AutoTrader 1.17d is now available, added Random Data generator as a playback source

Discussion in 'Data Sets and Feeds' started by autotrader, Jul 16, 2003.

  1. New feature in verson 1.17d. Added Random Data as a new source for simulation playback data. No saved playback data for simulation ? No problem, now you can use a random number generator to generate the data for you. The Random Data source generates bid, ask and last price. The size is currently fixed at 100, I may add a size data generator if needed. The tick rate is about 110 ticks per minute (so this will probably plot better using tick chart), I may change this to a variable interval if needed. The data is generated using a uniform distribution pseudo-random number generator so the probability of an uptick, a downtick, or a no change all have an equal chance of occuring. If you have some ideas on how to improve the Random Data source, please send me an email, I'd like to hear from you. As always, you can proxy the randomly generated playback data to SierraChart or QuoteTracker, and you can practice your strategies in AutoTrader using this playback source. When you select Random Data as the playback data source, a window opens next where you can set the random data source parameters such as upper and lower limit, the tick size, and the number of minutes you want the random data generator to run.

    Bug fixed in version 1.17d. Fixed one more bug in open Qty calculation for position entry order when there is partial fill. Quantity calculation for position entry order now covers the following scenarios:

    You placed an entry order for Qty X and all get filled.

    You placed an entry order for Qty X, then it gets partially filled, and then eventually gets completely filled.

    You placed an entry order for Qty X, then modified the Qty to Y before the order is filled for Y quantity.

    You placed an entry order for Qty X, then get partially filled, then you changed the order quantity to Y, and then you eventually get completely filled for Y quantity.

    If position entry has partial fill, the Qty cannot be modified to a value lower than the quantity already filled. As always, partial filled positions are always stop order protected. So if you placed an order for Qty = 30, then get partial fills at 15 to 25 to 29 to 30, a stop order is immediately submitted with Qty 15, and the stop order quantity is updated as the position entry order gets partially filled until it is completely filled (stop order quantity is updated to 25, 29 then 30).