Easy Language Codes:

• MARKET PROFILE^© PROFESSIONAL PACKAGE for TradeStation 4
• MARKET PROFILE^© USER FUNCTION
• TRADING THE EQUITY CURVE

Dynamic Linked Libraries ("DLL") called from Easy Language:

• MAXIMUM ENTROPY METHOD DLL (spectral analysis and projection)
• LOMB PERIODOGRAM DLL(Cycle analysis)
• FFT / inverse FFT filtering DLL(Cycle/ bandpass filtering)
• TOMORROW NEWSPAPER DLL
• POINT & FIGURES DLL
• OVERLAY PROFILES

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• MARKET PROFILE PROFESSIONAL PACKAGE for TradeStation TradeStation 8,  2000i
  ^©CBOT Chicago Board of Trade. CLICK above to see more in depth explanations
  Market Profile enhanced for TradeStation, like you had never seen it before.

1. Displays up to 100 day profiles on a chart with up to 500 rows of letters, in respect with the maximum number of graphic objects allowed in TradeStation 4.
2. Fast version.
3. All parameters, all colors, all displays are user customizable (more than 30 inputs...).
4. TPO values, Volume values, TPO and Volume areas, Center of distribution, Open, Close, Left and right profile display.
5. Market profile display + Tick Volume profile display (2 versions, all customizable).
6. Market Profile Statistics displayed above and below profile charts. Rotation Index included
7. Market Profile Expert Color.Colors changes according to Market profile interpretation.
8. Market Profile Rainbow Color. Paint your Market profile with any normalized indicator.
9. Market Profile TimebarColor. Paint your Market profile according to time elapsed..
10. Market Profile User function for use Market Profile statistics in you trading systems and indicators (21 fields available).

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• OVERLAY PROFILES (long term market profile levels:   automated detection)
  CLICK above to see more in depth explanations

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• "TRADING THE EQUITY CURVE"  
  CLICK above to see more in depth explanation
   

Pierre Orphelin. SirTrade International  All rights reserved.

1. Build the Equity curve of any system BEFORE the final trading decision.
2. Returns the Equity Curve and the underlying position.
3. Allows buy stop and Sell stop for the underlying system.
4. Allows to trade according to an Equity Curve related decision: You may apply any system, any filter on the Equity Curve and then trade for example when the equity curve is climbing. Useful to monitor a system and reduce trades.
5. Highly recommended for use with our SirTrade97 Neurofuzzy Logic software: Retrains realtime in TadeStation only when the Equity Curve (of the current neurofuzzy system before the real trade) is dropping.

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• MAXIMUM ENTROPY METHOD for TradeStation (Cycle analysis)
  CLICK above to see more in depth explanation

© Numerical Recipes. "Copyright © 1987-1992 Numerical Recipes Software"
All rights reserved.. Used by permission
© Pierre Orphelin. SirTrade International &Philippe Lembo HLG Gestion .1994 .

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• LOMB PERIODOGRAM (Cycle analysis)
  CLICK above to see more in depth explanation
  © Pierre Orphelin. SirTrade International &Philippe Lembo HLG Gestion .1995 .
  
  © Numerical Recipes."Copyright © 1987-1992 Numerical Recipes Software"
  All rights reserved.. Used by permission

• FFT (Fast Fourier Transform) FILTERING
  CLICK above to see more in depth explanation
  © Numerical Recipes."Copyright © 1987-1992 Numerical Recipes Software"
  All rights reserved.. Used by permission
  © Pierre Orphelin. SirTrade International &Philippe Lembo HLG Gestion .1997 .

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• TOMORROW NEWSPAPER DLL
  CLICK above to see more in depth explanations
  © Pierre Orphelin. SirTrade International &Philippe Lembo HLG Gestion .1995 .

This unfair piece of code reads the TradeStation database any number of bars in advance from currentbar.
Reads Open, High, Low, Close, Volume, upticks, downticks, Open Interest
Unfortunately, it works only on historical data...
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• POINT & FIGURES DLL
  CLICK above to see more in depth explanations

© Pierre Orphelin. SirTrade International &Philippe Lembo HLG Gestion .1994 All rights reserved.

1. Build Point & Figures from within any bar chart windows.
2. Stores High, Low, Close, upticks and downticks, number of "X" and "O"for each Point & Figure bar into TradeStation Arrays.
3. Stores up to 100 Point & Figures bars.
4. Useful to mix Point & Figures logic within a system running standard bars or ticks bars.
5. Works also with any indicator (oscillators, moving averages...) and builds Point & Figures from them.
6. Box size and reversal size allowed as variables: Builds variable compression Point & Figures.

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Last modified: July 05, 2007