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Beta, DYOs, Symbol Properties New Grouping, QnA |
Sept 28 , 2005
16:39 @Ensign_HA: A 9-28 version of the Beta has been released and we are widening the invitation for more users to get the Beta and use it. It will be the subject of today's training class, and help will be provided for those who want to make the transition to the Beta today.
16:39 @Ensign_HA: Hi.... welcome to today's training class.
DYO
16:39 @Ensign_HA: Let me begin with a question asked in the Support room a few minutes ago by scJohn about a DYO - let me repost the question from scJohn for the benefit of those who just arrived.
16:39 @Ensign_HA: The formula is Avg(Min(High-Open, Open-Low),10). I think I know how to do the Avg and Min portion. I am stuck on the High - Open and Open - Low. I know that I want to store those two results into 2 GV. I can't seem to find a way to do the High - Open and Open -Low. Can I do each calculation in 1 line of the DYO or do I have to save the Open High and Low into GV's and then do the calculations? Thanks.
16:39 @Ensign_HA: Here is a quick implementation of the ideas asked for by scJohn.
16:39 @Ensign_HA: Line A will return the value of the High - Open, where the Open is a reference look up in the Number field and has a negative operator on it.
16:39 @Ensign_HA: Line B will return the value of the Open - Low, using the negative of the [$L] in the number field to look up the bar's Low value.
16:39 @Ensign_HA: Thus Line A and Line B will calculates these spreads using a single line for each, which is efficient.
16:39 @Ensign_HA: Line C finds the Minimum of these two values from Line A and B which were put in temporary GVs 1 and 2. Line C will find the minimum in a set of GVs, the set size is 2 and the starting position is the Read GV 1
16:39 @Ensign_HA: Line D will then compute a Simple average of the data on Line C, and the period for the average is a 10.
16:39 @Ensign_HA: This data is plotted using a Red line in the Sub Window 1, and the sub window is scaled to the Data Set. So scJohn, if you are still watching, this example should get you on your way.
New Version
16:39 @Ensign_HA: OK, welcome to class today.
16:39 @Ensign_HA: Last week we released a new version of Ensign as a Beta version for a few to download and use and provide feedback. Everything has gone very well with the Beta. Some continued additions to the Beta have resulted in a 9-28 version. And we are ready to have more users get on the beta version. We expect to be off of Beta status in another couple of days, at which point the current Beta will be released as the regular Ensign upgrade.
16:45 @Ensign_HA: Last week we covered many of the changes in the Beta version, particularly related to the chart property form. I suggest you read the transcript from last week, so I do not have to repeat that material today.
16:47 @Ensign_HA: Beta testing has gone very well, in my opinion, and I am ready and willing to have more download and use the Beta. One of the primary features wanted is the IB refresh for IB users, particulary those who follow foreign exchanges. There is a refresh for HKFE, SNFE, SGX, MEFFRV, and other foreign exchanges. This will be appreciated by those trading the HSI on the HKFE, as an example. To get the Beta you have to use your web browser to download from the Ensign web site. The web site has a Beta link on the Download page.
www.ensignsoftware.com/download.htm
16:49 @Ensign_HA: The current version is the BETA Version, Sept 28th. If you already have the Beta, you can use the Internet Services form to download the beta by checking the Beta bullet on the Upgrade tab
16:50 @Ensign_HA: and then click the Download button. When you download using your web browser from our web site, I suggest you click the Open option on the Dialog. If you elect to click the Save option, then you need to remember the folder where you save the download, and realize the download is named BETA.EXE and not SETUP.EXE So after the download, you have to go find and run the BETA.EXE file you downloaded to do the installation.
16:52 @Ensign_HA: OK, any questions?
16:52 @Buffy: May I add a comment?
16:52 @Ensign_HA: Please, talk on ventrilo if you want to
16:53 @Buffy: if you opt to save it and add a date after the file name with the "close window when done option" unchecked - then you can click on open when it is done. You do not have to go looking for it then and the date is part of the file name. I have a download folder with subfolder that I put everything into.
16:54 @Ensign_HA: Both are good suggestions - thx
16:54 @Buffy: welcome
16:54 @Ensign_HA: Buffy, can you also offer feedback about your use of the Beta for the past 3 days?
16:55 @Buffy: The beta has been rock solid - esignal - and I love the candles being chart specific. Once you get used to where things are moved to it is much more intuitive to use. Job well done Howard
16:55 @Ensign_HA: thx - the evolution of the program will be for the better in the long run, particularly more intuitive for new users.
Transfering DYO
16:56 Bahram: Is there a way to copy a DYO from one template to another template? THere are parts of templates that I like and would rather just copy rather then rebuild
16:57 @Ensign_HA: You could do this bahram. Open the DYO in the template you have that you want to copy, go to its property form and check the Use as Default button (or if you want to save your own defaults, click on copy tab then a tab number. Most of us use tab 14) Then close the form. Then simply put a DYO on the new chart or template and it will have your settings copied because it loads the Default
DYO Counts Contracts Bid and Ask
17:34 @Ensign_HA: lets move on to Kips DYO question - can you state what you want in the DYO and which feed you use?
17:35 Kip: Using IB feed - I want to implement a counter that counts the number of contracts/shares going off at the offer and those going off at the bid. First I want to filter by size of 100 contracts or more and those of 99 or less
http://www.ensignsupport.com/email/505.mhtml
17:37 @Ensign_HA: here is an example in the Knowledgebase related to volume at the bid and ask. Perhaps it will be useful. Now since you want tick volume for bid and ask, the information is not going to be available historically so the count will only begin from the point when you put the study on the chart or reopen the chart. Do you understand that characteristic???
17:38 Kip: What I would like is a start/stop button so I can turn it on and off at any time
17:39 @Ensign_HA: resetting is a different issue - do you realize the issue that it will not plot historically
17:39 Kip: I'm trying to determine in real time if the big boys are doing more buying than selling or vice-versa
17:39 @Ensign_HA: ok, np with that. Take a good look at the #505 knowledgebase article as it looks like it does already pretty much what you seek. You may have to add lines of logic to filter the <100 sizes you mentioned. And by this filter I think you are saying you still want to count the smaller sizes but do so in a separate counter.
17:42 @Ensign_HA: so I think you are saying you want 4 counters
17:42 @Ensign_HA: [1] for small counts at the bid
17:42 @Ensign_HA: [2] for small counts at the ask
17:42 @Ensign_HA: [3] for big ticks at the bid
17:42 @Ensign_HA: and [4] for big ticks at the ask
17:42 Kip: one could look at it that way
17:42 @Ensign_HA: ok, your final solution will be more complex than the example but employ the same principles shown in the example. So I suggest you give it a try after studying the example and see how far you get and then I can help you overcome the issue that stumps you in your effort. Are you looking at the DYO picture in the post? If so, I can discuss each line and what it does
17:45 @Ensign_HA: ok, Line A is True on the first tick of each new bar. Line B reads the flag in [1] and when true it resets to zero the next 2 GVs following [1], so it is [2] and [3] that are the 2 counters that clear to zero.
17:46 @Ensign_HA: Now, you will possibly use this same logic to reset your counters or invent some other means to reset them. One possible reset mechanism would be at a particular time of day instead of with each new bar. But first issue to accomplish is a mechanism to reset your counters if you want them reset.
17:47 @Ensign_HA: Line C reads from the quote table for the symbol used by this chart and is a True flag when the Last is a trade at the Bid
17:48 @Ensign_HA: Line D sees that flag and when the flag is True it conditionally performs Line E which sums the Tick volume with the content of [2] and rewrites the sum in [2]
17:49 @Ensign_HA: LInhe F, G, and H do the same thing to test for a trade at the ASK and sum the trade volume with GV [3]
17:49 @Ensign_HA: I see I need to correct an earlier statement about the reset to zero done by Line B.
17:50 @Ensign_HA: Line B reads the flag in [1] and when true it resets to zero the next 2 GVs following [1], so it is [2] and [3] that are the 2 counters that clear to zero and then Line I and J are visual plots of the values in the 2 counters [2] and [3]
17:51 @Ensign_HA: in your case you will have added logic to test the size of the tick volume first and then possibly abort this DYO if the volume is <100 and do the summation of the small sizes in a 2nd DYO. Give it a try, and if you are overly frustrated, then e-mail me again with the details you have in mind and I can spend an hour and do it for you.
17:53 Kip: This DYO uses the beginning of each bar on the chart to start counting and continues to the end of the bar, correct?
17:53 @Ensign_HA: yes, so you get a histogram for the bid/ask volumes per bar for just that bar. One bar will be taller than the other. Sorry the posted DYO example did not include a chart picture
7:55 Kip: Actually I want to read the data from the Time & Sales
17:57 win: hi Howard I have a question, I uses IB feed and vol charts if I miss a day or so of refresh I miss the historic data how can I get the missed historic data filled thanks
17:57 @Ensign_HA: Let me post Knowledgebase article on that too
http://www.ensignsupport.com/email/361.mhtml
17:58 @Ensign_HA: there is lots of good information in the KNowledgebase and I encourage you all to spend time reading the material
QnA
18:00 Tricky: Howard, it would be realy helpfull if we could build database for all symbol properties for SPI,SGX, ... and other new markets we can chart now though IB, the new beta wipped out all the sym prop we had figured out already with the old version, some kind of reference would be helpfull for all customers, ultimatly we should have these setting fixed in Ensign so we don't loose these very time we upgrade to a new version
18:00 Randy1: I think the only real important thing that is needed at this time... (since most have been removed on this version) is the symbols in the symbol property form... at least the ones that are on the symbol look up list under the help menu... with correct time and dollar/tick values and correct rollover information. It should be ready for release after this information has been included.
18:01 dpg: Howard, is there an ESPL interface for accessing the raw refresh data? I am interested in initiating a refresh and grabbing off the raw tick data returned. this is the last thing I need to close my subscription to eSignal platform or just a tick dump feature like eSignal platform has. don't require espl per se
Using Plot Study Transfer in DYO
18:04 TOC: I have a question when you are able...
18:05 @Ensign_HA: ask toc
18:07 TOC: I have 3 different charts from which I would like to get a concensus of True for a condition on each chart and plot on all three charts. The "Plot Study Transfer in GV" I thought would allow that to plot and retain the signal. It didnt plot as expected, but since its historical, I have to watch it live
18:10 TOC: I used "AND#" to aggregate the three GVs that flag the condition, then used the "plot study transfer in GV" to read the AND#, and when all three were true, there was no plot of the maker
18:13 @Ensign_HA: toc, the plot study transfer does the following - it basically retains what was stored in the array because it cannot be recreated historically. It only can update the position for the current bar because values come from global GVs that historically cannot be regenerated. So the Plot Study Transfer is appropriate one to use for this 3 chart thing you are attempting.....that you are getting from GVs, possibly one written by each of the 3 charts, if I understand you on this
18:17 TOC: that is correct
Symbol Properties windows and Table for refresh source.
www.ensignsoftware.com/help/ib.htm
18:22 @Ensign_HA: This table has been updated to show refresh source
18:30 win: @Ensign_HA, if say I have someone running it or collecting data continuosly but using esignal can I download his data into my Ib data will they matchand fill my missing historic data
18:30 @Ensign_HA: Yes, win, the files are exchangable
18:31 win: But what happens example if the symbol in esiganl and Ib are different
18:31 @Ensign_HA: You can rename the file you get
18:32 @Ensign_HA: Tricky, problem is the symbol is in the wrong group - go add it to Setup Manager so the symbol comes in and is posted in the LFuture group. You have it in the @Future group
18:32 @Ensign_HA: Here is my SPI post, 1 moment
18:33 @Ensign_HA: This is the quote page it should post to, then it should refresh
18:34 Tricky: Howard could you please post the prop win for those markets on your quote board there
18:35 @Ensign_HA: ok 1 moment
18:36 @Ensign_HA: GBL and GBM are using the default @LFuture group
18:38 @Ensign_HA: SJB is using @LFuture, meaning it is not in my symbol properties table with an individual record
18:41 @Ensign_HA: Now what is the chart timeframe - right mouse click and ask refresh 1 week - do not ask for more than 1 week because is so doing IB only has 1 week, and we then auto switch to try to use DTN for bigger requests
18:52 @Ensign_HA: Thanks for attending class today. You all have a great week
18:54 @Buffy: u 2 Howard, thanks
18:58 Quartz: so LFuture group means local future description?
18:59 Randy1: L future is non US...
18:59 Quartz: ah ok txs
19:03 Randy1: thx...