Real Time Data Now / Nest Trader to Amibroker, Fcharts

[josh1]

@Zoheb
Download RTD_1.30

 

[josh1]

This file is no long available

sure both files are available and others have already downloaded..check again

Both files are not available even after logging into microsoft. Sharing permissions?

 

[boarders]

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

 

[boarders]

google drive link for rtdman - remove spaces

http s://drive.google.com/file/d/0BxAwx6ANINkkSEtlXzFPY0I3cnM/view?usp=sharin g


uploading source code now will revert with that link once done

 

[josh1]

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

No luck

Edit- Got exe from Google drive

 

[muthutrader]

links are working

remove spaces 3

c

 

[boarders]

the linko to source file as follows - remove spaces

http s://www.dropbox.com/s/79sgk4fw1fmxvtx/TradingTools-master-modified%20for%20NT.rar?dl= 0

 

[boarders]

i am going out see you all in afternoon to sort out problems if any

 

[server2712]

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

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?

 

[TracerBullet]

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.

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.

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.

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.

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

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.