Tactical Trading

 

real time ticki and premium data on an es tick chart that can be combined with our trading charts AND indicators

 

 

Merlin.dll

you will receive the following files

merlin.dll - which is the necessary program that will allow the use of tick data from one symbol to be used for an indicator plot on a tick chart of another symbol ~~~ NOTE:  you will receive this file as a zip file that must first be unzipped.

ttValidUser.els  - which will allow you to run the program-indicators on your TradeStation program.

saveticks.els ssaveticks.els - which are files you will use to create what is referred to below as a source chart [depending on whether you are using ts2000i or ts8.x.

ttcdll.els - which is a file that will include your actual indicators.

 

In order to have the program work you will have to copy merlin.dll to the proper directory.  The two directories to be used that I show on my computers are as follows: 

TradeStation 2000i = c:\Program Files\Omega Research\Program - TradeStation 8.x = c:\Program Files\TradeStation\Program.  You will import saveticks.els [OR ssaveticks.els] ttcdll.els ttValidUser.els into tradestation just as you would any other indicator files. 

 

File List

ttc_SaveTicks indicator
ttc_SsaveTicks indicator
ttc_ShowBars indicator
ttc_ShowBars-C indicator
ttc_ShowBars-PB indicator
ttc_TickiX indicator
ttc_PremX indicator
ttc_Ticki-SM showme
ttc_Ticki-SM2 showme
ttc_Prem-SM showme
ttc_Ticki-PB paintbar
ttc_Prem-PB paintbar
ttValidUser function
LastBarOnChart function
LastCalcDate function
LastCalcTime function

NOTE:  i have noticed that the showbars - showme indicators may sometimes turn themselves off end of day - the times that i have noticed this is IF i restart the program again when the market is closed.  IF this happens ~ format analysis techniques AND then turn the status off of the indicator AND then turn the status back on [OR simply delete your indicator and re-apply it IF for some reason it doesn't plot again]. 

 

ttc_SaveTicks ttc_SSaveTicks

use ttc_SaveTciks for ts2000i - use ttc_SSaveTicks for ts8.x

IF you do NOT set up this chart-indicator you will not be able to plot your ttc_dll indicators.  Every symbol that you will want for data on another chart will need a SaveTicks chart.  Below you will see setups for ticki AND premium ~ again each of these will need its own SaveTicks.

NOTE:  with the ts8 version of tradestation - they have made some change in the way ticki is being stored in their cache AND although these indicators work fine realtime - their values aren't stored to show past data which is something that i hope will be able to be fixed to the way it was. 

This indicator goes on the source chart ~ that is the chart containing data you want to send to Merlin.DLL so that the data can then be displayed on other tick charts.  Setup your data as a 1 tick chart of the source symbol ~ in this case TradeStation 2000i = $ticki - TradeStation 8.x = $tiki.  The indicator will plot as one line which simply shows the actual time of each tick accurate to 2/10 of a second in the format hhmmssd.  1502303 translates as15:02:30.0 = 3pm 2minutes 30.0 seconds.

 

ttc_Ticki-SM

   

   

User Inputs

Symb = the symbol that was used to create your source chart which is "$Ticki" for all Ticki indicators for TradeStation 2000i ~ TradeStation 8 users will have to change this to "$Tiki".  NOTE:  be sure not to erase the " " marks.

HiTrigger - LoTrigger = the Ticki extreme that you want to plot ~ +/- 22 is the default.

ChannelLength = a number intended to correlate to the ttDC ttRRC indicators.  IF you want the ticki extreme to plot on top of the channel THEN change this to 9.

Placement = number of ticks above/below the price bar where the Ticki extreme will plot ~ 2 ticks is the default

 

ttc_Ticki-PB

instead of using showme dots on the chart to indicate a ticki extreme - the bars may be painted green OR red basis the your ticki extreme input.

User Inputs

Symb = the symbol that was used to create your source chart which is "$Ticki" for all Ticki indicators for TradeStation 2000i ~ TradeStation 8 users will have to change this to "$Tiki".  NOTE:  be sure not to erase the " " marks.

HiTrigger - LoTrigger = the Ticki extreme that you want to plot ~ +/- 22 is the default.

 

ttc_Ticki-SM2  ttc_Prem-SM

additional information ~ real time premium data AND 2 levels of ticki data.  looking at the chart on the below right ~ i think we got a very clear idea of the additional sell program pressure from the ticki high-resistance reject.

             

             

User Inputs

Symb = the symbol that was used to create your source chart.  TS2000i = $ticki $prem ~ TS8 = $tiki $spinx AND remember that you cannot get the premium number on TS8 unless you subscribe to CME realtime.

HiTrigger - LoTrigger = the Ticki extreme that you want to plot ~ +/- 22 is the default.

HiTrigger2 - LoTrigger2 = the Ticki extreme that you want to plot as your second level ~ +/- 26 is the default.

PB - PS = the premium buy - premium sell numbers for the day ~ the default is 0 [the Format window shows the numbers on the day i made the chart].  NOTE:  ts2000i users enter premium numbers without a decimal point ~ ts6 users enter premium numbers with a decimal point.

ChannelLength = a number intended to correlate to the ttDC ttRRC indicators.  IF you want the ticki extreme to plot on top of the channel THEN change this to 9.

Placement - Placement2 = number of ticks above/below the price bar where the showme will plot ~ these need to be staggered in order to see them all ~ 1 2 3 ticks is the default.

 

ttc_ShowBars  ttc_ShowBars-C

since tradestation does not allow more then 4 things to be plotted in an indicator i have provided 2 different chart setups for the ticki bars.  ttc_ShowBars will plot the ticki bars AND the horizontal extreme lines BUT will not show you the last price on the ticki bar ~ ttc_ShowBars-C will plot the ticki bars AND show the last price on the ticki bar HOWEVER to show the horizontal extreme lines you will have to add the ttTicki2 indicator.

 

 

 

ttc_ShowBars

one additional ttc_ShowBars study paints the bars red-green basis the ticki low/high input AND plots horizontal lines at the same input value

 

tt Indicator  ttc_Ticki combination

 

 

 

All subscribers OR trial users of any Tactical Trading, LLC. service have read
AND agree to the disclaimer found at www.tactrade.com/disclaimer.htm

Copyright © 1997-2005 Tactical Trading, LLC All Rights Reserved