mdl060374 94 posts msg #87139 - Ignore mdl060374 |
1/27/2010 12:58:57 PM
" also uncovered a nasty little detail about TradeStation's data.... it is a consolidated data flow... Form T trades came through and screwed up the daily open. But Radar Screen quote fields had the correct open price. I had to write a routine to retrieve that number, too. That gave access to quote fields in Strategy's and indicators in a later version thanks to my embarrasing posts showing their numbers were wrong"
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TRO, can you elaborate on this? What is :consolidated data flow?"
I had a problem with running statistics based off the opening print, b/c they were innacurate. But the innacuracy was based off of erroneous odd lots going off (creating the opening print in TS'e eyes) right around the open....
ie. the stock was tradeable .40 away from where it supposedly opened.
Is this what you are refering to?
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shovel52 18 posts msg #87142 - Ignore shovel52 |
1/27/2010 1:30:42 PM
No I don't believe, some code has to be changed around to get it to work in ts 2000i.
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mesayah 658 posts msg #87144 - Ignore mesayah modified |
1/27/2010 1:51:37 PM
How about from 10;42 -11;17? And 12;20 -13;07? Are those not swings thru the zones with minimal chance to cash?
What am i missing?
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stratiG 147 posts msg #87150 - Ignore stratiG modified |
1/27/2010 2:13:46 PM
mesayah
- Ignore mesayah 1/27/2010 1:51:37 PM
How about from 10;42 -11;17? Are those not swings thru the zones?
What am i missing?
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Yes. But remember stockfetcher only supports daily, so once the price has gone -.10 to -.50 that counts as 1 and the reverse for longs. We don't have the stats of how many times that happens in a day. So, If price goes from -.10- to -.50 10 times in one day stockfetcher only counts 1. This took me a long time to figure out and some coin. Like I said in a previous post there are some nuances you need to figure out with practice/observation.
Another example would be AMZN now, even though it went from -.50 to +.50(no additional trades supported) this morning I shorted it because it had not filled the gap. I'm out now. Just some things to think about.
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stratiG 147 posts msg #87154 - Ignore stratiG |
1/27/2010 2:28:51 PM
AMZN again short and filled the gap. I'm done with AMZN for today. Scalped 2/3 still holding on to a 1/3 scratch that i'm out.
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mesayah 658 posts msg #87158 - Ignore mesayah |
1/27/2010 2:34:13 PM
AAPL LONG
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stratiG 147 posts msg #87163 - Ignore stratiG |
1/27/2010 2:44:58 PM
Good trade. I missed it, but I would of made the trade because it was the only trade left in AAPL. It never went to +.50.

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mesayah 658 posts msg #87189 - Ignore mesayah |
1/27/2010 4:39:55 PM
so tell me if i'm wrong. you cannot make 2 consecutive long trades or short trades in a row. let's say you go long, take profit, then drops back to maybe .03 green then goes above .10 again? can you go long again?
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stratiG 147 posts msg #87192 - Ignore stratiG modified |
1/27/2010 5:18:11 PM
mesayah
- Ignore mesayah 1/27/2010 4:39:55 PM
so tell me if i'm wrong. you cannot make 2 consecutive long trades or short trades in a row. let's say you go long, take profit, then drops back to maybe .03 green then goes above .10 again? can you go long again?
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Scenario 1) you go long at .10 price reaches .50 you take profits--now price returns to .10--the stats don't support another long trade because price reached .50--*if gap didn't fill, you can still trade it.--your option
Scenario 2) you go long at .10 price reaches .49 you take profits--now price returns to .10--the stats support another long trade because price never reached .50--your option
Do you get it? Check it out yourself, use the filter and change 100 days to 1 and count how many times the stock goes to +-.10 to +-.50 and look at the filter. The filter will say 1 even if it happens multiply times in a day.
Using the MTC and Gap filters, there is only 3 plays per ticker.
1)long to .50 - only supported once
2)short to .50 - only supported once
3) long/short can only fill once, but can trade it until it fills--your option(how i traded AMZN today)
I hope this helps.
GS
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mesayah 658 posts msg #87196 - Ignore mesayah |
1/27/2010 5:50:51 PM
Ok. getting it more. I went to community college for 3 months so humor me.
Can you show me your trades on AMZN?
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