Real Time Data Now / Nest Trader to Amibroker, Fcharts

TracerBullet

Well-Known Member
in the modified version, I have modified the volume calc to just LTQ instead of volume traded today and also commented out the currentvol-previous vol part as I felt in NT the volumes were inaccurate. By using LTQ i let the charting to do the volume calc by feeding raw data.

I have also managed to give LTT value to NT feed in addition to BID/ASK.

I will upload same on some file sharing site and give the link here once done
That is incorrect. We dont get all trades so cant take LTQ.
Volume is calculated using volumeTradedToday diff at time2 -time1. Dont see any other way to keep it accurate. So this volume includes all transactions that happened between t2 and t1. Many of these transactions wont be part of our tick updates.
 

Snake.Head

Well-Known Member
here is the link for the modified RTDman having NT bid/ask as well as LTT feed. dont forget to check the configuration settings before using and also check accuracy of VOlume and everything else.

http s://drive.google.com/file/d/0BxAwx6ANINkkelM1bEp2ZnNKYjg/view?usp=sharin g

remove spaces in the above link
Checked :thumb:
Working with MCX
Someone check volume part,I didn't checked as i don't to need see vol info
 

josh1

Well-Known Member
That is incorrect. We dont get all trades so cant take LTQ.
Volume is calculated using volumeTradedToday diff at time2 -time1. Dont see any other way to keep it accurate. So this volume includes all transactions that happened between t2 and t1. Many of these transactions wont be part of our tick updates.
That is not proven yet. I used that logic for excel apps.
I am looking forward to test RTDMan with LTQ. However, I have made invading changes to your code in worker.cpp for that purpose.
If many transactions are not part of our tick updates, we would not get OHLC correct for most candles. I do get it correct for most.
 
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boarders

Well-Known Member
That is incorrect. We dont get all trades so cant take LTQ.
Volume is calculated using volumeTradedToday diff at time2 -time1. Dont see any other way to keep it accurate. So this volume includes all transactions that happened between t2 and t1. Many of these transactions wont be part of our tick updates.
that is why I was getting erroneous results in OFA, as OFA needs purely the exact volumes traded at LTP with which it samples and decides whether the price belongs to the bidders or sellers.

but for data accuracy and other forms of charting other than OFA, volume traded today/previous is the correct and proper method.

I now will try to bool this item in config setting.

many thanks for your insights and correctly guiding us and for taking the efforts to design and make the tool free for all traders.

may God bless you with everything.
happy Holidays.
 
The utility can be downloaded from the link given in my signature or from Shankar4kV's signature. or
from - https://www.dropbox.com/s/3dgliwcs965d4dh/Installer.exe?dl=0

Edit- Do not ask questions about any source other than RTD, Nest Trader, NSE NOW, AmiBroker or Fchartse and clutter this thread.

If you cannot see anything below my signature, you have to set up your Control Panel to display signature.

Click on "User CP" on top left of this page.

Control Panel will open


Scroll down until you reach "Visible Post Elements" and check mark agains Show Signatures.
Will appreciate some clarity - in your dropbox folder there are many folders/files. Also shankar4kv's signature evokes an error: "Restricted Content
This file is no longer available."

Which of these are the most relevant ? I have downloaded all, but would want to use the right one to avoid support queries. these are the files i can see:
 
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boarders

Well-Known Member
latest corrected RTDman exe is in following link - remove spaces

http s://onedrive.live.com/redir?resid=E60D51F2D5A82002!108&authkey=!AN3x_djBn8uF_NA&ithint=file%2cra r

latest source code for above is here - remove spaces

http s://onedrive.live.com/redir?resid=E60D51F2D5A82002!109&authkey=!AL0OJgxFVr1yy9c&ithint=file%2cra r

have made mods in worker.cpp - ninja push part where volume was being divided by 4 and also removed OHL updations to ninja keeping only ltp updations. also bid/ask qty not being used as such, replaced same with LTQ in order not to confuse OFA calcs...in case.
those who want the original BID/ask qty can correct same in worker.cpp and build again.

dont forget to check thoroughly the configuration settings before use and also check volume/other plots for their correctness.

the volume calc modified to LTQ will also affect amibroker data also, but otherwise amibroker will not be affected.

I have also made bar period to 250 msecs instead of 1000 in an effort to capture tickdata...dont know if effective...this can be corrected in config settings before start if required
 

Snake.Head

Well-Known Member
latest corrected RTDman exe is in following link - remove spaces

http s://onedrive.live.com/redir?resid=E60D51F2D5A82002!108&authkey=!AN3x_djBn8uF_NA&ithint=file%2cra r

latest source code for above is here - remove spaces

http s://onedrive.live.com/redir?resid=E60D51F2D5A82002!109&authkey=!AL0OJgxFVr1yy9c&ithint=file%2cra r

have made mods in worker.cpp - ninja push part where volume was being divided by 4 and also removed OHL updations to ninja keeping only ltp updations. also bid/ask qty not being used as such, replaced same with LTQ in order not to confuse OFA calcs...in case.
those who want the original BID/ask qty can correct same in worker.cpp and build again.

dont forget to check thoroughly the configuration settings before use and also check volume/other plots for their correctness.

the volume calc modified to LTQ will also affect amibroker data also, but otherwise amibroker will not be affected.

I have also made bar period to 250 msecs instead of 1000 in an effort to capture tickdata...dont know if effective...this can be corrected in config settings before start if required
This file is no long available
 

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