c21_ts_indicators_u18_131114 (1)

C21 Indicator Package ForTradeStationUpdate 18 and Beyond04/22/13NOTICEThis documentation and the computer program, data files, or images generated by or used as an integral part of the operation of all of the programs and Easy Language modules are the property of C21TSI LLC and are protected by copyright law and International treaties.Unauthorized reproduction or distribution of this program, or any part of it, is prohibited and may result in severe civil or criminal penalties, and will be prosecuted to the full extent of the law. Reproduction of part or all of the contents in any form of this material may only be done with written permission from C21TSI LLC.

Risks and WarningsTransactions in futures and forex carry a high degree of risk. The amount of initial margin is small relative to the value of the futures contract, meaning that transactions are heavily "leveraged." A relatively small market movement will have a proportionately larger impact on the funds you have deposited or will have to deposit: this may work against you as well as for you. You may sustain a total loss of initial margin funds and any additional funds deposited with the firm to maintain your position. If the market moves against your position or margin levels are increased, you may be called upon to pay substantial additional funds on short notice to maintain your position. If you fail to comply with a request for additional funds within the time prescribed, your position may be liquidated at a loss and you will be liable for any resulting deficit.Market conditions (e.g., illiquidity) and/or the operation of the rules of certain markets (e.g., the suspension of trading in any contract or contract month because of price limits or "circuit breakers") may increase the risk of loss by making it difficult or impossible to effect transactions or liquidate/offset positions. If you have sold options, this may increase the risk of loss.The supplying of these indicators and any associated documentation and their use is not an endorsement of trading either futures contracts or forex. C21TSI are not responsible for any losses resulting from the use or reliance on these indicators for making trading decisions. Any discussions on how these indicators may be used in making trading decisions is solely based upon past experience and is no guarantee that any techniques discussed will be successful in the future. You must evaluate any such discussions on your own and make your own trading decisions.Important InformationTradeStation Group, Inc. Affiliates: All proprietary technology in TradeStation is owned by TradeStation Technologies, Inc. Equities, equities options, and commodity futures products and services are offered by TradeStation Securities, Inc. (Member NYSE, FINRA, NFA and SIPC). TradeStation Securities, Inc.s SIPC coverage is available only for equities and equities options accounts. Forex products and services are offered by TradeStation Forex, a division of IBFX, Inc. (Member NFA)

IntroductionOverviewThe C21 Indicator Package for TradeStation Update 18 and Beyond contains all the indicators and other EasyLanguage (EL) techniques shown on charts displayed by the master trader in the PureTick ES futures trading room and used for day trading futures contracts. This set takes advantage of new functionality that has been added since 9.1 Update 12.The goal of this package is to a) have both the room trader and users have consistent charts with the same look and feel, b) supply enhanced indicators to improve the users trading and c) supply custom indicators created especially to assist the users in analyzing market internals. These indicators include improved versions of a number of standard TradeStation (TS) indicators, such as moving averages, stochastics, MACD, as well as indicators custom designed for use in the PureTick trading rooms. The custom indicators include C21_OrderFlow, C21_BATS, C21_TrendsW and others. These assist in following order flow without having to watch the detail of every level of the market depth window as well as highlighting the key price levels with significant bids and offers, which is one of the key market internals used by professional traders and black-box trading systems.Although initially designed and used with numerous futures contracts, including ES, YM, NQ, TY, and TF, these function well with all futures contracts and most of the indicators will function well with stocks, forex, futures, etc.If you have an idea for an enhancement to one of the modules in the package or for a new addition to the package, send your suggestions to [email protected] 9.1 update 18 is the earliest version of TradeStation supported by these indicators. Some may run on update 12 or earlier but future versions may not. In general it is best to have the latest non-beta version of TradeStation installed. TradeStation is aggressively adding new features and functions to TradeStation 9. C21TSI is also updating the indicators and other EL modules to take advantage of the new functionality.It is not recommended that you install beta versions of TradeStation as these are often unreliable. AvailabilityThe C21 Indicator Package for TradeStation and individual indicators are available from the TradeStation Strategy Network on a monthly lease basis. SupportIf you need assistance with any components in the package or TradeStation in general, please contact Chris at [email protected]. Should any issues arise that need your attention you may be contacted via e-mail.Document ContentsThis document contains the following: C21 Indicator Overview Discussion of the philosophy behind the overall C21 indicator design and the features and functionality common to most indicators. Installation and Setup Some of the indicators require special setup steps. C21 Indicator Details Although most indicators are setup so that they can be added without any adjustment to their input parameters, these details allow customization of the indicators.Note that on the C21 Indicators web page there are several other documents that you may want to review: TradeStation Best Practices - This document contains a number of suggestions on how to better use TradeStation. TradeStation Performance This document discusses various factors that impact upon the overall performance of TradeStation. Anyone trading from overseas or with a large number of charts and symbols should review this document.Risks and WarningsTransactions in futures and forex carry a high degree of risk. The amount of initial margin is small relative to the value of the futures contract, meaning that transactions are heavily "leveraged." A relatively small market movement will have a proportionately larger impact on the funds you have deposited or will have to deposit: this may work against you as well as for you. You may sustain a total loss of initial margin funds and any additional funds deposited with the firm to maintain your position. If the market moves against your position or margin levels are increased, you may be called upon to pay substantial additional funds on short notice to maintain your position. If you fail to comply with a request for additional funds within the time prescribed, your position may be liquidated at a loss and you will be liable for any resulting deficit.Market conditions (e.g., illiquidity) and/or the operation of the rules of certain markets (e.g., the suspension of trading in any contract or contract month because of price limits or "circuit breakers") may increase the risk of loss by making it difficult or impossible to effect transactions or liquidate/offset positions. If you have sold options, this may increase the risk of loss.The supplying of these indicators and their use is not an endorsement of trading either futures contracts or forex. C21TSI is not responsible for any losses resulting from the use or reliance on these indicators for making trading decisions. Any discussions on how these indicators may be used in making trading decisions is solely based upon our experience and is no guarantee that any techniques discussed will be successful. You must evaluate any such discussions on your own and make your own trading decisions.

Package ContentsIntroductionAll EL modules delivered in this package have names that start with C21_. This should avoid any EL module supplied by the package from impacting any module supplied by TradeStation or another third party.At present the modules include: Indicators FunctionsIndicators ListThis list shows the current and planned indicators for the package. All planned indicators will be available at no additional charge.Indicator NameStatusAlertsPublishDescription

C21_ARAvailableYesYesDisplays Range and Average Range information in a sub-graph for any bar interval type. Includes color coding for narrow and wide range bars.

C21_ATRAvailableYesYesDisplays True Range Average True Range information in a sub-graph for any bar interval type. Includes color coding for narrow and wide true range bars.

C21_BarTimeLeftAvailableNoNoDisplays time left on an intraday bar.

C21_BATSAvailableYesNoA companion indicator to the C21_OrderFlow indicator that displays bid/ask and time-of-sales information.

C21_CustomLineAvailableYesNoAllows a custom line to be drawn and for alerts when the underlying charted value crosses over or under.

C21_EMAAvailableYesYesExponential moving average

C21_EMA2LinesAvailableYesYesA dual-line moving average with customizable alerts.

C21_EventsAvailableYesNoDisplays alerts ahead of news events as well as user-defined time-based alerts.

C21_HMAAvailableYesYesHull moving average

C21_HMA2LinesAvailableYesYesTwo Hull moving average lines with cross-over alerts

C21_FloorTraderPivotsAvailableNoNoShows floor trader pivots

C21_KeltnerChannelAvailableYesYesThe standard Keltner Channel indicator with customizable alerts.

C21_LinearRegLineAvailableYesNoLinear regression line

C21_MACDCAvailableYesYesThe color-coded MACD indicator with customizable alerts.

C21_OpenRangesAvailableYesYesIndicator showing the high/low levels for various user-specified opening time ranges. Includes customizable alerts.

C21_OrderFlowAvailableYesYesAn indicator showing the balance of bid and ask orders for the underlying security as a pair of histograms (one narrow and one wide).

C21_PriceChannelAvailableYesNoA standard price channel with customizable alerts.

C21_SessionPivotsAvailableYesYesAn indicator showing the static pivot levels as well as the Globex high/low for trading sessions.

C21_SMAAvailableYesYesSimple moving average with customizable alerts;

C21_SMA2LinesAvailableYesYesTwo simple moving average lines with cross-over alerts

C21_StochasticSlowAvailableYesYesStandard slow stochastics indicator with customizable alerts.

C21_TOSConsolidatedAvailableNoNoDisplays a TOS-type window with consolidation into larger blocks of the ticks.

C21_Trends(Obsolete)AvailablePendingNoDisplays as a pair of text labels the type of day (NR7, WR7, MID) as well as the current trend indicators (price relative to daily pivot, and the 60 and 15 minute moving average relationships)

C21_TrendsWAvailable PendingNoThis displays essentially the same information as the C21_Trends indicator but rather that placing it in a chart as text labels this actually displays it in a separate window that may be moved anywhere.

C21_VolumeAvgAvailableYesYesStandard average volume indicator with customizable alerts.

C21_WMAAvailableYesYesWeighted moving average

C21_WMA2LinesAvailableYesYesTwo weighted moving average lines with cross-over alerts

Functions ListThis list displays a number of general purpose or specific purpose EL functions. All functions listed are available. A number of these functions are based upon TradeStation functions. The Strategy Network requires that all indicators must not reference any standard TradeStation function.Function NameDescription

C21_AverageCalculates simple moving average

C21_AverageFCFast calculation for a simple moving average

C21_AverageTrueRangeCalculates the average true range

C21_ColorsReturns the numeric color value for a named color passed in as a string parameter.

C21_Cum

C21_CurrentSessionReturns the current session number.

C21_EMAA corrected version of the TS EMA

C21_EMANBA special version of the exponential moving average designed for use with values that are not based upon bars.

C21_EnvironmentReads the C21_Environment XML file and makes the information therein available.

C21_ExtremesReturn the extreme high or low value and the bar it occurred on for a given length

C21_HighestReturns the highest value from a list of values

C21_HIghSessionReturns the highest price in a session

C21_HMAPerforms Hull average calculations.

C21_IFFIFF for numeric result values

C21_IFFLogicIFF for Boolean result values

C21_IFFStringIFF for string result values

C21_IntervalTypeCodeReturns a 1-charaxter code indicating the type of interval on a chart.

C21_IntervalTypeLabelReturns a label indicating the type of interval on a chart.

C21_IsDSTIs Daylight savings time

C21_LastBarOnChartIndicates if a bar is the last bar on a chart.

C21_LeftTrimStringTrims blanks from the left side of a string.

C21_ListParseToDictionaryParses a comma delimited string list of key=value items, placing them into a dictionary

C21_LowestReturns the lowest value of a list of values

C21_LowSessionReturns the low of the current session

C21_MACDPerforms actual MACD calculations.

C21_MinutesIntoWeek

C21_MinutesToTime

C21_PrintExceptionPrints an EL Log message for an exception

C21_PrintLogPrints a message to the EL Log

C21_RIghtTrimStringTrims blanks from the right side of a string

C21_Round2Fraction

C21_StochasticPerforms stochastics calculations displayed in C21_StochasticSlow

C21_SummationSums values from a series for a specified length

C21_SummationFCSums values from a series for a specified length

C21_TimeToMinutes

C21_TokenReplaceReplaces Tokens in a string with values from a token dictionary

C21_TrimDecStringRemoves trailing zeros to the right of the decimal point

C21_TrimStringTrims leading and trailing blanks from a string value.

C21_TrueHighReturns a true range high value of the close

C21_TrueLowReturns a true range low value of the close

C21_TrueRangeReturns the true range

C21_WAveragePerforms actual weighted average calculations

C21_XAverageExponential average calculation

C21_XAverageOrig

Recommended Installation ProcessMost indicators can be installed with either no or minimal parameter setting. The following is the recommended sequence of steps for a first time installation. StepDiscussion

Backup TradeStationUse the TradeStation backup to save your current configuration. See Best Practices if you are not backing-up TradeStation every day.

C21_Indicators Windows ApplicationDownload, install and run this application. This will create any directories and other files needed by any of the indicators in the package.

Web site desktops and workspacesReview the available desktops and workspaces available on the C21 Indicators web site. You may find it easier to download a set of desktops and workspaces as a new starting point for your TradeStation layout. Be sure to copy the desktops and workspaces to their respective directories in the TradeStation installation path.

If you choose to start with a set of desktops with built-in workspaces from the C21TSI web site:StepDiscussion

Download Desktops and WorkspacesCopy the desktops and workspaces to their respective directories in the TradeStation installation path.

Start TradeStation and open selected desktopsAdjust the layout for any addition things you might want.

Review and adjust the indicator settingsYou may wish to activate or deactivate alerts or customize the alert text.

Backup TradeStationUse the TradeStation backup to save your new configuration

If you choose to start with a set of workspaces from the C21TSI web site:StepDiscussion

Download WorkspacesCopy the workspaces to the MyWork directory in the TradeStation installation path.

Start TradeStation and open your normal desktops.

Open the downloaded workspaces in the desired desktops.Adjust the workspaces as you need.


If you choose to add the indicators to your existing workspaces:StepDiscussion

Insert the indicatorsMake any necessary adjustments to the indicators.

Review and adjust the indicator settingsYou may wish to activate or deactivate alerts or customize the alert text. The default settings for the indicators are normally good to start with.


C21 Indicator Package GuidelinesIt is assumed that you are generally familiar with changing the various properties associated with the TradeStation platform. If you are not go to the TradeStation HYPERLINK "http://www.tradestation.com/en/education/university/school-of-tradestation-basics"University web page and run through the various tutorials on these topics.The C21 indicators are heavily parameterized to permit a high degree of customization. It is suggested that you start with the default values and experiment changing one or two parameters at a time to understand their impact. This chapter contains information on setting up the symbol, chart window, and indicators in general. Indicator CalculationsUnless the indicator is not a common one, there will be no explanation of the details of its calculations. These details are available in numerous reference books and web sites.Format SymbolSettings Tab In general the one thing that is important on this tab is the range. Some indicators will have a minimum range of values in order to operate properly.The Display Time Zone is normally left as Local.Style TabThe style settings may normally be whatever you desire, but most users prefer Candlestick or Candlestick with Trend.

Scaling TabThis may usually be whatever you desire. Properties TabIn general one should use the regular session.

Format WindowGeneral TabThe one setting on this tab that will be useful to adjust is the Space to the Right Bars. A number of indicators may place text labels to the right of the rightmost bar. Increasing this value ensures that there is adequate room for the text to display. If you have included multiple indicators that display text labels to the right of the rightmost bar, you may often adjust their position by using an input parameter labeled iPadLength or a similar name so that they do not overlap other text labels.Some indicators are placed on tick charts. A tick chart may have multiple bars with, as far as TradeStation is concerned, start at the same time. In order to help keep the text labels properly aligned and to avoid overlapping labels from multiple indicators, an indicator may have an input parameter named iBarPadLength. It essentially indicates how much the padding should be adjusted for each bar with the same time.Status LineSet as you desire. Many of the indicators have long lists of inputs. TradeStation does not have a setting for Analysis Techniques/Strategies Name Only, so the status line is often very busy and long.

FontSet the font as you desire, understanding that a change may impact the visibility of text labels and an adjustment of the Space to the Right Bars value on the General Tab.

ColorThis may be adjusted. The default indicators were designed to operate on charts with black backgrounds. Should you choose a different background color and any indicator no longer display properly, please contact support.StyleAdjust this tabs settings as you desire.

Indicator SetupThe following guidelines apply in general to all indicators added to charts. If a specific indicator requires a specific non-standard setting, it will be addressed in the material for that indicator.General TabIn general the important things that should be set on the tab are the Auto-detect and Update value intra-bar.

Alerts TabAn indicator may have one or more alerts associated with it. An alert may be delivered by either an Alert Box and/or a synthesized voice.The text of the alerts is customizable. The default text of alerts is specified by an input parameter starting with iAlert. The same text is used for the alert box and the synthesized voice. The text of the alert may consist of straight text and/or tokens. Tokens are identifiable by a text string contained with the less-than and greater-than characters, such as . The indicator will replace the token with an actual value based upon the chart in which it is placed and the chart settings. Each indicator will have a list of tokens that are recognized.Most C21 indicators have the alerts disabled. If you enable the alerts pay attention to the recommended setting for the When alert condition is true for each specific indicator.In the Use the following Message Center notification settings section you may choose the type of alert (audio or visual or even email) and settings associated with it.

If you have multiple charts with the same symbol and settings in different workspaces or desktops, you should enable the alerts on only one of them. Otherwise you get duplicate alerts.Style Tab

In general the styles for the various plots on a chart are set appropriately, although sometimes a creative alternative does exist. The best use for the style tab is to adjust the weight of a plot if you are using very wide or very narrow bars on your chart. If a plot is not affected by a change on the style it is because the indicator is forcing certain properties of it.Color TabThe color tab is useful if you want to change the color of a specific plot. If a change on the color tab does not impact the display of the plot, then the color is forced to be a certain color by the indicator. In many cases you may than change the color through an input parameter.Scaling Tab

The most important properties on the Scaling tab are the Axis properties. Most indicators that display on the same sub-graph as the symbol data work best with the Scale On property set to Same Axis as Underlying Data. Other values can yield very strange results.For indicators that display on a subgraph > 1, the best choice is normally Scale On = Right Axis. A very few indicators will have other preferred settings, which will be specified in the individual indicator instructions.Do note the Scale Range Movement Size properties. Adjusting these can be useful when you want to see indicator plots that may display above or below the chart area. You can flip between Automatic and Movement Size using the Scaling Range Selection on the toolbar, but the actual movement size settings can only be set within the scaling tab.Advanced TabThe default settings on this tab are normally appropriate.ParameterStandardAll parameter names begin with the letter i, as in input.Some indicators contain a parameter named iPID which defaults to false. This parameter should always be false. Setting it to true will cause the indictor to no longer function.ColorsWithin the indicators input values, if a color is needed, any of the color names shown in the chart below may be used. Unfortunately, TS does not support these named colors when setting the color in a window or indicator color tab. The C21_Colors function returns a proper numeric color number if passed in the color name as a string. It also ensures that all the individual color functions with names matching the colors are installed.

TokensWithin the input parameters you may find some that contain tokens. Tokens are identifiable by a text string contained with the less-than () characters, such as . The indicator will replace the token with an actual value based upon the chart settings. Each indicator will have a list of tokens that are recognized. The list should be adequate but if determine that an additional token based upon a chart property is needed, please email technical support.The tokenized parameters are most frequently used to customize alert text but also may occur in other parameters, such as generating unique file names.PublishingEach indicator normally has one or more values that reflect the properties of that indicator that are important to their use. These may be optionally published to a global dictionary so that they may be easily used in your own indicators. In a subsequent release of C21 Indicators package there will be several indicators that utilize the values from multiple indicators in combination to calculate the new indicators information.

C21_AR IndicatorSummaryThe C21_AR (Average Range) indicator displays the range for each trading bar as a color-coded histogram.

DescriptionThe range for the bar is plotted as a histogram. The green bars represent those bars that have the narrowest range within the last n-days, as set in an input parameter. The red bars represent bars that have the widest range within the last n-days, as set in an input parameter. The white bars are neither the narrowest nor widest ranges.The green line shows the level for each day which must be exceeded to no longer be narrow range bar. The red line shows the level for each day which must be exceeded to be a widest range bar. The heavy white line is the average range over the iAvgLength bars.There is a comparable indicator, C21_ATR, which uses the true range in its calculations rather than the range. In most day charts, where this is most commonly used, these agree most of the time. Only on rare occasions does one show a narrow range day and the other not.Using the IndicatorThis indicator is best displayed on a day chart. The most common use is to determine if the trading day is a narrow-range-7 (NR7) day. A lot of traders determine their trading approach on whether the day is a narrow-range day or not.Input ParametersParameterDescriptionUses TokensDefault Value

iAvgLengthNumber of bars included in the averageNo14

iNRLengthNumber of bars included in the narrowest-widest calculations.No7

iARColorColor of bars that are neither narrow or wide.NoLightGray

iNRBOColorColor of narrow range bars and narrow-range breakout line colorNoGreen

iWRBOColorColor of wide range bars and wide range exceed line colorNoRed

iShowBOLevelsIndicates whether BO level lines should be shownNoFalse

iShowZeroLineIndicates whether the zero value line should be shown.NoTrue

iNRMaxForceIf non-zero, the bar will no longer show as narrow range if this value is exceededNo0

iNRPercentForceIf non-zero, the bar will no longer show as narrow range if this percent of the average range is exceeded.No0

iWRMinForceIf non-zero, the bar will show as a wide range if this value is exceededNo0

iWRPercentForceIf non-zero, the bar will show as wide range if this percent of the average range is exceeded.No0

iAlertNRnAlert message displayed or spoken if a new bar opens as a narrow range bar.YesSee inputs

iAlertToNRCAlert message displayed or spoken if a new bar opens as a narrow range bar based upon the iNRMaxForce or iNRPercentForce settings.YesSee inputs

iAlertToMRnAlert message displayed or shown if the bar stops being a narrow range bar and becomes a mid-range bar.YesSee inputs

iAlertToWRCAlert message displayed or spoken if a new becomes a wide range bar based upon the iWRMinForce or iWRPercentForce settings.YesSee inputs

iAlertToWRnAlert message displayed or spoken if a new becomes a wide range bar.YesSee inputs

iPrintLogIndicates whether messages should be sent to the EasyLanguage Print LogNoFalse

iPublishIndicates whether values should be published. NoFalse

iPIDNot for use in Strategy Network versionsNoFalse

Customization TokensTokenDiscussion

Current value of the average range

Numeric value associated with chart interval

T, S, M, D, W. M or U Corresponding to the bar interval

Tick, Seconds, Minute, Day, Week, Month, or Unknown

AR

The name of the indicator

The current version

Bar Interval and Bar Type Code

Current value of the range

Chart Symbol

C21_ATR IndicatorSummaryThe C21_ATR (Average True Range) indicator displays the true range for each trading bar as a color-coded histogram.

DescriptionThe true range for the bar is plotted as a histogram. The green bars represent those bars that have the narrowest true range within the last n-days, as set in an input parameter. The red bars represent bars that have the widest true range within the last n-days, as set in an input parameter. The white bars are neither the narrowest nor widest true ranges.The green line shows the level for each day which must be exceeded to no longer be narrow true range bar. The red line shows the level for each day which must be exceeded to be a wide true range bar. The heavy white line is the average true range over the iAvgLength bars.There is a comparable indicator, C21_AR, which uses the range in its calculations rather than the true range. In most day charts, where this is most commonly used, these agree most of the time. Only on rare occasions does one show a narrow range day and the other not.Using the IndicatorThis indicator is best displayed on a day chart. The most common use is to determine if the trading day is a narrow-range-7 (NR7) day. A lot of traders determine their trading approach on whether the day is a narrow-range day or not.Input ParametersParameterDescriptionUses TokensDefault Value

iAvgLengthNumber of bars included in the averageNo14

iNRLengthNumber of bars included in the narrowest-widest calculations.No7

iARColorColor of bars that are neither narrow or wide.NoLightGray

iNRBOColorColor of narrow range bars and narrow-range breakout line colorNoGreen

iWRBOColorColor of wide range bars and wide range exceed line colorNoRed

iShowBOLevelsIndicates whether BO level lines should be shownNoFalse

iShowZeroLineIndicates whether the zero value line should be shown.NoTrue

iNRMaxForceIf non-zero, the bar will no longer show as narrow range if this value is exceededNo0

iNRPercentForceIf non-zero, the bar will no longer show as narrow range if this percent of the average range is exceeded.No0

iWRMinForceIf non-zero, the bar will show as a wide range if this value is exceededNo0

iWRPercentForceIf non-zero, the bar will show as wide range if this percent of the average range is exceeded.No0

iAlertNRnAlert message displayed or spoken if a new bar opens as a narrow range bar.YesSee inputs

iAlertToNRCAlert message displayed or spoken if a new bar opens as a narrow range bar based upon the iNRMaxForce or iNRPercentForce settings.YesSee inputs

iAlertToMRnAlert message displayed or shown if the bar stops being a narrow range bar and becomes a mid-range bar.YesSee inputs

iAlertToWRCAlert message displayed or spoken if a new becomes a wide range bar based upon the iWRMinForce or iWRPercentForce settings.YesSee inputs

iAlertToWRnAlert message displayed or spoken if a new becomes a wide range bar.YesSee inputs

iPrintLogIndicates whether messages should be sent to the EasyLanguage Print LogNoFalse

iPublishIndicates whether values should be published. NoFalse

iPIDNot for use in Strategy Network versionsNoFalse


Current value of the average true range



Tick, Second, Minute, Day, Week, Month, or Unknown

AR


The current version


Current value of the true range

Chart Symbol

C21_BarTimeLeftSummaryThe C21_BarTimeLeft displays the time left in seconds within an intraday chart.

DescriptionThis time is synchronized with the computer time. Therefore you should ensure that your computer time is accurate by synchronizing it with one of the Internet time sources.Using the IndicatorThis indicator should be installed on an intraday chart. Input ParametersParameterDescriptionUses TokensDefault Value

iTextNormalColorText color of time leftNoWhite

iVerticalLocationVertical location: Top locate near top of chart Bottom locate near bottom of chart Float locate on top or bottom of chart, whichever is further away from current valueNoFloat

iHorizontalLocationHorizontal location Left locate at left side of chart Right locate at right side of chartNoRight

iPadLeftPadding to position label after the last bar on the chartNo8

iVerticalOffsetPading to keep label from displaying partially off the chartNo2

iPrintLogSend messages to the EasyLanguage Print Log. Note that most users do not have the Print Log visible on their desktops and it is not normally needed.NoFalse

iPIDNot applicable to Strategy Network VersionNoFalse





BARTIME

The name of the indicator C21_BarTimeLeft

The current version


Chart Symbol

C21_BATS IndicatorSummaryThe BATS indicator displays the market depth sizes at the bid/ask and the largest and second largest on the bid and ask sizes.as text labels to the right of the last bar on the chart.

DescriptionIt displays the current market depth size for the bid and the ask with B and A labels and in red and green, respectively. The primary objective is to display on the chart the largest and second largest sizes in the bid and the ask. The largest is displayed in yellow. If there is a second large size on the same side as the largest, it will display in cyan if it is relatively close to the largest in size or gray if it is not.To the right of the bid and ask sizes, there are two numbers displayed. These are the number of trades and the average size from the time of sales data for the number of seconds specified by iTOSAvgLen.Using the IndicatorThis indicator is best displayed on the chart with your smallest time frame, the one you would use for actually determining an entry or exit point for a trade.Special Setup RequirementsEnsure that you adjust the iPadLength to avoid labels from other indicators overlapping these.Input ParametersParameterDescriptionUses TokensDefault Value

iLevelCountThis specifies the number of market depth levels to include in the calculations. No10

iExcludeInsideThis excludes the inside bid and ask levels from being included in the largest level(s) display.Notrue

iLargestColorColor used to display the largest bid or askNoYellow

i2ndLargestColorColor used to display the second largest bid or askNoCyan

iShow2ndTargetTrue allows two values to show on the bid or ask side of the inside prices.NoTrue

i2ndTargetDeltaA 2nd bid/ask value is displayed only if it is this quantity or less from the primary bid/ask displayed. No300

iAsSameDeltaTwo quantities are considered to be the same if they are within the distance of each otherNo100

iForceOnDisplayIf true any value that would be displayed but would fall outside the normal chart limits will be displayed at the chart extremes.NoTrue

iPadLengthThe number of blank characters to be inserted in from of text labels that normally appear on the right of a chart after the last bar. The value will depend upon how many indicators on the same chart have labels to the right.No10

iBarPadLengthThe padding to be added for each bar with the same start time, which may occur on a tick chart.No2.5

iBigSizeAlertFactorIf enabled an Alert will be generated if the largest market depth level is at least this value times the 2nd largest.No2.5

iBigSizeMinimumThe Big Size Alert will only occur if the quantity is greater than this value. This avoids spurious alerts during after-session hours. Clearly this value must reflect the typical sizes for the symbol being indicated.No1000

iShowTOSTradesAvgShow Time of Sale trade counts averageNoTrue

iShowTOSVolumeAvgShow Time of Sale volume averageNoTrue

iTOSAvgLenLength to be used for calculating TOS averagesNo15

iPrintLogTrue enables the EL Print Log. This is generally not needed.NoFalse

iPublishTrue enables publishing values to the Global DictionaryNo





OF


The current version


Chart Symbol

C21_EMASummaryThis plots an exponential moving average. On the chart below this is shown in white. The chart below allows you to compare the responsiveness to swings of each of the types of moving averages.

Using the IndicatorThis indicator may be applied to a chart with any bar interval.Input ParametersParameterDescriptionUses TokensDefault Value

iPricePrice value to be averaged NoClose

iLengthLength used in calculationNo9

iDisplaceDisplacement of plotNo0

iAlertBullishCrossAlert text when price crosses above averageYesSee inputs

iAlertBearishCrossAlert text when price crosses below averageYesSee inputs

iAlertBullishTurnAlert when average turns up YesSee inputs

iAlertBearishTurnAlert when average turns downYesSee inputs

iAlertSecondsMinimum time between alertsYes60


iPublishTrue enables publishing values to the Global DictionaryNoFalse

iPIDNot for use with Strategy Network VersionNoFalse





EMA

The name of the indicator C21_EMA

The current version


Length used for average calculation

Chart Symbol

C21_EMA2LinesSummaryThis plots two different EMA lines and can alert on a cross.Using the IndicatorThis indicator may be placed on virtually any chart. Its primary use is in obtaining an alert when the two lines cross. This indicator used on the 15 and 60 minutes charts is often used to indicate overall market direction.Input ParametersParameterDescriptionUses TokensDefault Value


iFastLengthLength used in calculation of fast moving averageNo5

iSlowLengthLength used in calculation of slow moving averageNo20












EMA2


The current version


Fast Moving Average Length

Slow Moving Average Length

EMA

Chart Symbol

C21_EventsWSummaryThis indicator will display one or more alerts at user-determined intervals before scheduled news events or user-determined times. DescriptionThe Windows application retrieves scheduled news events from the Internet as well as allows the user to schedule alerts unrelated to news events. At present the C21 Indicator Windows application can display the economic news events and also generate alerts for upcoming news events or specific daily events.Using the IndicatorThis indicator can be placed on any chart.Special Setup RequirementsThis indicator should only be placed on one chart. Otherwise multiple alerts will be displayed for the same event.Input ParametersParameterDescriptionUses TokensDefault Value

iShowAlertsShow alert windowsNoTrue

iShowNYSETimeDisplay NYSE times rather than local timesNoTrue

iPlaySoundsPlay alert message as a voiceNoTrue

iAlertSoundMultipleMessage to play when there are multiple alerts. Default is:" Events at "YesSee description

iAlertSoundSingleMessage to play when there is a single alert. Default is:" News Event at "YES

iNewsLevelMinimum level of importance for a news event to trigger an alert. NoAll





OF


The current version


Chart Symbol

Tokens for Alert Sound MessagesTokenDiscussion

Number of alerts

Importance of highest alert

Time of actual news event

Event description

C21_HMASummaryThis plots a Hull moving average. On the chart below it is the yellow line. The chart below allows you to compare the responsiveness to swings of each of the types of moving averages.

















HMA


The current version


Length used in calculating average

Chart Symbol

C21_HMA2LinesSummaryThis plots two Hull moving average lines.Using the IndicatorThis indicator may be placed on virtually any chart. Its primary use is in obtaining an alert when the two lines cross.Input ParametersParameterDescriptionUses TokensDefault Value















HMA2


The current version




EMA

Chart Symbol

C21_KeltnerChannelSummaryThis plots a Keltner Channel.

DescriptionThis is the normal Keltner Channel indicator with customizable alerts added.Using the IndicatorThis indicator may be placed on any time frame chart.Special Setup Requirements The default ATR value using for the calculations of the channel is 2.5, which is the value used by traders in the PureTick trading rooms. Input ParametersParameterDescriptionUses TokensDefault Value


iLengthLength used in calculation of fast moving averageNo20

iNumATRsLength used in calculation of slow moving averageNo2.5


iNoNonNR7AlertsAlert text when price crosses above averageYesTrue

iUpperTextAlert text on upper Keltner channel cross or touchYesSee inputs

iMidTextAlert text on mid-Keltner channel cross or touchYesSee inputs

iLowerTextAlert text on lower Keltner channel cross or touchYesSee inputs






Number of ATRs selected




KC

The name of the indicator C21_KeltnerChannel

The current version


LENGTH>Length used for average

Chart Symbol

C21_WMASummaryThis plots a weighted moving average. On the chart below it is the cyan line. The chart below allows you to compare the responsiveness to swings of each of the types of moving averages.

















HMA


The current version


Length used in calculating average

Chart Symbol

C21_WMA2LinesSummaryThis plots two weighted moving average lines.Using the IndicatorThis indicator may be placed on virtually any chart. Its primary use is in obtaining an alert when the two lines cross.Input ParametersParameterDescriptionUses TokensDefault Value















EMA2


The current version




EMA

Chart Symbol

Risks and WarningsTransactions in futures and forex carry a high degree of risk. The amount of initial margin is small relative to the value of the futures contract, meaning that transactions are heavily "leveraged." A relatively small market movement will have a proportionately larger impact on the funds you have deposited or will have to deposit: this may work against you as well as for you. You may sustain a total loss of initial margin funds and any additional funds deposited with the firm to maintain your position. If the market moves against your position or margin levels are increased, you may be called upon to pay substantial additional funds on short notice to maintain your position. If you fail to comply with a request for additional funds within the time prescribed, your position may be liquidated at a loss and you will be liable for any resulting deficit.Market conditions (e.g., illiquidity) and/or the operation of the rules of certain markets (e.g., the suspension of trading in any contract or contract month because of price limits or "circuit breakers") may increase the risk of loss by making it difficult or impossible to effect transactions or liquidate/offset positions. If you have sold options, this may increase the risk of loss.The supplying of these indicators and their use is not an endorsement of trading either futures contracts or forex. C21TSI is not responsible for any losses resulting from the use or reliance on these indicators for making trading decisions. Any discussions on how these indicators may be used in making trading decisions is solely based upon our experience and is no guarantee that any techniques discussed will be successful. You must evaluate any such discussions on your own and make your own trading decisions.

c21_ts_indicators_u18_131114 (1)

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