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