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OrderFlow - Footprint App for Tradestation


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OrderFlow - Footprint App for Tradestation

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  #1 (permalink)
 rahulgopi 
Market Wizard
milpitas, ca, usa
 
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[Cross post from my Journal]

I started studying Orderflow / footprint charts and realized there was no good footprint chart for Tradestation. Instead of switching platform, I decided to write one using MarketDepth and TimeandSales provider. Since timeandSales doesnt have historic data, added capability to record and store TandS data, so that it can be loaded on to Footprint chart as historic data. So far I have added support for Cumulative delta, VPOC , Running Delta, Per bar VPOC, per bar Volume etc. Looking to add velocity ( trades per sec / min a measure of activity / volatility from orderbook etc ). I will post this in TS appstore sometime soon , unfortunately works only for TS 9.5.


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  #2 (permalink)
 Smartblonde 
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The screen that you are showing, is that from trade Station?

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  #3 (permalink)
 rahulgopi 
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Smartblonde View Post
The screen that you are showing, is that from trade Station?

This is an app I wrote for Tradestation. I am in the process of publishing it via TS appstore.

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  #4 (permalink)
 rahulgopi 
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This is available in appstore now for free trial

https://www.tradestation.com:443/platforms-and-tools/desktop/

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  #5 (permalink)
 rahulgopi 
Market Wizard
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Here are the free version of the software, it took few days from TS to post it


https://www.tradestation.com:443/platforms-and-tools/desktop/

https://www.tradestation.com:443/platforms-and-tools/desktop/

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  #6 (permalink)
stevec
New York
 
 
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I downloaded it. It doesnt work; no illustrations or data as u posted. Any suggestions?

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  #7 (permalink)
 rahulgopi 
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stevec View Post
I downloaded it. It doesnt work; no illustrations or data as u posted. Any suggestions?

Steve,
Please send me an email. this probably is the issue with setting up session start time , cumulative display options etc.
-rahul

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  #8 (permalink)
stevec
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can u post the fix here; i cant send u my email without 5 posts. or do u have another suggestion.

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  #9 (permalink)
 rahulgopi 
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stevec View Post
can u post the fix here; i cant send u my email without 5 posts. or do u have another suggestion.

Please send a screenshot of your settings to the email on the support page in TS. I will send you a workspace if needed.

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  #10 (permalink)
 mashtee2003 
Newport Beach,CA,USA
 
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Hi rahulgopi ,
Has the issue been fixed? I have tradestation and would like to try it also.

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