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Rising Falling Marker, Vol added to PB, IB/DTN Refresh, Quote Sheet to DYO, Using Custom Symbol To Avoid Large Bar Max, Chart Prop Default, Esignal over Symbol Limit, EPREM A0, QnA |
December 21 , 2005
16:27 @Ensign-Howard: Welcome to today's Ensign training class. The 12-21 version of Ensign Windows can be downloaded.
Rising/Falling Marker
16:29 @Ensign-Howard: One change from last week are the addition of new dual color markers for fill areas and for study curve drawing in rising/falling colors. When using these new dual color markers, two colors are needed and they will be read from the line with the marker and the line following that line.
16:31 @Ensign-Howard: If the line with the marker is Line J, then the 'next' line will wrap and read the 2nd color from Line A. Here is a DYO example with the dual color drawing line marker on the Hull Average template.
16:33 @Ensign-Howard: Line J has the dual color marker, and the color for plotting a RISING study value will be the color on the DYO line (LIne J) and the FALLING color will be on the next DYO Line (Line A in this example). So the study line is plotted in Green (rising) and Red (falling) as shown in the chart.
16:34 @Ensign-Howard: This new marker will make it much easier to plot rising and falling study lines, and eliminates what typically was 3-4 additional DYO lines to accomplish.
16:35 christophe: Thanks Howard!
Volume Added to Playback
16:35 @Ensign-Howard: Now, the other big improvement in the program is a redesign of the Playback files to include Tick Volume information. All of the playback files that can be downloaded from the Ensign web site, which are files back to Oct 3rd, have been replaced with new files that contain the tick volume information. So you will need a current Ensign Windows (12-21 or later) and the new PB files to have tick volume in the playback. With tick volume in playback, you can now playback Constant Volume files correctly, same as in real time.
16:37 @Ensign-Howard: The 12-21 Ensign can still play back older PB files that lack the tick volume information. So this improvement in Ensign has not obsoleted your current inventory of old playback files. However, old PB files lack tick volume data, and so the tick volume for each tick is assumed to be a volume of 1.
Those of you with Ensign versions older than 12-21, can playback the new playback files as well, however, there is a difference in that the new volume inforamation is treated as new ticks at the same price. So the price is accurate, and the time is accurate, but the tick count would be inflated. I would suggest that you upgrade to 12-21 version so you have the right program to playback the new PB files that contain tick volume information.
16:40 @Ensign-Howard: Any questions about any of the items discussed so far?
16:41 Rice: Howard, you must have been listening when I went to the mall and sat in Santa's lap the other day...so the volume sum study should work properly, but not the bid/ask one you went over last week.
16:42 @Ensign-Howard: correct... the BidAskVol template of last week is reading in real-time the Bid and Ask prices on the symbols quote record and during a playback, there is no Bid or Ask in the playback, so that particular template would not work in a playback regardless of whether the PB file has tick volume information embedded.
16:44 Rice: makes sense. fwiw, the two seem to track each other pretty closely, based on a week's observation.
16:44 christophe: Howard, is there any way Ensign could store bid/ask traded volume ? thx
16:44 @Ensign-Howard: no christophe..... we build PB via refreshing ticks, and a refresh of ticks does not include B and A. Also, it would make the files much bigger, and it is rare that traders have studies or templates that need B or A
16:45 christophe: ok thx - I was thinking about studies using volume traded specifically at bid or at ask -not to worry
16:48 @Ensign-Howard: I guess we are ready to open this class up for Q&A. Please highlight your nickname with a color and I will call on your for your question
16:49 @Ensign-Howard: ok dblue
IB/DTN Feed
16:49 dblue2: Are there any changes in the IB/DTN refresh relationships?
16:50 @Ensign-Howard: No, why do you ask.... is there something I need to be aware of?
16:50 dblue2: Curious since the feed changes if that has changed anything when using dtn to refresh ib based charts
16:51 @Ensign-Howard: I have not detected any change, and in fact in a reply from management at DTN there was a statement from them that their feed would be unaffected by the CME change because they got their feed from a different feed than is used by eSignal.
16:52 @Ensign-Howard: I do not know all the details or particulars, but it could very well be that on IB and on DTN there is no change for emini.
16:52 dblue2: thank you
IB Refresh
16:52 @Ensign-Howard: ok midknight, your ?
16:53 MidKnight: I had thought any symbol I can chart through IB I should be able to get an IB refresh for - is this not the case?
16:53 @Ensign-Howard: apparently not the case....
16:53 MidKnight: ty
16:53 @Ensign-Howard: We have some refresh coverage via our association with DTN Market Access, and then from Internet sources for daily refresh. Several of the foreign markets do seem to have a refresh from IB. However, I have not been able to verify all of them since I do not subscribe to them.
16:54 MidKnight: ok, my assumption was that anything they provided - ty for clarifying - kospi has refresh - 5 days of daily and tick or minute
16:54 @Ensign-Howard: Of recent interest has been the Korean Stock Exchange being available on IB since Nov 2005, however, the KSE is blocked by the US Govt from access by US citizens. So I cannot get the KSE for testing even though it is listed as being Free.
16:55 MidKnight: but it charts fine Howard - the swiss index does not though
16:55 @Ensign-Howard: ok thx, kind of did the development for KSE a bit blind, but have had feedback from KSE users they are charting but not refreshing
16:56 MidKnight: no it refresh just fine Howard - at least for me it does
16:56 @Ensign-Howard: I assume the lack of KSE refresh is a matter of what IB has implemented and I assume they have no refresh for KSE at this time.
16:57 MidKnight: Kospi refreshes fine for me
16:57 @Ensign-Howard: ok good, that is helpful to know - what time frames for the kopsi are you refreshing?
16:57 MidKnight: SMI does not though :(
16:58 MidKnight: umm....during trading hours - for the KSE hours that is
16:58 @Ensign-Howard: are you refreshing ticks, 5-min bars, daily?
16:59 MidKnight: I'm only refreshing daily and tick (for range bars) - let me try a minute one right now H
17:00 MidKnight: yep, minute is fine Howard - several weeks worth actually
17:02 @Ensign-Howard: midknight, post picture of chart please
17:05 MidKnight: it says no refresh available at the top, but I have never loaded this timeframe for kospi before so it must be refreshing
17:06 @Ensign-Howard: midknight, show me Data tab for this chart please
17:07 @Ensign-Howard: now show Symbol tab please
17:08 @Ensign-Howard: thx midknight
17:08 MidKnight: yw, looks fine right?
Quote Sheet cell to DYO
16:59 @Ensign-Howard: ok, Rice your ?
16:59 Rice: A question about last week--is there a way to interrogate the contents of a quote sheet cell at a predetermined time and read it into a GV? The idea would be to capture the premarket volume for one or more stocks and write them into a message. The alternative would be to sum all the premarket volume bars I suppose.
17:00 @Ensign-Howard: I think you could Rice in this manner...
17:00 @Ensign-Howard: On a DYO use Chart Flag | Time = # and set # to the time to read the quote page
17:01 @Ensign-Howard: next line would be a DO NEXT IF Flag of the prior line result
17:01 @Ensign-Howard: and third line would be Quote Value | Volume and write it to the GV
7:01 @Ensign-Howard: This way the update of the GV with your volume is a snap shot taken at a particular time. Also suggest the CLose Only option for this type of DYO be checked.
17:02 Rice: perfect, and much easier. Just have to have the program running when Time=#
17:02 @Ensign-Howard: yes rice
Fixing candle on upgrade to new Ensign
17:07 @Ensign-Howard: shar your ?
17:07 Shar: yes,. I'm going to post charts to show my problem./
17:08 Shar: just downloaded 12_20 last night and just opened a new 5M.
17:08 Shar: look what happens when I try to use candlesticks.
17:09 @Ensign-Howard: ok 1 moment
17:09 Shar: Of course I change that Bar Style to Candlesticks. lol
17:09 @Ensign-Howard: ok, change to candlesticks on property form. Now you can pick the candle frame color you want and show me properties again please
17:10 @Ensign-Howard: change color off of BLACK - cannot see black on black or check the No Frame option and then frame will be the Up Down colors
17:11 Shar: ok, that did it. thanks loads.
17:12 @Ensign-Howard: Sorry you were initially confused, however, this does illustrate that it is easier to see all colors on one form on chart properties and not have to navigate elsewhere like to Setup | Charts | Candlesticks as was the case in older Ensign. Now all colors are in one place on the chart properties form
17:13 Shar: So I can change the colors for another chart though if I wish? Color of candles I mean.
17:13 @Ensign-Howard: Set them as you want on this chart. When you have it the way you like, then use Save Default button to create the default file that will be used by all new charts. On existing charts, you can click Load Defaults button and they will then adopt the color settings you have in the defaults file and existing chart will match your design chart.
17:14 @Ensign-Howard: Now just an added note on these chart properties... as you change the Bar Style, different optoins will be enabled when used, and disabled when not available. Also, some combinations change based on the Color Bars selection made and some color bar choices are not available with some bar styles, and we then force the bar style to change, as in Solid Candles might be changed to Rockets so that the color bars selection can be used.
17:17 @Ensign-Howard: The program is smarter now, and keeps the combinations that conflict straight for you so that you cannot make an illogical combination and not realize it.
Using Separate Charts to Avoid Large Bar Max
17:18 @Ensign-Howard: tt2, your turn
17:18 tt2: example: I keep a file size of 65000 bars of 2 minute ES to run a Pesavento map. currently if I want to open another 2 minute ES chart and load some studies on it I must keep it at 65000 bars or it will throw away bars and make the maps pretty useless. Will there ever be a better way?
17:19 @Ensign-Howard: I do not have a suggestion. The Day Session Only check box does control which of 2 different files are being loaded. When DSO is checked, the file will come from \Minute folder, when unchecked it is loaded form the \Minute2 folder and these two folders would have independant 2-min files.
17:21 tt2: yes I have tried that suggestion but I would like to use a small file of the same DSO bars
17:21 @Ensign-Howard: Now is the file for the MAP have DSO checked? in which case it comes from \Minute folder and possibly you can be happy with an all session 2-min file that is smaller for your other studies.
17:21 tt2: yes I base it off DSO
17:22 @Ensign-Howard: OK, one last idea. You can use Custom Symbols to map one symbol to another symbol, and you might set up a dummy symbol like ES J6 that is fed by the ES #F symbol. You can look at ES J6.2 files which are small and if needed, you can copy data from the real ES #F.2 file to the ES J6.2 file using WIndows Explorer to copy the file and then when ES J6 loads it will tuncate the big file to be a smaller file
17:23 tt2: yes that might work thanks I wil give it a shot
17:23 @Ensign-Howard: ok
Chart Properties Default
17:23 @Ensign-Howard: midknight your ?
17:23 MidKnight: Speaking of the 'default' feature on the chart properties tab. It doesn't seem to remember them between Ensign usage sessions for me. I'll set up a default, save it, then shutdown Ensign - start it up and try and load a default but something else is made
17:24 @Ensign-Howard: OK, what I need is a brief specific sequence of steps to take that demonstrate this issue. I have not seen it in my testing
17:25 @Buffy: I have seen it Howard
17:25 @Ensign-Howard: So if you can help me out with a sequence of things to click or change to illustrate.
17:25 @Buffy: What OS do you have midnight?
17:25 MidKnight: win2k Buffy
17:25 @Buffy: me too - hhmm
17:25 @Ensign-Howard: Give me the specifics and show me screen images of the property form
17:26 MidKnight: ok, I can email them to you Howard
17:26 @Ensign-Howard: There are overriding issues as mentioned earlier in the class that some properties conflict with color bars and the color bars is going to control
17:26 @Buffy: ok - what about background?
17:26 @Ensign-Howard: so your Load Defaults can be overridden as being illogical for the current color bars selected - show me your process and I can either fix it or explain why it does what it does
17:27 MidKnight: color bar settings are not in the default?
17:27 @Ensign-Howard: true, CB is not in the default but CB is ON the chart you are trying to load a default into
17:27 MidKnight: oh so it will always do a cls vs. open???
17:27 alex: @Ensign-Howard, why $ad-nyse doesnt work in ensign?
17:28 @Ensign-Howard: alex, do you get AD-NYSE to show anything in TWS quote page??
17:30 alex: no but any other other charting soft getting this data from IB
17:30 @Ensign-Howard: I wish you all a Merry Christmas and Happy New Year.
17:30 @Buffy: A very Merry Christmas to you and yours Howard - Safe one too
17:30 @Ensign-Howard: Whether I have a class next week or not will depend on how hard I am working that week.
17:30 christophe: Thanks! Same to you Howard!
17:30 cyndc: ditto, tks H.
17:31 Rice: Merry Christmas, Howard, everyone
17:31 Shar: Merry Christmas Howard.
17:33 ticks: Thanks Howard and Merry Christmas to all...
17:31 alex: maybe Ensign has different symbol for ad-nyse?
17:30 alex: I'm using medved and it get ad-nyse data from IB
17:31 @Ensign-Howard: Well we try to use AD-NYSE and possibly medved is using something different that works that we do not know about yet.
17:31 pavoni2: IB told me that they do not provide advance -decline issues
17:32 alex: it is provide it is even on Ib symbol list but Ensign not getting it dunno why
17:32 MidKnight: strange, they have it listed as a symbol on ib page
17:32 @Ensign-Howard: same here, I do not yet AD-NYSE on my TWS either and thus not surprised Ensign gets no response to the watch request
EChat
7:33 zingo: Howard...Could you give me 5 basic steps to get established in Ensign Chat?
17:33 @Ensign-Howard: zingo, what are you wanting help with? Are you new to chat and need help in using chat features?
www.ensignsoftware.com/help/chat.htm
17:34 zingo: yes
17:35 @Ensign-Howard: ok, the above article on web site has good information - please read it.
Quotes folder
17:36 ticks: One last question please -- where are quote pages placed -- what folder ??
17:36 @Ensign-Howard: root Ensign folder, C:\Ensign and they have .QOT as the file extension
17:36 ticks: thanks
IB Stats
17:36 mmaker2: IB does show up vol and down vol on its market statistics page but does not seem trransferable
17:36 @Ensign-Howard: mmaker, we think the statistics page is internal calculations and not exposes as symbols to the data feed port
Esignal over symbol limit
17:37 @Ensign-Howard: ask now sportsrep
17:38 Sportsrep2: Im getting an error message from E-Signal saying that I have exceeded my symbol limit of 200..........i don't have 200 symbols that I know of in all workspaces combined......is there anywhere else that e-signal could be reading symbols from? I've already spoken with e-signal......they suggested I check with Ensign
17:39 @Ensign-Howard: yes, click menu Setup | Manager and groom the symbol list to remove junk and expired symbols - then the message should stop
17:40 @Ensign-Howard: you all have a great holiday and count your blessings
17:41 @Ensign-Howard: I need to run now to my other obligation...bye
17:41 MidKnight: see ya Howad, thank you
17:41 @Buffy: there are always some to count :-)
17:41 @Buffy: night Howard
17:41 ticks: thanks H
17:41 dblue2: Thanks Howard
Esignal Symbol Limit cont.
17:41 sputnik: sportsrep: here's another place to look at
17:41 tt2: sportsrep have you also chaecked the data manager - exactly sputnik
17:42 christophe: goodnight everyone!
17:42 Sportsrep2: yes......already did that on the e-signal end - I have the Enisgn symbol list up but I don't see any way to delete unwanted symbols
17:43 sputnik: mark the lines with your mouse and use delete key
EPREM A0
17:51 sputnik: eSignal does a good job too, especially with the E-mini PREM. Their ticker symbol for PREM is PREM A0 (zero not O) and the E-mini PREM is EPREM A0. Most traders that have eSignal do not know that. If they look at the PREM at all, they look at $PREM. That symbol is not correct. It is a snapshot every 6 seconds and therefore is usually wrong. The same is true for $EPREM. It is almost never correct, since the ES contract is so active. eSignal does not have the Nasdaq or Russell PREM.
17:52 sputnik: to learn more:
http://www.tradingmarkets.com/.site/Daytrading/commentary/lftw/09302005-46122.cfm
17:52 Sportsrep2: good information .........thx
17:56 cyndc: interesting sputnik, tks
18:02 ticks: nice sputnik
18:02 ticks: thanks
18:03 sputnik: yw :)