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Dear Jim & Group,
Way back when, before our own inimitable Jim Osborn became our "Mother
Superior," this newsgroup was administered by Doug Deming, who some time ago
flew the coup to Hawaii and his own development of trading software. One of the
trading programs he wrote was called "GlobTime," and it allowed you, through a
dll that ran in the TS background, to use the computer clock with a precision of
1/100 of a second. I use it routinely with tick charts, in order to provide the
rate of ticks/minute --- analogous to using a ticknumber indicator on a
minute-based chart. Doug's outfit is called Investment Engineering, and its
website is http://www.investlabs.com/ I commend to you Doug, his programs, and
especially GlobTime.
And here's my "Ticks Per Minute" indicator in ELA for use with Doug's GlobTime
program:
DefineDLLFunc: "c:\omega\prog\GlobTime.dll",BOOL,"GlobTimeMin",LPFLOAT;
Var: TickTime(0),
TPM(0);
Array: NumTicks[0](0);
IF CurrentBar = 1 THEN GlobTimeMin( &TickTime );
NumTicks[0] = NumTicks[0] + 1;
GlobTimeMin( &TickTime );
IF Date = CurrentDate AND Time >= 930 AND NumTicks[0] >= 2 AND Ticks =
BarInterval THEN BEGIN
IF TickTime - TickTime[1] > 0 THEN TPM = 1 / (TickTime - TickTime[1])
ELSE TPM = -1;
IF TPM > 0 THEN Plot1(TPM,"Ticks/Min");
IF TPM = -1 THEN Plot2(1,"DivByZero");
END;
Sincerely,
Richard
Jim Erven wrote:
> To all, would there be any way of say keeping a 30 sec count on the rate of
> trading of the e-mini and the Naz mini, so one could put this on a 4 tic
> chart.
>
> So basically we want a 30 sec indicator that looks back at the last 30 secs,
> and plots this opposite the 4 tic price candlesticks.
>
> What would that code look like?
>
> It would have to keep an ongoing count of the e-mini trades in the last 30
> secs and plot this
>
> Thxs
>
> If anyone can help.
>
> But maybe its not possible in TS4
>
> jim
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