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Need a solid TOS developer to help me


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Need a solid TOS developer to help me

  #1 (permalink)
mgandhi
Morganville, NJ
 
Posts: 2 since Jun 2019
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Need someone to help me develop some code that will alert me when specific parameters are met.

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  #2 (permalink)
 kjhosken 
Seattle, WA/USA
 
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I might be able to give you a hand

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 mtzimmer1 
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I am willing to help as well!

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 mtzimmer1 
Upstate NY
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logosz View Post
Hello



I need to code in TOS the following



I d like to plot a chart for gamma of exact option I chose. plus the volatility of this gamma.

and then I need to analyze these two charts with some common indicators.



Can you do this for me?

Price?



I could be wrong but I believe there is no way to access specific options data in thinkscript as of now.

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  #5 (permalink)
 kjhosken 
Seattle, WA/USA
 
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mtzimmer1 View Post
I could be wrong but I believe there is no way to access specific options data in thinkscript as of now.

the greeks are a newer built-in indicator in TOS. Search for options rho, options gamma, etc. Without being more specific, try this on for size:

 
Code
declare lower;
def gamma = gamma();

input longLength = 252;
input shortLength = 10;

#Plot Implied Volatility
def ImpVol = IMP_VOLATILITY();
#Plot 10 day IV
plot HV = stdev(gamma, shortLength) * Sqrt(shortLength * longLength / (shortLength - 1));
HV.SetDefaultColor(GetColor(0));

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  #6 (permalink)
Bonsaitrader
Brooklyn NY
 
Posts: 4 since Nov 2019
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Good morning,
Looking for some mark on the upper chart that would indicate when a higher low than the past 2 bars occurs
and a lower high then 2 bars ago.
Also the reverse - a lower high from 2 bars ago and higher than 2 bars ago.
Ideally, a dot above the high and/or a dot below low of the second bar if that is possible.
So your looking for a three bar set-up.
Thanks

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  #7 (permalink)
 kjhosken 
Seattle, WA/USA
 
Experience: Intermediate
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Trading: Forex, crude
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Bonsaitrader View Post
Good morning,
Looking for some mark on the upper chart that would indicate when a higher low than the past 2 bars occurs
and a lower high then 2 bars ago.
Also the reverse - a lower high from 2 bars ago and higher than 2 bars ago.
Ideally, a dot above the high and/or a dot below low of the second bar if that is possible.
So your looking for a three bar set-up.
Thanks

Not sure if I fully understand what you are looking for, but this is what I interpreted. Take a look. If no good please send a picture.

 
Code
input _price = high; # for plot customizing
input price_= low; # for plot customizing
def condition1 = high < highest(high,2)[1];
def condition2 = low > lowest(low,2)[1];
def condition3 = high > highest(high,2)[1];
def condition4 = low < lowest(low,2)[1];
plot one = if (condition1 and condition2) then price_ else double.nan;
one.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
plot two = if (condition3 and condition4) then _price else double.nan;
two.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);

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  #8 (permalink)
Bonsaitrader
Brooklyn NY
 
Posts: 4 since Nov 2019
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Thanks
I'm not seeing any indication of the condition on my chart - ESZ19, How should the conditions if met show itself?
I appreciate your efforts in this matter

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  #9 (permalink)
 kjhosken 
Seattle, WA/USA
 
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It would be arrows. But like I said, I'm not really 100% sure what you are asking for. Also I wrote tat at work, so no clue if it works correctly

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  #10 (permalink)
Bonsaitrader
Brooklyn NY
 
Posts: 4 since Nov 2019
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Hello,
If one was to look at the high of 11/19 on the ESZ19 and the following bar, this is what I am hoping to capture. I'm not sure how to share a screenshot of the bars(but, I will figure that out). yours

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