2.1 Index

Index is relative to the current day \(n\) in the negative direction.

volume[1] := \(Volume(n-1)\)

def diff = close - close[1]
#close - previous day close

2.2 Recursive

def data = data[1] + volume;
plot stuff = data;

\[ F_n = F_{n-1} + P(n) \]

• data := \(F_n\)
• data[1] := \(F_{n-1}\)
• volume := \(P(n)\)
• IH is cumulative volume at some arbitrary time

ToS assumes base case \(F_0=0\)

plot \(n \mapsto F_n\)

The above will plot cumulative Volume over time.

2.3 Flow control

if 3 > 2 {
  def a = 44 
}

2.4 plotting lower subgraph

declare lower;
c = 5;
plot outX = c;

2.5 allow UI dropdown input

input a = close; #default value is close
plot outX = a;

3.1 Price access

We have no need to get a refresh token and access token if we just need price.
Just use CONSUMER KEY.

https://api.tdameritrade.com/v1/marketdata/AAPL/pricehistory?apikey=XXXXXXXXXXXXXXXXXXX&periodType=day

3.2 Account access

• PERMANENT: CONSUMER KEY
  • ONE-OFF: GET CODE FROM URL FROM URL LOGIN, LOCALHOST
    • USE ONE-OFF CODE TO GET 90 day REFRESH-TOKEN
      • USE 90 day REFRESH TOKEN to GET 30 min ACCESS TOKEN

This means every 90 days we have to login using our browser to get a one-off code through localhost url for a new refresh token. Every 15 min if use the api we need to use this 90-day refresh token to get an access token.

1. Register an App with callback url http://localhost
2. Get the CONSUMER KEY XXXXXXXXXXXX
3. Go to URL https://auth.tdameritrade.com/auth?response_type=code&redirect_uri=http%3A%2F%2Flocalhost&client_id=XXXXXXXXXXXX%40AMER.OAUTHAP
4. This will open an offical TDAmeritrade page you have to login
5. Redirects you to http://localhost/?code=Z%21ZZZZZ%23Z%25ZZZZ%21Z
6. get the string after http://localhost/?code= which is Z%21ZZZZZ%23Z%25ZZZZ%21Z
7. decode urlencoding using python

#url decoder
from urllib.parse import unquote
urlcode = "Z%21ZZZZZ%23Z%25ZZZZ%21Z"
code = unquote(urlcode)
print(code)
#output: Z!ZZZZZ#Z%ZZZZ!Z

8. go to https://developer.tdameritrade.com/authentication/apis/post/token-0

grant_type: authorization_code  (literally type "authorization_code" into the box without quotes)
refresh_token: (leave blank)
acccess_type: offline (literally type "offline" into the box without quotes)
code: Z!ZZZZZ#Z%ZZZZ!Z (output from our python urldecode)
client_id: CONSUMERKEY@AMER.OAUTHAP (yes, add "@AMER.OAUTHAP" without quotes)
redirect_uri: http://localhost

{
  "access_token": "XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX",
  "refresh_token": "XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX",
  "scope": "PlaceTrades AccountAccess MoveMoney",
  "expires_in": 1800,
  "refresh_token_expires_in": 7776000,
  "token_type": "Bearer"
}