chris8sirhc
Registered: Jun 2010
Posts: 9 |
10-26-12 07:39 PM
I am trying to find some software similar to Ninjatrader that will let me do a scanner. I have some background in C++ so working with a scripting language isn't difficult. The only problem with ninjatrader is that it does not support options at all. Basically I need the ability to do a custom scanner that I can load these variables and play around with them in the code:
float call3bid = //load the 3rd closest call to the current stock price's (above the current stock price) best bid
float call3ask = // load the 3rd closest call to the current stocks price's best ask
float call2bid = // load the 2nd closest call to the current stocks price's best bid
float call2ask =
float call1bid = // load the closest call to the current stock price's (while still being above the current stock price) best bid
float call1ask =
float stockbid = // load the current stock prices best bid
float stockask = // load the current stock prices best ask
float put1bid = // load the closest put to the current stocks price's (while still being below the current stock price) best bid
float put1ask
float put2bid
float put2ask
float put3bid
float put3ask
int average daily volume = //load the stocks average daily volume
9EMA = // load the current 9 period EMA based on 5 minute bars
Also, if the software can work with interactive brokers that would be another plus.
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