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Hi Richard,
Thanks for the code. Is there anything I would have to do with the
GlobTime.dll, other than place it in the right directory that the EL code
refrences?
TIA,
Michael
----- Original Message -----
From: TaoOfDow <TaoOfDow@xxxxxxxxxxxxxx>
To: Jim Erven <ervenj@xxxxxxxx>
Cc: Philip Schmitz <pschmi02@xxxxxxxxxxx>; Bill Vedder <bved01@xxxxxxx>;
omega <omega-list@xxxxxxxxxx>
Sent: Wednesday, November 21, 2001 3:51 PM
Subject: Re: Rate of mini trading
> 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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