Real Time Data Now / Nest Trader to Amibroker, Fcharts

[boarders]

@Boarders,
Have you made any changes to source code after 25th March
this

no that still remains the working mod although i tried some mods to incorporate ofa to amibroker
which was cancelled as was not updating properly...I will work on it this weekend

 

[mmca2006]

Anybody installed NOW/NEST on same machine?
I am asking because Nest plus cancels previous installation

Thanks lot for your software. I am using your excel utility with share khan , done everything as per your instruction. Your excel utility also fetching data from Snap.xls and sending to AB, However AB is not auto updating , When I am clicking to any symbol it gets updated but not auto refreshed. Pl.guide how to solve it.

 

[josh1]

Thanks lot for your software. I am using your excel utility with share khan , done everything as per your instruction. Your excel utility also fetching data from Snap.xls and sending to AB, However AB is not auto updating , When I am clicking to any symbol it gets updated but not auto refreshed. Pl.guide how to solve it.

What is AB version? Ask your question in correct thread. I will reply there. That is this

 

[mmca2006]

What is AB version? Ask your question in correct thread. I will reply there. That is this

Sorry for asking in wrong thread .... now posted in right thread , pls guide... AB v.5.2

 

[LOVEENAJYOTHI]

Anybody installed NOW/NEST on same machine?
I am asking because Nest plus cancels previous installation

Installed Both on same machine --Yeah---No prob Noticed.
But cant Login to Now coz still stuck with Nest Trader (ZT) coz ,like Boarders said , primary interest is in MCX, so still contemplating migration to NOW.

However u can access my machine thru TV to temprly login to NOW to check.

Do lemme know if u need TV access to check working of any Apps.

 

[server2712]

my understanding is as follows:

1. Bid/ask qty are pending orders and will keep changing as and when orders get executed, or when orders accumulate awaiting execution or when orders are cancelled. therefore this value has no say in calculations and cannot be relied for trading as it is also used for manipulations by market makers.

2. LTQ is the quantity which got traded at LTT with a price of LTP whether it be any sort of order, sl, limit or market.

3. the proper method of volume calculation is tracerbullet calculation. which is volumetrader today at present bar - volume traded today last bar.
Now unless this value equals with LTQ, we can never derive the exact breakdown of volume.

so now tell me how to figure out at what price the difference volume
got executed, whether at bid price or ask price without which OFA cannot segregate same and give exact picture of breakdown.

Is TracerBullet calculation moded RTDMan for NT is available for download?
If yes plz give the link or
If not then please mode it for experiments for OFA if time permits.

I think we can get the exact volumes at lat tick by volumes different between last tick volume and total traded volumes.(LTQ - TOTAL VOLUMES TRADED). Different is the exact LTQ.
If we feed this LTQ then we may very close to real volumes.

Correct me if I am wrong.....

Thanks.....

 

[josh1]

I have made a preliminary rtdman version for feeding amibroker with OFA through aux1 and aux 2. But I am not sure if I have coded the c++ correctly in worker Cpp. the logic is:
if LTP equals ask price then LTQ equals ask vol (avol) - passed to aux1
if LTP equals Bid price then LTQ equals bid vol (bvol) - passed to aux 2

when I compiled and checked with quote editor live, the LTQ was equal to either the aux1 or aux2 and not both which is correct. but what is bothering me is:
1. some time LTQ doesnt appear either at aux1 or aux2 both showing zero.
2. when archive is on the updation to ami is anywhere between 5 to 8 secs
and when archive is off then between 1 sec to even 5 secs. this although nest/ninja showing updations which doesnt reflect in ami.

I am attaching the source code (remove spaces) for checking by any of you guys and solve the above problems while I am also at it.

the next immediate once above problems solved TODO will be to make OFA afl for amibroker.

http s://my.pcloud.co m/publink/show?code=XZngA8ZA6x2Dqd7vuj8KMQYP8upHzd4PtH7

@Boarders
I find some merit in your calculation of Ask Bid volume. However, in this case I do not see any necessity to store Bid|Ask volumes in Aux1 and Aux2 since ...
if LTP equals ask price then LTQ equals ask vol (avol) - passed to aux1
if LTP equals Bid price then LTQ equals bid vol (bvol) - passed to aux 2

This can be easily done in AFL instead of doing it in RTDMan. We can save Ask|Bid rates in Aux1|Aux2 respectively. Other fields remain the same.
I do not know whether other users concur with this.

As for LTQ, I am coming to the conclusion that it has to be calculated by Volume Traded Today less Previous tick Volume Traded Today. Adding LTQ has not given correct results yet.

 

[LOVEENAJYOTHI]

@Boarders
I find some merit in your calculation of Ask Bid volume. However, in this case I do not see any necessity to store Bid|Ask volumes in Aux1 and Aux2 since ...
if LTP equals ask price then LTQ equals ask vol (avol) - passed to aux1
if LTP equals Bid price then LTQ equals bid vol (bvol) - passed to aux 2

This can be easily done in AFL instead of doing it in RTDMan. We can save Ask|Bid rates in Aux1|Aux2respectively. Other fields remain the same.
I do not know whether other users concur with this.

As for LTQ, I am coming to the conclusion that it has to be calculated by Volume Traded Today less Previous tick Volume Traded Today. Adding LTQ has not given correct results yet.

Sir , if u r proceeding with the above plan, a humble request (if no objection frm others) :
Pls Assign BID=AUX1 & ASK=AUX2


And sir , as SR114 suggested, plz make the TIME UNIT as SHORTEST as possible like 100 MSECONDS or less.

Im using my own home made Auto Trade now-->takes apprx 3 seconds frm Ami Signal to Trade Execution---> and yet slippage eats up lots of profit in my style of trading.
Hence the Rquest for shorter Tick refresh time.

Thnx ,Rgrds

 

[boarders]

@Boarders
I find some merit in your calculation of Ask Bid volume. However, in this case I do not see any necessity to store Bid|Ask volumes in Aux1 and Aux2 since ...
if LTP equals ask price then LTQ equals ask vol (avol) - passed to aux1
if LTP equals Bid price then LTQ equals bid vol (bvol) - passed to aux 2

This can be easily done in AFL instead of doing it in RTDMan. We can save Ask|Bid rates in Aux1|Aux2 respectively. Other fields remain the same.
I do not know whether other users concur with this.

As for LTQ, I am coming to the conclusion that it has to be calculated by Volume Traded Today less Previous tick Volume Traded Today. Adding LTQ has not given correct results yet.

sorry for late reply as I was travelling.

My purpose of using avol and bvol is just to process that data as early as possible instead of waiting to feed into afl and then process.

You are right about LTQ, I was also saying from beginning that tracerbullet calc is precise and correct regarding volume.

But my reason for using LTQ is in view of OFA, where we have to account for all traded volume either to be with bid price or ask price. Other than having some premium membership of stock exchange or some pricey data subscription, we cannot get this info. so the only way is to use LTQ. but the Ltq we get from the platform are way below the volume traded. so we cannot connect or account for the big remaining volume after accounting the LTQ to bid or ask side. so I decided to ignore it rather than to presume its direction.
I am using LTQ as my volume in OFA and am trading successfully.

 

[boarders]

Is TracerBullet calculation moded RTDMan for NT is available for download?
If yes plz give the link or
If not then please mode it for experiments for OFA if time permits.

I think we can get the exact volumes at lat tick by volumes different between last tick volume and total traded volumes.(LTQ - TOTAL VOLUMES TRADED). Different is the exact LTQ.
If we feed this LTQ then we may very close to real volumes.

Correct me if I am wrong.....

Thanks.....

see my previous post to Josh for my explanation.

also see tracer bullet posts at the beginning of this thread for the link to original software download with correct volume