|
PureBytes Links
Trading Reference Links
|
omega-digest-request@xxxxxxxxxx wrote:
>
> Subject:
>
> omega-digest Digest Volume 97 : Issue 379
>
> Today's Topics:
> Re: Holiday Schedule for the S&P 500 (CME):
> Re: Using variables in SuperCharts
> Merry Christmas
> Free EOD data?
> Re: It is the Tale of two TS4.0s and yet...
> OHLC or OLHC, TS assumptions ?
> Extra -- OHLC or OLHC, TS assumptions ?
> Re: Using variables in SuperCharts
> digest 378
> Re: EOD data recommendations?
> internet futures trading
> Butterworth Filter
> Re: Butterworth Filter
> Elder Triple-Screen System
>
> ---------------------------------------------------------------
>
> Subject: Re: Holiday Schedule for the S&P 500 (CME):
> Date: Mon, 22 Dec 1997 11:17:11 -0800
> From: Shane Wisdom <swisdom@xxxxxxxxxxx>
> To: he96@xxxxxxxxxxxxxx
> CC: omega-list@xxxxxxxxxx
>
> Attn: All markets holiday schedule is posted at www.tradecenterinc.com
>
> hans esser wrote:
>
> > Holiday Schedule for the S&P 500 (CME):
> >
> > Wednesday, Dec. 24
> > All agricultural, currency and interest rate futures and options will
> > close at 12:00 noon (CST). Equity index, GSCI, and E-mini S&P 500
> > products will close at 12:15 p.m. No GLOBEXr session.
> >
> > Thursday, Dec. 25
> > exchanges closed in observance of Christmas Day.
> > No GLOBEX session.
> >
> > Friday, Dec. 26
> > All agricultural, currency and interest rate futures and options will
> > close at 12:00 noon. Equity index and GSCI products will close at
> > 12:15 p.m. The E-mini S&P 500 will open at 8:15 a.m. and close at
> > 12:15 p.m.
> >
> > Wednesday, Dec. 31
> > All agricultural, currency and interest rate futures and options will
> > close at 12:00 noon. Equity index products, including the E-mini S&P
> > 500, will close at their regularly scheduled times.
> >
> > Thursday, Jan. 1
> > Exchange closed in observance of New Year's Day.
> > No GLOBEX session.
> >
> > Friday, Jan. 2
> > Exchange products will trade at their regularly scheduled times.
> > E-mini S&P 500 will open at 8:15 a.m. and close at 3:15 p.m.
> >
> > ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> >
> > Froehliche Weihnachten und einen Guten Rutsch in neue Jahr !
> >
> > rgds hans
>
> ---------------------------------------------------------------
>
> Subject: Re: Using variables in SuperCharts
> Date: Mon, 22 Dec 1997 15:25:43 EST
> From: Tom Dyste <TomDyste@xxxxxxx>
> To: glenn@xxxxxxx
> CC: omega-list@xxxxxxxxxx
>
> Dear Glenn,
>
> You might try using the pre-declared variables Value1 through Value99. Also
> there are logical pre-declared vars, Condition1 - condition99. This overcomes
> the inability to have mutiple statements in newer versions of the SC editor,
> which unfortunately precludes declaring variables with convenient names. When
> I used SC I was able to do an awful lot with IFF statements, and you can nest
> them as I recall, but the debugging and maintenance gets hairy do to the
> convoluted structure.
>
> Unless you find a way to beat the single-statement limit you will be very
> constrained.
>
> Regards,
> Tom Dyste
> Wisconsin USA
>
> ---------------------------------------------------------------
>
> Subject: Merry Christmas
> Date: Mon, 22 Dec 1997 19:34:18 +0100
> From: "Venturi Paolo" <pventur@xxxxxx>
> To: <omega-list@xxxxxxxxxx>
>
> Merry Christmas and Happy New Year
> by an italian OmegaResearch user.
>
> May your longs stay up
> and your shorts fall down....
>
> Good trading
>
> ============================
> Venturi Paolo
> Via Albornoz n. 9
> 40141 Bologna Bo Italy
>
> E-mail pventur@xxxxxx
> ============================
>
> ---------------------------------------------------------------
>
> Subject: Free EOD data?
> Date: Mon, 22 Dec 1997 15:59:37 -0600
> From: chin2@xxxxxxxx (Frank Chin)
> To: omega-list@xxxxxxxxxx
>
> Dear Group,
>
> The Jack Carl website provides free end of day data for the last 30 days
> of futures contracts, which comes in handy when the Omega website is
> down.
>
> BUT, does anyone know of a place that provides free end of day data
> (preferably today's data plus the last week or so) for stocks and stock
> indices?
>
> Thanks.
>
> Frank
>
> ---------------------------------------------------------------
>
> Subject: Re: It is the Tale of two TS4.0s and yet...
> Date: Mon, 22 Dec 1997 21:56:59 +0100
> From: GwGautier <Gw.Gautier@xxxxxxxxxx>
> To: IUhrik <IUhrik@xxxxxxx>
> CC: omega-list@xxxxxxxxxx
>
> IUhrik wrote:
> >
> > In a message dated 97-12-19 08:47:03 EST, Gwen Gautier wrote:
> >
> > << 1 - The First is a TS4.0 build16 running on Win95;
> > The Second is another TS4.0 build16 upgraded to 18 and then 20, using
> > the Omega downloads. It also runs on Win95. They have nothing in common,
> > except they were bought at about the same time. They were installed
> > separately on separate PCs in separate locations.
> > ....
> > 7 - On the First I see my sp60 file showing up, select it, select «
> > first line of data file » and so on, and get the chart on the screen.
> > But on the Second, no sp60 file shows up, the box remains empty, with no
> > files to select ..
> >
> > What gives ?>>
> >
> > I had a similar problem with build 16 -- I was unable to copy out and
> > paste back my dat file. TS techs feigned a surprise but were unable
> > to help no matter how they tried. With build 18 the problem went away.
> >
> > Do you really need to know "what gives"? Build 16 is a junk. The
> > bug you described is not the only one in that build. Don't waste your
> > time and this bandwith. Install build 18 or higher and forget about
> > build 16.
> > IU.
>
> Thank you, but this is precisely the problem. It works on my build 16
> which has been absolutely flawless so far, but NOT on the build 20...
>
> I know, it stretches the mind...
>
> Gwenn
>
> ---------------------------------------------------------------
>
> Subject: OHLC or OLHC, TS assumptions ?
> Date: Tue, 23 Dec 1997 14:12:44 +1000
> From: Fabrice Gras <f.gras@xxxxxxxxxx>
> To: omega-list@xxxxxxxxxx
>
> Some help on the following question would be welcome;
>
> When doing backtesting of trading systems in TS, the following assumptions
> are made;
>
> If H-O < O-L, TS assumes that the price followed this pattern; O->H->L->C
>
> If H-O > O-L, TS assumes that the price followed this pattern; O->L->H->C
>
> (plus the bouncing tick assumption).
>
> Does anybody know what happened when H-O = O-L ?
>
> Regards,
> Fabrice Gras.
>
> ---------------------------------------------------------------
>
> Subject: Extra -- OHLC or OLHC, TS assumptions ?
> Date: Tue, 23 Dec 1997 14:16:57 +1000
> From: Fabrice Gras <f.gras@xxxxxxxxxx>
> To: omega-list@xxxxxxxxxx
>
> See previous email;
>
> What happens when High - Open = Open - Low and Open = Close ? Which price
> pattern is assumed by TS, OHLC or OLHC ?
>
> Thanks for your help,
> Fabrice Gras.
>
> ---------------------------------------------------------------
>
> Subject: Re: Using variables in SuperCharts
> Date: Tue, 23 Dec 1997 08:16:29 -0500 (EST)
> From: William Brower <1000mileman@xxxxxxxxxxxxxx>
> To: "Glenn Crumpley" <glenn@xxxxxxx>
> CC: omega-list@xxxxxxxxxx
>
> At 09:31 AM 12/22/97 -0600, you wrote:
> >I'm just getting to the point of general familiarity with SuperCharts and
> >Easy Language. Maybe I've just discovered one of the basic limitations
> >of SuperCharts EasyLanguage and I just want confirmation from more
> >experienced
> >users. There seems to be no way to assign values to variables in a
> >statement,
> >such as:
> > iff(close>open,Flag1=1,Flag1=0)
> >
> >Am I correct in my understanding that this is not possible in SuperCharts?
> >
> >Regards,
> >Glenn Crumpley
>
> It appears that you are not using the IFF( ) fuction correctly. The
> correct format is as follows:
>
>
> > Flag1 = iff(close>open,1,0)
>
> You could use this in Supercharts in a system without the reference to Flag1
> as follows:
>
> IF iff(close>open,1,0) = 0 THEN...
>
> Best Regards,
> William Brower
> Inside Edge Systems
> Publisher of TS Express
> The TradeStation Users Journal
> Free Sample Available (Send Mail Address)
>
> Internet: 1000mileman@xxxxxxxxxxxxxx
> Tel: 203-454-2754
> Fax: 203-221-9195
>
> ---------------------------------------------------------------
>
> Subject: digest 378
> Date: Tue, 23 Dec 1997 05:53:58 -0800 (PST)
> From: John Basarab <jackb@xxxxxxxxxx>
> To: omega-list@xxxxxxxxxx
>
> Could someone please email me digest 378....I just inadvertently
>
> deleted it...Thanks...jackb in seattle-:)
>
> ---------------------------------------------------------------
>
> Subject: Re: EOD data recommendations?
> Date: Tue, 23 Dec 1997 16:49:29 +0000
> From: "Gerrit Jacobsen" <gerrit.jacobsen@xxxxxxxxxxxxxxxxxx>
> To: DPoiree <DPoiree@xxxxxxx>, omega-list@xxxxxxxxxx
>
> > I would appreciate recommendations for end of day data sources.
> > Recently I have tried TC 2000 which lacked some of the symbols that
> > I need and Dial Data which seems to be full of errors and their tech
> > support staff that I've talked to has been clueless.
>
> I was always happy with Knight Ridder now Bridge CRB Infotech
> service. You get every contract that ever traded on a cd and update
> every day from their mailbox via modem. Plus you get software which
> lets you create perpetual contracts like you want. Plus you get so
> many option symbols (if you wish) that your harddisk sizzles. Plus
> you get indices, currencies, yields etc.
>
> 600$/year.
>
> drawback: No stocks only futures.
>
> Gerrit
>
> ---------------------------------------------------------------
>
> Subject: internet futures trading
> Date: Tue, 23 Dec 1997 12:00:51 EST
> From: FrankKaeb <FrankKaeb@xxxxxxx>
> To: omega-list@xxxxxxxxxx
>
> What experience have people had with the various internet trading services?
> Which one has the best combination of low commission price and good
> executions? I personally am only interested in EOD trading. Any
> recommendations?
>
> ---------------------------------------------------------------
>
> Subject: Butterworth Filter
> Date: Tue, 23 Dec 1997 13:51:18 -0500
> From: Jim <anncora@xxxxxxxxxxxxxx>
> To: dymitrix@xxxxxxxxxxxxxx
>
> Does anyone know where I can get a copy of the EL Butterworth Filter
> coding that was in the "Cycles and Trading Systems" article in the May
> '97 issue of the Stock & Commodities magazine. The article includes
> the code but it is very long, and I was wondering if there is a place
> on the net I can download and paste into PowerEditor. I would
> appreciate any info anyone can provide...
>
> *********************************************
> Have a nice Day
> Jim Kerwin
> Atlanta,Georgia
> <http://www.mindspring.com/~anncora/index.htm>
> **********************************************
> ---------------------------------------------------------------
>
> Subject: Re: Butterworth Filter
> Date: Tue, 23 Dec 1997 14:15:20 -0500
> From: Bob Fulks <bfulks@xxxxxxxxxxx>
> To: Jim <anncora@xxxxxxxxxxxxxx>
> CC: omega-list@xxxxxxxxxx
>
> At 1:51 PM -0500 12/23/97, Jim Kerwin wrote:
>
> >Does anyone know where I can get a copy of the EL Butterworth Filter
> >coding that was in the "Cycles and Trading Systems" article in the May '97
> >issue of the Stock & Commodities magazine. The article includes the code
> >but it is very long, and I was wondering if there is a place on the net I
> >can download and paste into PowerEditor. I would appreciate any info
> >anyone can provide...
>
> Attached is the code as I typed it in. There may have been errors in the
> TASC code as I recall having some communications with the author. This is
> what I now have. Please test before using.
>
> Bob Fulks
>
> ---------------------------------------------------------------
>
> Name: BWF.ELA
> Part 1.14.1.2 Type: unspecified type
> (application/octet-stream)
> Encoding: x-uuencode
>
> ---------------------------------------------------------------
> --
> Bob Fulks
> bfulks@xxxxxxxxxxx
>
> ---------------------------------------------------------------
>
> Subject: Elder Triple-Screen System
> Date: Tue, 23 Dec 1997 10:06:54 -1000
> From: Ron Augustine <RonAug@xxxxxxxx>
> To: omega-list@xxxxxxxxxx
>
> Just wondering if anyone knows if Alex Elder's Triple-Screen System exists
> anywhere in TS/EL Code? If so, where? Also, any of his other Systems?
>
> Thanks in advance for any info.
>
Buck,
Best wishes,
gary
|