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Yes the 30 seconds is a small price to pay. Backfilling the sheet would have just been a mess code wise. Regards, MAK

Yes, performance is an issue. I spend most of my time dealing with free as much of the CPU as possible. What TXUK has provided is very nice and at some point farther down the line, I will get to the type of information it provides... Kind Regards, MAK

Any techies around who can split a .wmv file?

Nice to see a vet... I too had been following along casually for some time. At Easy's request and respect for him keeping the torch burning, I tried to quietly sneak back in. Your Q is a weekend type of post. Give me some time... MAK

Yes, it was very boring to watch. There were many paces that failed to sustain themselves. At some point, you will readily map the paces to the bars volatility. For me, I watch PRVed pace and automatically know the magnitude of what is on the table volatility wise. The paces are like different...

:confused: Are you running a YM PRV or are you saying you want to run an ES PRV and a YM PRV... There is nothing to install, you just open up the sheet and plug in the syntax... Still Confused.. MAK

The VWAP stuff is an interesting "theory". I respect that you are an avid mathematician of sorts so I will presume you have done your homework. VWAP is similar to anything MP (market profile) related as I am sure you know. My issues with all that jazz was two-fold which I presume, you already...

Very nice TXUK. PRV is EXCELLENT it really slows down everything. Shortly, we are going to put the STR.NEUT.SQU abstraction to the right and for some of you "throw away the manual". We will use the abstraction because I see that some of you are having difficulty with the current picture so we...

:cool: I won't say much but I am bubbling with excitement... Easy sparked another idea as an add-on, which I rapidly developed during the wee hours last night on how to relate all (STR.NEUT.SQU + PRV). It will incorporate the generic abstraction of STR.NEUT.SQU. :cool: We shall see. I am fine...

Here's the IB fix... Didn't get a chance to look at the IB API till a few moments ago.... OK. So in B19, put in your usual logic to fire up the DDE app. You want to have a formula in cell B19 as opposed to syntax. The formula serves 2 purposes, the first being to fire up the app that...

Video formats are kind of odd since in and of themselves they are compression algorithms much like zipping. What may be convenient is to use what's called a file splitter of some sort. There are various media splitter tools. AVI Splitter is one such tool which will break down the file into...

IRL Same solution as TBug... your b17 and b18 should is currently evaluating whereas it should just be a string syntax... The line of code that tbug pointed out where the error occurs is because it reads the b17 and b18 strings and converts them to the formula it wants. It is a coding...

Simple enough. Some pages back I mentioned that the cells were explicit strings (ie. they are not formula cells, just syntax). In other words, the code behind the sheet reads the syntax and then constructs the actual formula to be used. In a nutshell cells B17 and B18 should not have any "="...

Agreed and you make an excellent point. There is alot of easy stuff out there so I will scale back a bit on my efforts and try a new approach so as not to step on toes... Handling easy stuff first is definitely I great starting point from any context. We can build from there... Let me see what I...

TB post your sheet...

Post your IB sheet without your id and bells and whistles. I'll take a look...

A few comments... On the PRV side of the eqn, waiting for the DU level to be reached (ie. current bars volume to exceed VDU) appears to a reliable threshold with regards to the stability of the volume projection. Yesterday I mentioned the instability of the PRV at the beginning of bars and...

Are you using the Eurodollar futures to interpolate your yield curve point for your FMV calc??? Presumably, you're triggering of the convergence and divergence of the two (ie. conv being "SQU" and div being "STR"). Very nice either way... MAK!

Sorry. Forgot to mention this was the IQFEED version. The IB folks will need to make their usual adjustments. MAK

Some comments as some of you get calibrated to the PRV bars. After a short period of time, you will recognize the behavior of the bars. You will begin to notice how at the beginning of each bar, there is a PRV burst and then wind down to some stable level and then wind up to the close of the...