Real Time Data Now / Nest Trader to Amibroker, Fcharts

boarders

Well-Known Member
Thank you very much for the efforts.....
btw
those who want the original BID/ask qty can correct same in worker.cpp and build again.
means it will not update bid/ask in NT?
I have replaced bid/ask quantities with LTQ but bid/ask prices remains same and will update in NT but the bid/ask quantities which you see will in NT will be LTQ
 

boarders

Well-Known Member
In highly liquid scrips, there will be much much more than 3-4 transactions per second. Servers will have algorithms to sample from this maybe - but certainly 3-4 ticks wont do.

You can check it for fun, but i dont see any reason to use LTQ for volume. It will never be more accurate.



Have an OFA mode with a disclaimer. Looking at your requirements, i also suggest to compare data from rtd server and from a good feed that provides more bid/ask ticks and see if it makes any difference to your trading. There is no way any retail client can capture all individual ticks for a liquid scrip - so also investigate how this works in international products - there has to be some sort of backfill for ticks or some other trick to approximate the data.



250ms should be fine with NT as it gets ticks - it will largely solve your 1 second buffer problem as we dont normally get more than 4 ticks a second. You can maybe reduce it to 200/150 too. It wont work with AB as it will overwrite ticks with same timestamp.
I think this is moving towards a custom mod with specific requirement for OFA+NT. Since RTDMan is used for my own trading and my priority is trading, for the time being best to keep your code path separate. I still suggest to maintain it in github and git when you get time - it will make your project and source code more visible, make it easier to inspect differences in versions (to spot bugs etc) and will allow me to merge it at a later date (Maybe after i changing AB export to tickmode). It will also give you exposure to a version management tool which is part of software development cycle. Happy that people are able to modify and use it for their custom needs, first with josh and now you.
as you said, I have been using amibroker for almost 10 years until few months back and doing intraday trades using renko with tails chart on price action. Amibroker is not at all suitable for Renko charting especially with tails . I was in touch with Tomasz asking him for an in built solution and he came back suggesting to use Range bars instead which is of no comparison.

then I looked at Ninja trader where renko was very versatile wherein we have control over even the reverse boxes and also where you can use ofa charts. interpolating OFA with Unirenko with tail chart gave me a lot of insight into the making of the candle and gave me lot of confidence in firing as well as exitting each trade in a timely manner and also the entries/exits were not at all lagging and with very tight SARs. again I developed my own method of OFA analysis, (I dont go by the conventional OFA), modifying the C# indicators to my own methodology. BY no means I say that my method is holy grail or something, but it is earning me money and that is important.
hence the mods I did to RTDman is to a great extent custom made as you said for OFA and NT. even the thing about LTQ is for the same reason. Amibroker lacks a lot in functionality when compared to Ninja, although Ninja is not user friendly like amibroker.

the only interface amibroker has for fast tick data is dde.dll or other esignal dlls. again if we use dlls for data feed the data base corrupts frequently without any reason. it also has no fields to hold bid/ask values only way is to keep same in aux1 and aux2. I like amibroker very much for its much simpler formula language, but as I said if it cant function the way we want, its of no use. But I have more knowledge in afl than ninja and can assist you in any way you want.

the best feed is our own trading terminal for a retail small fry trader, so we just have to extract data from our trading terminal. beggars cant be choosers.

I am a retired merchant marine officer and been trading for 11 years now. I learnt all these languages by myself so as to try out own trading ideas with minimal dependancy on others and by no means am claiming that I am right or correct in my findings.
the reason I didnt use Git is because I still have not started learning same which I will do soon and will do as you suggested of maintaining it in git. I had put those modified stuff for others just so that if anyone find it useful they can. But the main point is You have developed it in such a way that anyone can customize to their liking with little bit of programming knowledge.

many thanks and kind regards
 

cloudTrader

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

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

if not then I will try to use some other file sharing site
I am using this Cloud file sharing service for long time now. Quite good.

You may have a look at it

pCloud

Thanks for your Inputs. :clapping:
 

josh1

Well-Known Member
Any users having Amibroker Professional Version?

getrtdata and getrtdataforeign functions in professional version support Bid Ask price and size.
Bid Ask is also available in esignal plugins.

Are these being stored or just for sake of display in RTwindow?
Users of professional edition please check in symbol -- quote editor window
 

TracerBullet

Well-Known Member
the only interface amibroker has for fast tick data is dde.dll or other esignal dlls. again if we use dlls for data feed the data base corrupts frequently without any reason. it also has no fields to hold bid/ask values only way is to keep same in aux1 and aux2. I like amibroker very much for its much simpler formula language, but as I said if it cant function the way we want, its of no use. But I have more knowledge in afl than ninja and can assist you in any way you want.
AB interface is super fast (NT should be too, didn't check). The limitations is not from Amibroker, But from Nest RTD Server. That is why i said to compare against good feeds, IF it makes a difference to you as you need ticks vs OHLC.

Yes, i see for some use cases NT is better - it is after all used by a lot of people. Its even free if you dont need broker interface ( orderman can easily be made to work with NT too IF AHK is able to copy paste price from line).

the best feed is our own trading terminal for a retail small fry trader, so we just have to extract data from our trading terminal. beggars cant be choosers.
yes, thats what i use now, but since you have specific use case for ticks, you can maybe take trial period and compare if it makes difference in OFA. It is a business, and sometimes we will have expense.

I am a retired merchant marine officer and been trading for 11 years now. I learnt all these languages by myself so as to try out own trading ideas with minimal dependancy on others and by no means am claiming that I am right or correct in my findings.
the reason I didnt use Git is because I still have not started learning same which I will do soon and will do as you suggested of maintaining it in git. I had put those modified stuff for others just so that if anyone find it useful they can. But the main point is You have developed it in such a way that anyone can customize to their liking with little bit of programming knowledge.

many thanks and kind regards
very nice sir, if you are interested in continuing it, as a hobby even, you can try free courses in sites like coursera / udacity / edx etc. These are courses from top class universities for free. I took some, they are very high quality - although for now i need to focus of trading.

git - take your time. I didn't mean to rush at all. RTDMan for me is feature complete with only vanity extras to do if i am bored.
 

boarders

Well-Known Member
AB interface is super fast (NT should be too, didn't check). The limitations is not from Amibroker, But from Nest RTD Server. That is why i said to compare against good feeds, IF it makes a difference to you as you need ticks vs OHLC.

Yes, i see for some use cases NT is better - it is after all used by a lot of people. Its even free if you dont need broker interface ( orderman can easily be made to work with NT too IF AHK is able to copy paste price from line).


yes, thats what i use now, but since you have specific use case for ticks, you can maybe take trial period and compare if it makes difference in OFA. It is a business, and sometimes we will have expense.


very nice sir, if you are interested in continuing it, as a hobby even, you can try free courses in sites like coursera / udacity / edx etc. These are courses from top class universities for free. I took some, they are very high quality - although for now i need to focus of trading.

git - take your time. I didn't mean to rush at all. RTDMan for me is feature complete with only vanity extras to do if i am bored.
For my trading using unirenko, I need 1 tick chart with LTP (no need ohlc), LTT, LTQ, BIDprice and AskPrice. all values at the mark of LTT only meaning any variations in values bid/ask prices other than at mark of LTT is not required.
I find that the extracted values from Nest is good enough for me. so there is no need of paid services.

I also learn all this just so that we dont trade blindly and have the ability to put in action any trading ideas immediately into our chart.

will start off with git.

many thanks
 

sr114

Well-Known Member

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