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Re: Rate of mini trading



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Dear Michael,

My recollection is that the process is:

1.  Load the dll etc. into c:\omega\ts,
2.  Write ela program for indicator,
3.  Add indicator to chart.

I mentioned privately to Jim but perhaps I should add publically here that being
a dll, GlobTime does not work for historical data --- only realtime data that it
(through its array) has collected.  In other words, if you stop TS and restart
it, GlobTime loses its data and will begin collecting and charting data only
since the restart.

Sincerely,

Richard


aiiishot wrote:

> 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