Tick Indicator and EAs - page 18

maxoup
3
maxoup  

I was wondering how to calculate the open and close on a minute chart with my own pro

Hi,

I was wondering how to calculate the open and close on a minute chart with my own program. The tick level shows hh:mm:ss:millisecond.

When I look at a candle, does a minute chart,

1/ open at minute:00 and closes at minute:59 or

2/ open at minute:00 and closes at minute +1 :00?

ie how is the 1 millisecond accounted?

Waiting for your answer

thank you

max

still
3
still  

tick counter with sound

hi all ,

can someone code the indicator to work with this sound file on every new tick ?

thanks in advance !!!

Files:
biddick
339
biddick  

Where to find Live Data For Bonds

Hi,

Does anyone including Moderators know ,where can I find the live tick by tick data for bonds(10year T-Bonds,Eurobonds,Gilts etc...)for Metatrader?

I have tried Broco Trader but they have very bad historical data and it is not a live data.

Laurus12
55
Laurus12  
gilos:
let me put it this way...we know the tick volume of a bar...so if we know which side has more changes than it can give us more info of that bar...for instance:

what tick volume does tell you is the amount of activity going through the market.

a bar has 700 tick volume, so that means 700 transactions...700 transactions by whom? by buyers or sellers? if we know 300 by buyers and 400 by sellers what does that tell u? another if is, although there are 400 transactions by sellers but the price close middle or upper bar, what does that tell u?

anyway, here's hoping someone out there can make this simple indicator...

again i thank you...

A late reply on this one, but I thought it would be useful for people to know. The statement below is from my experience with up/down ticks delta calculations of both the bid and the ask separately over several days with both the eSignal GTIS composite feed and PFG Best data on the MultiCharts platform. The calculation results were thoroughly examined to know for certain that they were correct.

One of the problems with the picture given in the quote above is that, as initially mentioned in the paragraph above, there is two sides of ticks. We can calculate the delta from up/down ticks of the bid and we can calculate the delta of the up/down ticks of the ask. These two gives two different results. As an example; when an indicator of delta ticks of the bid show results going down in a trending fashion, calculations of the ask at the exact same time show results in a up trending fashion. So which one should you pay attention to? With up/down ticks it is not possible to have a consistent logical picture to use efficiently for trading with spot fx. That said, exceptions happens where the delta of up/down ticks of for example the bid gives very good movements with both divergences and hidden divergences with price, but then it disappears again when high trading activity starts. Meaning, the delta bid shows an almost consistent down trending behavior and the delta ask shows an almost consistent up trending behavior. Or vise versa. Just so it is clear this is not caused by some indicator calculation error. This is clearly how the delta of up/down tick behaves with spot fx. So it seems that the "useful" movements only happens during low trading activity. Why this phenomena, I do not know yet.

Because of lack of EasyLanguage programming skills I never got the chance to check out if I could get something meaningful out of calculating the delta of the separate delta results from the bid and ask together.

To use tick volume only, which works just as good as actual transaction volume when you use a broker that have good and reliable tick volume data, it seems that the best indicator we can have is one that measure the different activity on every given swing size, plus an indicator that displays peak/low activity levels.

Edit: Regarding the "300 buyers and 400 sellers" in the quote, the initial intention with my delta up/down ticks indicator project was to see if one could have a kind of meaningful buy/sell pressure indicator, or "order book pressure" as it is called with futures and stocks. Then one use delta of up/down ticks (not trade volume) of the last trade for calculation. With spot fx we unfortunately do not have this.

Laurus

Laurus12
55
Laurus12  

Here is a picture showing the cumulative delta of Up/Down ticks with the Bid on EURUSD Spot FX and Trade with CME EURO Futures during the Asian session at the 1.3480 turning point February 28/29th 2012. Note that the indicators only shows results for the open to the close with historical data. This is some internal indicator thing with MultiCharts. As one can see the Spot FX chart does not show very meaningful results, as with the CME EURO Futures one can clearly see the selling pressure increasing just before the final top resulting in a divergence with price.

Hope this makes things clearer regarding a search for an Up/Down ticks indicator with Spot FX.

Laurus

domi77
6
domi77  

need help information

hello

I try desperately indicator or expert advisor that allows me to even Forex activity.

we know that forex is very active when Europe and America is open but I should like to see this activity with numbers such as a tick value and volume over the upticks downtick. example is given a value of 100 has the maximum activity of forex therefore our values ​​will vary from 0 to 100.

someone has already programmed this stuff in forex-tsd?

thank you

jerrydeng
42
jerrydeng  

I'm a newbie in code. Could anyone help me make a scipt/indictor/EA which calculate the time difference between any two of quote ticks?

Laurus12
55
Laurus12  

Hello Guys,

I just want to make clear that the "Order Book Pressure" indicator that I showed in the pictures in my previous post above is with MultiCharts. I do not have it for MetaTrader 4 and unfortunately I am not a MT4 coder. To make this work correctly "as is" one have to have the "Last Trade" quote. From my knowledge the "Last Trade" quote does not exist with spot fx, at least not with any single broker/ECN network that I know of. I have asked Currenex, but they did not. Anyhow, even if not giving any final result, I think this is an interesting project to check out. So if there are any coders who are interested I have a couple of ideas that could be worth checking out.

PS. If anyone sends me a PM, please make sure that your PM inbox is not full so that I can give you a reply

Laurus

domi77
6
domi77  

Looking for an indicator or ea which

here's what I did.

I seek the highest volumes but I can not find a volume up and down I make a mistake somewhere because I find zero and nothing appears on my graph but with the print I know that I 'have the volume.

Here is the code.

thank you for your help.

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_minimum 0

#property indicator_color1 SteelBlue

#property indicator_color2 Red

double UpTicks[];

double DownTicks[];

double tempo=0;

double plus_haut=0;

double UpTickseu[];

double DownTickseu[];

double UpTicksgj[];

double DownTicksgj[];

//+------------------------------------------------------------------+

//| Custom indicator initialization function |

//+------------------------------------------------------------------+

int init()

{

// IndicatorShortName("TicksVolume");

SetIndexBuffer(0,UpTicks);

SetIndexBuffer(1,DownTicks);

SetIndexStyle(0,DRAW_HISTOGRAM,0,1) ;

SetIndexStyle(1,DRAW_HISTOGRAM,0,1) ;

SetIndexLabel(0,"UpTicks");

SetIndexLabel(1,"DownTicks");

return(0);

}

//+------------------------------------------------------------------+

//| Custom indicator deinitialization function |

//+------------------------------------------------------------------+

int deinit()

{

ObjectDelete("UpTicks1");

ObjectDelete("DownTicks1");

ObjectDelete("UpTicks2");

ObjectDelete("DownTicks2");

Comment("");

return(0);

}

//+------------------------------------------------------------------+

//| Ticks Volume Indicator |

//+------------------------------------------------------------------+

int start()

{

ObjectDelete("UpTicks1");

ObjectDelete("DownTicks1");

ObjectDelete("UpTicks2");

ObjectDelete("DownTicks2");

int i,counted_bars=IndicatorCounted();

//---- check for possible errors

if(counted_bars<0) return(-1);

//---- last counted bar will be recounted

if(counted_bars>0) counted_bars--;

int limit=Bars-counted_bars;

for(i=0; i<limit; i++)

{

UpTickseu=(iVolume("AUDJPY",PERIOD_M1,0)+(iC lose("AUDJPY",PERIOD_M1,0)-iOpen("AUDJPY",PERIOD_M1,0))/Point)/2;

DownTickseu=iVolume("AUDJPY",PERIOD_M1,0)-UpTickseu;

UpTicksgj=(iVolume("EURJPY",PERIOD_M1,0)+(iC lose("EURJPY",PERIOD_M1,0)-iOpen("EURJPY",PERIOD_M1,0))/Point)/2;

DownTicksgj=iVolume("EURJPY",PERIOD_M1,0)-UpTicksgj;

UpTicks=UpTickseu +UpTicksgj ;

DownTicks= DownTickseu+ DownTicksgj;

}

Print(" upticks = ",UpTicks[0] , " down ticks = ",DownTicks[0] );

string BV="BUY VOLUME : "+DoubleToStr(UpTicks[0],0)+"";

string SV="SELL VOLUME: "+DoubleToStr(DownTicks[0],0)+"";

tempo= iVolume("EURUSD",PERIOD_M1,0)+iVolu me("GBPJPY",PERIOD_M1,0);

if(tempo>plus_haut) plus_haut=tempo;

Print(" tempo = ",tempo , " plus haut = ",plus_haut);

ObjectCreate("UpTicks2", OBJ_LABEL, WindowFind("TicksVolume"), 0, 0);

ObjectSetText("UpTicks2",StringSubs tr((BV),0), 7, "Tahoma Bold" ,White);

ObjectSet("UpTicks2", OBJPROP_CORNER, 0);

ObjectSet("UpTicks2", OBJPROP_XDISTANCE, 5);

ObjectSet("UpTicks2", OBJPROP_YDISTANCE, 15);

ObjectCreate("DownTicks2", OBJ_LABEL, WindowFind("TicksVolume"), 0, 0);

ObjectSetText("DownTicks2",StringSu bstr((SV),0), 7, "Tahoma Bold" ,White);

ObjectSet("DownTicks2", OBJPROP_CORNER, 0);

ObjectSet("DownTicks2", OBJPROP_XDISTANCE, 5);

ObjectSet("DownTicks2", OBJPROP_YDISTANCE, 25);

//----

return(0);

}

//+------------------------------------------------------------------+

vladrac
26
vladrac  

Pips Acceleration?

Hello Fellow Traders/Coders experts,

Im looking into an indicator that would show me the speed and acceleration (variation of speed) of the price.

The collection of the price should be done in a short interval x (100ms for example), so we need to look into the price on a tick level and not only on HLOC for 1min chart (this is too slow).

So we have a positive acceleration in case price is spiking up and a negative in case price spike down.

I not sure if this can be done, but It would also be useful to have the information about what was the price variation during the time price started to accelerate (as I would not like to jump in a trade if the price has not moved x number of pips).

Are there any similar indicators like this, already out there?

Ive browsed through this thread but dont seem to be doing exactly the above.

Regards,

Vlad