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Re: Re[2]: LOOK inside Bar order entry



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Jimmy,

At the moment I use pushpop to push all the indicators to a small tick
frame.
This is messy and time consuming.

PushPop is a great program for sharing tick data streams on the same chart.
I'm Glad some one told me about it when I asked.

If any of you guys come across a program that does Order Entry intrabar
please let me know, and I be Glad about that too.

Kind Regards.





----- Original Message ----- 
From: "Jimmy" <jhsnowden@xxxxxxxxxxxxx>
To: "Michael King" <mrking@xxxxxxxx>; "Omega-List" <omega-list@xxxxxxxxxx>
Sent: Wednesday, September 08, 2004 11:04 PM
Subject: Re[2]: LOOK inside Bar order entry


> Michael,
>
> What you are asking is a very difficult thing to explain.  Besides
> pushpop there is another program hashnums that I have no experience
> with that I think may do what Pushpop does.  Pushpop is a great and
> easy way to do what you want.  Unfortunately it is very difficult to
> know exactly what is happening unless you spend a great deal of time
> working with it.  Then you also have the same problem.  You have to
> produce the band in the lower time frame in order to know what the
> number will be as early as possible.  All the suggestions were
> actually good.  It is just a question of what you can live with and
> how much coding you are capable of doing to get what you want.  To me
> it seem that coding the band in the lower level is difficult so why
> bother with Pushpop to shove the data up to the time frame you trade
> on, if you can build the band in the lower level.  Just trade it in the
> lower level if you can code it correctly.  There is no easy way in any
> software as you can't know but only estimate the band for the next
> bar.  The value in a higher time frame if coded correctly in the lower
> one will give the number when it actually arrives. Though there may be
> some midway point that you get what you are looking for but does that
> mean it will actually work in trading.  If something happens in the
> other direction mid bar the band will not be where you suspect
> it will be on the next bar though it might get there mid bar then
> fail.  Who knows.  It is still worth messing with as you may
> find it helps or you learn something from it.  I trade discretionary
> but I've spent years on systems and I've learned a lot about trading
> from a load of useless systems.  I consider them a way to test ideas
> long term.
>
> Jimmy
>
>
> Wednesday, September 8, 2004, 8:20:58 PM, you wrote:
>
> MK> I would like to thank you all for trying to help with a solution to a
> MK> problem.
> MK> Some of your responses have been good or interesting . (and some
haven't
> MK> been either).
>
> MK> When I posted this request it wasn't to solve a certain problem.
> MK> It was intended to be a straight forward question.
>
> >>> Does anybody know of a 3rd party .DLL that will over come this
> >> > problem, and LOOK INSIDE BAR for order entries ?
>
> MK> I tried to give an example , to explain myself better.
> MK> However this just confused the situation.
>
> MK> I know 3rd parties write programs (.dll) to enhance limitations of
> MK> TradeStation.
> MK> Such as sharing indicators from one chart to another.
> MK> The best program I have seen to enhance this limitation with TS is
> MK> PUSHPOP.dll .
>
> MK> It seems no one here has an answer to my QUESTION , and I thank you
all for
> MK> responding.
>
>
> MK> Kind Regards.
>
>
>
>
> MK> ----- Original Message ----- 
> MK> From: "Gray, Gabriel" <gabriel@xxxxxxxxxxxxxxx>
> MK> To: "Michael King" <mrking@xxxxxxxx>; "Henri Amand"
<h.amand@xxxxxxxxx>;
> MK> "omega-list" <omega-list@xxxxxxxxxx>
> MK> Sent: Wednesday, September 08, 2004 10:37 AM
> MK> Subject: RE: LOOK inside Bar order entry
>
>
> MK> Michael,
>
> MK> Why don't you just mathematically calculate what the price would have
to
> MK> be the previous bar and put in limit orders. The only problem is that
> MK> the next bar's price may not close in the same entry region. Of
course,
> MK> if you knew the difference between your entry price and the closing
> MK> price, you wouldn't be taking to us.
>
> MK> Gabriel
>
> MK> -----Original Message-----
> MK> From: Michael King [mailto:mrking@xxxxxxxx]
> MK> Sent: Wednesday, September 08, 2004 7:26 AM
> MK> To: Henri Amand; omega-list
> MK> Subject: Re: LOOK inside Bar order entry
>
>
> MK> Hi ,
>
> MK> Thanks for your help .
>
> MK> However I gave an example just as an example.
>
> MK> Here is another example ..
>
> MK> Buy This bar at a Band touch (Price) and If  RSI  is Less than X .
>
> MK> Considering you don't know the value of the band the bar before or the
> MK> value of RSI the bar before . You cant say Buy Next Bar at Limit Price
> MK> because you don't know the price.
>
> MK> Kind Regards.
>
> MK> ----- Original Message ----- 
> MK> From: "Henri Amand" <h.amand@xxxxxxxxx>
> MK> To: "omega-list" <omega-list@xxxxxxxxxx>
> MK> Sent: Wednesday, September 08, 2004 6:47 AM
> MK> Subject: Re: LOOK inside Bar order entry
>
>
> >> Michael King wrote:
> >> > Hi,
> >> >
> >> > I'm sure most people reading this are aware that Tradestation
> >> > Strategy doesn't allow you to Enter a position at the Current Bar at
>
> >> > a certain price or condition met.
> >> >
> >> > ie. Buy current Bar at break of previous  bar ,  IF .... etc
> >> >
> >> > The best Tradestation Strategy has is BUY Current BAR at Close. or
> >> > BUY next Bar at Open .
> >>
> >> Limit ?
> >>
> >> Buy at limit at the price of the break.
> >>
> >> That will happen this bar and only if the price will break the
> >> previous
> MK> bar.
> >>
> >> > Hence my request ,
> >> > Does anybody know of a 3rd party .DLL that will over come this
> >> > problem, and LOOK INSIDE BAR for order entries ?
> >>
> >> It can be done as long as you write your code the right way.
> >>
>
>
>
> -- 
> Best regards,
>  Jimmy                            mailto:jhsnowden@xxxxxxxxxxxxx
>
>