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How to get high volume trades visual alert plotted on a range chart?
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Created: by Rui S Attachments:94

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How to get high volume trades visual alert plotted on a range chart?

  #111 (permalink)
Elite Member
Portland, OR
 
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@Rui S - With V20 sliding issue could be due to someother issue. Anyway - would you please check this version and let me know?

Thanks

Attached Files
Register to download File Type: cpp VolumeThreshold21.cpp (3.0 KB, 7 views)

Last edited by ejtrader; December 13th, 2013 at 02:12 PM.
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  #112 (permalink)
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@ejtrader

Since I installed version 21 the price action wasn't good for testing the studies. Neither of them (versions 15 and 21) showed the problem.

I will have to wait until Monday to test it out properly.

I will let you know as soon as I have any conclusion.

Have a nice weekend.

Thanks.

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  #113 (permalink)
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@ejtrader

I hope you had a great weekend.


Here I am again, to report my testing regarding version 21 vs version 15:

In short, when version 15 "misplaces" trades (they slip to the next bar), version 21 misses (doesn't plot) those same trades.

I did not see any misplace or repetition with version 21, it apparently just doesn't plot those trades that version 15 misplaces.


So it seems that version 15 is still ahead.


I attached just three screenshots for you to take a look.


Thanks.

Attached Thumbnails
How to get high volume trades visual alert plotted on a range chart?-version-15.png   How to get high volume trades visual alert plotted on a range chart?-version-21.png   How to get high volume trades visual alert plotted on a range chart?-ts.png  
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  #114 (permalink)
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@Rui S - Here is another version for you to try.

Thanks

Attached Files
Register to download File Type: cpp VolumeThreshold22.cpp (3.0 KB, 3 views)

Last edited by ejtrader; December 16th, 2013 at 01:40 PM.
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  #115 (permalink)
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@ejtrader

Version 22 running and being tested but the price action is not helping.

Regular trading hours session has just finished and what I could see was not conclusive.

So, I will have to wait for tomorrow's session to test it properly.

As usual, I will let you know as soon as I have any conclusions.

Thanks.

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  #116 (permalink)
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@Rui S - Also - Would you please try this version(v23) as well along with v22?

Thanks

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Register to download File Type: cpp VolumeThreshold23.cpp (3.0 KB, 7 views)
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  #117 (permalink)
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@ejtrader

Here I am with versions 22 and 23 testing report.

In short:

Version 22 is missing the trades that version 15 misplaces on the next bar - meaning that version 22 is behaving the same way as its previous versions. I also witnessed a few trades where versions 15 and 23 plotted those trades correctly but version 22 missed them.


Version 23 is replicating version 15 exact behavior - misplacing some trades / plotting on the next bar.


I know you said it wouldn't be necessary but I am attaching some more screenshots in two posts - I think it is the only way I can explain to you what I am seeing in these tests.


Thanks.

Attached Thumbnails
How to get high volume trades visual alert plotted on a range chart?-comparison-1.png   How to get high volume trades visual alert plotted on a range chart?-ctv-1.png   How to get high volume trades visual alert plotted on a range chart?-ctv-2.png   How to get high volume trades visual alert plotted on a range chart?-ctv-3.png   How to get high volume trades visual alert plotted on a range chart?-ctv-4.png  
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  #118 (permalink)
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@ejtrader

Two more screenshots attached with examples.



Now, as I mentioned before, I am concerned about you spending more of your time with this issue.

You have done more than enough and "rescued" me after that SC upgrade, when version 3 stopped working.

Believe me, I can manage with version 15 because I am able now to recognize when and how it fails.


Anyway, I will be with you for whatever you decide to do.


Thank you.

Attached Thumbnails
How to get high volume trades visual alert plotted on a range chart?-comparison-2.png   How to get high volume trades visual alert plotted on a range chart?-comparison-3.png  
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  #119 (permalink)
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Volume Threshold - Problem after changing time for DST

Hello @ejtrader,

I hope everything is going well with you.

First of all I want to apologize for bothering you again with the Volume Threshold study. I am really sorry but you are the person who best knows how to work with it - you are the genius who invented it, right?


Now to the problem: I live in Portugal and the time zone here is GMT (same as London), with Daylight Savings Time. As you now the time has now advanced 1 hour due to the DST.


After this 1 hour advance in time the study stopped working. I thought the problem should be related with the time change so I delayed SC Time Zone 1 hour to test the study and this way it started working well again.


After this first test I run some more tests and concluded that if I delay SC for different time zones (1 to 5 hours) the study always works well. However, if I advance SC Time Zone to more than GMT (including +1 hour DST) the study stops working.


Thus, here I am again humbly asking you if you could please take a look at the code and put the study working well with the GMT / DST Time Zone, if it is not too much trouble...


If somehow you can not do it I will have to work with my charts and studies 1 hour delayed in order to have the Volume Threshold study working again. It would not be my preferred solution as you can imagine.


I am attaching the Volume Threshold 15 cpp file that I am using in case you don't have it anymore.

Sorry to trouble you again.

I look forward for your reply.


Thanks.

Rui

Attached Files
Register to download File Type: cpp VolumeThreshold15.cpp (3.0 KB, 4 views)

Last edited by Rui S; March 31st, 2014 at 10:42 AM.
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  #120 (permalink)
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@Rui S - Sorry took sometime to get back to you on this as I haven't checked futures.io (formerly BMT) for few days.

Attached is the corrected version ( no functional changes ). Please give it a try and let me know.

Thanks.

Attached Files
Register to download File Type: cpp VolumeThreshold15.cpp (3.1 KB, 10 views)
Register to download File Type: dll VolumeThreshold15.dll (135.0 KB, 10 views)
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