XMIM User Guide

Table of Contents

Introduction
XMIM Research Capabilities
Software Research Capabilities
Major Components of XMIM
XMIM Window
Query Builder verses Query Wizard
Menu Bar
Toolbar
Edit Pane
Resize Window Tool
Query Wizard
Query Wizard Window
Query Wizard SHOW Statement
Query Wizard WHEN the following events occurred Statement
Query Builder
Query Builder Window
SHOW WHEN
SHOW Statement
WHEN Statement
ORDER
DO SHOW WHEN
DO EVERY TRADE
DO EVERY PERIOD
SHOW/WHEN
SHOW (Attribute)
Selecting Your Symbol
Selecting Your Column
Putting It All Together
Refining the SHOW Statement
Studies
Arithmetic Operators
Attribute Units
Edit Rollover
Profit and Loss
If-Then-Else in SHOW Statement
Using the Repeat Function with SHOW Attributes
Refining the WHEN Statement
Logical Operators
Date Time Conditions
Custom Events
Market Events
If-Then-Else Condition in WHEN Statement
Repeat
LET Statement
Using the LET Statement
Run Query on Multiple Symbols
Assign Variables to Complex Statements
Range Over Values
Query My Own Data
Adding Output Constraints to LET Statements
Initialize
Finalize
On-the-fly Continuous Contracts
Executing External Programs from within an XMIM Query
Analyzing Your Research Results
Executing Answers
Report Formats
Graph
File Administration
Saving, Retrieving, Restarting and Editing Queries
Understanding Files Names
Saving Your Query
Retrieving Your Saved Files
Creating a New Query
Editing Your Query
Saving Temporary Revisions with Local History
Generate Queries in Batch Mode (XMIM Jobs)
Creating a New Job
Managing Jobs
How to Update a Query for a Job
Jobs Web Server Connection
System Settings and Output Options
System Setting Options
Execute Options
User Preferences
Examples and Templates
How Do I Say
Customize a Query
Add to My Query
Add Your Own Custom Phrases
Download More Phrases from LIM Online
My Queries
Add Current Query
Show/Hide Current Query
My Query Options
Templates
A. Market Events
Above or Below Average
Big Moves
Cross-overs
Earnings
Extreme Ranges
Futures Indicators
Market Indicators
New Highs or Lows
Placement in Range
Ups & Downs
Volume
Astrology
Aspect
Motion
Zodiac
B. Date Events
A — D
E — H
I — M
N — R
S — T
U — Z
C. Rollovers
Rollover Concepts
What is a Rollover?
Relative Delivery Month Contracts
Rollover Functionality in the MIM
Software Tools for Creating Rollovers
Application of Rollover Policies in the MIM
Price Gap Example
XMIM Rollover Language
Rollover Language Syntax
ROLLOVER_DATE (WHEN to Roll)
ROLLOVER_POLICY (How to Roll)
Examples with Data
Example 1: 15 days before expiration day, Actual Prices
Example 2: 7 days before expiration day, Backward Adjusted Prices
Example 3: Volume Crossover, Actual Prices
Example 4: 5 days before expiration day, Linear Interpolate for 10 days Actual Prices
Example 5: Expiration Day, 2 Month Linear Perpetual
adjust_contract and select_contract Syntax
adjust_contract
select_contract
D. Studies and Server Macros
Notation and Definitions
What is a Server Macro?
Formulas for Studies and Attribute Server Macros
% move
absolute_value
AccDist
adjust_contract
Aspect
AspectEquatorial
AspectHelio
AspectPlot
average
BackContract
BlackScholesOptionPrice
bollinger_high/bollinger_low
BollingerBandHighSDP / BollingerBandLowSDP
builtin_vwap
ChannelIndex
ChoppinessIndex
compound_return
construct_date
coregression
coregression_intercept
coregression_slope
correlation
count
covariance
DeferredContract
DeMarker
DirMove/DirMoveIdx
dividend_adjusted_return
DrawLine
ease_of_move
Energy
exponential_average
extract_day
extract_month
extract_year
FarContract
forward_curve
FrontContract
greatest_integer
highest
HistVolLog
HistVolPct
inverse_log
linear_regression
lowest
macd_osc
macd_signal
median
midpoint or mid_point
MoneyFlowIndex
move
natural_log
nearest_integer
negative_value
net_change
net_percent_change
NetHedgers
NetHedgersPct
NetLargeSpecs
NetLargeSpecsPct
NetSmallTraders
NetSmallTradersPct
NormalDist
on_balance_volume
periods_in_range
positive_value
product
range
RangeExpIndex
RealSum
rel_strength
select_contract
simple_rsi
smallest_integer
standard_deviation
standard_deviation_population
Stochastics
sum
Trendline
true_midpoint
true_range
variance
Volatility
VolatilityIdx
VolPriceTrend
VolumeAccum
WildersRSI
WildersADX
WildersADXR
WildersDIMinus
WildersDIPlus
WildersDX
WildersRSI
williamsr
WilliamsVolAD
ZeroFill
E. XMIM Macro Language
Macros
The Macro Language
TYPE (Required)
MACRO (Required)
NAME (Required)
PARAMETER LIST (Optional)
DEFINED OVER (Optional)
VARS (Optional)
DEFINE (Optional)
INITIALIZE (Optional)
RETURN (Required)
FORALL (Optional)
F. Analog Queries
What is an Analog Query?
Best Match Analog
How Does It Work?
What Does It Mean?
How Do I Run It?
How Can I Customize It?
Threshold Analog
How Does It Work?
What Does It Mean?
How Can I Run It?
Viewing and Editing the Analog Queries
Best Match Analog Variables
Correlating one instrument to multiple instruments
Viewing a Historical Analog
Index