MD for MC with History (Database)

damageboy · Oct 26 2006

Hi,
This is the first release of my MD indicator for MC,
loosely based on the non-db version of the same indicator posted here:
http://forum.tssupport.com/viewtopic.php?t=2380 which is turn is based on MD code posted in TS forums:
https://www.TS.com/Discussion ... c_ID=55757

NOTE: This indicator is based on ADE, which is based on ELCollections extension to TS, which is also compatible with the latest beta of MC (1.90.644.1126). In addition, for debugging purposes, this code also uses the GlobalVariables extension.

Version Log:

Version 1.00:
- Initial release
- UPDATE:
  I've discovered that I've accidentaly exported the code the AutoSave=5 by default, please change this to 0 for the time being...,
  Thanks, and sorry for any problems I may have caused to anyone...
Version 1.01
- Minor display bug fixes
- Simplified the Save indicator, now it contains less inputs and is implemented more efficiently
- Added a new display option, DisplayBA, which allows for a total of 3 display modes for the plot indicator as demonstrated in the screenshots below...
- exported the code with AutoSave=0, until the AutoSave feature works properly.., again, apologies to anyone who had the indicator raise errors. My bad.

To install ADE / ELCollections / GlobalVariables you can refer to a prior post of mine:
http://forum.tssupport.com/viewtopic.php?t=2483

If all goes well, you, the brave soul who installs this, should have this view in front of you...
By the way, the screenshots below were taken with a freshly started instance of multi charts, so that the MD foot print show above is all loaded from the MD "DataBase"...

This indicator is really made up of two parts:

The indicator which saves the MD - "ADE Save MD"
The indicator which plots the MD - "ADE Plot MD"

The "ADE Save MD" has the following inputs:

UseFile - True/False, A standard ADE input which instructs the indicator to read/write the DB, you would normally want to turn this on, The default uses the output of ADE.UseFile function which can also be changed to return True by default...
AutoSave - How often in minutes to autosave the MD data, use "0" to turn the feature off, this feature is still buggy ATM, so please keep it at "0"

The ADE Plot MD contains sevral Inputs as well:

UseFile - True/False, A standard ADE input which instructs the indicator to read/write the DB, you would normally want to turn this on, The default uses the output of ADE.UseFile function which can also be changed to return True by default...
DisplayTotalDelta - True/False, Shoult the indicator display the accumulated delta for the bar below the MD footprint of the bar, in the sample screenshots, those would be the text elements with white border around them
DisplayDelta - Should the MD foot print include a delta, the top screenshot is taken when DisplayDelta is set to True, the bottom is taken when it is set to false...
DisplayBA - True/False Should the MD foot print include a B x A style of display
Width - Another display related variable, set this to the minimal size of charchters you want the text elements to occupy on screen, if this is set to 6, for example, each text element (Bid, Ask or Total Delta) takes up 6 charchters, this creates the nice effect of seeing the footprint, feel free to play with this...
FontName - Font to use to draw the text, USE ONLY FIXED SIZED FONTS for this indicator to look acceptable, use "Courier New", or as I use, "ProggyTiny", which can be downloaded here: http://www.lowing.org/fonts/
FontSize - ... Guess...
UseLogColorGradient - For Future use, it is not implemented correctly, so leave it be for now...
ColLimit - Again, has to to with gradient coloring, leave it for now....

Note: Turning on both DisplayDelta and DisplayBA will produce a MD footprint presentation as that which can be found in the third screenshot....

Alex Kramer · Oct 27 2006

Dear damageboy -

this is very exciting! Our customers have been asking for such a data presentation method for months. We're very grateful for your work, this is some real community building around our product.

We have an offer - since this was demanded many times, we can include your MarketData in MultiCharts as an addon and provide the marketing support for it as for the other addons.

SP · Oct 27 2006

What a great improvement.

I have only a problem in wild markets like in the last hour.
I get the message Error.

I disabled "Update on every tick" on both indicators, ADE Save and ADE Plot MD, but it seems that there is an "overload" in very fast markets.

Once again, many thanks for sharing the code.

damageboy · Oct 27 2006

Thanks SP,
I know there's still work to be done here, and I'm doing it, expect a newer improved version during the weekend.

I just wanted to get it out of the door so that early adopters such as yourself could look at it and suggest improvements and spot bugs.

My current list of bugs includes:

Gradient Coloring
Better Save mechanism
Make AutoSave Work
Fix random ELCollections errors...

I've already implemented another "view" mode, which is combined BA + Delta:

guest77 · Oct 27 2006

Dear damageboy -

this is very exciting! Our customers have been asking for such a data presentation method for months. We're very grateful for your work, this is some real community building around our product.

We have an offer - since this was demanded many times, we can include your MarketData in MultiCharts as an addon and provide the marketing support for it as for the other addons.

*********

Hi Alex,

I am not sure of 'damageboy's' final thoughts on distribution of his rendition of MD for MC,but am wondering just why the folks at MC want to immediately 'COMMERCIALIZE' freely given code for your product.

As I would assume you are aware,there are Thousands of real code examples given out FREELY on the TS forums.

I would suggest you start a separate section on this forum Exclusively for various code written/adapted specifically for MC,and/or other easy language code that users have found interesting and already works well within the MC framework. [instead of having it sporadically spread out here and there under numerous topics]

Not ALL code writers are interested in Commercializing their endeavors,
and May find satisfaction in helping others,or showing their prowess in programming to the trading community,or a multitude of other reasons beside monetary renumeration for their efforts.

Just my 2cents in this area.

damageboy · Oct 28 2006

Hi everyone,
I've added a new display feature and fixed a few bugs, read the master post to get the full details on the update...

Guest · Oct 29 2006

Dear damageboy -

this is very exciting! Our customers have been asking for such a data presentation method for months. We're very grateful for your work, this is some real community building around our product.

We have an offer - since this was demanded many times, we can include your MarketData in MultiCharts as an addon and provide the marketing support for it as for the other addons.

To Multicharts,

If the original thread starter wanted to "sell" his product, he wouldn't have posted it here for free .

There have been instances of people here selling some "add ons" which we could have gotten something similar on free TS resources.

Please don't be so desparate to make $$$.

It would be great if Multicharts had a great user community like TS. Guys who are willing to share for free. If everyone wanted to make $$$ on every little thing, then we wouldn't have gotten great tools like ADE and Collections.

damageboy · Oct 29 2006

@Guest:
Unless I'm totally mistaken there is no comparable version for either TS/MC out in the wild other than those I linked to in the original post.

If anything, I haven't seen any of the unethical behavior you speak of in the MC forums... in other words, whatever is free over there has (to the best of my knowledge) been free over here.

The indicator posted here is here to stay, it's not going anywhere, and future updates to the SAME codebase will be posted here in the following days as I improve it.

That said, there's a difference (in 99.9% of the cases) between a professional addon and a freebie you get on a forum.

The current code base does have serious limitations:

Lacks display features when compared to currently available (commercial) products with MD footprint
You have to have MC running to record MD footprint, or you'll never see it.
Every minute of market activity you miss is a minute you'll never see again...
There's no way with the existing API to generate the MD footprint from historical data...
On top of that, there's additional quirkiness involving how/when the MD data is saved to disk (i.e. if your machine crashes, or you accidentally close the workspace, you'll probably lose the MD data that was recorded in memory but not serialized to disk...

A professional MD footprint add-on, if/when that ever happens, will have to address all of these cardinal issues which I have just mentioned.

Doing so with the current codebase is simply NOT possible, and I'm not saying so out of personal greed. Creating a fully robust MD solution will take a full re-write in C++, with much more time spent polishing and making that version 100% robust.

So, really it's two different things, if you are happy with what's offered in this thread, then sit back, relax, download the latest version from time to time, and enjoy it

, it's here to stay.

Other (read: more common) users may require a simpler setup, or alternatively a more robust solution, or being able to summon MD footprint for their favorite stock 3 years back...
Those are the people that would (a) not use this indicator as-is regardless of it's price (b) the majority of users (in the long run, assuming both "options" exist)

Those are my $2e-2,
and I apologize for the long post.

Alex Kramer · Oct 30 2006

Dear Guest -

No one ever said this has to be paid or otherwise made commercial. We do not get any cuts from the add-on developers, this is 100% their business. It's for the developer only to decide whether the product is to be free or paid and how much to cost, we never interfere with this.

Our interest is only providing MultiCharts users expanded and available by default additional functionality for profitable trading.

Nick · Oct 30 2006

Hi damage boy,

good job! Items 2 and 3 you mention really require changes to the core MC product. Actually the whole database thing becomes redundant when MC implements tick by tick loading of charts with tick by tick calculation of indicators.

It always amazes me that the less scrupulous are prepared to sell indicators that are freely avaialable in the public domain. Often they will elude to some clever 'propiatary' value of some parameter or of some 'unique' way of calculating. Of course this is usually all complete nonsense. It's scandalous that people will sell things ike 'floor pivot' indicators for example or simple swing high / swing low indcators. The list is endless. What I find really sad is that they will elude to there indicator being so much better, the holy grail if you like, thus playing on the hopes and dreams of less experienced traders.

Any way Qudos to you for your excelent work and for making it freely avaialable.

Cheers,
Nick.

damageboy · Oct 30 2006

Hi everyone,
I've been playing with the MD footprint code (both the originals and my own) and have come to the conclusion that the current versions (including mmine) are terribly wrong.

Basically, the root of the problem seems to be that the current available indicators assume that each time the indicator is executed/called only the UpTicks OR DownTicks will change.

This is DEFINITELY not the case. I will repeat this, this has NOTHING to do with reality.

I will make it absolutely clear, I DO NOT RECOMMEND using mine or the other MD footprint indicators posted on this or any other forum (TS namely).
If you feel you must, then check for yourself...
I suggest you do the same as I did:
I'm comparing my own results to those made by http://www.MD.com which I have registered for a trial period.

To solve this issue, I'm playing around with my code to make it better as we speak. I have initial good results from my fixes, but this time I'm going to test them for a few days to better my solution as much as I can.

Expect version 1.03 to leave my computer sometime next weekend.
This version will include a multitude of changes, which I have already implemented, but will not release until I feel I have a reliable MD footprint:

Dynamic Coloring based on Fixed Threasholds
Dynamic Coloring based on adaptive threashold (With Gradients!)
Ability to display Volume deltas or Strike Deltas (# of trades / volume of trades)
Reliable collection with IB and ESignal data sources (these are the two I have)

I'm attaching two screenshots of the upcoming version:
The first displays the BxA and Delta for the volume with gradient coloring:

The second displays BxA and Delta for the strikes with gradient coloring:

Nick · Nov 16 2006

Hi damageboy,

I was just wondering how your new version was coming along? By the way dosent using 'type 2' which compares changes in volume get round the uptick/downtick issue? That is the method I use and it appears to work (though its a long time since I compared it with MD product).

Anyway keep up the great work.

damageboy · Nov 19 2006

@Nick:

I'll give a short update of what I've been upto with regards to this indicator:

I've gotten around the up/dn ticks problem already, and therefore removed the Type input all together.
In the process, I've also discovered that I need a custom version of ELCollections. The uniqueness of this version is that it provides thread safety for ELCollections code. This is important since MC runs indicators in Multi Threading, While TS does not (so the original ELCollections code doesn't need to be thread safe).
This is issue is also being dealt by the MC developer which may provide a solution on their side which will eliminate the need for a custom ELCollections.dll version.
This new version of ELCollections that I've made takes care of the annoying stability (indicator crashing) and flickering issues anyone using my code has probably noticed.
The dynamic coloring code is also complete and looks really well.
I've also renamed all of the functions so that they have "MD." prefix instead of "ADE.MD", and introduced all kinds of constants for easier usage (things like "MD.UseThresholds" and "MD.DynamicColor")
I've already added additional code to save the amount of Strikes (trades) per price level, which is another nice feature of the MD.com package which I have blatantly copied.

Finally, I'm trying to somehow resolve a few more issues before I release the next and hopefully final version:

Saving the MD data more reliably (too susceptible to user error, MC crashes)
Loading MD from history (using Tick Charts)
Deriving MD from lower timeframes.
This is very important (in my eyes) so that you will actually only have to run the MD save indicator for a low time frame such as 1 minute, and have as many plot indicators for >= timeframes as you need. This should also make the indicator less CPU/memory intensive which in turn improves the quality of data it produces (less ticks compressed/lost)

That should hopefully put a rough idea of why it's taking so long, and what still remains to be done...

jojo · Jun 21 2007

Hello
Could anyone please attach this indicator as an ela or in text-format?
thank you and kind regards

jojo

2haerim · Jun 22 2007

I did apply ADE Plot MD, but got the following messages:

Error in "ADE Plot MD"
Company: "Bamboo"
Error location : "ADE"
Error category : "ADE Error"
Short string : "ADE Error"
Source string : "No data available for Class 'MD', TEST, 1min"
Error code : 0

How can I this work correctly?

Thanks

HR

2haerim · Jun 22 2007

When compiling ADE Plot MarketData, I got a message complaining about
_SpacifyString not found.

Where I get this?

HR

2haerim · Jun 25 2007

I've posted two questions about using ADE MD.

If anyone is experiencing the same problems with me, please let me know how to solve them.

HR

SP · Jun 26 2007

This is the _SpacifyString:

Code: Select all

Inputs:

	Str(StringSimple),

	Width(NumericSimple),

	Dir(NumericSimple);

	

	

Variables:

	Spaces("                                  "); // That should do.. :)

	

_SpacifyString = Str;



if (StrLen(Str) < Width) then

begin

if (Dir = 1)

	then _SpacifyString = LeftStr(Spaces, Width - StrLen(Str)) + Str;



if (Dir = -1)

	then _SpacifyString = Str + LeftStr(Spaces, Width - StrLen(Str));

end;

For the Bamboo Collections and ADE you need
GlobalVariables(Version 2.2),
https://www.TS.com/Discussion ... c_ID=32115
ADE (All Data Everywhere),
https://www.TS.com/discussion ... c_id=33398
ELCollections,
https://www.TS.com/Discussion ... c_ID=33397

2haerim · Jun 26 2007

I installed all the three components as described in this thread: GV, ADE, and EL.

But when inserting ADE Plot MD, I still get the same error message complaining about "Bamboo..."

Please help me with this, damageboy.

Thanks

HR

<P.S>
1) Under the ADE folder, I have 3 subfolders: Classes, Data, and Code.
Data and Code folder is just empty, and Classes folder has only one file: OHLCV.txt. Is this correct? If not, what have I done wrong installing? I simply installed GV, EL, and ADE in that order.

2) Under the ADE folder, I found a MacroExpress file (ADE Generate Class.mex). What is this file for? If this is needed one in installing, please let me know how to use it. I got MacroExpress installed on my pc.

zukkaweb · Apr 28 2008

what is the difference between marketprofile and market delata?

is there somethings to explain how to trade?

zukkaweb · Apr 30 2009

UPGRADING CODE

Is it possible to add the code to show also the candle and leave a good building candle?

napalm · Dec 10 2009

IOb data will never give you an accurate representation of MD. The data is not reliable. I suggest you try dtn for a more accutae comparison.

pivot · Dec 28 2009

Damageboy has this been updated to include your color gradients. If so where can I get a copy of it.

otherwise does anyone know if this has been updated with the color gradients?

thxs

Piv.

Spaceant · Mar 17 2010

Can anyone help as I only can see corrupted code in the "md.xml"?

How can I import the code?

Sa

FHTrader · Apr 16 2010

Can anyone with the code post it again?

Thanks!

TJ · Apr 16 2010

the code is still there.

just save the file to your computer,
then use the PLEditor to File > Import.

FHTrader · Apr 19 2010

Hi TJ,

Thanks for your reply.

The following is the partial content of what I see after I downloaded it. Would you mind to post the Easy Language code for it? I have no idea how to save this kind of code, if it is a programming code; so I can import them using PL Editor.

Many thanks.

Code: Select all

<?xml version="1.0" encoding="UTF-16" standalone="yes" ?> 

- <Graph>

- <GraphNode>

  <data first="f__SpacifyString" second="0" /> 

  <signature ObligatoryParamCount="0" RetType="1" StorageType="0" /> 

  <StudyProperties BarRefMode="1" BarRefValue="50" SaveAsSymbol="0" SemilogAxis="1" /> 

  <PasswordState IsProtectedByPassword="0" Password="1B2M2Y8AsgTpgAmY7PhCfg==" /> 

  <NodeText Encoded="1">SW5wdXRzOgoJU3RyKFN0cmluZ1NpbXBsZSksCglXaWR0aChOdW1lcmljU2ltcGxlKSwKCURpcihO dW1lcmljU2ltcGxlKTsKCQoJClZhcmlhYmxlczoKCVNwYWNlcygiICAgICAgICAgICAgICAgICAg ICAgICAgICAgICAgICAgICIpOyAvLyBUaGF0IHNob3VsZCBkby4uIDopCgkKX1NwYWNpZnlTdHJp bmcgPSBTdHI7CgppZiAoU3RyTGVuKFN0cikgPCBXaWR0aCkgdGhlbgpiZWdpbgppZiAoRGlyID0g MSkKCXRoZW4gX1NwYWNpZnlTdHJpbmcgPSBMZWZ0U3RyKFNwYWNlcywgV2lkdGggLSBTdHJMZW4o U3RyKSkgKyBTdHI7CgppZiAoRGlyID0gLTEpCgl0aGVuIF9TcGFjaWZ5U3RyaW5nID0gU3RyICsg TGVmdFN0cihTcGFjZXMsIFdpZHRoIC0gU3RyTGVuKFN0cikpOwplbmQ7Cg==</NodeText> 

  </GraphNode>

- <GraphNode>

  <data first="fb_ADEb2eMDb2eCollectMD" second="0" /> 

  <signature ObligatoryParamCount="0" RetType="0" StorageType="32" /> 

- <StudyProperties BarRefMode="1" BarRefValue="50" SaveAsSymbol="0" SemilogAxis="1">

  <PlotInfo Color="255" IsExists="0" Name="Plot1" Num="1" Style="0" Type="0" Width="0" /> 

  </StudyProperties>

  <PasswordState IsProtectedByPassword="0" Password="1B2M2Y8AsgTpgAmY7PhCfg==" /> 

  <NodeText Encoded="1">SW5wdXRzOgoJQ2xhc3MoU3RyaW5nU2ltcGxlKSwKCVN5bShTdHJpbmdTaW1wbGUpLAoJSW50ZXJ2 YWwoTnVtZXJpY1NpbXBsZSk7Cgp2YXJpYWJsZXM6CglEZWJ1ZyhGYWxzZSksCglMb2dGaWxlKCIi KSwKCWlpKDApLAoJRGF0YU1hcCgwKSwKCUJhckluZGV4KDApLAoJUHJldkxhc3RJbmRleCgwKSwK CVByaWNlU2VyaWVzKDApLAoJQXNrU2VyaWVzKDApLAoJQmlkU2VyaWVzKDApLAoJRGVsdGFTZXJp ZXMoMCksCglGaXJzdEluZGV4TGlzdCgwKSwKCUxhc3RJbmRleExpc3QoMCksCglQcmljZUxpc3Qo MCksCglBc2tMaXN0KDApLAoJQmlkTGlzdCgwKSwJCglEZWx0YUxpc3QoMCk7CgkJCnZhcmlhYmxl czoKCWludHJhYmFycGVyc2lzdCBBbHJlYWR5TG9hZGVkKCBGYWxzZSksCglpbnRyYWJhcnBlcnNp

TJ · Apr 19 2010

Hi TJ,

Thanks for your reply.

The following is the partial content of what I see after I downloaded it. Would you mind to post the Easy Language code for it? I have no idea how to save this kind of code, if it is a programming code; so I can import them using PL Editor.

Many thanks.

read my instruction again.

FHTrader · Apr 19 2010

Hi TJ,

I got it now; so they are programming code after all.

Thanks.

FHTrader · May 05 2010

I also receive the same error as 2haerim. Can anyone please help?

Quote:
Error in "ADE Plot MD"
Company: "Bamboo"
Error location : "ADE"
Error category : "ADE Error"
Short string : "ADE Error"
Source string : "No data available for Class 'MD', TF FMM0010!, 1min"
Error code : 0

TJ · May 05 2010

you have to follow the installation instruction to the "T"....
otherwise you will encounter errors.

I would suggestion you to re-install the whole thing from the beginning.

FHTrader · May 05 2010

Hi TJ,

Thanks for your kind reply.

I did re-installed couple times already. still the same error.

I will try again. thanks.

TJ · May 05 2010

it is tricky... you have to read the instruction with a fine tooth comb...

FHTrader · May 05 2010

Hi TJ,

Yes, agreed with you. I have to be careful with the instructions.

Thanks!

FHTrader · May 05 2010

I have re-read the instructions a few times, re-installed and done the followings based on the instructions.

1) placed ELCollections.dll filet in the Multicharts.exe program directory (i.e. "C:\Program File\TS Support\Multicharts\"), and import "ELCollections.eld" file in the zip with PLEditor.

2) Create a directory called C:\ADE.

3) Create the following subdirectories in the ADE root directory:

C:\ADE\Data
C:\ADE\Classes
C:\ADE\Code

4) Extract the ADE.zip file into C:\ADE.

5) Move the OHLCV.txt file into the Classes subdirectory.

6) installed GlobalVariables, replace the .dll found in MC program directory with the one in the zip, and import the .ELD file after you have deleted the GV_ functions found by default in MC.

Still the same error occurred again. Am I missing anything?
Please help.
Thanks.

FHTrader · May 05 2010

Hi TJ,

I got it working now. Just have to re-start the Multicharts.

Thanks.

TJ · May 05 2010

it is good to know it works !

FHTrader · May 05 2010

Hi TJ,

Thanks for your kind help.

May I ask if you have any suggestion for chart scaling to fit on the screen?

Thank you!

TJ · May 05 2010

I have not used this indicator in a while...
you have to experiment a bit to find the right fit.

FHTrader · May 05 2010

Hi TJ,

Thanks for your kind reply.

I will do that and experiement which scaling works.

Thank you!

bomberone1 · Jul 03 2011

WHat is the last version of MD for Multicharts?
Are there anyupgrade?

Stan Bokov · Jul 04 2011

Not sure, you should probably PM the creator of the indicator.

bomberone1 · Jul 04 2011

I don't who is, anyway is it the same of www.markerdelta.com
Include please these package of indicator in new version of multicharts.

Stan Bokov · Jul 04 2011

You can import indicators yourself by using the Import function in the PowerLanguageEditor. I'm not sure at this point if we'll include it in the release.

bomberone1 · Jul 04 2011

These indicator are not correct if you compare to MD,
before include in mc please corret them.
My best

Dave Masalov · Jan 30 2012

These indicator are not correct if you compare to MD,
before include in mc please corret them.
My best

Hello bomberone1,

Please explain what exactly is not correct in this indicator. Illustrate it with examples if possible.

SP · Jan 30 2012

Dave,

the ADE Save MD indicator doesnt store the values into a text file. If you shut down MC no Delta values are saved on disk.

We need a option to store the bid/ask/delta values into a text file at a user defined interval and at the end of the trading session. The ADE Plot MD indicator needs to be able to read these files.

One problem is that you need to save it for each interval. You cant switch from a 5 minute chart to a 15 minute chart as it is another ADE Class (also tick and volume charts are not supported as the indicator needs to be rewritten to support ADE.TypeZerointerval). So the best option would be if we dont need to store any values into a text file and could use the values directly from the Quotemanager.

Dave Masalov · Feb 06 2012

SP,

Thank you for your answer. We are planning to implement MD functionality in future versions.