TradeStation

Cumulative Tick and Tick Bars for Tradestation v1.0

Works on at least TradeStation 9.5 and later

Description:
Plots the Daily Cumulative Tick value. And Tick Bars (_HKCumTickCS) Plots the number of bars where the average tick was greater than a threshold value, less than a negative threshold value, or neutral.

Usage:
Create a $TICK tick chart and add indicator _DBCumTickSvr
Create another $TICK chart (any timeframe) and add indicator _DBCumTickClient and _HKCumTickCS.
Format the indicators and change the Style to Histogram and colors asChange the colors as desired.

Input Parameters:
_DBCumTickClient- CumDivisor is just a divisor of the total CumulativeTick value to make it more readable.
_HKCumTickCS- threshold is the value used to separate the up vs down vs neutral bars

Any Range Anywhere for TradeStation v1.0

Works on at least TradeStation 9.0 and later

Prerequisite: ADE and EL Collections need to be installed. If you dont have it installed, please get the setup executable from here and install it prior to running these indicators: https://community.tradestation.com/Discussions/Topic.aspx?Topic_ID=128732&SearchTerm=elcollections&txtExactMatch=

Description:
Plots the developing range (high-low) for a given time interval on any chart and allows this range to be plotted on any other chart.

Usage:
The ELD contains 2 indicators that rely on ADE and EL Collections to do their job.

• AnyRangeAnywhere(S): This indicator can be plotted on any chart and it will plot the developing range based on the start and end times input specified by the user. At the same time, it will copy the range values in memory using ADE and EL Collections. (S) stands for "sender".
• AnyRangeAnywhere(R): This indicator reads the range plotted by the indicator above and plots it on any other chart. (R) stands for "receiver".

The indicators allow the range to be named so that multiple ranges can be plotted differentiated by their unique names specified by the user.





Works on the following chart types:

• AnyRangeAnywhere(R):
  • Time Only. It might work on the other chart types but it might be inaccurate.
• AnyRangeAnywhere(S):
  • Any chart - time, tick, volume, range etc.

Input Parameters:
For session start times, use the bar time of the first bar in the session. This would vary depending upon the interval of the time chart. For instance, for CL, in a 1 min chart, the first RTH session start bar would be 801 whereas in a 5 minute chart, the first bar would be 805.

• AnyRangeAnywhere(S):
  • ORStartTime- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the range start
  • OREndTime- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the range end
  • PlotEndTime- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying how long to plot the ranges in an intraday chart
  • ADEClassName- A unique name that identifies this range. When this indicator is plotted more than once, this input value must be unique to each plot
• AnyRangeAnywhere(R):
  • ADEClassName- A unique name that identifies the range to plot. This should match (case-sensitive) to the value of this same input specified in the sender.
  • ADEInterval- Specify the data interval for the sender chart. If the sender chart is a 5 minute chart, specify 5.
  • ADESymbol- Specify the symbol of the sender chart or use the default if the symbols are the same. This option is there to allow calculating the range on a continuous contract symbol, for instance, and then plotting it on a specific contract month symbol.

Change Log:

• 02/15/2014 - v1.0 - Initial Upload

Cumulative Delta for TradeStation v1.0

Works on at least TradeStation 9.0 and later

Description:
Plots the cumulative delta (orders lifting offers - orders hitting bids) in a sub graph below the main chart for most chart types in TradeStation.

Usage:
The indicator plots the difference between Upticks and Downticks for each bar in a Hi-Lo bartype fashion. The close of the previous bar is the open of the new bar. It does not draw the wicks, just the open and close. The code maintains the running Upticks-Downticks tally in a bar and plots the difference realtime for the last bar on chart if update intrabar option is checked. It allows the trader to specify pit open/close times and the option to reset (start from 0) the cumulative delta at either the pit open time or the pit close time or both. A zero line can be plotted if required. Also allows the user to specify an Alert limit such that when the delta goes over this limit, that CD bar can be colored with the Alert Color. The Up Color and Down Color can also be specified.

Works on the following chart types:

• Time
• Tick (using Trade Vol instead of Tick Count for chart volume)
• Volume (using Trade Vol instead of Tick Count for chart volume)
• Momentum
• Range

Input Parameters:

• PitOpen - Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM)
• PitClose - Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM)
• ResetAtPitOpen - True/False values only
• ResetAtPitClose - True/False values only
• PlotZeroLine - True/False values only
• AlertBar - Numerical, positive value only. The code uses an absolute value before comparing.
• AlertColor - Any TradeStation color like Magenta, Cyan, Yellow, White etc.
• UpColor - Any TradeStation color like Magenta, Cyan, Yellow, White etc.
• DownColor - Any TradeStation color like Magenta, Cyan, Yellow, White etc.

Change Log:

• 12/26/2013 - v1.0 - Initial Upload

Here's a volume indicator I use for watching the volume trend on the NYSE. The chart is a 30-min chart of $TVOLC (Total volume on the NYSE). The bars are color coded by hour to make it easy to see when their is either an increase or decrease in volume from prior sessions. (This is Tradestation 9.1).

This Tradestation Show Me tells you days that Congress is in session. Contains data from Dec 1997 - Oct 26, 2012.

You may find this useful for the stock market, since there have been a few studies that show correlation between when Congress is in session and stock market performance (Congress in session tends to mean stocks go down).

Version 1.0

Ever want to quicky know what the morning gap is premarket or at the open? This Indicator will calculate it for you. The user can input the time of yesterdays close, time of open and an optional feature to show the premarket gap.

A Tradestation show me to mark the strongest and recent pivots. Then draw lines marking those areas.

The example is shown with my Double WMA. The indicator is not very helpful on its own but when considering trend and price movement it is interesting

//*** This is a tradestation version of the code Big Mike and Fat Tails have
uploaded here. I made several modifications as well. The sample
picture is inspired from BMT traders and many sharky templates.

//*** The sample picture contains Super trend and Double WMA Ultra Grad

Version 1: Modified Jan 2012 for tradestation ELD ***********
//**** added up dn color, added single or multi dot ***********
//**** added median price moving average logic