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Last post 11-11-2005, 4:08 by StorkBite. 27 replies.
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  •  09-10-2005, 6:29 7569

    *** Post new dll Wishlist items here ***

    This is more of a thread for organization than anything. It does not pertain to any particular dll. Post your ideas here and perhaps one of the programmers might get interested! :D
    Traders' Consortium
  •  09-10-2005, 6:30 7570 in reply to 7569

    Multiple Time Frame Indicators

    Chheda:
    Hi All ,

    This one is my first post and I am thankful to all for supporting and sharing their knowledge .

    Is it possible to develop dll for Multi Time Frame so that any indicator in one time frame can be plotted on other time frame
    for ex. ExtFml("ForumDll.weekly",rsi(c,14)) can plot weekly rsi on intraday or daily time frame or
    ExtFml("ForumDll.monthly",Fml( "My Formula")) can plot my formula for monthly periodicity on intraday daily or weekly charts .

    Thanks and Regards ,

    Harish Chheda

    Traders' Consortium
  •  09-10-2005, 6:34 7571 in reply to 7569

    Range Function Tool

    Alphateam:
    I'd like a Range Tool to find stocks that are trading in a sideways range.
    The tool should have the following functions:
    Search & report stocks in a sideways range.
    Sort ranging stocks by length of time in range.
    Sort ranging stocks by % price range.
    A tolerance % parameter (and standard deviation) to allow prices to whipsaw briefly out of range.
    Rank stocks based on the formula "% price range" X "length of time in range" - so long periods with a big price range could be found easily.

    Alphateam

    Traders' Consortium
  •  09-10-2005, 6:35 7572 in reply to 7569

    Text Alert

    BearishBull:
    Can you make a dll that does the following:

    if true then write a {variable}.txt with a msg {variable} in c:/{variable}

    Traders' Consortium
  •  09-10-2005, 6:36 7573 in reply to 7569

    URL Alert

    BearishBull:
    If it's not to hard I have another idea..

    If there is an alert then go to a url...


    Hehe you wonder why I need this? I'm subscribed to a smsgateway. I send a msg to an url (something like www.mygateway.com/yougot a longsignal, sendto+31642115544 blablabla) And then if I have an expert alert I can recieve the alert on my mobile phone without a modem..

    If it's not to hard to figure this out then I appreciate it if that function can also be in the next dll

    Traders' Consortium
  •  09-10-2005, 6:42 7574 in reply to 7569

    Date Handling

    Wabbit:
    Patrick....

    Any chance you could just whip up a date handling dll? (I know you and Marilyn aren't at all busy ) (whip up - as if it just happens in a jiffy!)

    I was thinking something along the lines of:

    function(firstDate, lastDate)

    and/or

    function(periodsAgo,periodUnits)

    and/or

    anything else you might see fit to include!


    This would help people doing 52wk highs and lows, last traded dates (although Richard Dale's product does this also), compute changes date-to-date instead of bar-to-bar etc....


    Just a thought....

    wabbit

    Traders' Consortium
  •  09-10-2005, 6:43 7575 in reply to 7569

    Variable-to-Static

    Jose:
    Patrick, don't forget the all-important variable-to-static dll.
    If you persist in coding MetaStock dll functions that can be easily be replicated in MFL, I'll have to get the whip out too.

    jose '-)[/quote
    Traders' Consortium
  •  09-10-2005, 6:45 7576 in reply to 7569

    Adaptive Moving Averages

    pumrysh:
    Patrick,

    A DLL which allowed adaptive moving averages would be helpful.

    Preston

    Traders' Consortium
  •  09-10-2005, 6:46 7577 in reply to 7569

    Trend Line Function with Variable Time Periods

    Alphateam:
    I'd like a trend line function with variable time periods, support and resistance lines, plus option for third line like Andrews pitch fork.

    Also a variable standard deviation unit to adjust the bandwidth of the support/resistance trend lines.

    Traders' Consortium
  •  09-10-2005, 6:48 7578 in reply to 7569

    Global Variables

    Wabbit:
    In explorations and system tests, there should be a section to declare "global" variables: variables to be used throughout that, and only that, exploration...

    Traders' Consortium
  •  09-10-2005, 7:32 7581 in reply to 7569

    Custom Indicies

    g_stockman:
    Is it possible to create a custom indices based on a group of stocks that I select, and plot, for example, their average close as a reference?

    Traders' Consortium
  •  09-10-2005, 16:26 7591 in reply to 7569

    Re: Custom Indicies

    Chheda:
    for ex. ExtFml("ForumDll.weekly",rsi(c,14)) can plot weekly rsi on intraday or daily time frame or
    ExtFml("ForumDll.monthly",Fml( "My Formula")) can plot my formula for monthly periodicity on intraday daily or weekly charts .

    Patrick:
    I think that would be great, I will definitely work on this ;)
    Here is my idea : ExtFml("ForumDLL.Periodicity",Data Array, periodicity)

    Alphateam:
    I'd like a Range Tool to find stocks that are trading in a sideways range.
    The tool should have the following functions:
    Search & report stocks in a sideways range.
    Sort ranging stocks by length of time in range.
    Sort ranging stocks by % price range.
    A tolerance % parameter (and standard deviation) to allow prices to whipsaw briefly out of range.
    Rank stocks based on the formula "% price range" X "length of time in range" - so long periods with a big price range could be found easily.

    Patrick:
    I don't understand this ... Sorry ... If I understood the purpose and how it could be used/useful I would look at it again. Most of the suggestions are too subjective and it looks like it is too much work and it will not help a lot of MS users ...

    Bearishbull:
    Hehe you wonder why I need this? I'm subscribed to a smsgateway. I send a msg to an url (something like www.mygateway.com/yougot a longsignal, sendto+31642115544 blablabla) And then if I have an expert alert I can recieve the alert on my mobile phone without a modem..
    If it's not to hard to figure this out then I appreciate it if that function can also be in the next dll

    Patrick:
    .... Weird ... I don't think I'm capable to do that ( the part where I use your modem to call your cell phone etc ... :roll: ) ... But interresting idea ... I will keep this in mind and think about it.
    The writing variable to a text file should be easy ... Would it be enough?

    Patrick :mrgreen:
    My Site
  •  09-10-2005, 18:31 7592 in reply to 7569

    Re:

    Patrick:
    Chheda:
    for ex. ExtFml("ForumDll.weekly",rsi(c,14)) can plot weekly rsi on intraday or daily time frame or
    ExtFml("ForumDll.monthly",Fml( "My Formula")) can plot my formula for monthly periodicity on intraday daily or weekly charts .

    Patrick:
    I think that would be great, I will definitely work on this ;)
    Here is my idea : ExtFml("ForumDLL.Periodicity",Data Array, periodicity)


    Patrick :mrgreen:


    Thanks Patrick for your help . Plz develop Dll in such a way so it can be used in MS 8.0 , MS 7.0 or lower version

    Thanks & Regards
    Harish Chheda
  •  09-11-2005, 4:27 7625 in reply to 7569

    Re: Re:

    Hi Patrick ,

    One more thing we can add in this development Dll for price style and colors
    For example we can display indicator in line ,Histogram , invisible , Doted line , Bar chart , Candle or PnF ect. format
    it may be useful in plotting daily , weekly and / or monthly charts in one chart sheet and also useful to develop HeiKin-AsHi or similar type of charts
    By different Color code we can plot any indicator in different colors when it is in Up Down or Natural mode with single indicator .

    Such development can strengthen and widen power of Metastock formula Language

    Thanks and Regards

    Harish Chheda
  •  09-11-2005, 15:51 7650 in reply to 7569

    Re: Re:

    To any current/future wishes ... I will not spend the time to make the dll functions work on prior versions of MetaStock ... Too much work, too big of a pain in the a** for me ... I just spent the whole week trying to get the customindex function work with 8.0, and while I completed it I do not wish to do this again. I had to uninstall a lot software recreate my dev project etc etc ... Again I'm not getting paid for this and I do this on my free time.

    Patrick: :mrgreen:
    My Site
  •  09-11-2005, 18:43 7660 in reply to 7569

    Wishlist is NOT a custom order emporium

    I'm sure that everyone will agree with me that Patrick really is a rock star. 8:-) However, with that said, the wish list isn't supossed to be 'Patrick's alternate email address"! It is a list of ideas that ANY PROGRAMMER might choose to implement... or ignore. The wish list concept was never intended to mean 'this is where I place my custom orders'. I think it should be understood that most of the items on any wish list will not be implemented. That way, there is no pressure on anyone secondary to unrealistic expectations.

    As far as previous version capabilities go, with few exceptions, the programmers will be coding for the current platform. The idea is to have the code compatible with the next generation of MS, not those of yesteryear.
    Traders' Consortium
  •  09-17-2005, 0:48 8166 in reply to 7569

    Re: Wishlist is NOT a custom order emporium

    One more thing we can add in this development Dll for price style and colors


    Chheda this is not possible, even with the dev kit ;)

    G I must have missed this post ... Thanks 8:-)
    My Site
  •  09-20-2005, 3:25 8411 in reply to 7569

    Optimization support for System Tester

    Patrick

    The ForumDll it's a great utility without question, but is limited to custom indicators, explorers and experts.
    Wouldn't be a good feature to provide support for the System Tester as well with optimization parameters?
    For example the current std. VarMOV function below:
    - ExtFml("ForumDll.VarMOV", DataArray, Periods, Method)
    to accept this form:
    - ExtFml("ForumDll.VarMOV", DataArray, OPT1, OPT2)

    I tried ASI.dll that works this way, but taskes 10 times longer to simulate than MS built-in functions.
    Please disregard this request if there is a way that supports my requested feature and I have overlooked it.

    Regards
    Guara
  •  09-20-2005, 14:06 8433 in reply to 7569

    Re: Optimization support for System Tester

    Well you should be able to use optimizations with the dll in a system tester ... Or do you mean to be able to optimize outside the system tester?

    Patrick :mrgreen:
    My Site
  •  09-20-2005, 15:37 8438 in reply to 7569

    Re: Optimization support for System Tester

    Patrick

    This is what happens:
    1) In the System Tester I used the following code:
    --------------------------------------
    MAType:=OPT1;
    MMAType:=OPT2;
    MAPeriods:=OPT3;
    MMAPeriods:=OPT4;

    MA:=
    If(MAType=1,ExtFml("ForumDll.VarMOV",C,MAPeriods,S),
    If(MAType=2,ExtFml("ForumDll.VarMOV",C,MAPeriods,E),
    ExtFml("ForumDll.VarMOV",C,MAPeriods,W)));

    MMA:=
    If(MMAType=1,ExtFml("ForumDll.VarMOV",MA,MMAPeriods,S),
    If(MMAType=2,ExtFml("ForumDll.VarMOV",MA,MMAPeriods,E),
    ExtFml("ForumDll.VarMOV",MA,MMAPeriods,W)));

    Trend:=
    If(MA>MMA,1,
    If(MA<MMA,-1,0));

    Buy:=If(Trend=1 AND Ref(Trend,-1)<1,1,0);
    Buy;
    ---------------------------------------
    Similar for the Sell signal;
    ----------------------------------------
    This is crashing the System Tester and the whole MS application (when I hit the "Cancell Simulation" button after 1 min while nothing happened.)
    When I used the same formulas for the Expert (obviously the OPT variables were replaced with new ones that refered to integers) it worked OK, but it takes much longer to process the expert signals than when I use the regular Mov() functions.
    I used also the same format for Trend definition (Trend Tab in System Tester.):
    Trend:=If(MA>MMA,1,0); {for Bullish}
    Trend:=If(MA<MMA,1,0); {for Bearish}

    Isn't the DLL supposed to perform the same MS functions implemented as a variable parameter call faster?

    Any comment will be very much appreciated it.

    Regards
    Guara
  •  09-20-2005, 22:59 8471 in reply to 7569

    Re: Optimization support for System Tester

    Lets say OPT1 and OPT are bounded by values of 1 and 2, OPT 3 and OPT4 are bounded by 10 and 30 (10 to 30 day moving average periods), lets also assume you are testing 2000 stocks in the system, then:

    you will be conducting 2 x 2 x 20 x 20 x 2000 tests = 3,200,000 tests

    to get going, system tester might take a little while..... i'd be leaving this one to run for much longer than one minute!


    Suggestion: Do a search on this forum for data mining.


    wabbit :D

    MS: 6.52 EOD, 7.x EOD, 8.0 PRO, 9.2 PRO w/QC, 10 PRO w/QC & MDK
    For custom MetaStock programming : http://www.wabbit.com.au
    My SkyPE status : wabbit.com.au SkyPE online status
    My SkyPE account : wabbit.com.au

  •  09-20-2005, 23:16 8472 in reply to 7569

    Re: Optimization support for System Tester

    Dear Wabbit

    I've ran the test only for 1 security and the total of tests were around 48,000+. The issues there is that using the Equis MOV() function I can see the simulation advancinf approx. by 2 tests/sec.
    When using the ForumDll.dll version of MOV function the simulation doesn't advance at all. It stays at the value "0 out of 0".

    So there is something wrong with the ForumDll.dll when used with the system tester with OPTx inputs.

    Guara
  •  09-21-2005, 2:42 8482 in reply to 7569

    Re: Optimization support for System Tester

    [quote user="ForumDll.VARMOV",C,O,E);

    Sorry that it does not do what you expected, but there is nothing wrong with it as far as I can tell.

    Patrick :mrgreen:
    My Site
  •  09-21-2005, 2:48 8483 in reply to 7569

    Re: Optimization support for System Tester

    Now let's assume we wrote a function to make average optimization faster in the system tester ... Well I don't think it would be possible unless you wrote an external app ... And yes I know the system tester can be slow :(

    Sorry I do not want my previous message to sound mean. I understand your question and why you asked it. I was just a little bothered with the "there is something wrong" assumption :D

    Patrick :mrgreen:
    My Site
  •  09-21-2005, 15:05 8500 in reply to 7569

    ForumDll.dll (and other DLL's) and the System Tester

    Patrick

    I am sorry the way my previous comment went out. :oops:
    It was not my intention to criticize.
    On the contrary, I appreciate very much your work and dedication and I truly belive the ForumDLL it's a great contribution to the MS community.

    What I intended to say is that users can find ways to use some tools that are beyond their original defined and supported features.
    I don't know the internal functionality of the ForumDLL utility, but isn't possible that using it with the system tester that is providing an OPTn parameter as an input, the VarMOV function is performing substantially slower than using the Equis MOV function? This can be valid in fact for all the functions.

    I tried some variations of the code exemplified before, in which I changed the MA code to use the Equis Mov() function and I left the MMA code implemented with ForumDLL.VarMOV function that is using the MA previous defined (which is a variable input now) as an input.
    It worked extremely slow, but it worked. I had the patience to wait and see what happens and I've reduced the max. tests to 16 iterations and I reduced substantially the testing period also.

    Again, this is not intended as a critical comment about the ForumDLL utility.
    The situation looks the same when I use ASI.DLL utility as well.

    What I want to understand is why these utilities that provide so much power for building indicators, experts and explorers are performing so slow when used in backtesting?

    Are there "special" requirements for such utilities to perform differently in the system tester environment?

    This is pretty much all I had to say.
    I want to thank you again for the time you are puting into this forum support and I am pretty sure that everybody is appreciating it.

    Regards
    Guara
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