C21 TS Indicators U18 131114

C21 Indicator Package
For
TradeStation
Update 18 and Beyond
04/22/13
NOTICE
This 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 Warnings
Transactions 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 Information
TradeStation 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)

Introduction
Overview
The 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 C21tsi@gmail.com
Requirements
TradeStation 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.
Availability
The C21 Indicator Package for TradeStation and individual indicators are available from the TradeStation
Strategy Network on a monthly lease basis.
Support
If you need assistance with any components in the package or TradeStation in general, please contact
Chris at c21tsi@gmail.com.
Should any issues arise that need your attention you may be contacted via e-mail.
Document Contents
This 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 Warnings
Transactions 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 Contents
Introduction
All 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
Functions
Indicators List
This list shows the current and planned indicators for the package. All planned indicators will be
available at no additional charge.
Indicator Name Status Alerts Publish Description
C21_AR Available Yes Yes Displays Range and Average Range information in a sub-graph
for any bar interval type. Includes color coding for narrow and
wide range bars.
C21_ATR Available Yes Yes Displays 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_BarTimeLeft Available No No Displays time left on an intraday bar.
C21_BATS Available Yes No A companion indicator to the C21_OrderFlow indicator that
displays bid/ask and time-of-sales information.
C21_CustomLine Available Yes No Allows a custom line to be drawn and for alerts when the
underlying charted value crosses over or under.
C21_EMA Available Yes Yes Exponential moving average
C21_EMA2Lines Available Yes Yes A dual-line moving average with customizable alerts.
C21_Events Available Yes No Displays alerts ahead of news events as well as user-defined
time-based alerts.
C21_HMA Available Yes Yes Hull moving average
C21_HMA2Lines Available Yes Yes Two Hull moving average lines with cross-over alerts
C21_FloorTraderPivots Available No No Shows floor trader pivots
C21_KeltnerChannel Available Yes Yes The standard Keltner Channel indicator with customizable alerts.
C21_LinearRegLine Available Yes No Linear regression line
C21_MACDC Available Yes Yes The color-coded MACD indicator with customizable alerts.
C21_OpenRanges Available Yes Yes Indicator showing the high/low levels for various user-specified
opening time ranges. Includes customizable alerts.
C21_OrderFlow Available Yes Yes An indicator showing the balance of bid and ask orders for the
underlying security as a pair of histograms (one narrow and one
wide).
C21_PriceChannel Available Yes No A standard price channel with customizable alerts.
C21_SessionPivots Available Yes Yes An indicator showing the static pivot levels as well as the Globex
high/low for trading sessions.
C21_SMA Available Yes Yes Simple moving average with customizable alerts;
C21_SMA2Lines Available Yes Yes Two simple moving average lines with cross-over alerts
C21_StochasticSlow Available Yes Yes Standard slow stochastics indicator with customizable alerts.
C21_TOSConsolidated Available No No Displays a TOS-type window with consolidation into larger blocks
of the ticks.
C21_Trends
(Obsolete)
Available Pending No Displays 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_TrendsW Available Pending No This 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_VolumeAvg Available Yes Yes Standard average volume indicator with customizable alerts.
C21_WMA Available Yes Yes Weighted moving average
C21_WMA2Lines Available Yes Yes Two weighted moving average lines with cross-over alerts
Functions List
This 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 Name Description
C21_Average Calculates simple moving average
C21_AverageFC Fast calculation for a simple moving average
C21_AverageTrueRange Calculates the average true range
C21_Colors Returns the numeric color value for a named color passed in as a string parameter.
C21_Cum

C21_CurrentSession Returns the current session number.
C21_EMA A corrected version of the TS EMA
C21_EMANB A special version of the exponential moving average designed for use with values that are not
based upon bars.
C21_Environment Reads the C21_Environment XML file and makes the information therein available.
C21_Extremes Return the extreme high or low value and the bar it occurred on for a given length
C21_Highest Returns the highest value from a list of values
C21_HIghSession Returns the highest price in a session
C21_HMA Performs Hull average calculations.
C21_IFF IFF for numeric result values
C21_IFFLogic IFF for Boolean result values
C21_IFFString IFF for string result values
C21_IntervalTypeCode Returns a 1-charaxter code indicating the type of interval on a chart.
C21_IntervalTypeLabel Returns a label indicating the type of interval on a chart.
C21_IsDST Is Daylight savings time
C21_LastBarOnChart Indicates if a bar is the last bar on a chart.
C21_LeftTrimString Trims blanks from the left side of a string.
C21_ListParseToDictionary Parses a comma delimited string list of key=value items, placing them into a dictionary
C21_Lowest Returns the lowest value of a list of values
C21_LowSession Returns the low of the current session
C21_MACD Performs actual MACD calculations.
C21_MinutesIntoWeek

C21_MinutesToTime

C21_PrintException Prints an EL Log message for an exception
C21_PrintLog Prints a message to the EL Log
C21_RIghtTrimString Trims blanks from the right side of a string
C21_Round2Fraction

C21_Stochastic Performs stochastics calculations displayed in C21_StochasticSlow
C21_Summation Sums values from a series for a specified length
C21_SummationFC Sums values from a series for a specified length
C21_TimeToMinutes

C21_TokenReplace Replaces Tokens in a string with values from a token dictionary
C21_TrimDecString Removes trailing zeros to the right of the decimal point
C21_TrimString Trims leading and trailing blanks from a string value.
C21_TrueHigh Returns a true range high value of the close
C21_TrueLow Returns a true range low value of the close
C21_TrueRange Returns the true range
C21_WAverage Performs actual weighted average calculations
C21_XAverage Exponential average calculation
C21_XAverageOrig

Recommended Installation Process
Most indicators can be installed with either no or minimal parameter setting. The following is the
recommended sequence of steps for a first time installation.
Step Discussion
Backup TradeStation Use the TradeStation backup to save your current configuration. See Best Practices if
you are not backing-up TradeStation every day.
C21_Indicators Windows
Application
Download, 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 workspaces Review 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:
Step Discussion
Download Desktops and Copy the desktops and workspaces to their respective directories in the TradeStation
Workspaces installation path.
Start TradeStation and open
selected desktops
Adjust the layout for any addition things you might want.
Review and adjust the indicator
settings
You may wish to activate or deactivate alerts or customize the alert text.
Backup TradeStation Use the TradeStation backup to save your new configuration

If you choose to start with a set of workspaces from the C21TSI web site:
Step Discussion
Download Workspaces Copy 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:
Step Discussion
Insert the indicators Make any necessary adjustments to the indicators.
Review and adjust the indicator
settings
You 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 Guidelines
It 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 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 Calculations
Unless 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 Symbol
Settings 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 Tab
The style settings may normally be whatever you desire, but most users prefer Candlestick or
Candlestick with Trend.

Scaling Tab
This may usually be whatever you desire.
Properties Tab
In general one should use the regular session.

Format Window
General Tab
The 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 Line
Set 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.

Font
Set 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.

Color
This 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.
Style
Adjust this tabs settings as you desire.

Indicator Setup
The 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 Tab
In general the important things that should be set on the tab are the Auto-detect and Update value
intra-bar.

Alerts Tab
An 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 <SYMBOL>. 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 Tab
The 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 Tab
The default settings on this tab are normally appropriate.
Parameter
Standard
All 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.
Colors
Within 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.

Tokens
Within the input parameters you may find some that contain tokens. Tokens are identifiable by a text
string contained with the less-than (<) and greater-than (>) characters, such as <SYMBOL>. 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.
Publishing
Each 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 Indicator
Summary
The C21_AR (Average Range) indicator displays the range for each trading bar as a color-coded
histogram.

Description
The 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 Indicator
This 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 Parameters
Parameter Description Uses
Tokens
Default
Value
iAvgLength Number of bars included in the average No 14
iNRLength Number of bars included in the narrowest-widest calculations. No 7
iARColor Color of bars that are neither narrow or wide. No LightGray
iNRBOColor Color of narrow range bars and narrow-range breakout line color No Green
iWRBOColor Color of wide range bars and wide range exceed line color No Red
iShowBOLevels Indicates whether BO level lines should be shown No False
iShowZeroLine Indicates whether the zero value line should be shown. No True
iNRMaxForce If non-zero, the bar will no longer show as narrow range if this value is
exceeded
No 0
iNRPercentForce If non-zero, the bar will no longer show as narrow range if this percent of the
average range is exceeded.
No 0
iWRMinForce If non-zero, the bar will show as a wide range if this value is exceeded No 0
iWRPercentForce If non-zero, the bar will show as wide range if this percent of the average range
is exceeded.
No 0
iAlertNRn Alert message displayed or spoken if a new bar opens as a narrow range bar. Yes See inputs
iAlertToNRC Alert message displayed or spoken if a new bar opens as a narrow range bar
based upon the iNRMaxForce or iNRPercentForce settings.
Yes See inputs
iAlertToMRn Alert message displayed or shown if the bar stops being a narrow range bar
and becomes a mid-range bar.
Yes See inputs
iAlertToWRC Alert message displayed or spoken if a new becomes a wide range bar based
upon the iWRMinForce or iWRPercentForce settings.
Yes See inputs
iAlertToWRn Alert message displayed or spoken if a new becomes a wide range bar. Yes See inputs
iPrintLog Indicates whether messages should be sent to the EasyLanguage Print Log No False
iPublish Indicates whether values should be published. No False
iPID Not for use in Strategy Network versions No False

Customization Tokens
Token Discussion
<AR> Current value of the average range
<BARINTERVAL> Numeric value associated with chart interval
<BARTYPECODE> T, S, M, D, W. M or U Corresponding to the bar interval
<BARTYPELABEL> Tick, Seconds, Minute, Day, Week, Month, or Unknown
<ELCODE> AR
<INDICATORNAME> The name of the indicator
<INDICATORVERSION> The current version
<INTERVAL> Bar Interval and Bar Type Code
<RANGE> Current value of the range
<SYMBOL> Chart Symbol

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

Description
The 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 Indicator
This 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 Parameters
Tokens
Default
Value
iAvgLength Number of bars included in the average No 14
iNRLength Number of bars included in the narrowest-widest calculations. No 7
iARColor Color of bars that are neither narrow or wide. No LightGray
iNRBOColor Color of narrow range bars and narrow-range breakout line color No Green
iWRBOColor Color of wide range bars and wide range exceed line color No Red
iShowBOLevels Indicates whether BO level lines should be shown No False
iShowZeroLine Indicates whether the zero value line should be shown. No True
exceeded
No 0
iNRPercentForce If non-zero, the bar will no longer show as narrow range if this percent of the
average range is exceeded.
No 0
iWRPercentForce If non-zero, the bar will show as wide range if this percent of the average range
is exceeded.
No 0
iAlertNRn Alert message displayed or spoken if a new bar opens as a narrow range bar. Yes See inputs
iAlertToNRC Alert message displayed or spoken if a new bar opens as a narrow range bar
based upon the iNRMaxForce or iNRPercentForce settings.
Yes See inputs
iAlertToMRn Alert message displayed or shown if the bar stops being a narrow range bar
and becomes a mid-range bar.
Yes See inputs
iAlertToWRC Alert message displayed or spoken if a new becomes a wide range bar based
upon the iWRMinForce or iWRPercentForce settings.
Yes See inputs
iAlertToWRn Alert message displayed or spoken if a new becomes a wide range bar. Yes See inputs

Token Discussion
<AR> Current value of the average true range
<BARTYPELABEL> Tick, Second, Minute, Day, Week, Month, or Unknown
<ELCODE> AR
<RANGE> Current value of the true range

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

Description
This 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 Indicator
This indicator should be installed on an intraday chart.
Input Parameters
Tokens
Default
Value
iTextNormalColor Text color of time left No White
iVerticalLocation Vertical 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 value
No Float
iHorizontalLocation Horizontal location
Left locate at left side of chart
Right locate at right side of chart
No Right
iPadLeft Padding to position label after the last bar on the chart No 8
iVerticalOffset Pading to keep label from displaying partially off the chart No 2
iPrintLog Send 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.
No False
iPID Not applicable to Strategy Network Version No False
Token Discussion
<ELCODE> BARTIME
<INDICATOR> The name of the indicator C21_BarTimeLeft

C21_BATS Indicator
Summary
The 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.

Description
It 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 Indicator
This 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 Requirements
Ensure that you adjust the iPadLength to avoid labels from other indicators overlapping these.
Input Parameters
Tokens
Default
Value
iLevelCount This specifies the number of market depth levels to include in the
calculations.
No 10
iExcludeInside This excludes the inside bid and ask levels from being included in the
largest level(s) display.
No true
iLargestColor Color used to display the largest bid or ask No Yellow
i2ndLargestColor Color used to display the second largest bid or ask No Cyan
iShow2ndTarget True allows two values to show on the bid or ask side of the inside
prices.
No True
i2ndTargetDelta A 2
nd
bid/ask value is displayed only if it is this quantity or less from the
primary bid/ask displayed.
No 300
iAsSameDelta Two quantities are considered to be the same if they are within the
distance of each other
No 100
iForceOnDisplay If true any value that would be displayed but would fall outside the
normal chart limits will be displayed at the chart extremes.
No True
iPadLength The 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.
No 10
iBarPadLength The padding to be added for each bar with the same start time, which
may occur on a tick chart.
No 2.5
iBigSizeAlertFactor If enabled an Alert will be generated if the largest market depth level is
at least this value times the 2
nd
largest.
No 2.5
iBigSizeMinimum The 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.
No 1000
iShowTOSTradesAvg Show Time of Sale trade counts average No True
iShowTOSVolumeAvg Show Time of Sale volume average No True
iTOSAvgLen Length to be used for calculating TOS averages No 15
iPrintLog True enables the EL Print Log. This is generally not needed. No False
iPublish True enables publishing values to the Global Dictionary No

Token Discussion
<ELCODE> OF

C21_EMA
Summary
This 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 Indicator
This indicator may be applied to a chart with any bar interval.
Input Parameters
Tokens
Default
Value
iPrice Price value to be averaged No Close
iLength Length used in calculation No 9
iDisplace Displacement of plot No 0
iAlertBullishCross Alert text when price crosses above average Yes See inputs
iAlertBearishCross Alert text when price crosses below average Yes See inputs
iAlertBullishTurn Alert when average turns up Yes See inputs
iAlertBearishTurn Alert when average turns down Yes See inputs
iAlertSeconds Minimum time between alerts Yes 60
iPublish True enables publishing values to the Global Dictionary No False
iPID Not for use with Strategy Network Version No False
Token Discussion
<ELCODE> EMA
<INDICATOR> The name of the indicator C21_EMA
<LENGTH> Length used for average calculation

C21_EMA2Lines
Summary
This plots two different EMA lines and can alert on a cross.
Using the Indicator
This 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 Parameters
Tokens
Default
Value
iFastLength Length used in calculation of fast moving average No 5
iSlowLength Length used in calculation of slow moving average No 20
Token Discussion
<ELCODE> EMA2
<LENGTHFAST> Fast Moving Average Length
<LENGTHSLOW> Slow Moving Average Length
<MATYPE> EMA

C21_EventsW
Summary
This indicator will display one or more alerts at user-determined intervals before scheduled news events
or user-determined times.
Description
The 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 Indicator
This indicator can be placed on any chart.
This indicator should only be placed on one chart. Otherwise multiple alerts will be displayed for the
same event.
Input Parameters
Tokens
Default
Value
iShowAlerts Show alert windows No True
iShowNYSETime Display NYSE times rather than local times No True
iPlaySounds Play alert message as a voice No True
iAlertSoundMultiple Message to play when there are multiple alerts. Default is:
"<COUNT> <IMPORTANCE> Events at <ATTIME>"
Yes See
description
iAlertSoundSingle Message to play when there is a single alert. Default is:
"<IMPORTANCE> News Event <EVENT> at <ATTIME>"
YES

iNewsLevel Minimum level of importance for a news event to trigger an alert. No All
Token Discussion
<ELCODE> OF

Tokens for Alert Sound Messages
Token Discussion
<COUNT> Number of alerts
<IMPORTANCE> Importance of highest alert
<ATTIME> Time of actual news event
<EVENT> Event description

C21_HMA
Summary
This 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.

Using the Indicator
Input Parameters
Tokens
Default
Value


Token Discussion
<ELCODE> HMA
<LENGTH> Length used in calculating average

C21_HMA2Lines
Summary
This plots two Hull moving average lines.
Using the Indicator
lines cross.
Input Parameters
Tokens
Default
Value
Token Discussion
<ELCODE> HMA2
<MATYPE> EMA

C21_KeltnerChannel
Summary
This plots a Keltner Channel.

Description
This is the normal Keltner Channel indicator with customizable alerts added.
Using the Indicator
This indicator may be placed on any time frame chart.
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 Parameters
Tokens
Default
Value
iLength Length used in calculation of fast moving average No 20
iNumATRs Length used in calculation of slow moving average No 2.5
iNoNonNR7Alerts Alert text when price crosses above average Yes True
iUpperText Alert text on upper Keltner channel cross or touch Yes See inputs
iMidText Alert text on mid-Keltner channel cross or touch Yes See inputs
iLowerText Alert text on lower Keltner channel cross or touch Yes See inputs
Token Discussion
<ATRS> Number of ATRs selected
<ELCODE> KC
<INDICATORNAME> The name of the indicator C21_KeltnerChannel
<LENGTH? Length used in calculation of Keltner Channel

C21_LinearRegLine
Summary
Plots the linear regression line for the supplied value over the number of bars requested. This can be
used to catch the bias of the market over a shorter time frame than the normal trend indicating values.

Input Parameters
Tokens
Default
Value
iPrice Value series to be plotted No Close
iLength Length used for regression analysis No 20
iColor Color used for line No Yellow
iExtRight Extent the line to the right side of the chart No True
iAlartUp Alert text when the line moves from a down angle to an up angle
"<LENGTH> Bar Regression Line on <SYMBOL> now UP"
Yes See Input
iAlertDown Alert text when the line moves from an up angle to a down angle
"<LENGTH> Bar Regression Line on <SYMBOL> now DOWN"
No See Input
Token Discussion
<ELCODE> LRL
<LENGTH> Length

C21_MACD
Summary
C21_MACD displays the MACD with color coding of histogram bars.

Using the Indicator
This indicator may be placed on any time frame chart. The color coding emphasizes which side the fast
average is below (red) or above (blue) the slow average. If the difference between the two lines is
increasing the blue or red is brighter, and if the difference between the two lines is shrinking, the blue or
red is darker.
Input Parameters
Tokens
Default
Value
iFastLength Length used for fast moving calculation No 12
iSlowLength Length used for slow moving calculation No 26
iMACDLength Length used for smoothing

iAboveZeroUpColor Color used when fast line is above slow line and the distance between
them is increasing
No Cyan
iAboveZeroDownColor Color used when fast line is above slow line and the distance between
them is decreasing
No DarkCyan
iBelowZeroFallColor Color used when fast line is below slow line and the distance between
them is increasing
No Red
iBelowZeroRiseColor Color used when fast line is below slow line and the distance between
them is decreasing
No DarkRed
Token Discussion
<ELCODE> MACD
<FASTLENGTH> Fast length
<LENGTHS> String of fast, slow and MACD lengths
<MACDLENGTH> MACD Length
<SLOWLENGTH> Slow length

C21_OpenRanges
Summary
Used to plot the high and low price levels after one or more time intervals after the NYSE open, as well
as the open price.

Description
Plots labeled horizontal lines indicating the high and low after a period after the market open. These
levels are often good for breakout trades, such as the Crabel 3minute breakout.
Using the Indicator
This indicator must be placed on an intraday chart. The number of periods chosen for each period must
be an integral multiple of the chart time. For example, on a 3-minute chart, 15, 30 and 60 are valid.
However 10 would not be. Ensure that your symbol time zone setting is Local, not Exchange.
This file contains information to properly determine the NYSE open and close times in your local time. If
this file is not found, it will use the values in the input parameters.
Note that if your computer time zone uses daylight savings time, you must update the NYSE times input
parameters.
Input Parameters
Tokens
Default
Value
iPeriod1Minutes Number of minutes in first interval A zero value indicates the period is
not reported
No 15
iPeriod1Alert Sound alert if price passes above or below the price level at the end of the No True
period
iPeriod2Minutes Number of minutes in second interval A zero value indicates the period
is not reported
No 30
iPeriod2Alert Sound alert if price passes above or below the price level at the end of the
period
No True
iPeriod3Minutes Number of minutes in third interval A zero value indicates the period is
not reported
No 60
period
No True
iPeriod4Minutes Number of minutes in fourth interval A zero value indicates the period is
not reported
No 0
period
No True
iPeriod5Minutes Number of minutes in fifth interval A zero value indicates the period is
not reported
No 0
period
No True
iAlertAbove Alert text for a cross above the high Yes See input
iAlertBelow Alert text for a cross below the low Yes See input
iLoLineStyle Line style for low price lines No 1
iHiLineStyle Line style for high price lines No 1
iLoLineColor Color of low price lines No White
iHiLineColor Color of high price lines No White
iLoTextColor Color of low price text No White
iHiTextColor Color of high price text No White
iOpenLineStyle Line style of line representing the open price No 2
iOpenColor Color of open price line No Yellow
iLabelsOutside Show labels outside the lines, meaning above the high and below the low No False
iShowRightSideLabels Show labels at the right side of the lines No True
iShowRightSideRanges

No True
iShowRightSidePrices Show prices in right-side labels No True
iNYSEOpenELTime This is the local time at which the NYSE opens. This is only used if the
C21_LocalTimes.xml file is not found in your MyWork directory.
No 09:30
iNYSECloseELTime This is the local time at which the NYSE closes. This is only used if the
No 16:00
iPadLength Padding before right-side labels No 0
iPrintLog Send messages to EasyLanguage Print Log No False
iPublish Publish indicator values No False
iPID Not used in Strategy Network version No False
Token Discussion
<ELCODE> OR

C21_OrderFlow
Summary
Most standard indicators tell you what has happened in the market. The C21_OrderFlow indicator
indicates what traders are trying to make happen in the market, based upon the number of units bid
and asked at the various market depth levels available for the symbol.
Order Flow is the use of active orders in the queue at the exchange. Those orders are visible on the
depth-of-market (DOM) or matrix. Using the C21_OrderFlow indicator is simple. The indicator is
comprised of a proprietary set of calculation utilizing the size of the bids and offers at the various levels
available from Level II data.
The significance of order flow is massive. Most black boxes used by Hedge funds, mutual funds and
large institutions. With the bending of the rules of supply and demand, order flow shows how those
rules are bent. With large bids representing buyers coming in, it actually paints a different picture. The
large bid actually triggers selling algorithms trapping unsuspecting smaller, or less informed traders.
Vice versa also happens, when there is a large offer, the buying is triggered by the black boxes, once
again, trapping the wrong way trader.

Description
This indicator is based upon the number of units bid and asked at the various market depths
available for the symbol. It display in a separate sub-graph as a pair of histograms for each bar,
along with some optional line plots. The histograms give you an idea of the where the weight of
units offered are - on the bid or ask for a number of market depth levels closest to the bid/ask
(the wider colored histograms) and for all the market depth levels to be included in the calculations
(the narrow white histograms).
The green histogram represents a net positive number, meaning there is a larger net offer than net
bid in the first 5 market depth levels. We call this the aggressive offer.
The red histogram is the exact opposite of the green, meaning, it is the net bid larger than the net
offer.
The white histogram displays on the side with the largest calculated bid or ask values, typically
utilizing all the available market depth levels. For futures contracts there are normally only 10
market depth levels available. The size of the histogram indicates the strength of the bids or asks.
This indicator is more reliable when the sizes of the bids and asks are larger, such as on the ES
futures. A security with a thin market depth or one in which the price quickly moves through all the
price levels (such as YM) will not give as reliable an indication as one with a large number of bids
and asks.
Adjusting the settings through the input parameters allows one to adjust the sensitivity of the
indicator as well as make it proportionate to the volume of the market depth and the rate of change
of the values at the various market depth levels.
Using the Indicator
The visual representation that the C21_ OrderFlow offers is an insight into the fluidity of shifting of
momentum between buyers and sellers. There are several ways to interpret the information
shown.
As professional traders enter and unwind positions, they tend to sell into strength and buy into
weakness. Lets say that a trader has a 3000 contract position to unwind. Do they want to hit
market into a weak bid or offer risking slippage? Or, do they sell into strength or buy into weakness,
adding to the probability that they will not incur slippage of price.
When we approach a support or resistance level, (i.e. prior swing hi or low, Daily Pivot, or some
other static or dynamic number, retracement or breakout level), we begin watching the order flow
in relation to the Time and Sales (Tape). At these levels, we watch to see if there is more contracts
on the bid or the ask. Remember, the pros want strength to appear to unload a long position.
Likewise, they are welcoming (implied) weakness to buy into.
When we are trending, the slight shift in OrderFlow allows us to find entries before it shifts back to
the other side of the histogram, resuming the control, or trend.
With the histogram getting larger on either side, the larger the histogram, shows the larger the bid
or the ask (offer) control. With the decline and possible shift in the histogram from red to green, or
green to red, it is watched relative to the white histogram to see if the aggressive bid or offer is
gaining or losing strength to the outside, or less aggressive bid or offer.
The more aggressive the net bid or offer is, the stronger the possibility is that the price will move
toward the largest bid or offer in the queue. It is used frequently to stay on the correct side of the
momentum of the trend or current move.
Watching C21_OrderFlow against Time and Sales will allow traders to see the full story played from
the beginning to the end of an orders lifespan.
Note that once installed, it will take several bars for the plots to start displaying.
Symbol Interval and Range
Since this indicator reflects the market depth, it is best utilized on tick or low minute charts. The tick
charts should not be too low a value as there is a considerable amount of calculation performed within
this indicator.
TradeStation does not maintain a history of market depth information. This indicator gives you the
option of retaining the historical calculated values of the indicator when it is enabled so that you charts
may have a history. This information is written to an XML file during operation as specified in the
iArchiveName parameter. The entire data directory structure specified in the iArchiveName parameter
MUST be created before you run the indicator. The historical information is read from the XML file
when the indicator is enabled in order to display the historical indicator values.
Input Parameters
Tokens
Default
Value
iDynamic True enables dynamic calculation of the average number of changes in
the market depth values to include in the calculations. This is the best
setting since for some symbols the number of change in the market
depth can vary tremendously over the day.

False disables dynamic calculation. The small and large average length
values will be used for all calculations.
No true
iLevelCountSmall The number of market depth levels to be used in calculating the order
flow value displayed in the colored histogram.
The value must be between 1 and 10, inclusively.
Too small a value and the indicator will be overly responsive to
market depth changes.
A value between 3 and 6 appears to be best.
No 5
iDiffAvgLengthSmall This specifies the number of sets of market depth values to be included in
the calculation of the colored (inside) histogram. The value of 1500 is
based upon some historical testing for the ES futures at one point in time.
As the volume in ES picks up this value could possibly be increased,
although if iDynamic is true that is not necessary.
No 1500
iLengthSmallPercent This is the percent of calculated average number of changes in the
market depth to be used for the colored histograms. Increasing this
value makes the indicator less sensitive to changes.
No 15
iLevelCountLarge The number of market depth levels to be used in calculating the order
flow value displayed in the colored histogram.
This is normally set to the maximum number of market depth levels
available, which in many cases is 10.
No 10
iDiffAvgLengthLarge This specifies the number of sets of market depth values to be included in
the calculation of the white (outside) histogram. The value of 1500 is
based upon some historical testing for the ES futures at one point in time.
As the volume in ES picks up this value could possibly be increased,
although if iDynamic is true that is not necessary.
No 1500
iLengthLargePercent This is the percent of calculated average number of changes in the
market depth to be used for the colored histograms. Increasing this
value makes the indicator less sensitive to changes.
No 15
iArchiveToXml Enable historical archiving No False
iArchiveFileName This is the file name of a file that will contain the historical values for the
indicator. You must ensure that the directory specified exists before
using the archive feature. Do not have two different instances of this
indicator point to the same file. This file is saved into the TradeStation
MyWork directory.

The default value below, which includes tokens, should be sufficient to
ensure a unique name on each instance unless you have multiple charts
with the exact same symbol settings.
Yes See
description
C21_OF_<SYMBOL>_<INTERVAL>_<SMALLLEN>_<LARGELEN>.xml
iArchiveDays The number of days to archive. This file can become large on a tick chart
so specify only the number of days that is needed.
No 5
iWeightFactor Thus is a weighting factor that can be applied to the market depth levels.
It permits making the levels importance decline the further away from
the bid/ask it is. In general this should be left at one. Other values tend
to change the absolute values of the histograms but the relative sizing
change is too small in general to be noteworthy.

A value of .95 would mean the number at level 2 used in the calculations
would be # * .95. At level 3 it would be # * .95 * .95, and so on.

Any value chosen should be close to 1. For example, a value like .5 would
make the values at any levels above 3 or 4 virtually meaningless.
No 1
iDiffAvgAboveUpColor Color above 0 when the histogram is larger than the prior bars
histogram.
No Green
iDiffAvgAboveDnColor Color above 0 when the histogram is smaller than the prior bars
histogram.
No DarkGreen
iDiffAvgBelowDnColor Color below 0 when the histogram is larger than the prior bars
histogram.
No Red
iDiffAvgBelowUpColor Color below 0 when the histogram is smaller than the prior bars
histogram.
No DarkRed
iLargeColor Color of the large number of market depth calculation histogram. No white
iShortLengthColor Color used when there is not enough data to display a meaningful set of
values/
No Yellow
iShowLarge Show the histogram representing the large number of market depth
calculation.
No True
iShowAvgUpdatePerBar Enables a line plot of the average number of changes to the market depth
values per bar.
No False
iPID Not used on Strategy Network. Must be false No False
All tokens are stored as text strings.
Token Discussion
<ELCODE> OF
<LARGECNT> iLevelCountLarge parameter
<SMALLCNT> iLevelCountSmall parameter

C21_PriceChannel
Summary
Places a price channel on the underlying data of the chart.

Using the Indicator
The primary purpose of this indicator is for sounding alerts when there are extremes in the underlying
values. Often this indicator is inserted on a chart but then hidden using the scaling tab of the indicator.
This reduces clutter on the chart but still allows the alerts to be fired. You should set the length to be
appropriate for the underlying chart.

A hidden price channel is very useful on the $TICK and $ADD charts, alerting you to extremes in the
recent data.
Input Parameters
Tokens
Default
Value
iLength The length used to determine the price channel No 10
iDisplace Displacement of the plot. See little reason for this to be other than zero. No 0
iAlertHighText Alert text if a new high is plotted Yes See input
iAlertLowText Alert text if a new low is plotted Yes See input
iAlertSeconds Minimum number of seconds between alerts. This avoids repetitive alerts
as the price continually moves to new extremes.
No 30
iPrintLog Indicates whether messages are sent to the EasyLanguage Print Log No False
iPID Not used for Strategy Network. Must be false No False
Token Discussion
<ELCODE> PC
<LENGTH> Length of price channel

C21_SessionPivots
Summary
This indicator displays the Classic daily pivots on a chart.

Description
These are the classic daily pivots. The classic pivot points are calculated as shown in the table below,
using the high, low and close for the prior day. The RANGE is the high minus the low for the prior day.
Note that for some futures contracts the close is the official close as published by the exchange, which
may differ slightly from close shown on an intraday or tick chart.
Pivot Classic Pivot Calculations
R4 R3 + RANGE (same as: PP + RANGE * 3)
R3 R2 + RANGE (same as: PP + RANGE * 2)
R2 PP + RANGE
R1 (2 * PP) - LOW
PP (HIGH + LOW + CLOSE) / 3
S1 (2 * PP) - HIGH
S2 PP - RANGE
S3 S2 - RANGE (same as: PP - RANGE * 2)
S4 S3 - RANGE (same as: PP - RANGE * 3)

Using the Indicator
This indicator may be placed on a tick or intraday chart. If you are using the C21_Indicators Windows
application, the indicator will automatically handle holidays and short trading days. If you are not using
the Windows application, on days following holidays or short trading days, you will have to set the
iIgnoreDate value to the date of the holiday or short day to be ignored.
The time period covered by the chart should be at least 4 days. Ensure that your symbol time zone
setting is Local, not Exchange.
Note that when there is a daylight savings time switch you must update these values.
Input Parameters
Tokens
Default Value
iShowLastSessionOnly Sessions will be shown for all sessions or only the last session No False
iPivotStyle Line style for PP line No TOOL_SOLID
iPivotLineThickness Thickness of S1-S4 and R1-R4 lines No 0
iDPThickness Thickness of DP (PP) lines No 2
iDPLineColor Color of DP line No Red
iSnLineColor Color of S1-S4 lines No Red
iRnLineColor Color of R1-R4 lines No Green
iShowPriceHLC Shows the prior session high (PH), low (PL) and close (PC) lines No True
iPriorStyle Line style of PH, PL and PC lines No TOOL_DASHED
iPriorThickness Thickness of PH, PL and PC lines (NOTE: Anything other than 0 will
turn the line style to TOOL_SOLID)
No 0
iPriorColor Color of PH, PL and PC lines No Yellow
iShowCurrentHL Show the current session high (GH) and low (GL) No True
iCurrentStyle Line style of GH and GL lines No TOOL_DASHED2
iCurrentThickness Thickness of GH and GL lines (NOTE: Anything other than 0 will turn
the line style to TOOL_SOLID)
No 0
iCurrentColor Color of GH and GL lines No Yellow
iDays Number of days of data retrieved by indicator calculations No 10
iIgnoreDate Date to be ignored for holidays and short days. If the C21 Indicator
Windows application is used, this is automatically set. Otherwise it
must be manually set after each holiday or short trading day/
No 04/18/12
iShowLabels Indicates whether labels should be shown to right of lines No True
iSHowPriceInLabels Indicates whether the price should be included in the line labels No True
iRoundPivots Indicates whether pivot prices should be rounded to the nearest tick
value
No False
iNYSEOpenELTime This is the local time at which the NYSE opens. This is only used if the
No 09:30
iNYSECloseELTime This is the local time at which the NYSE closes. This is only used if the
No 16:00
iLocalOffsetMinutes This is the number of minutes your local computer time is offset from
GMT. The NYSE is normally -300 (5 hours earlier). This is only used if
the C21_LocalTimes.xml file is not found in your MyWork directory.
No -300
iNYSEOffsetMinutes This is the number of minutes the NYSE is offset from GMT. The
NYSE is normally -300 (5 hours earlier). This is only used if the
No -300
iPadLength Padding to be placed to the left of the label No 12
iBarPadLength Padding used when indicator is placed on a tick chart to adjust for
multiple bars at the same time. This should only need to be changed
if the font is changed.
No 2.5
iPrintLog Indicates whether messages are written to the EasyLanguage Print
Log
No False
iPublish Indicates whether indicator values are published No False
iPID Not used with the Strategy Network must be False No False

Token Discussion
<ELCODE> PIVOTS

C21_SMA
Summary
This plots a simple moving average. On the chart below it is the violet line. The chart below allows you
to compare the responsiveness to swings of each of the types of moving averages.

Using the Indicator
Input Parameters
Tokens
Default
Value


Token Discussion
<ELCODE> HMA

C21_SMA2Lines
Summary
This indicator plots two simple moving average lines.
Using the Indicator
lines cross.
Input Parameters
Tokens
Default
Value

Token Discussion
<ELCODE> EMA2
<MATYPE> EMA

C21_StochasticSlow
Summary
C21_StochasticSlow plots the slow stochastic values, with customizable alerts.

Using the Indicator
Input Parameters
Tokens
Default
Value
iPriceH High Price to be used in calculations No High
iPriceL Low Price to be used in calculations No Low
iPriceC Close Price to be used in calculations No Close
iStovchLength Length used in calculation No 14
iSmoothingLength1 Length used in smoothing No 3
iSmoothingLength2 Length used in smoothing No 3
iSmoothingType Type of smoothing 1 for orginal and 2 for legacy No 1
iOverSold Oversold level No 20
iOverBought Overbought level No 80
iAlertCrossOverBought Alert text when price crosses over bought level Yes See inputs
iAlertCrossOverSold Alert text when price crosses over sold level Yes See inputs
iAlertSeconds Minimum seconds between alerts No 30
iDirectionLength Bar back for comparison to determine direction of FLAT, UP or DOWN No 2
iMinDirectionDelta Minimum distance needed to change current direction No 3
Token Discussion
<ELCODE> OF

C21_TOSConsolidated
Summary
This indicator represents orders filled comparable to a Time and Sales window. However, it reassemble
small orders together into larger trades, which are often more representative of what is actually
happening in the market rather than what is shown in an unprocessed Time and Sales window.

Special Setup Instructions
The C21_TOSConsolidated should be placed on a daily chart for the desired symbol.
Using the Indicator
Once the thresholds are adjusted for the typical volumes of the symbol, this indicator, often give a more
accurate picture of the trading. At times the normal TradeStation TOS may be showing a lot of red while
the C21_TOSConsolidated is actually showing green.
Input Parameters
Tokens
Default
Value
iAlerts Indicates if alerts are to be given No true
iAlertText Default alert text

Time of Sales Alert - exceeded <ALERTTHRESHOLD>
Yes See
description
iVolumeThreshold Minimum volume to display No 250
iVolumeMaxThreshold Maximum volume to display No 10000
iAlertThreshold Minimum volume to alert No 1000
iPrintLog Flag to indicate if messages are written to the EasyLanguage Print Log No False
iPID Must always be false. Not used for the Strategy Network No False
Token Discussion
<ALERTTHRESHOLD> iAlertThreshold
<ELCODE> TOS
<VOLUMETHRESHOLD> iVolumeThreshold
<VOLUMEMAXTHRESHOLD> iVolumeMaxThreshold

C21_Trends
Summary
This indicator display the type of range day for the underlying symbol as well as the 3 standard items
used to establish the basic direction for the day. This indicator is now considered obsolete, being
replaced by C21_TrendsW.

Using the Indicator
Since the labels are positioned at price levels, depending upon the price range displayed, the labels may
be close together or spread out. See the C21_TrendsW indicator for an alternate approach that avoids
this issue.
Special Instructions
This indicator will generate the same alerts as C21_AR (on a daily chart). Therefore if you have both this
indicator and C21_AR you will want to set alerts off on one of them.
Input Parameters
Tokens
Default
Value
iTextNormalColor Color of standard text. No White
iVerticalLocation Vertical placement of the labels Top, Bottom or Float No Float
iHorizontalLocation Horizontal placement of the labels Left or Right No Left
iPadLeft Number of blanks to appear in front of label. If you select Right then this
should be zero.
No 20
iTopDayTickOffset Labels are placed vertically at the tick price levels. This value indicates
how many ticks down from the top of the chart at which to place the day
type label.
No 1
iTopTrendTickOffset This value indicates how many ticks down from the top of the chart at
which to place the trend information label. Typically it will be one or two
more than iTopDayTickOffset.
No 3
iBottomDayTickOffset This value indicates how many ticks down from the bottom of the chart at No 4
which to place the day type label.
iBottomTrendTickOffset This value indicates how many ticks down from the top of the chart at
which to place the trend information label.
No 2
iTrendUpColor Color for trend label if all trends are up No Green
iTrendDownColor Color for trend label if all trends are down No Red
iTrendMixedColor Color for trend label if trends are mixed No White
iAlertTrendDP Alert text for a daily pivot trend change.
"<SYMBOL> <ABOVEBELOW> Daily Pivot"
Yes See
inputs
iAlertTrendMAP Alert text for a moving average pair trend cross-over.
"<SYMBOL> <TRENDER> Crossed <UPDOWN>"
Yes See
inputs
exceeded
No 0
iNRPercentForce If non-zero, the bar will no longer show as narrow range if this percent of
the average range is exceeded.
No 0
iWRPercentForce If non-zero, the bar will show as wide range if this percent of the average
range is exceeded.
No 0

iAlertNRn Alert message displayed or spoken if a new bar opens as a narrow range
bar.
Yes See
inputs
iAlertToNRC Alert message displayed or spoken if a new bar opens as a narrow range
bar based upon the iNRMaxForce or iNRPercentForce settings.
Yes See
inputs
iAlertToMRn Alert message displayed or shown if the bar stops being a narrow range
bar and becomes a mid-range bar.
Yes See
inputs
iAlertToWRC Alert message displayed or spoken if a new becomes a wide range bar
based upon the iWRMinForce or iWRPercentForce settings.
Yes See
inputs
iAlertToWRn Alert message displayed or spoken if a new becomes a wide range bar. Yes See
inputs

Token Discussion
<ELCODE> TREND
<INDICATORNAME> The name of the indicator C21_Trend

C21_TrendsW
Summary
This indicator display the type of range day for the underlying symbol as well as three standard items
used to establish the basic direction for the day (trend up, trend down or mixed).

The top line contains three values:
Symbol - The symbol being displayed
Change Since Open - Current close minus the session open
Percent Change - (Current close minus the prior session close) / prior session close
The next line indicates what type of range day it is and contains three values:
Day Range Type The type of range day, namely narrow range, mid-range or wide range.
If the range type is a narrow range day, the first number is the number of points short of
breaking out of a narrow range. For a mid-range and wide range it is the actual session range.
Percent of Narrow Range
The third line relates to the daily pivot and contains the amount the current price is above or below the
daily pivot. The DP label is green or red indicating the current price is above or below the daily pivot.
The fourth through sixth line indicates the state of a pair of moving averages. The iLongBars and
iShortBars input parameters specify the SMA lengths. The periodicity for the bars is specified in the
input parameters iPeriodA, iPeriodB and iPeriodC, respectively. The iPeriodC may be set to zero if this
third moving average pair is not desired.
The label is green if the short SMA is above to long SMA or red if below. The numeric value indicates the
different between the two moving averages. After the value you may see a +, blank or - ,indicating
if the size of the difference is getting larger, staying the same or getting smaller.
Special Instructions
This indicator uses the new Forms capability of TradeStation. Unfortunately there are still a number of
shortcomings in the 9.1 implementation. At some point in the future, most likely with an update of
version 9.5 a number of these issues will be corrected.
Also if another window or workspace is selected, the trends window may no longer be on top. Only
resizable windows with the minimize-button and maximize-button visible are currently supported by EL.
If you accidentally close a window you need to stop and restart the indicator.
You can move the window to anywhere on your displays. With update 18 the indicator will remember
where you moved it to during a TradeStation session, but for now when you stop and restart TS it
forgets. This is a known bug and TS is working on it. You use the iX and iY input parameters to
automatically position the Window at indicator startup. On a 1920x1080 display with display identifier
of 1, we recommend that the ES window be placed at (1360, -20). NQ and YM can increase the X
coordinate by 150. This places them toward the right side on my display but not overlapping anything
really important. If you have multiple displays and especially if they have different resolutions or you
are placing the windows on other than display #1, the (X,Y) coordinates will require some calculations to
determine.
If you have Windows 7, you can just float the mouse over the icons for the TS windows in the task bar
and they all pop up for a quick look or to select it to bring it back into view.
Input Parameters
Tokens
Default
Value
iX The X-coordinate where the window is to be initially located No 0
iY The Y-coordinate where the window is to be initially located. Note that a
small negative value, such as -20, can be used.
No 0
iPeriodA Bar period for first moving average pair data. No 60
iPeriodB Bar period for second moving average pair data. No 15
iPeriodC Bar period for third moving average pair data. May be zero. No 2
iLongBars The number of bars used to calculate the long period SMA No 20
iShortBars The number of bars used to calculate the short period SMA No 5
iAlertTrendDP Alert text for a daily pivot trend change.
"<SYMBOL> <ABOVEBELOW> Daily Pivot"
Yes See
inputs
iAlertTrendMAP Alert text for a moving average pair trend cross-over.
"<SYMBOL> <TRENDER> Crossed <UPDOWN>"
Yes See
inputs
exceeded
No 0
iNRPercentForce If non-zero, the bar will no longer show as narrow range if this percent of
the average range is exceeded.
No 0
iWRPercentForce If non-zero, the bar will show as wide range if this percent of the average
range is exceeded.
No 0
iAlertSeconds Minimum number of seconds between alerts No 60
iAlertNRn Alert message displayed or spoken if a new bar opens as a narrow range
bar.
Yes See
inputs
iAlertToNRC Alert message displayed or spoken if a new bar opens as a narrow range
bar based upon the iNRMaxForce or iNRPercentForce settings.
Yes See
inputs
iAlertToMRn Alert message displayed or shown if the bar stops being a narrow range
bar and becomes a mid-range bar.
Yes See
inputs
iAlertToWRC Alert message displayed or spoken if a new becomes a wide range bar
based upon the iWRMinForce or iWRPercentForce settings.
Yes See
inputs
iAlertToWRn Alert message displayed or spoken if a new becomes a wide range bar. Yes See
inputs

Token Discussion
<ELCODE> TRENDW

C21_VolumeAvg
Summary
Plots a color coded volume histogram with an average line.

Using the Indicator
Input Parameters
Tokens
Default
Value
iLength Number of bars to calculate average No 14
iAlertAbove100Pct An alert will be given if the volume in a bar exceeds the average by this
percent
No 50
iUpColor Color of volume histogram bar if the price close of the bar is above the
prior bar
No Green
iDownColor Color of volume histogram bar if the price close of the bar is below the
prior bar
No Red
iAlertCross Alert when volume exceeds iAlertAbove100Pct Yes See inputs
Token Discussion
<ELCODE> VA
>LENGTH> Length used for average

C21_WMA
Summary
This 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.

Using the Indicator
Input Parameters
Tokens
Default
Value

Token Discussion
<ELCODE> HMA

C21_WMA2Lines
Summary
This plots two weighted moving average lines.
Using the Indicator
lines cross.
Input Parameters
Tokens
Default
Value

Token Discussion
<ELCODE> EMA2
<MATYPE> EMA

Risks and Warnings
Transactions 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

Încărcat de

Informații document

Titlu original

Drepturi de autor

Formate disponibile

Partajați acest document

Partajați sau inserați document

Opțiuni de partajare

Vi se pare util acest document?

Este necorespunzător acest conținut?

Drepturi de autor:

Formate disponibile

C21 TS Indicators U18 131114

Încărcat de

Drepturi de autor:

Formate disponibile

C21 Indicator Package

S-ar putea să vă placă și