Attached file : OTindVolatilityRatio.txt (0KB - 885 downloads) Attached file : OTindVolumeAccumulation.txt (0KB - 905 downloads) Attached file : OTindVolumeMovingAverage.txt (0KB - 918 downloads) Attached file : OTindVolumeOscillator.txt (0KB - 848 downloads) Attached file : OTindVolumeROC.txt (0KB - 880 downloads) Attached file : OTindWeightedClose.txt (0KB - 899 downloads) Attached file : OTindWildersVolatility.txt (0KB - 875 downloads) Attached file : OTindWilliamsPercentR.txt (0KB - 868 downloads) Attached file : OTinfVolumePriceTrend.txt (0KB - 887 downloads) Attached file : OTSindLeastSquareFit.txt (0KB - 910 downloads) Attached file : OTSindStdErrReg.txt (1KB - 884 downloads) Attached file : OTSindTrueRange.txt (0KB - 924 downloads) Attached file : OTSindVariance.txt (0KB - 872 downloads) Attached file : OT09_Indicators_3_2_09.zip (42KB - 2136 downloads) | ||
| Xaiver Comelli Member Posts: 28 Joined: 11/15/2008 Location: Raleigh, NC User Profile |
...still I'll push the envelops :) :) :) and do encourage you to make a effort (might be a big one) and provide the formula for the OT PivotPoint. I had the formula provided by members of this forum (a great one!), which I use on a regular basis; however, it has some very minor flaws which could be solved if you provide OT formula... Thanks again! | ||
| Jim Dean Sage   Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA User Profile |
What a great Christmas present! Thank you!!! Both for educational (coding) purposes, and for educational (understanding indicators) and for development starting-points, this is GREAT. I, too, would consider the Pivot Points code to be incredibly useful, particularly if it could be adapted for use as function calls with other indicators. I presume we are talking about OT's short/med/long pivots ... not floor-pivots. Please keep these on your list, even if you don't do them first! Thanks! | ||
| Jim Dean Sage Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA User Profile |
Thanks! | ||
| Manfred Veteran Posts: 210 Joined: 4/2/2006 Location: South Africa User Profile |
Have been missing such a wonderful resource for a long while. Of course ya guessed it - the one you were thinking of skipping is one of the main one's I'd like to see. Pivot points! i.e. like the default Pivots(7) indicator with a return of the current Pivot level value for use in systems code. Ideally, for a current project what I'm looking for is to determine the last pivot swing high and pivot swing low level to base other calcs such as fibs off. Thanks | ||
| Jim Dean Sage Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA User Profile |
Manfred's post made me realize that I had not been very specific in my request re Pivot Points code. Since you've been posting code that duplicates the indicators, I presume that a "pivot" indicator you might create would be along the same lines ... ie it would calculate and draw all the same lines that we see when we select short, medium or long pivots in the Patterns box. From that code, we could extract whatever we needed to implement things of a specific nature. It's hard to predict exactly what all those needs may be. Some people might just want to know about the last validated PP, some might also want the most recent one not-yet-confirmed. Some might want the last two high or last two low. Some might want the slopes of the connecting lines. Some might want the bars (xaxis), some the values (yaxis), some both. So, rather than providing just some of these items, or trying to guess what they all might be, I suggest that you simply provide code that generates the S/M/L lines (all of them) on the chart, and leave it to us to parse out the parts we want. The only "special" variant of that which might be useful ... and might be a natural byproduct of the code anyway, would be to provide a parametric Pivots call ... not just ShortPivots(), MedPivots(), LongPivots(), but allow for one parameter that scales smoothly between/beyond those three canned periods. If you can provide the general code, I'll be happy to volunteer to parse it out into a bunch of variants for specifics that other users request, to save you the time (presuming that will in fact help :~) Thanks again for undertaking this project! Jim | ||
| Jim Dean Sage Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA User Profile |
If you get stumped on the LR indicators, I can probably help. The only one that I'd consider "useless" is the one that draws a straight line across the entire pane ... I never figured out what good it would be. Let me know if you'd like me to work up the code for you. Thanks a lot for doing this! Any chance of Pivot code appearing within the next month? | ||
| 01439 Regular Posts: 63 Joined: 5/24/2006 User Profile |
Thanks for the ZIP file you loaded today. Happy New Year! | ||
| TP Veteran Posts: 125 Joined: 3/17/2006 Location: KC User Profile |
WOW Matthew. And double WOW as Tom H would say. Great idea and great customer service. Happy new year to you. TP | ||
| Bill Kelemen Regular Posts: 65 Joined: 12/22/2006 Location: Riverisde, CT User Profile |
Thanks a lot for putting this together. Happy New Year Bill | ||
| Steven S Member Posts: 10 Joined: 1/3/2009 User Profile |
Steven | ||
| Matthew Greenslet Idol Posts: 2077 Joined: 2/27/2006 User Profile |
Please see the following FAQ. http://www.omnitrader.com/omnitrader/proforum/thread-view.asp?threadid=1683&posts=1 Also you can take a look at the OTindMACD indicator for an example. You will see that the signal line is created by using a EMA of the MACD line. | ||
| Drew Legend  Posts: 509 Joined: 6/13/2008 User Profile |
Great thread. I, amongst all other OT users, greatly appreciate your contribution. Apologies if asking too much, but do you think you could also provide some formulas for the stops? | ||
| Matthew Greenslet Idol Posts: 2077 Joined: 2/27/2006 User Profile |
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| Drew Legend Posts: 509 Joined: 6/13/2008 User Profile |
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| Steven S Member Posts: 10 Joined: 1/3/2009 User Profile |
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| Steven S Member Posts: 10 Joined: 1/3/2009 User Profile |
I have been trying to create the ability to put in H,L,O options within a moving average and have digested what you wrote in the OT2009 reply. I understand how to do SMA(H,10) when creating a scan in omniscan but still don't seem to be able to do it in omni language when writing an indicator. I noticed in the OTindMovingAverageEnvelope description there is IF Then statements showing H,L,O,C parameters in the settings window. How do I write parameters into SMA omnilanguage for H,L,O,C so that only that parameter is being used in the calculation of the SMA? I hope I have written this correctly. Thanks. Steven | ||
| Manfred Veteran Posts: 210 Joined: 4/2/2006 Location: South Africa User Profile |
Butting in here so maybe my answer is too simplistic but if you're asking how to get one of OHL or C into your Omilanguage code assuming one is using built in functions like the SMA(H,10) you mention. Well in your example SMA(H,10) - the H in there is the H of OHLC so if you say wanted SMA(C,10) you could, also of course SMA(O,10) or SMA(L,10) or really whatever you wished to SMA in this case. e.g. you could do something like Dim A, B As single A = (H+L)/2 B = SMA(A,10) for example. OTOH if youre asking how to modify Matthew's code to say use only one of OHL or C in the SMA calcs well do something like this: (Caveat I never tested it so may have missed something below) Also note you will also need to have OTSindMAEnvelopeUpper indicator in the OT VBA/indicator folder for this code to work. 'cut and paste below #Indicator '#PARAM "HighPriceField", 2, 1, 4 '#PARAM "LowPriceField", 2, 1, 4 'or delete the above 2 lines #PARAM "Periods", 9 #PARAM "PercentAbove", 1 #PARAM "PercentBelow", 1 #PARAM "Offset", 0, 0, 50 Dim fHighPrice, fHighMA, fLowPrice, fLowMA, fUpperBand, fLowerBand as Single 'Now delete the following If then statements 'If HighPriceField = 1 Then ' fHighPrice = O 'ElseIf HighPriceField = 2 Then ' fHighPrice = H 'ElseIf HighPriceField = 3 Then ' fHighPrice = L 'ElseIf HighPriceField = 4 Then ' fHighPrice = C 'End If 'now add this line instead fHighPrice = H 'you could also change the above H to any of OHLC price i.e. whatever input you want to keep constant - as opposed to #param user changeable. 'Now delete the following If then statements 'If LowPriceField = 1 Then ' fLowPrice = O 'ElseIf LowPriceField = 2 Then ' fLowPrice = H 'ElseIf LowPriceField = 3 Then ' fLowPrice = L 'ElseIf LowPriceField = 4 Then ' fLowPrice = C 'End If 'now add this line instead fHighPrice = L 'you could also change the above L to any of OHLC price i.e. whatever input you want to keep constant - as opposed to #param user changeable. fHighMA = SMA(fHighPrice, Periods) fLowMA = SMA(fLowPrice, Periods) If Bar >= Periods - 1 Then fHighMA *= 1 + PercentAbove/100 fLowMA *= 1 - PercentBelow/100 End If fUpperBand = OTSindMAEnvelopeUpper(HighPriceField, Periods, PercentAbove)[Offset] fLowerBand = OTSindMAEnvelopeLower(LowPriceField, Periods, PercentBelow)[Offset] PlotPrice("Upper Band", fUpperBand) PlotPrice("Lower Band", fLowerBand) Return 0 '---- you can cut and paste the above and it *should* compile OK 'HTH, Cheers [Edited by Manfred on 1/5/2009 12:21 PM] | ||
| Steven S Member Posts: 10 Joined: 1/3/2009 User Profile |
Thanks for the assistance. What I was trying to do originally was rewrite Matthew's SMA code to be able to use H,L,O,or C as the value that price is calculating from instead of only being able to use close (which is the default). I am a novice when it comes to writing code, so could I put in Dim A,B as single A = H B = SMA(A,"periods"), or is there a way to add a parameter with H,L,O,orC as the choices in his code or would I have to write a new indicator that uses Matthews SMA in it? I hope I am making sense? Thanks. Steven | ||
| Matthew Greenslet Idol Posts: 2077 Joined: 2/27/2006 User Profile |
fSMA = Sum(Periods)/Periods More specifically the Sum function. Just like with most other function calls it uses the close price as the default value. As pointed out in the FAQ I mentioned earlier most function calls have an 'overload' or a second way to call it. This overload will allow you to specify the values to use for the calculations. So you could change it to fSMA = Sum(H, Periods)/Periods or fSMA = Sum(L, Periods)/Periods or fSMA = Sum(O, Periods)/Periods If you wanted to make it fancy you could add a parameter that allows you to dynamically choose the value. #Indicator #PARAM "Periods", 14 #PARAM "PriceField", 2, 1, 4 Dim fPrice, fSMA as Single If PriceField = 1 Then fPrice = O ElseIf PriceField = 2 Then fPrice = H ElseIf PriceField = 3 Then fPrice = L ElseIf PriceField = 4 Then fPrice = C End If fSMA = Sum(fPrice, Periods)/Periods PlotPrice("SMA", fSMA) Return fSMA | ||
| Steven S Member Posts: 10 Joined: 1/3/2009 User Profile |
Thanks for the help. I went with the fancier plan, and it worked great. Is there a programming book for novices that you might suggest to help me in my learning curve ie. "VBA for dummies". Steven | ||
| Matthew Greenslet Idol Posts: 2077 Joined: 2/27/2006 User Profile |
OmniLanguage is a purposely simplistic language to reduce the amount of VB syntax you need to learn. I would focus more heavily on logic structure rather than syntax. As far as VB syntax the only real concepts you need to know is.. What is a variable and how do I create one for the type I need? What is a variable type? What are If...Then...Else statements? What are For...Next loops And Do While Loop and how do I use them? More importantly how do avoid getting stuck in one? Most everything else is a pseudo language which is OmniLanguage. If you wanted to take it to the next level you could learn... What is an array and how are they used? What is the difference between a sub and a function? What is a method overload? From there you will understand a little more what is happening behind the scenes. | ||
| jaxin Veteran Posts: 222 Joined: 3/28/2006 Location: Vancouver User Profile |
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| Jim Dean Sage Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA User Profile |
No need to fear - MG is here! :=D Seriously - differences are small. 09's adherance to VB is better than 08's. If you've already programmed on the 08 version, then you've learned 99% of the necessary stuff. The only main diff is variable carryover - you don't need the A=A[1] statements any more. Yes, you may need to update some code, but if you do it all at once, you get the hang of things quicker. If it's code you downloaded, then someone else prob already fixed it. | ||
| jaxin Veteran Posts: 222 Joined: 3/28/2006 Location: Vancouver User Profile |
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