Recent content by skan

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    Technical details on the Bid and Ask?

    OK, thanks
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    Technical details on the Bid and Ask?

    Hello Where can I find information (web or books) on the technical details related with the "bid" and "ask" prices (futures), the format of the message how they are transmited, how the final price is calculated... Of course I mean something more technical than the Wikipedia, almost as technical...
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    When does marketposition change?

    Hello I think the best way to visualize it would be a diagram. An example, condition met in the middle of the second bar 111111112222222233333333444444445555555566666666 bar number 000000000000111111111111111111111111111111111111 condition 000000000000000001111111111111111111111111111111...
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    When does marketposition change?

    but, in the same way, marketposition only changes from 0 to 1 when at the beginning of the next bar.
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    When does marketposition change?

    Hi But don't you know that position changed on the next bar, thus when barssinceentry = 1 ? Or maybe it works differently if IntraBarOrdergeneration = TRUE
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    When does marketposition change?

    Hello again. I can make different tihings in order to solve the issues I told before, I just wanted to know your opinions on the way that platforms do work and understand some sourcecodes I've seen. Let me put another example of something odd that can happen. Working in 1 hour bars and being...
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    When does marketposition change?

    Interactive Brokers
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    When does marketposition change?

    That's the matter, if you are still within the same bar you don't get information on what is going on on the market (or any marketposition change) till you end that bar, Isn't it? Thus, if you know that marketposition=1 is because that marketpostion change took place at least one bar ago.
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    When does marketposition change?

    Hi Let's say we are running a strategy on hourly bars on Tradestation. At the end of each bar we know the Low, High, Open and Close of that bar. With that information we can make calculation and send orders at the end of the bar. Therefore you have one bar delay betwen the data reception and...
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    When does marketposition change?

    Hi Let's say we are running a strategy on hourly bars. At the end of each bar we know the Low, High, Open and Close of that bar. With that information we can make calculation and send orders at the end of the bar. Therefore you have one bar delay betwen the data reception and the orders...
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    kendall tau

    Hi Does anybody have the kendall tau correlation for tradestation or any other software? I've tried to write it but I get strage results, maybe because of round-off or numerical overflow. thanks
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    EL Date and Time -> Excel Format

    Hello again OK, I got it but now the problem is that Excel tells that there is not enough memory (resources) in the computer to handle all data I have to learn R or some other useful software
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    EL Date and Time -> Excel Format

    Hi I'm trying to create an indicator that in each bar write the price (or anything else) and and date and time to a file. Then I want to import it from excel. The problem is that their format are different. I've tried different Easylanguage in order to write to a file and many Excel date&time...
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    checking market stop status

    Hi Imagine you got disconnected for several hours and you want to check whether your stop order is still active. I guess one cannot print something Multicharts is not aware of. I need to check the real status on the broker.
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    checking market stop status

    Hello How can I check from easylanguage whether the market filleda a stop or limit order? Thanks
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