Question for Grob/Hershey...

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Thx LURK... It's always the small bits of information that cascades my brain into the right direction. I blew threw your pics and processed them to figure out what was what. For the str/squ stuff I kept thinking that I needed 500 stocks fed realtime when in fact there are only 30 on the DJIA. Would you categorize what you have posted as being similar to TIKI? Also, you wouldn't happen to know the formula for the DJIA?

MAK!!!
 
Yes similar to the tiki.
The formula is simply the sum of the last prices divided by the current divisor. see cbot for such info.
You can also monitor for arb programs knowing current fair mkt value and buy/sell areas. The web link you posted shows those.
The problem using IB's cash value for the DJIA is that it is delayed reporting and could give false str/squ thereby.
 
Quote from ETLURKER:

Yes similar to the tiki.
The formula is simply the sum of the last prices divided by the current divisor. see cbot for such info.
You can also monitor for arb programs knowing current fair mkt value and buy/sell areas. The web link you posted shows those.
The problem using IB's cash value for the DJIA is that it is delayed reporting and could give false str/squ thereby.
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LOL. Yes you've noticed that too. Evidently, you are technically savvy. I didn't want to jump way out there so I am vastly reducing the scope of my posts to the current level. As far as the divisor, I know there is a weighting, but you've provided plenty for me to process.

Thx & Kind Regards,
MAK!
 
I will repost the program after I build an installer for it. The zip file I uploaded is only the executable. It wont run without a few other files. Sorry for the confusion.
 
Quote from ETLURKER:

I will repost the program after I build an installer for it. The zip file I uploaded is only the executable. It wont run without a few other files. Sorry for the confusion.
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ETLURKER, thanks for sharing... your screen-shots alone got my mind racing about things I'd like to do programatically... once I know how to trade profitably. This is an eye-opener... I think Tradestation conditioned me to only think of building apps inside of a chart container.
 
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