Search found 8 matches

by cdickerm
29 Sep 2012
Forum: MultiCharts
Topic: Downloading VIX historical data from IB/TWS
Replies: 4
Views: 1989

Re: Downloading VIX historical data from IB/TWS

Thanks for your response. OK that makes sense from how TWS responds to requests. Though that is awfully whacky that VIX data is not readily available, especially when you consider that even the most basic free charting software out there allow such access. Presumably, one should be able to download ...
by cdickerm
29 Sep 2012
Forum: MultiCharts
Topic: Downloading VIX historical data from IB/TWS
Replies: 4
Views: 1989

Downloading VIX historical data from IB/TWS

Has anyone had any luck download the CBOE Volatility Index data from TWS? If so, would you please share the method and symbol that works? I've tried the obvious tickers like VIX and $VIX, but I don't get a positive response from the TWS. All VIX ETFs and ETNs that I have seen don't precisely track t...
by cdickerm
20 Aug 2012
Forum: MultiCharts
Topic: Calculation of Average Daily Range [SOLVED]
Replies: 8
Views: 3592

Re: Calculation of Average Daily Range [SOLVED]

Virginiatrader, Thanks so much for taking the time to explain this process to me. In your last statement you say, "The MC Power Language syntax is "close of dataN"...N being the specific data stream, .e.g. 1, 2, etc." Does the "close of dataN" actually refer to closing prices on the bars of that tim...
by cdickerm
20 Aug 2012
Forum: MultiCharts
Topic: Calculation of Average Daily Range [SOLVED]
Replies: 8
Views: 3592

Re: Calculation of Average Daily Range [SOLVED]

Virginiatrader, Thanks for that explanation. I'll give that a try. Is there a particular format for referencing "Data2" in the actual code that runs my signals? This is where I am unclear on this approach. I'll look at your attachment again to see if I can make sense of this aspect. Thanks again, Ca...
by cdickerm
19 Aug 2012
Forum: MultiCharts
Topic: Calculation of Average Daily Range [SOLVED]
Replies: 8
Views: 3592

Re: Calculation of Average Daily Range [SOLVED]

virginiatrader,

In your response, were using a similar format to using data1/data2 to accommodate multiple time frames? If so, would you please explain or show an example of how this is done in MC?

Thanks much,
Carey
by cdickerm
18 Aug 2012
Forum: MultiCharts
Topic: Daily Average True range [SOLVED]
Replies: 21
Views: 7109

Re: Daily Average True range [SOLVED]

Hello, In response to your statement: "Instead of using HighD(1) in an intraday chart, you should add a daily chart as data2 and apply average to the high of data2." Would you please explain what you mean, and how this may be done on MC? A brief example would be super helpful. It seems like MC would...
by cdickerm
18 Aug 2012
Forum: MultiCharts
Topic: Calculation of Average Daily Range [SOLVED]
Replies: 8
Views: 3592

Calculation of Average Daily Range [SOLVED]

Hi, I've read discussions on calculating average daily range for ## number of days using the "average" function as follows for the last 10, 20, etc. days: Average(HighD(1), 30) - Average(LowD(1), 30) As it turns out, when I print the ouput of the above code, I just get yesterday's daily range, NOT t...
by cdickerm
18 Aug 2012
Forum: MultiCharts
Topic: Daily Average True range [SOLVED]
Replies: 21
Views: 7109

Re: Daily Average True range [SOLVED]

Hi, I've read your discussion on calculating average daily range and have tried getting using the "average" function as follows for the last 10, 20, etc. days: Average(HighD(1), 30) - Average(LowD(1), 30) As it turns out, when I print the ouput of the above code, I just get yesterday's daily range, ...

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