Git Product home page Git Product logo

tos's Introduction

TOS

Area to share ThinkorSwim scripts

To download, there are two options:

  • Download all files: Click on the green Clone or download button and then click Download ZIP. This will download all of the ThinkorSwim files and scripts listed here into a ZIP file which you can save on to your hard drive.
  • Open an individual file: For scripts (.txt files), click the file name and then click the Raw button. This will open a version that is clean of html and you can CTRL-A to select all and then copy and paste into TOS. For other files such as PDF or Excel, click the View raw or Download links.


AT_Churchill_Strategy_x.x.txt

Strategy based on concepts by Ken Churchill. User inputs with options to adjust your trade times; number of contracts; number of ticks for profit/loss; adjust Gann height; display Gann, fib, and vertical event lines; trade the Gann 25 level; and debugging values in case you want to modify the code.

AT_Sarago_Floor_Trader_Study.txt

Calculations are based on Floor Trader Pivots and Trend Trading - Trend Trading for Dummies by Barry Burns

AT_Sarago_VWAP_Study.txt

Musings on VWAP from Mark

Some traders use VWAP as their primary indicator as it is used by large institutional bond buy-sell brokers to determine if they are selling/buying at a responsible bond price. The big brokers want to buy bonds below the VWAP and to sell them above the VWAP. When they do their clients are happy that a "good deal" has been made.

I use it as purely a confirmation indicator (not primary) or simply as a reference since it acts very much like Bollinger bands. Note that it is a bit different from Bollinger bands, however, in that it has the added advantage of incorporating volume of contracts or shares traded into the calculation. This is a great addition.

Like Bollinger bands, if price action walks the bands or moves to the extremes outside the bands, it suggests that price will reverse back to the mean. It is also interesting that on most days, the price action in the final few hours before normal market close, price action tends to move toward the VWAP mean.

As Larry correctly states, when price action is above the VWAP mean, you should emphasize an up-trend in your decisions, but when prices rise above the the VWAP's cloud top line you should expect a pull back that might be either slight or massive. The reverse is also true for price action below the VWAP mean.

I find that VWAP charts in TOS work best for intra-day activity, but it looks like the standard TOS study also facilitates calculating VWAP on daily, weekly, and monthly candles.

(See VWAP video link at bottom of this page)

AT_Verble_Auto_Gann_Levels_Study_1.1.txt

Larry's auto generation of Gann levels

AT_Verble_Basic_VWAP_Study.txt

Stripped-down version of the TOS VWAP indicator without upper and lower bands

AT_Verble_LinearRegStdDevChannel_Study.txt

Modification of the TOS Std Dev Channel indicator

AT_Verble_VWMA_vs_SMA_Study.txt

In the lower panel, the solid line is a 34-period SMA, and the line with dots is a 21-period VWMA. Arrows represent crossings of the two, and these crossings give a good early warning signal of where price seems to want to go.

AT_Whitfield_Study_2019_09_24.txt

Original study that AT_Churchill_Strategy_x.x.txt is based off. This study has the ability to alert you when there is a new high or low.

KensYTDtrades.xlsx

A study by Jim that reviews Ken's trades and displays a lot of statistical information.

Strategy_Report_03-15-19-09-27-19.xlsx

Strategy report generated by TOS that returns the results of the AT_Churchill_Strategy_x.x.txt over a 180 day time frame.

TOS & Thinkscript Collection.pdf

An amazing collection of sample scripts that demonstrates what can be accomplished in ThinkorSwim.

VWAP

YouTube video on how to interpret the VWAP

tos's People

Contributors

skolsen1 avatar

Watchers

 avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.