Real Time Data Now / Nest Trader to Amibroker, Fcharts

[boarders]

quote:
Yes, it will be ideal. When i wrote it, i didnt know about TICKMODE. But as it stands, i dont think it impacts trading in any way. Ticks are not lost but aggregated into OHLC. So motivation to change it is less vs other things.

I will get to it later though ...

Unquote

when using order flow analysis, each LTP/LTQ is sampled with bid price and ask price and thus is derived the market order volumes i.e. whether they are bullish/bearish.
As order flow analysis price action is much better and accurate than using simple price action, I feel is better tick mode..although only of minimum 1 second restriction from NEST/NOW/ODIN platforms. this has been my observation as a trader. I use OFA with price action on Unirenko plots for my trades and as this is still not achievable in amibroker..started using Ninja.

For the rest I will learn GIT as suggested by you and will revert my progress..

Many thanks once again for your support and help...and have a nice evening...

 

[TracerBullet]

when using order flow analysis, each LTP/LTQ is sampled with bid price and ask price and thus is derived the market order volumes i.e. whether they are bullish/bearish.
As order flow analysis price action is much better and accurate than using simple price action, I feel is better tick mode..although only of minimum 1 second restriction from NEST/NOW/ODIN platforms.

I do not understand, since B/A is restricted to 1 second updates, is 1 second price updates not enough? OHLC is for ~1 second (not 1 minute) - it covers all ticks that we get from RTD Server within 1 second (ie with same LTT).

Anyway, get this merged - we can look at sub second ticks later ...
Make sure that bid/ask is optional for NinjaTrader - ie only price/volume/time should also work like it does now.

 

[Singhraja]

Yusi utility we can use it for order flow can we check with that utility

 

[Snake.Head]

Sort different price print in ninjatrader and amibroker

Problem was this
NinjaTrader time stamps bars at the end of the bar,
Amibroker is start of bar

So while import data into Ninjatrader set it as start of bar

seeing different how price is print on ninjatrader and amibroker.
This today data from nest backfill into amibroker then export thru afl into NT format
Amibroker take time stamp like 9.15.59
9.16.59
NinjaTrader take time stamp like 9.15
9.16
One sec should not print differently with that much.
Check today chart March 21 on both platform

I will post realtime data compare of both amibroker and ninjatrader from RTD later

 

[boarders]

I do not understand, since B/A is restricted to 1 second updates, is 1 second price updates not enough? OHLC is for ~1 second (not 1 minute) - it covers all ticks that we get from RTD Server within 1 second (ie with same LTT).

Anyway, get this merged - we can look at sub second ticks later ...
Make sure that bid/ask is optional for NinjaTrader - ie only price/volume/time should also work like it does now.

1.we have no choice but have to make do with same as Nest SW gives only such data to retail traders (they promise minimum of 1 second which can go upto 5 seconds during heavy traffic). the point is...as to at what sub-second we get the updation in our individual machines and the LTP, Bidprice and Askprice at that mark moment, which is what is required for order flow analysis...this relationship/info may be lost in aggregation of OHLC...anyway we have to make do with it...but by keeping tickmode we may be able to keep the LTP/BID/ASK relationship intact to a large extent...is what I thought

 

[josh1]

@Snake.head

I browsed through TB's code. I did not see any timestamp being sent to NT. It is only OHLCV.
That means NT is taking time from system.

 

[Snake.Head]

@Snake.head

I browsed through TB's code. I did not see any timestamp being sent to NT. It is only OHLCV.
That means NT is taking time from system.

Problem got solved
It was because i import data had start time data
NT by default is set to end bar time import,So while importing select Open bar time.
So 1 min chart was all ok both platform,move higher TF in NT showed misprint data.

 

[boarders]

I have managed to add the bid/ask price/qty to the rtdman and it is working with ninja trader...it is also making all the csv files correctly...but with amibroker it seems to delete all the symbols from database and not updating...maybe some problem which i have to figure out with my amibroker settings... i still havent gone through the github thing and will start now to study same ...meantime pls advise if somebody wants the modifications which I have done as to how to upload same to some free file sharing...or shud I share some until I work out github and start there???...tracerbullet pls advise

 

[TracerBullet]

I have managed to add the bid/ask price/qty to the rtdman and it is working with ninja trader...it is also making all the csv files correctly...but with amibroker it seems to delete all the symbols from database and not updating...maybe some problem which i have to figure out with my amibroker settings... i still havent gone through the github thing and will start now to study same ...meantime pls advise if somebody wants the modifications which I have done as to how to upload same to some free file sharing...or shud I share some until I work out github and start there???...tracerbullet pls advise

There is no hurry, we have all the time in the world

1) If you havent already - please learn to debug - breakpoints/step into/step next etc. Its very very important. It will make your life much easier. Do this first. Its simple and available in Visual Studio - Just make sure to change build type from release to debug and then start application with F5/Run.

2) There should be not impact on AB code as its separate function. I think you have two ABs open - just check in task manager. What i always do is start AB first. RTDMan feed later. I have never had that empty AB problem since.

3) You can start experimenting without git. Once git is ready - you can overwrite/merge it with your code. This is not good as regular workflow but its ok for now as i wont push any new commits.

4) But git, github is not that hard. It has gui too. Once your experiments are done - just make account, fork repo ( easy button github website), and then clone your repo into your hardisk ( 1 command or maybe available in Windows gui too - i dont use it). Then you will have source code and can start working on it. Other stuff can read later.

 

[boarders]

There is no hurry, we have all the time in the world

1) If you havent already - please learn to debug - breakpoints/step into/step next etc. Its very very important. It will make your life much easier. Do this first. Its simple and available in Visual Studio - Just make sure to change build type from release to debug and then start application with F5/Run.

2) There should be not impact on AB code as its separate function. I think you have two ABs open - just check in task manager. What i always do is start AB first. RTDMan feed later. I have never had that empty AB problem since.

3) You can start experimenting without git. Once git is ready - you can overwrite/merge it with your code. This is not good as regular workflow but its ok for now as i wont push any new commits.

4) But git, github is not that hard. It has gui too. Once your experiments are done - just make account, fork repo ( easy button github website), and then clone your repo into your hardisk ( 1 command or maybe available in Windows gui too - i dont use it). Then you will have source code and can start working on it. Other stuff can read later.

1. noted and will do.

2. amibroker is not updating as for local database it does not accept BID/ASK values. it will accept these only if the data base is dde or esignal/winros type. my RTD format file is as follows and RTDman is also making the files correctly.
# Copy to AmiBroker\Formats

$FORMAT Ticker, Date_YMD, Time, Open, High, Low, Close, Volume, OpenInt, Ask, AskSize, Bid, BidSize

$SKIPLINES 0

$SEPARATOR ,

$CONT 1

$GROUP 255

$AUTOADD 1

$DEBUG 1

the abquotes files writes thus:
CRUDEOILM,20160323,10:55:52,2749,2750,2749,2750,29,285930,2750,83,2749,200

the archive files thus:
CRUDEOILM,20160323,10:55:52,2749,2750,2749,2750,29,285930,2750,83,2749,200

the workaround can be to feed the bid/ask prices to aux1 and aux2 of amibroker skipping the bid/ask quantities. but programming of amibroker for OFA can only be achieved through a dedicated .Dll plugin...will try same for later...

3. noted and will do.

many thanks for all your guidance and help