1 - SKT Basic Helpers

Document: skt_0000.DOC Page #1 of 37 5/8/2018 5/8/2018

Samuel K. Tennis, Vista-Research - Utility Set Library Description : Your SKT Utility Set was written and distributed by Samuel K. Tennis, owner of Vista-Research. Each Utility Set is distributed in a compressed (ZIP) format and contains a descriptive document (DOC) file, an Easy Language Archive (ELA/ELS/ELD) file and many will include a Dynamic Link Library (DLL) file. My previous company was “VISTA Research and Trading”, which is where the “VRT” prefix came from.

Installation : Copy the ZIP file to a temporary directory (such as “C:\Temp\”) and decompress (UnZip) the file in that directory. You can save a step by using the directory discussed below (“C:\UserDLL\” for 16-bit versions or “C:\UsrDLL32\” for 32-bit version). If you have trouble decompressing the ZIP file you can download the WinZip (shareware) utility from . There are several other compression utilities available that handle this format. Alternately, you can ask our office to ship you a special self-extracting version for a nominal handling charge. Transfer and Import/Export For a detailed discussion of the care and feeding of the Transfer utility available in both TradeStation and SuperCharts please see the “ELA How To” (HOW TO IMPORT EASY LANGUAGE ARCHIVE (.ELA) FILES INTO TRADESTATION) handout available from the Vista-Research staff. This document is specifically written for TradeStation 4.xx and SuperCharts but the method is almost identical on later versions. For some reason, they have changed the menu choice to “Import/Export” but it still transfers your code in, just like in earlier versions. TradeStation 4.xx and earlier – 16-bit versions EasyLanguage code is stored in files with “.ELA” extension. I strongly recommend creating a directory named “C:\UserDLL\” and copying the DLL (Dynamic Link Library) file there. All of VISTA’s, as well as my personal, DLL files are stored in this manner. By doing this, rather than copying it to the “C:\Omega\Prog\” or “C:\Windows\” as other products do, it makes maintenance (backup, upgrade and removal) very convenient, TradeStation 2000i and later – 32-bit versions EasyLanguage code is stored in files with “.ELS” extension. TradeStation 6 also reads files with an “.ELD” extension that is not backward compatible with earlier version. TS6 will ONLY export to this format. I strongly recommend creating a directory named “C:\UsrDLL32\” and copying the DLL (Dynamic Link Library) file there. All of Vista’s, as well as my personal, DLL files, are stored in this manner. By doing this, rather than copying it to the “C:\Omega\Prog\” or “C:\Windows\” as other products do, it makes maintenance (backup, upgrade and removal) very convenient, Why fewer DLLs for 32-bit version? In the 16-bit versions of Omega’s software (Version 4.xx and earlier) we are saddled with a 64k memory model, which often necessitates moving code to a DLL (Dynamic Link Library). The 32-bit versions (TradeStation 2000i and later) allow for virtually unlimited code size so the use of a DLL is usually optional. Most of the functionality provided by the DLLs can now be done within EasyLanguage itself.

Consulting · Custom Programming · Advanced Research · Trading Tools & Utilities Document: skt_0000.DOC Page #2 of 37 5/8/2018 5/8/2018

Utility Set #0001 - Basic Helper Tools skt_0001.ZIP file Contains : skt_0001.ELA (16 bit) or skt_0001_32.ELS (32-bit) skt_0001.DLL (16 bit) or skt_0001_32.DLL (32-bit) skt_0001.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains :

Name Type Description skt.0001.About or Study (Report w/ ExpertCommentary) skt.0001_32.About for 32-bit version skt.0001_32.About vrt_BarOffset User Function De-references stored BarNumber value and checks for MaxBarsBack violation. Returns valid StudyBar reference value. One drawback is that it returns zero if a MaxBarsBack Error would have occurred. vrt.AddDate User Function Allows addition and subtraction of days to date by converting to and from Julian date format. vrt.AddTime User Function Allows addition and subtraction of minutes to time by converting to and from Minutes-Since-Midnight time format. vrt.FirstCalcDate User Function Date of the first bar of calculations (following the MaxBarsBack buffer). vrt.FirstCalcTime User Function Time of the first bar of calculations (following the MaxBarsBack buffer). vrt.LastCalcDate User Function Date of the last bar of calculations. vrt.LastCalcTime User Function Time of the last bar of calculations. skt.Xover #2 Study Study to demonstrate the use of the three crossover functions below. vrt.Crossover User Function Simple crossover function returns +1, 0 or -1. vrt.CrossoverTrue User Function More complete crossover function, checks for equality on previous bar, returns +1, 0 or -1. vrt.Crossover.Pct User Function Specialized crossover function, must cross by specified amount, returns +1, 0 or -1. skt.TrueRange User Function Returns your choice of three types of range, H0-L0, Max (H0, L1) - Min (L0, H1), Max (H0, C1) - Min (L0, C1). skt.TrueHigh User Function Returns your choice of three types of TrueHigh, H0, Max (H0, L1), Max (H0, C1). skt.TrueLow User Function Returns your choice of three types of TrueLow, L0, Min (L0, H1), Min (L0, C1). vrt.Median User Function Returns the ‘Median’ value ((High + Low) / 2) without using division. This reduces the execution time and code space. Replaces Omega’s ‘Median’ Built-In Function that does use the division operator. VRT.MidPoint User Function Returns the ‘Median’ value over a range of bars ((Highest High + Lowest Low) / 2) DLL file Contains : Name (16-bit) Name (32-bit) Return Type Description dll_About1 d32_About1 String Part one used by “skt.0001.About” or “skt.0001_32.About” study dll_About2 d32_About2 String Part 2 – used to report on contents of DLL. dll_Exist d32_Exist Numeric Check to see if file exists dll_ZeroFile d32_ZeroFile Numeric Sets the file length to zero. dll_AppendToFile d32_AppendToFile Numeric Adds text to a text file.

Utility Set #0002 - Pretty Printing Description : A set of EasyLanguage and Dynamic Link Library (DLL) Functions to help you generate reports and ExpertCommentary. Requires : Utility Set SKT_0001 Set Consists of : skt_0002.ZIP ZIP file Contains : skt_0002.ELA skt_0002.DLL skt_0002.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : skt.0002.About Study _Avg $TRnge Study skt.Print.Headers Study skt.Test MMDDYYYY Study skt.Bool.Str Function skt.Month.Name Function skt.Print.Headers Function skt.Return.Headers Function vrt.Format Function vrt.MMDDYY Function vrt.MMDDYYYY Function vrt.HHMM Function vrt.HHMM.pm Function vrt_Position Function Screen formatting tools - Column alignment and centering DLL file Contains : dll_0002_About1 dll_0002_About2 dll_FormatPrice dll_MMDDYY dll_MMDDYYYY dll_HHMM dll_HHMMpm dll_NumToStr dll_StrInit dll_StrAppend dll_StrReturn dll_TorF dll_YesNo dll_szDayOfWeek dll_szMonthName dll_szPosition TypeOfChart TypeOfChart2

Utility Set #0003 - Date, Time and Price Manipulation Description :

Requires : Utility Set SKT_0001 Set Consists of : skt_0000.ZIP ZIP file Contains : skt_0003.ELA skt_0000.DLL skt_0000.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : vrt.NewQuarter vrt.NearestBar vrt.RoundUp vrt.RoundDn Price Manipulation Report Ticks to Points Points to Dollars Dollars to Points Computing Profit Values Net Profit Position Profit Open Position Profit DrawDown

DLL file Contains :

vrt.BarOffset vrt.AddDate vrt.AddTime vrt.FirstCalcTime vrt.FirstCalcDate vrt.LastCalcTime vrt.LastCalcDate

Utility Set #0004 - File Routines Description :

Requires : Utility Set SKT_0001, SKT_0002 Set Consists of : skt_0004.ZIP ZIP file Contains : skt_0004.ELA skt_0004.DLL skt_0004.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : skt.ValidFileName vrt.ValidFileName

DLL file Contains : dll_Exist dll_Erase dll_ZeroFile dll_AppendToFile dll_MkDir INI file access routines (not ready yet) Get INI Value Put INI Value Environment String Routines (not ready yet) Get Env Value Put Env Value Get System Path Get Temp Path

Utility Set #0005 - String Manipulation Description :

Requires : Utility Set SKT_0001, SKT_0002 Set Consists of : skt_0005.ZIP ZIP file Contains : skt_0005.ELA skt_0005.DLL skt_0005.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : skt.IFF.str Left_String example Right_String example Mid_String example vrt.Format skt.Valid.fName

DLL file Contains : dll_Format dll.Valid.fName

vrt.Print.Headers vrt.Comment.Header ?? Expert Commentary Examples String Array Sort

Utility Set #0006 - Time Frames Description : 35 daily / weekly / monthly / yearly functions (Date, Open, High, Low, Close, Range, TrueHigh, TrueLow, TrueRange) Requires : Utility Set SKT_0001 Set Consists of : skt_0006.ZIP ZIP file Contains : skt_0006.ELA skt_0006.DLL - No DLL for this set. skt_0006.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : Daily - Values vrt.Daily.dt vrt.Daily.op vrt.Daily.hi vrt.Daily.lo vrt.Daily.cl vrt.Daily.rng vrt.Daily.TruRng Weekly - Values vrt.Weekly.dt vrt.Weekly.op vrt.Weekly.hi vrt.Weekly.lo vrt.Weekly.cl vrt.Weekly.rng vrt.Weekly.TruRng Monthly - Values vrt.Monthly.dt vrt.Monthly.op vrt.Monthly.hi vrt.Monthly.lo vrt.Monthly.cl vrt.Monthly.rng vrt.Monthly.TruRng ( ?? What about quarterly values ?? ) Yearly - Values vrt.Yearly.dt vrt.Yearly.op vrt.Yearly.hi vrt.Yearly.lo vrt.Yearly.cl vrt.Yearly.rng vrt.Yearly.TruRng DLL file Contains : None

Utility Set #0007 - Misc. Description :

Requires : Utility Set SKT_0001 Set Consists of : skt_0007.ZIP ZIP file Contains : skt_0007.ELA skt_0007.DLL skt_0007.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : skt.xx.DAR - xBar Daily Average Range skt.xx.WAR - xBar Weekly Average Range skt.xx.MAR - xBar Monthly Average Range skt.xx.YAR - xBar Yearly Average Range vrt.PrecipMove vrt.nBarRange Market Facillitation Index MFI - Market Facilitation Index Green Squat Fake Fade Swing Points vrt.Parabolic vrt.RVI Relative Velocity Index vrt.ZigZag OBV - On Balance Volume XAverage OBV (vrt.nBar.OBV) vrt.Outside The Bands Report count and percent of 'Length' or more consecutive bars above, below and stradeling the Fast.MAvg line. Works better with Bollinger Bands or RSI or something with bands. How many above upper band, how manny below the lower band. How many in center between the bands. how many straddle the hi and lo bands. Add a second set of bands (inner and outer) and it gets much more interesting. vrtr.__est bar since

DLL file Contains :

#7 - Indicators * pjk.AMA * tsc.Aroon

Requires : Utility Set SKT_0001 Set Consists of : skt_0008.ZIP ZIP file Contains : skt_0008.ELA skt_0008.DLL skt_0008.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : vrt.FiboCalc vrt.MessageBeep Lunar Studies FullMoon NewMoon vrt.MRO_DateTme vrt.MRO_nTime skt.ConsecutiverCloses

DLL file Contains : dll_Random.Number

vrt.Elapsed_Time skt_Time_Loop vrt.Elapsed_Time

Utility Set #0009 - Drawing Tools Example Description :

Requires : Utility Set SKT_0001 Set Consists of : skt_0000.ZIP ZIP file Contains : skt_0000.ELA skt_0000.DLL skt_0000.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : Trend Lines Text Draw positions (Entry - Exit) skt.Trend Line Box Fibo Bands - by Wilson Deng

DLL file Contains : None

Utility Set #0010 - Divergence Description :

Requires : Utility Set SKT_0001 Set Consists of : skt_0000.ZIP ZIP file Contains : skt_0010.ELA skt_0010.DLL No DLL skt_0010.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains :

DLL file Contains : None #10 - Divergence Bearish Divergence Bullish Divergence

Requires : Utility Set SKT_0001 Set Consists of : skt_0011.ZIP ZIP file Contains : skt_0011.ELA skt_0011.DLL skt_0011.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains :

DLL file Contains :

#11 - SKT Built In Functions Exposed All the Built In Functions explained

Utility Set #0012 - System Reports Description :

Requires : Utility Set SKT_0001, SKT_0002 Set Consists of : skt_0012.ZIP ZIP file Contains : skt_0012.ELA skt_0012.DLL skt_0012.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : vrt.ROE Return On Equity vrt.Sharpe Ratio vrt.Time In Market vrt.Longest Flat vrt.Longest Equity Dip skt.Hi/Lo Tick vrt.Final Report

DLL file Contains :

#12 - System Reports (requires PrettyPrinting) vrt.TimeInMarket vrt.Longest Flat

Utility Set #0013 - Misc. Description : Tools for developing, testing and reporting on Systems, Signals and Strategies. Requires : Utility Set SKT_0001, SKT_0002 Set Consists of : skt_0013.ZIP ZIP file Contains : skt_0013.ELA skt_0013.ELS skt_0013.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA/ELS file Contains :

EasyLanguage Type TS4 2000i 2000i Module Name Signal Strategy skt.ATR Trail Exit System x x skt.ATR Trailing LX Signal x skt.Binary Wave System x x skt.Binary.Test Function x x skt.ChannelBrkOut Exit System x x skt.CorrectWave Exit System x x skt.End Of Day Exit System x x skt.Exit On Last Bar System x x skt.EZL Template System x x skt.FOMC.Date.Filter Function x skt.Hi/Lo Tick Signal x skt.IncluseSystems Signal x x skt.Late In Day Exit Signal x skt.Market On Close Signal x skt.Market On Close System x skt.MMngmt Stop in % System x x skt.nATR Exit System x x skt.nBar BreakOut #0 System x x x skt.Nth Prof Close System x x skt.Nth Prof Open System x x skt.Nth ProfOpen Lmt System x x skt.Pivot Point Exit System x x skt.ProfitTarget in % Signal x skt.Protective Stop System x x skt.Protective Stop % System x x skt.Quick Exit System x x skt.SampleOrders#1-3 Signal x x skt.Stop Loss Order System x x skt.Trail ATR.lx Signal x skt.Trail ATR.sx Signal x skt.TrueHigh Function x x skt.TrueLow Function x x skt.TrueRange Function x x skt.Volatility Exit System x x skt.X Bar Exit System x x Consulting · Custom Programming · Advanced Research · Trading Tools & Utilities Document: skt_0000.DOC Page #15 of 37 5/8/2018 5/8/2018

EasyLanguage Type TS4 2000i 2000i Module Name Signal Strategy skt.X Day Exit System x x skt.X Day Exit #2 System x x VRT.AddTime Function x x VRT.BarOffset Function x x vrt.Final Report System x x vrt.FirstCalcDate Function x x vrt.FirstCalcTime Function x x VRT.Format Function x x vrt.LastCalcDate Function x x vrt.LastCalcTime Function x x vrt.LongestEquityDip Function x x vrt.LongestFlat Function x x vrt.MMDDYYYY Function x x VRT.OneTradeperDay Function x x VRT.PositionsToday Function x x vrt.ProgTgt/ProtStp System x x vrt.TimeInMarket Function x x vrt.TradeOK Function x x vrt.TradeOK System x x x VRT.TradesToday Function x x vrt.Trailing Stop $ System x x vrt.Trailing Stop % System x x vrtr9605 Exits System x x x

DLL file Contains :

No DLL provided with this Utility Set.

Utility Set #0015 – TrendLines Automatic Description : Cleaned up version of Omega’s “TrendLine Automatic” study and also has been converted into a Strategy. Requires : none Set Consists of : skt_0015.ZIP ZIP file Contains : skt_0015.ELA/ESL/ELD no DLL included skt_0015.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : skt.Tlines Auto, Study skt.Tlines Auto, Strategy DLL file Contains :

No DLL file included

Requires : Utility Set SKT_0001, SKT_0002 Set Consists of : skt_0000.ZIP ZIP file Contains : skt_0000.ELA skt_0000.DLL skt_0000.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains :

DLL file Contains :

Array DLL DLL or array manipulation and sort dll of array studies dll/ela of built in functions

Utility Set #0000 - Demand Index Description :

DLL file Contains :

Demand Index Studies Systems User Functions Stoller (STARC) Bands

Utility Set #0000 - Swings and Pivot Points Description :

DLL file Contains :

Swings and Pivot Points vrt.SwingHiBar vrt.SwingLoBar Study: vrt.hi Pivot Bars Function: vrt.hiPivotBar requires Length consecutive higher (or equal) highs Study: vrt.lo Pivot Bars Function: vrt.loPivotBar requires Length consecutive lower (or equal) lows

Utility Set #0000 - Welles Wilder Description :

DLL file Contains :

Welles Wilder Stochastics vrt.FastK vrt.FastD vrt.xFastD vrt.xSlowD ww_Volatility_Index Parabolic ??

Utility Set #0000 - Statistical Algorithms for Systems Description :

Requires : Utility Set SKT_0001, SKT_0002 Set Consists of : skt_0000.ZIP ZIP file Contains : skt_0000.ELA skt_0000.DLL skt_0000.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : Maximum Faxourable Excursion Maximum Adverse Excursion Minimum Favourable Excursion Minimum Adverse Excursion Open Equity Tables

DLL file Contains :

Statistical Algorithms for Systems

Utility Set #0000 - Andrews Pitchforks Description :

DLL file Contains :

Utility Set #0000 - Random Walk Index Description :

DLL file Contains :

Utility Set #0000 - Chande’s Aroon Index Description :

DLL file Contains :

Chande's Aroon Index User Function(s) Studies Systems

DLL file Contains :

Kaufman's Adaptive Moving Average pjk.AMA pjk.AMA

DLL file Contains :

Price Patterns vrt.Inside Bar vrt.Outside Bar Bearish Bar Confirmed Divergent Bullish Bar Confirmed Divergent Almost Outside Bar Extended Range Bar Reduced Range Bar Study: skt.DualBar Analysis With Statistical Report paints inside and outside bars. Marks w/ show me bullish and bearish bars. Generateds commentary and report on lst bar. Study: skt.InsideOutsideBar Reports percent of inside, outside and Outside after Inside bars Study: vrt.Outside the Band Key Reversal Island Reversal

Utility Set #0000 - Insync Index Description : Configurable, Optimizable version of Insync Index using a DLL. Requires : Utility Set SKT_0001, SKT_0002 Set Consists of : skt_0000.ZIP ZIP file Contains : skt_0000.ELA skt_0000.DLL skt_0000.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains :

DLL file Contains :

InSync Index Configurable, Optimizable version of Insync Index using a DLL.

Zig-Zag Indicator

Report Patterns 1, 3, 5, 10 bars after pattern

DLL file Contains :

Programming Tiips Plots, Studies, PaintBars, ShowMe's and all,,, Using MaxBarsBack, CurrentBar and StudyBar How to Use the Print Statement For Loop Explained While Loop Explained All About Channel Breakouts skt.nBar BrkOut.1 hi skt.nBar BrkOut.1 lo skt.nBar BrkOut.2 hi skt.nBar BrkOut.2 lo skt.nBar BrkOut.3 hi skt.nBar BrkOut.3 lo skt.nBar BrkOut #4 skt.nBar BrkOut #0

DLL file Contains :

Binary Wave

DLL file Contains :

Learn Expert Commentary Syntax Formatting Branching logic Code Optimization

DLL file Contains :

Paint Alternating Sessions DataCompression < 2 Intraday, switch at new day (minutes or ticks) = 2 Daily, switch at new week = 3 Weekly, switch at new month = 4 Monthly, switch on new year (want to use new quarter?)

DLL file Contains :

skt.IFF.str User Function : "skt.IFF.str" Inputs: Boolean Expression String to return if TRUE String to return if FALSE

DLL file Contains :

STARC Bands, Manning Stoller Might want to run it by Manning for approval?

DLL file Contains :

Easy Language Template Easy Language template could be merged with alignment and formatting tools.

DLL file Contains :

Choppiness Index Choppiness Index using chaos, 10/93 Futures. Measuring Market Choppiness with Chaos by Gibbons Burke, October 1993 Futures magazine, Pages 52-54. skt.Chop Index #1 skt.Chop Index #2 skt.ChoppinessIndex

Utility Set #0000 - Klinger Volume Index Description :

Requires : Utility Set SKT_0001, SKT_0002 Set Consists of : skt_0000.ZIP ZIP file Contains : skt_0000.ELA skt_0000.DLL skt_0000.DOC (this file) skt_0000.DOC (list of all Utility Sets, both available and proposed) ELA file Contains : skt.Klinger Vol Osc skt.KVO skt.VForce

DLL file Contains :

Klinger Volume Index

DLL file Contains :

Installation : I strongly recommend creating a directory named “C:\UserDLL\” and copying the DLL (Dynamic Link Library) file there. All of VISTA’s, as well as my personal, DLL files are stored in this manner. By doing this, rather than copying it to the C:\Omega\Prog\” or “C:\Windows\” as other products do, it makes maintenance (backup, upgrade and removal) very convenient, Copy the ZIP file to a temporary directory (such as “C:\Temp\”) and decompress (UnZip) the file in that directory. You can save a step by using the “C:\UserDLL\” directory. If you have trouble decompressing the ZIP file you can download the WinZip (shareware) utility from . There are several other compression utilities available that handle this format. Alternately, you can ask our office to ship you a special self-extracting version for a nominal handling charge.

About Channel Breakouts skt.nBar BrkOut.1 hi skt.nBar BrkOut.1 lo skt.nBar BrkOut.2 hi skt.nBar BrkOut.2 lo skt.nBar BrkOut.3 hi skt.nBar BrkOut.3 lo skt.nBar BrkOut #4 skt.nBar BrkOut #0

Consulting · Custom Programming · Advanced Research · Trading Tools & Utilities