ORB Thinkorswim code for TradeStation 10 - Traders Hideout | futures io social day trading
futures io futures trading


ORB Thinkorswim code for TradeStation 10
Updated: Views / Replies:467 / 33
Created: by lrc11239 Attachments:4

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 4  
 
Thread Tools Search this Thread
 

ORB Thinkorswim code for TradeStation 10

  #21 (permalink)
Agoura Hills, CA USA
 
Trading Experience: Intermediate
Platform: Tradestation
Broker/Data: TradeStation
Favorite Futures: Futures & Equities
 
numberjuani's Avatar
 
Posts: 50 since Apr 2019
Thanks: 3 given, 27 received

Target lines too or just the OR


Sent using the futures.io mobile app

Follow me on Twitter Reply With Quote
 
  #22 (permalink)
Brooklyn NY USA
 
 
Posts: 27 since Jul 2019
Thanks: 2 given, 0 received

ORB

Let me try to explain better.. Once the range is established I would like the lines to extend as far a possible to the right so I can see the range better. I don't want to terminate the lines. Here's the code from Thinkorswim that does it. I don't need the targets that are in Thinkorswim just your targets you set up for me.
See the attachment..

declare Hide_On_Daily;
declare Once_per_bar;

input OrMeanS = 0930.0; #hint OrMeanS: Begin Mean Period. Usually Market Open EST.
input OrMeanE = 0935.0; #hint OrMeanE: End Mean period. Usually End of first bar.
input OrBegin = 0930.0; #hint OrBegin: Beginning for Period of Opening Range Breakout.
input OrEnd = 1000.0; #hint OrEnd: End of Period of Opening Range Breakout.
input CloudOn = no; #hint CloudOn: Clouds Opening Range.
input AlertOn = yes; #hint AlertOn: Alerts on cross of Opening Range.
input ShowTodayOnly = {"No", default "Yes"};
input nAtr = 4; #hint nATR: Lenght for the ATR Risk and Target Lines.
input AtrTargetMult = 2.0; #hint ATRmult: Multiplier for the ATR calculations.

def h = high;
def l = low;
def c = close;
def bar = barNumber();
def s = ShowTodayOnly;
def ORActive = if secondsTillTime(OrMeanE) > 0 and
secondsFromTime(OrMeanS) >= 0
then 1
else 0;
def today = if s == 0
or getDay() == getLastDay() and
secondsFromTime(OrMeanS) >= 0
then 1
else 0;
def ORHigh = if ORHigh[1] == 0
or ORActive[1] == 0 and
ORActive == 1
then h
else if ORActive and
h > ORHigh[1]
then h
else ORHigh[1];
def ORLow = if ORLow[1] == 0
or ORActive[1] == 0 and
ORActive == 1
then l
else if ORActive and
l < ORLow[1]
then l
else ORLow[1];
def ORWidth = ORHigh - ORLow;
def na = double.nan;
def ORHA = if ORActive
or today < 1
then na
else ORHigh;
def ORLA = if ORActive
or today < 1
then na
else ORLow;
def O = ORHA - Round(((ORHA - ORLA) / 2) / TickSize(), 0) * TickSize();
def ORActive2 = if secondsTillTime(OREnd) > 0 and
secondsFromTime(ORBegin) >= 0
then 1
else 0;
def ORHigh2 = if ORHigh2[1] == 0
or ORActive2[1] == 0 and
ORActive2 == 1
then h
else if ORActive2 and
h > ORHigh2[1]
then h
else ORHigh2[1];
def ORLow2 = if ORLow2[1] == 0
or ORActive2[1] == 0 and
ORActive2 == 1
then l
else if ORActive2 and
l < ORLow2[1]
then l
else ORLow2[1];
def ORWidth2 = ORHigh2 - ORLow2;
def TimeLine = if secondsTillTime(OREnd) == 0
then 1
else 0;
def ORmeanBar = if !ORActive and ORActive[1]
then barNumber()
else ORmeanBar[1];
def ORendBar = if !ORActive2 and ORActive2[1]
then barNumber()
else ORendBar[1];
def ORL = if (o == 0 , na, o);
plot ORLext = if barNumber() >= highestAll(ORmeanBar)
then HighestAll(if isNaN(c[-1])
then ORL[1]
else double.nan)
else double.nan;
ORLext.SetDefaultColor(color.Yellow);
ORLext.SetStyle(curve.Long_DASH);
ORLext.SetLineWeight(3);
ORLext.HideTitle();
def ORH2 = if ORActive2
or today < 1
then na
else ORHigh2;
plot ORH2ext = if barNumber() >= highestAll(ORendBar)
then HighestAll(if isNaN(c[-1])
then ORH2[1]
else double.nan)
else double.nan;
ORH2ext.SetDefaultColor(color.Green);
ORH2ext.SetStyle(curve.Long_DASH);
ORH2ext.SetLineWeight(3);
ORH2ext.HideTitle();
def ORL2 = if ORActive2
or today < 1
then na
else ORLow2;
plot ORL2ext = if barNumber() >= highestAll(ORendBar)
then HighestAll(if isNaN(c[-1])
then ORL2[1]
else double.nan)
else double.nan;
ORL2ext.SetDefaultColor(color.Red);
ORL2ext.SetStyle(curve.Long_DASH);
ORL2ext.SetLineWeight(3);
ORL2ext.HideTitle();
def RelDay = (ORL - ORL2) / (ORH2 - ORL2);
def dColor = if RelDay > .5
then 5
else if RelDay < .5
then 6
else 4;
def pos = (ORH2 - ORL2)/10;
plot d1 = if (TimeLine , ORH2, na);
plot d2 = if (TimeLine , ORH2 - ( pos * 2), na);
plot d3 = if (TimeLine , ORH2 - ( pos * 3), na);
plot d4 = if (TimeLine , ORH2 - ( pos * 4), na);
plot d5 = if (TimeLine , ORH2 - ( pos * 5), na);
plot d6 = if (TimeLine , ORH2 - ( pos * 6), na);
plot d7 = if (TimeLine , ORH2 - ( pos * 7), na);
plot d8 = if (TimeLine , ORH2 - ( pos * 8), na);
plot d9 = if (TimeLine , ORH2 - ( pos * 9), na);
plot d10 = if (TimeLine ,(ORL2), na);
d1.SetPaintingStrategy(PaintingStrategy.POINTS);
d2.SetPaintingStrategy(PaintingStrategy.POINTS);
d3.SetPaintingStrategy(PaintingStrategy.POINTS);
d4.SetPaintingStrategy(PaintingStrategy.POINTS);
d5.SetPaintingStrategy(PaintingStrategy.POINTS);
d6.SetPaintingStrategy(PaintingStrategy.POINTS);
d7.SetPaintingStrategy(PaintingStrategy.POINTS);
d8.SetPaintingStrategy(PaintingStrategy.POINTS);
d9.SetPaintingStrategy(PaintingStrategy.POINTS);
d10.SetPaintingStrategy(PaintingStrategy.POINTS);
d1.AssignValueColor(GetColor(Dcolor));
d2.AssignValueColor(GetColor(Dcolor));
d3.AssignValueColor(GetColor(Dcolor));
d4.AssignValueColor(GetColor(Dcolor));
d5.AssignValueColor(GetColor(Dcolor));
d6.AssignValueColor(GetColor(Dcolor));
d7.AssignValueColor(GetColor(Dcolor));
d8.AssignValueColor(GetColor(Dcolor));
d9.AssignValueColor(GetColor(Dcolor));
d10.AssignValueColor(GetColor(Dcolor));
d1.HideBubble();
d2.HideBubble();
d3.HideBubble();
d4.HideBubble();
d5.HideBubble();
d6.HideBubble();
d7.HideBubble();
d8.HideBubble();
d9.HideBubble();
d10.HideBubble();
d1.HideTitle();
d2.HideTitle();
d3.HideTitle();
d4.HideTitle();
d5.HideTitle();
d6.HideTitle();
d7.HideTitle();
d8.HideTitle();
d9.HideTitle();
d10.HideTitle();
addCloud(if CloudOn == yes
then orl
else double.nan
, orl2,createColor(244,83,66), createColor(244,83,66));
addCloud(if CloudOn == yes
then orl
else double.nan
, orh2,createColor(66,244,131), createColor(66,244,131));
# Begin Risk Algorithm
# First Breakout or Breakdown bars
def Bubbleloc1 = isNaN(close[-1]);
def BreakoutBar = if ORActive
then double.nan
else if !ORActive and c crosses above ORH2
then bar
else if !isNaN(BreakoutBar[1]) and c crosses ORH2
then BreakoutBar[1]
else BreakoutBar[1];
def ATR = if ORActive2
then Round((Average(TrueRange(h, c, l), nATR)) / TickSize(), 0) * TickSize()
else ATR[1];
def cond1 = if h > ORH2 and
h[1] <= ORH2
then Round((ORH2 + (ATR * AtrTargetMult)) / TickSize(), 0) * TickSize()
else cond1[1];
plot ORLriskUP = if bar >= OREndBar and !ORActive and today
then HighestAll(ORH2ext - 2)
else double.nan;
ORLriskUP.SetStyle(Curve.Long_Dash);
ORLriskUP.SetDefaultColor(Color.Green);
ORLriskUP.HideTitle();
def crossUpBar = if close crosses above ORH2
then bar
else double.nan;
AddChartBubble(bar == HighestAll(crossUpBar), ORLriskUP, "Risk\nON ORH", color.green, no);
plot ORLriskDN = if bar >= OREndBar and !ORActive and close < ORL
then HighestAll(ORL2ext + 2)
else double.nan;
ORLriskDN.SetStyle(Curve.Long_Dash);
ORLriskDN.SetDefaultColor(Color.Red);
ORLriskDN.HideTitle();
def crossDnBar = if close crosses below ORL2ext
then bar
else double.nan;
AddChartBubble(bar == HighestAll(crossDnBar), HighestAll(ORLriskDN), "Risk\nON ORL", color.red, yes);
# High Targets
plot Htarget = if bar >= BreakoutBar
then cond1
else double.nan;
Htarget.SetPaintingStrategy(paintingStrategy.Squares);
Htarget.SetLineWeight(1);
Htarget.SetDefaultColor(Color.White);
Htarget.HideTitle();
AddChartBubble(BubbleLoc1, Htarget, "RO", color.white, if c > Htarget then no else yes);
def condHtarget2 = if c crosses above cond1
then Round((cond1 + (ATR * AtrTargetMult)) / TickSize(), 0) * TickSize()
else condHtarget2[1];
plot Htarget2 = if bar >= BreakoutBar
then condHtarget2
else double.nan;
Htarget2.SetPaintingStrategy(PaintingStrategy.Squares);
Htarget2.SetLineWeight(1);
Htarget2.SetDefaultColor(Color.Plum);
Htarget2.HideTitle();
AddChartBubble(BubbleLoc1, Htarget2, "2nd T", color.plum, if c > Htarget2
then no
else yes);
def condHtarget3 = if c crosses above condHtarget2
then Round((condHtarget2 + (ATR * AtrTargetMult)) / TickSize(), 0) * TickSize()
else condHtarget3[1];
plot Htarget3 = if bar >= BreakoutBar
then condHtarget3
else double.nan;
Htarget3.SetPaintingStrategy(PaintingStrategy.Squares);
Htarget3.SetLineWeight(1);
Htarget3.SetDefaultColor(Color.Plum);
Htarget3.HideTitle();
AddChartBubble(isNaN(C[-1]), Htarget3, "3rd T", color.plum, if c > Htarget3 then no else yes);
def condHtarget4 = if c crosses above condHtarget3
then Round((condHtarget3 + (ATR * AtrTargetMult)) / TickSize(), 0) * TickSize()
else condHtarget4[1];
plot Htarget4 = if bar >= HighestAll(BreakoutBar)
then condHtarget4
else double.nan;
Htarget4.SetPaintingStrategy(PaintingStrategy.Squares);
Htarget4.SetLineWeight(1);
Htarget4.SetDefaultColor(Color.Plum);
Htarget4.HideTitle();
AddChartBubble(BubbleLoc1, Htarget4, "4th T", color.plum, if c > Htarget4 then no else yes);
def condHtarget5 = if c crosses above condHtarget4
then Round((condHtarget4 + (ATR * AtrTargetMult)) / TickSize(), 0) * TickSize()
else condHtarget5[1];
plot Htarget5 = if bar >= BreakoutBar
then condHtarget5
else double.nan;
Htarget5.SetPaintingStrategy(PaintingStrategy.Squares);
Htarget5.SetLineWeight(1);
Htarget5.SetDefaultColor(Color.Plum);
Htarget5.HideTitle();
AddChartBubble(BubbleLoc1, Htarget5, "5th T", color.plum, if c > Htarget5 then no else yes);
# Low Targets
def cond2 = if L < ORL2 and
L[1] >= ORL2
then Round((ORL2 - (AtrTargetMult * ATR)) / TickSize(), 0) * TickSize()
else cond2[1];
plot Ltarget = if bar >= HighestAll(OREndBar)
then highestAll(if isNaN(c[-1])
then cond2
else double.nan)
else double.nan;
Ltarget.SetPaintingStrategy(PaintingStrategy.Squares);
Ltarget.SetLineWeight(1);
Ltarget.SetDefaultColor(Color.White);
Ltarget.HideTitle();
AddChartBubble(BubbleLoc1, cond2, "RO", color.white, if c < Ltarget
then yes
else no);
def condLtarget2 = if c crosses below cond2
then Round((cond2 - (AtrTargetMult * ATR)) / TickSize(), 0) * TickSize()
else condLtarget2[1];
plot Ltarget2 = if bar >= HighestAll(OREndBar)
then highestAll(if isNaN(c[-1])
then condLtarget2
else double.nan)
else double.nan;
Ltarget2.SetPaintingStrategy(PaintingStrategy.Squares);
Ltarget2.SetLineWeight(1);
Ltarget2.SetDefaultColor(Color.Plum);
Ltarget2.HideTitle();
AddChartBubble(BubbleLoc1, condLtarget2, "2nd T", color.plum, if c < condLtarget2
then yes
else no);
def condLtarget3 = if c crosses below condLtarget2
then Round((condLtarget2 - (AtrTargetMult * ATR)) / TickSize(), 0) * TickSize()
else condLtarget3[1];
plot Ltarget3 = if bar >= HighestAll(OREndBar)
then highestAll(if isNaN(c[-1])
then condLtarget3
else double.nan)
else double.nan;
Ltarget3.SetPaintingStrategy(PaintingStrategy.Squares);
Ltarget3.SetLineWeight(1);
Ltarget3.SetDefaultColor(Color.Plum);
Ltarget3.HideTitle();
AddChartBubble(BubbleLoc1, condLtarget3, "3rd T", color.plum, if c < Ltarget3
then yes
else no);
def condLtarget4 = if c crosses condLtarget3
then Round((condLtarget3 - (AtrTargetMult * ATR)) / TickSize(), 0) * TickSize()
else condLtarget4[1];
plot Ltarget4 = if bar >= HighestAll(OREndBar)
then highestAll(if isNaN(c[-1])
then condLtarget4
else double.nan)
else double.nan;
Ltarget4.SetPaintingStrategy(PaintingStrategy.Squares);
Ltarget4.SetLineWeight(1);
Ltarget4.SetDefaultColor(Color.Plum);
Ltarget4.HideTitle();
AddChartBubble(BubbleLoc1, condLtarget4, "4th T", color.plum, if c < Ltarget4
then yes
else no);
def condLtarget5 = if c crosses condLtarget4
then Round((condLtarget4 - (AtrTargetMult * ATR)) / TickSize(), 0) * TickSize()
else condLtarget5[1];
plot Ltarget5 = if bar >= HighestAll(OREndBar)
then highestAll(if isNaN(c[-1])
then condLtarget5
else double.nan)
else double.nan;
Ltarget5.SetPaintingStrategy(PaintingStrategy.Squares);
Ltarget5.SetLineWeight(1);
Ltarget5.SetDefaultColor(Color.Plum);
Ltarget5.HideTitle();
AddChartBubble(BubbleLoc1, condLtarget5, "5th T", color.plum, if c < Ltarget5
then yes
else no);
def last = if secondsTillTime(1600) == 0 and
secondsFromTime(1600) == 0
then c[1]
else last[1];
plot LastClose = if Today and last != 0
then last
else Double.NaN;
LastClose.SetPaintingStrategy(PaintingStrategy.Dashes);
LastClose.SetDefaultColor(Color.White);
LastClose.HideBubble();
LastClose.HideTitle();
AddChartBubble(SecondsTillTime(0930) == 0, LastClose, "PC", color.gray, yes);
alert(c crosses above ORH2, "", Alert.Bar, Sound.Bell);
alert(c crosses below ORL2, "", Alert.Bar, Sound.Ring);
# End Code ORB with Risk and targets

Attached Thumbnails
ORB Thinkorswim code for TradeStation 10-orb-lines...png  
Reply With Quote
 
  #23 (permalink)
Brooklyn NY USA
 
 
Posts: 27 since Jul 2019
Thanks: 2 given, 0 received

ORB


ORB and Target lines please..

Reply With Quote
 
  #24 (permalink)
Brooklyn NY USA
 
 
Posts: 27 since Jul 2019
Thanks: 2 given, 0 received


lrc11239 View Post
ORB and Target lines please..



Hello. Donít mean to rush you but just making sure you saw my response. Thanks again!


Sent using the futures.io mobile app

Reply With Quote
 
  #25 (permalink)
Agoura Hills, CA USA
 
Trading Experience: Intermediate
Platform: Tradestation
Broker/Data: TradeStation
Favorite Futures: Futures & Equities
 
numberjuani's Avatar
 
Posts: 50 since Apr 2019
Thanks: 3 given, 27 received


lrc11239 View Post
Hello. Donít mean to rush you but just making sure you saw my response. Thanks again!


Sent using the futures.io mobile app

Yeah so I can't do that. I could but it would be a pretty big job. Right now the lines stay on the chart until the next day, in order to hold previous day's worth of data then I'd have to hold on different plots on a matrix or something, and thats a pretty tall order. Unless Im not understanding what you want?

Follow me on Twitter Reply With Quote
 
  #26 (permalink)
Brooklyn NY USA
 
 
Posts: 27 since Jul 2019
Thanks: 2 given, 0 received

At 9:30am when the data starts and I choose to plot the ORB For the first 30 seconds or 1 minute then when the range completed I would want the lines to project/displace forward until the end of the day session. I will see if I can record the session for you to show you. But itís no big deal. Youíre done plenty for me already.


Sent using the futures.io mobile app

Reply With Quote
 
  #27 (permalink)
Agoura Hills, CA USA
 
Trading Experience: Intermediate
Platform: Tradestation
Broker/Data: TradeStation
Favorite Futures: Futures & Equities
 
numberjuani's Avatar
 
Posts: 50 since Apr 2019
Thanks: 3 given, 27 received

But isnít it already doing that? They stay plotted until the next day at 930 am


Sent using the futures.io mobile app

Follow me on Twitter Reply With Quote
 
  #28 (permalink)
Brooklyn NY USA
 
 
Posts: 27 since Jul 2019
Thanks: 2 given, 0 received


numberjuani View Post
But isnít it already doing that? They stay plotted until the next day at 930 am


Sent using the futures.io mobile app



Yes it does that but what if after the first minute of a new session(when the opening range is formed) the lines extend all the way until the end of the session instead of moving with the bars as the session moves along. So as soon as the opening range is formed the lines automatically plot the range for the whole session in the first minute. Does that make sense?


Sent using the futures.io mobile app

Reply With Quote
 
  #29 (permalink)
Agoura Hills, CA USA
 
Trading Experience: Intermediate
Platform: Tradestation
Broker/Data: TradeStation
Favorite Futures: Futures & Equities
 
numberjuani's Avatar
 
Posts: 50 since Apr 2019
Thanks: 3 given, 27 received

So you wanted plotted on future data? On bars that havenít printed?


Sent using the futures.io mobile app

Follow me on Twitter Reply With Quote
 
  #30 (permalink)
Brooklyn NY USA
 
 
Posts: 27 since Jul 2019
Thanks: 2 given, 0 received



numberjuani View Post
So you wanted plotted on future data? On bars that havenít printed?


Sent using the futures.io mobile app



Correct.


Sent using the futures.io mobile app

Reply With Quote

Reply



futures io > > > ORB Thinkorswim code for TradeStation 10

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)
 

futures io is celebrating 10-years w/ over $18,000 in prizes!

Right now
 

$250 Amazon Gift Cards with our "Thanks Contest" challenge!

Right now
 

Show us your trading desks and win over $5,000 in prizes w/Jigsaw Trading

September
 

Webinar: The Best Entries and Exits in trading & in life w/Agustin Lebron

Elite only
 

Webinar: NinjaTrader 8 Newest Features Release Sneak Peek

Sep 26
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
trying to code ORB tradestation w4rri0r EasyLanguage Programming 3 November 13th, 2016 06:43 AM
Need to code MQL indicator from ThinkorSwim Code bearman99 MetaQuotes MetaTrader MQL Programming 2 June 17th, 2015 11:51 AM
ORB Scanner /w TTMs and SlowStoch clawingup ThinkOrSwim Programming 4 July 2nd, 2014 11:05 AM
Strategy Coding - help needed - ORB & Trailing conditions RodS The Elite Circle 24 December 8th, 2010 08:30 AM
ORB Blz17 Traders Hideout 1 December 10th, 2009 10:10 PM


All times are GMT -4. The time now is 06:36 PM. (this page content is cached, log in for real-time version)

Copyright © 2019 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts