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Training Videos, Importing ASCII Files, DTN Symbol Change ER2, R in Chart Title Bar, DYO Tag for Price or Value, Added Study Flags, IB Config, Auto Save, IB Settings |
April 19 , 2006
16:34 Ensign Howard: Welcome to today's training class with Ensign staff....
Training Videos
16:35 Ensign Howard: I am pleased that our Help web page has an initial library of video training clips.
www.ensignsoftware.com/help/help.htm
16:36 Ensign Howard: Scroll the view down to the video clip sections shown with a yellow and a green background color. The clips in the yellow section are short introductory clips that are typically 3 to 7 minutes in duration.
16:37 Ensign Howard: Click on the link for the video clip to begin playing a clip in the viewer portion of this chat room. You probably will want to uncheck the Show check box on the bottom right corner of this chat room so that the posting of a link to the chat room transcript will not interrupt your viewing of the video clip. Otherwise, when Show is checked, and a URL is posted, the web viewer changes to the new URL which aborts the video clip being played.
16:39 Ensign Howard: The clips shown in the green background section are provided courtesy of Maceo Jourdan, and his videos are in greater detail. Maceo does an excellent job of showing you around the Ensign program, and understanding how to use various program features. Part 1 and Part 2, each contain 8 sections, and each section is typically 15 to 20 minutes in duration. There is a menu that shows for the Part 1 or Part 2 when it is selected, and one can double click on one of the menu names to jump to that chapter.
16:41 Ensign Howard: So, there are over 3 hours of training video clips in the library, and you are invited to view them when you have time or interest to investigate the topics that have been produced so far. More video clips will be forthcoming and time permits.
16:42 Light: wow - great new addition to the site Howard -- thanks to Maceo and everyone for this
16:43 Ensign Howard: Hopefully the videos will answer questions for new users on how to use Ensign, and get configured.
16:43 Ensign Howard: Our good friend Larry Pesavento is in London for some seminars he is giving tomorrow and Friday. We have a few clips that highlight tools that he uses, such as the Fibonacci Levels, Gartley, Map and Pesavento Patterns clips in the yellow section. These might be great for his expected audience of 650 traders to watch in conjunction with the material he presents in his seminars. The videos are the 'exciting' stuff that is new, and we hope they help train, retrain and attract customers.
Importing Files
16:49 Ensign Howard: The topic I wanted to provide training on today is the File | File Manager | Import ASCII Text files.
16:49 Ensign Howard: This feature can be used to convert files in ASCII into Ensign chart files. Some users have obtained data from other sources on the Internet, or exported as ASCII chart files from other charting programs. This data can usually be imported / converted into an Ensign chart file. Let me show you how.
16:51 Ensign Howard: Click menu File | FIle Manager | Import ASCII Data. This Import form is shown.
16:53 Ensign Howard: I will begin by clicking the Browse button and find the ASCII file to be converted, and I have saved a couple of ASCII files in the same folder where Ensign is being run from. The files for today's training are csv files from an Excel spread sheet, for ER data from a commercial data seller.
16:54 Ensign Howard: After browsing to the file, it auto shows a portion of the file in the bottom portion of the display. This lets me visually 'see' what the file content is like. This data set happens to be 1 minute bars for ER June contract back in 2001. So for a target file I will enter ER M1.1 as the file where I want to store the conversion.
16:56 Ensign Howard: Then the next step is to define the format the file is in using the Format string.
16:57 Ensign Howard: Presently the Format string shows DTOHLC which is a typical format, but this format does not fit the format used by this ASCII file, so it needs to be changed. I see the file has comma delimted fields, which is good.
16:58 Ensign Howard: The first field is a symbol, which in our conversion is not needed. We are manually specifying the file to receive the data through an entry in the Target edit box.
16:58 Ensign Howard: The 2nd column in the file is the letter I, which again is an unneeded and unused field. So, our format string needs to skip 2 columns, before it reads the date in the 3rd column/field. To skip 2 columns, our format string needs to begin with 2 space characters. A space character is a column skip
16:59 Ensign Howard: The D character in our format is the position for the Date field, and it needs to be in the 3 character position in the Format string because the date in the file is in the 3rd field.
17:00 Ensign Howard: After the Date, I see the file has a Time field, then price fields of Open, High, Low, and Last.
17:01 Ensign Howard: After the 4 price fields, is a Volume field for tick volume for the 1-min bar, and then another price, which I do not know what that is.... possibly it is a cash basis price for comparison..... again this is a price that will not be used and therefore our Format string needs an ending space character to cause this extra price field to be skipped.
17:02 Ensign Howard: So the final Format string would be <space><space>DTOHLCV<space>
17:04 Ensign Howard: Next we need to set the format for the Date, and the file has 011218 as a date, which I interpret to be 2001 for the year, then 12 for the month, and 18 for the day..... So on the Date format entry I need to put in YMD to indicate the order of the date is Year Month Day. The program is smart enough to figure out that when 6 digits are provided, the year must be 2 digit and the century of 2000 is assumed and added to the 01 value to get 2001 as the year.
17:05 Ensign Howard: So with the Date change, the form will now look like this.
17:05 Ensign Howard: With these Format definitions in place, I am ready to attempt a conversion by clicking the Convert button.
17:06 Ensign Howard: The view in the bottom changes, and what I am looking for is that lines begin with a + character to indicate this line was successful in being converted, and the following converted information will be added to the file when the Merge button is clicked. The file information looks fine, and our standardized format will be to show the filename, the date, open, high, low, last, volume, timestamp, and open-interest (if this was a daily futures file).
17:08 Ensign Howard: This all looks good, so I will now click the Merge button.
17:08 Ensign Howard: The merge is performed on the entire file, which is much more data than the few dozen sample lines that populate the form. We do not show the entire file in the form because the entire file might be tens of thousands of lines of chart data. But the program has shown sufficient lines so you can tell if the conversion and merge is going to work for the Format that has been selected. After the form is closed, you can use the charts panel to browse for the file which will be in the C:\Ensign\Minute2 folder and open the chart to see the converted data set.
17:10 Ensign Howard: Any questions??
17:13 Light: I have used this feature before Howard, to get data into other platforms from Ensign -- it has always worked very well for me - many thanks
DTN Symbol Change for ER2
17:13 Ensign Howard: ok, the next small topic is that DTN IQFeed is changing this Friday afternoon the @ER2 symbol root for the e-mini Russell 2000 to be @ER instead of @ER2 So, IQFeed users will need to do a few things to handle the change.
17:14 Ensign Howard: 1) On their Setup | Manager form, edit the symbols with @ER2 to use the root symbol @ER
17:14 Ensign Howard: Example, @ER2M6 becomes @ERM6 instead.
17:15 Ensign Howard: 2) If you have chart files of importance to you, such as constant tick, range or volume charts that are hard to replace the depth of their back history, use Windows Explorer, and navigate to the \Tick, or \Tick2, or \Range, or \Range2, or \Volume or \Volume2 folders and use the Rename feature in Windows Explorer to edit the names to remove the 2 character in the name so @ER2 becomes @ER
17:16 Ensign Howard: You may also want to rename files in the \Minute, \Mintue2, \Lines, \Study, \Day, \Week, and \Month folders. However, the chart files for fixed time based charts are easier to refresh because the refresh goes back 4 months.
17:17 Ensign Howard: 3) the 3rd thing to do would be to change the names of chart in workspaces. Open the workspaces that contain @ER2 charts, click on the chart, press CTRL-S keys and edit the symbol for the chart to use @ER instead of @ER2.... Again... @ER2M6 would become @ERM6
17:19 Ensign Howard: 4) 4th thing to do would be to add ER as a new symbol in the SEtup | Symbol Properties table. Easy way to do this is go open that table, click on the ER2 entry on the left to select it, then type in ER in the Add Symbol edit field and press enter. This will start a new symbol and use the form properties as currently populated, which is basically copying the ER2 properties. Then you can either leave ER2 in the table, or reselect it and click the Delete button.
17:22 Ensign Howard: With these suggested changes to replace @ER2 with @ER as the root, IQFeed users should be able to chart the emini russell on Monday. If there are issues that I have not thought of, I am sure there will be a quick solution to be followed on Monday, and you can bring your issue to the attention of my staff for help. They can contact me if my help is needed or some program change is needed. But I cannot think today what program change would be needed.
Addition of R in Chart Title Bar
17:23 Randy1: Question..H, in the18th upgrade.. what is the the R:0.0XX in the title bar of a chart referencing?
17:24 Ensign Howard: We had a request to show the daily range in the chart caption, so the small tag will show R: for the range. This is a field that can optionally be shown, and its position can be controlled on the Setup | Charts | Data Panels form.
17:25 Ensign Howard: So Range check box and Range on the Arrange Order list are new with the 04-18 version. Uncheck the Range box if you do not want Range shown on the Chart caption, and use the Arrange Order list by clicking on Range and use up and down arrows to move it up or down the list.
17:27 Randy1: Is it globex included.. day session only.. chart specific?
17:27 Ensign Howard: Range is the daily range, and calculated as High - Low...... the quote page high and low are always from the data vendor and are the official daily high and low and these values include globex session if there is one regardless of whether on an intra-day chart you are electing to show day session only bars. The range is daily range, and would be outside of any user control. Just like you do not control High or Low, you do not control the spread of High-Low
Tag for Price or DYO Value
www.ensignsoftware.com/whatsnew.htm
17:29 Ensign Howard: The 3rd item on the What's New list might be of use to some.
17:30 Ensign Howard: On a DYO text message or label, you can enter a tag for a price or a DYO value.
17:30 Ensign Howard: We had a request to format this value to use the same format as the chart price. The primary example would be to format values on a bond chart like ZB #F to be in 32nds format. So we added a control character of a $ sign as the last character in the label notation to format the value as a price.
17:32 Ensign Howard: so [A] would show line A value in decimal and [A$] will format the line A value to be in the price format. If the value is 105.25 decimal, on a price scale in 32nds the formated price would show as 105-08
Additional Study Flags
17:33 Ensign Howard: Line 4 of the What's New page says we added more study flags.
17:33 Ensign Howard: In particular for the price type of studies, such as a moving average, the Study Flag selection on a DYO form will show 8 new flags at the bottom of the list which test the bar High and bar Low against the first and 2nd study lines.
IB
17:34 Ensign Howard: The 5th item on What's New deserves some discussion as well.
17:35 Ensign Howard: In the recent changes/editions to the Trader Workstation for IB they have change the window caption line content which has caused some new challenges. Ensign attempts to spot the small prompt window to Accept the Incoming Connection Attempt and close this window by sending keyboard keys to the window to close the window. However, with the changes to TWS, we have had some users report that Ensign is causing either
17:37 Ensign Howard: 1) some TWS menus just open on their own, or
17:37 Ensign Howard: 2) Ensign is constantly disconneting/reconnecting to the TWS, once every minute.
17:37 Ensign Howard: These are one and the same causes, and they originate from Ensign sending the keyboard keys trying to close this prompt window. However the prompt window is not showing.... The root of the problem is that the TWS main window now has the same caption content as the prompt window, and we cannot tell them apart.
17:38 Ensign Howard: This is seen by users who have an administrator type account with IB that permits them to trade more than one IB account from the same TWS.
17:39 Ensign Howard: Ensign's solution to this confusion is 2 part.... one was to add a new check box on the Setup | Connection form and the box is labeled 'Close Accept Connection Window'. For most users this box would be checked. For those with the different IB type of account that confuses Ensign, they need to uncheck this box so Ensign does to try to send keyboard keys to close the prompt window.
17:41 Ensign Howard: Now, there is a 2nd part to the solution for these users, and that is to make a change in TWS configuration so they do not get the Accept Incoming Connection prompt window in the first place. Then we do not have a window to close at all, and the box can be Unchecked on our connection form.
17:42 Ensign Howard: The configuration change to make in TWS is this.
17:42 Ensign Howard: Click menu Configuration | GLobal Configuration.17:42 Ensign Howard: Select the API page on the left side, and see if you have on the Approve IP Address list the entry of 127.0.0.,1 If not, click the Create button and make a record entry for 127.0.0.1 and add it to the list. With this address on the list, then the Accept Incoming Connection prompt box will be eliminated from the log-in process.
17:44 Ensign Howard: In fact, I encourage all TWS users to add the IP address to the list of approved addresses as it makes the log-in process run smoother and more quickly. There is one less prompt window to catch an close.
17:44 Ensign Howard: Any questions about the IB configuration and process?
17:45 CB: yes
17:45 Ensign Howard: ok, ask now CB
17:45 Light: Thanks Howard. I have the approved API address in TWS, but still had problems this morning -- Ensign took very very long to find and open TWS,
17:46 Ensign Howard: light, you can manually get TWS up and running before you run Ensign..... we can discover the TWS already running and connect to it.
17:46 Light: I have a normal user account -- will keep track and let you know if it prob continues. Yes - I may have to resort to that -- should work fine that way
17:46 Ensign Howard: The Normal user accounts have the TWS caption line begin with the words 'Universal Account xxxxx
Auto Save
17:48 Ensign Howard: The 6th item on the Whats New page is about Auto Save selection.... that was requested in the class 2 weeks ago to be added back to the program.... so on the Setup | Connection form there is the Back Up frequency frame again, and it has been enhansed in what it does to also cause open charts to save their data files.
17:49 Ensign Howard: So if the Back Up frequency is set to Hourly, then at the top of the hour, open charts will auto save their files to the hard disk.
17:49 Light: Yes - Thank you very much for implementing the Auto-Save feature Howard. It has saved my data once already this week -- very much appreciated!
17:50 Ensign Howard: welcome light.
17:50 CB: yes - I feel the same as light
18:11 Kongfuzi: ahh computer tab not connection, thx
18:11 Ensign Howard: it is Setup | Computer,.... The BackUp frame with selections for Hourly, Market Close, and On Exit Only.
18:11 gr8days: Howard... could you comment on the "Free Memory" selection on that tab...
18:12 Ensign Howard: Free Memory is from past times..... when older operating systems seemed to benefit in porformance to have Ensign try to free memory. However, with new XP platform, it seems totally unnecessary and even unhelpful or conflicting. So for most users the selection of NONE is the correct selection. It would be removed if it were not still used by a few with older platforms.
IB Settings
17:47 Ensign Howard: CB, your question
17:47 CB: I am not sure what are the optimum settings for updating my charts with tws - I try to keep tws open till 10pm mon to friday - but occastionally there are holds - my settings are use ib for update and preserve existing bars - when I have to update - it seems I update each chart and each timeframe when there is a hold in the data because I am somewhere else and not at the tws to see that there is no data - what are the optimal settings for connecting to ib and easiest update and filling of holes and why do I have to update each chart and each timeframe, I wonder?
17:49 CB: also lately I - in the past few weeks - tws after hours has clicked the disconnected message several dozen times before 10pm - in the past I do not remember so many disconnects
17:50 Ensign Howard: CB, what are you seeing that makes you think there is a disconnect? What message are you seeing?
17:51 CB: little java dialog box - connect to tws y n? and the Ensign message "no data"
17:51 Ensign Howard: A warning there is no data feed does not mean TWS disconnected, it might just mean the market have not traded and we have not seen any feed traffic for 2 minutes. OK, when we see no traffic for 2 minutes we cannot tell if this is because of a problem or because of no trading. If you have the warn on no data feed box checked, we will take the extra step as a precaution of issuing a socket reconnect which does the java prompt box in response.
17:53 CB: well, of course it is important to know that immedialte during the trading hours
17:53 Ensign Howard: if you will add the 127.0.0.1 to the approved list, then you will not even see the accept prompt box and the reconnect step taken by Ensign will be more transparent to you or you can uncheck the Warn on No Data Feed check box on the Setup | Connection form.
17:54 CB: ok - that sounds like the solution I want
17:54 Ensign Howard: leave it checked, and put the IP address on the approved list and if and when you get first warning box at night, leave it open. Just move the warning box mostly off the bottom of the screen. If one box is showing we do not try to show another. Then close it the next day
Ensign Settings for IB
17:55 CB: Howard - I did not understand the answer to the basic question above that I asked about optimum setting for ib connections (preserve bars, etc - and refresh on multi timeframes)
17:56 Ensign Howard: Suggest properties for refresh would be
17:56 Ensign Howard: Have Preserve Existing Bars unchecked
17:56 Ensign Howard: Have Auto Refresh box checked. The auto refresh box when checked will cause time based charts to auto refresh when they are opened. They can be opened either by a workspace, by the charts panel, or from a quote page. Upon opening, chart file is loaded, and chart is updated from tick pool, and refresh requested for period of time from when chart was last closed. For tick based charts, which are constant tick, range and volume chart, when these are opened they only use the tick pool to update them. Thus they will show the data you collected while being on-line.
17:59 Ensign Howard: if you were off-line, after the workspace is open you will have to manually use pop-up refresh menu to request a tick refresh for each different symbol you have a chart open for. Wait for the refresh for one symbol to finish before refreshing a different symbol. (Note the top left of the workspace). The tick refresh for ES #F, for example, will be used by all open charts based on ticks. (Tick, Range, Volume)
Refreshing
17:59 CB: Howard - did you ever consider having a volume pool so that mult tf volume charts do not have to be updated?
18:00 Ensign Howard: CB, the tick pool is the same thing. The tick pool has the tick price, its tick volume, and its time stamp. If you have tick charts for ES #F, range charts, and/or volume charts open, one tick refresh request is used by them all. Does not matter which tick based chart has the focus when you make the request. Minute based charts could have been automatic refresh by having Auto Refresh checked.
18:02 CB: kwel :-) Thanks Howard
18:02 Ensign Howard: welcome... these have been good questions today, and worthy of discussion again.
18:02 Light: Howard, with preserve existing bars checked, can you explain how tick charts refresh? How does Ensign know where to fit in the new bars and leave the old ones?
18:03 Ensign Howard: ok, tick based charts (tick, range, volume) do not utilize Preserve Existing Bars checkbox.
18:03 Ensign Howard: What we do with a tick refresh is to store all inbound refresh ticks until they are all received.
18:03 Ensign Howard: Some vendors send the ticks in forward time sequenc and others in reverse time sequence. So we store them all, and then depending on the vendor we read back our storage in either front to back or back to front sequence so we start with oldest tick in all cases. Oldest tick is then found position wise in the chart file. All bars after this tick are erased, and new bars are built to replace them using the refresh ticks. Then we consult the tick pool to see if we have new ticks not in the refresh that also need to be added to bring the chart even more current.
18:05 Ensign Howard: There can be new ticks for 2 reasons in the tick pool. One is it can take many seconds for the refresh to be received and the live markets kept on ticking and also, some refresh sources are through a delay requirement, which means they might be though 10-minutes ago and the ticks for that 10-min period might be in the tick pool and highly needed to bring chart current.
18:05 Light: I see -- well, that brings me to a touchy question of sorts
18:07 Ensign Howard: what is your question... and then I need to end the class...
18:07 Light: I see -- the prob for me is this: I may have data on my 54 tick chart, then I open an 80 tick chart, I have to refresh it to get all data possible on it, but doing so ruins my 54 tick chart bars by replacing them all -- any chance this could be changed so that only the chosen tick chart refreshes? (I understand if this is too cumbersome)
18:08 Ensign Howard: No, the work around can be done on your side of closing 54 tick chart, refreshing 80 tick, and reopen 54 tick. Nothing will be lost or changed on the 54 tick chart by being closed.
18:09 Light: ah yes -- good plan--thanks for the suggestion -- didn't think of that
InteractiveFutures
18:09 Randy1: and quickly ...What is InteractiveFutures (item one in the What's New list)? another Data vendor?
18:10 Ensign Howard: Randy, InteractiveFutures is a private labeling of the TWS by a brokerage firm in London.
18:10 Ensign Howard: it is just a title change from Interactiver Brokers in the caption line to InteractiveFutures. It is the same IB data feed.
18:10 Randy1: I c it two way futures .com ok thx
18:09 Ensign Howard: ok, thanks for coming to class today, and you all have a good evening.
18:09 Light: thanks Howard
18:10 CB: you too Howard - thank you very much :-)
18:12 Light: bye -- pw: thanks Howard -- zbullzbear: Ensign Howard tx -- gr8days: thanks... -- Kongfuzi: thx Howard