If you can program you can set up a tick chart in most of the available softwares and write an indicator that will generate bars down to 2 ticks... been there, done that, wasn't Forex though...
good way to go. thanks but still still waiting for Elite Traders to give me a way to do it subsecond with limited resources..
Ok, it seems some people here are insisting to go other way. I consider this thread is now closed... For who wants to share any useful idea regarding this subject, please send me a message. Thank you all Happy trading McGene
why do u need a bar if you're looking at 2 ticks? you only have now and prior. sidenote: how do i know who is on my ignore list?
Get Ninjatrader and teach yourself to write scripts. Ninja is fully documented and a perfect environment to learn... Any chart package will give you tick count bars, they are not time bars but tick count bars, but might serve.. the problem is with the time stamps really, lots of data is stamped in seconds at best.. you are looking for 1) data feed with millisec time stamps [and you have to be cognizant of who puts the stamps on, is it exchange or the data supplier and most are the data supplier]....... 2) chart package that will do what you want... I have worked with, if memory serves, CQG [or was it DTNIq] with exchange time stamps and Openquant which goes to millisecs [if not beyond] in data handling... I don't think Ninja is going to give you the time stamp granularity you want if memory serves but it will process the ticks in the order your supplier gives them to you, and who really knows if it's the order they really happened even if they have exchange time stamps... Basically if you are not willing to pay for the good stuff and not willing to program stuff yourself and you have limited resources, and you can't think of workarounds, and you want to shortcut years of experience with some backtesting or something...... well, you know...
thank , i am reading it for the second time to get every useful info correct.... thank you again for sharing
Corey Registered: Feb 2007 Posts: 374 12-17-08 10:50 AM After reading some recent posts, I realized how much isolated knowledge there was on this board. I thought that trying to aggregate our resources may be beneficial. Why should I bother trying to implement FIX if you already know a library that does it for free? Below is a compiled list of the majority of the Automated Trading resources that I know about (and/or care about). Archive of Papers Behavioral Finance http://behaviouralfinance.net/ Forums and Public Resources Tradery http://www.tradery.com/ JavaTraders http://groups.google.com/group/JavaTraders Platforms Commercial MetaTrader http://www.metaquotes.net/ RealTick http://www.realtick.com/ TradeStation http://www.tradestation.co.uk/ WealthLab http://www.wealth-lab.com/Home/Default.aspx NinjaTrader http://www.ninjatrader.com/webnew/index.htm SmartQuant http://www.smartquant.com/ Open Source / Free ActiveQuant http://www.activestocks.de/ EclipseTrader http://www.eclipsetrader.org/ AIOTrade http://blogtrader.net/page/dcaoyuan/category/AIOTrade Merchant of Venice http://mov.sourceforge.net/ Open Java Trading System http://ojts.sourceforge.net/ TrueTrade http://code.google.com/p/truetrade/ Artificial Stock Market http://artstkmkt.sourceforge.net/ iTrade http://itrade.sourceforge.net/ Matlab Automated Trading Toolbox http://sourceforge.net/projects/mlmechtrade NexTick http://nextick.sourceforge.net/ Robotrader http://sourceforge.net/projects/robotrader/ DataFeeds NxCore http://www.nanex.net/ Software R http://www.r-project.org/ Octave http://www.gnu.org/software/octave/ Gretl http://gretl.sourceforge.net/ Sage http://www.sagemath.org/index.html Data Visualizer http://dataviews.sourceforge.net/ Market Analysis System http://eiffel-mas.sourceforge.net/ Matrex http://matrex.sourceforge.net/ Scilab http://www.scilab.org/ jMATLAB http://www.jmatlab.org/index.html Historic Data Historic Futures Data http://www.anfutures.com/data_es.htm Historic Commitment of Traders http://www.cftc.gov/marketreports/c...historical.html Historic Forex Data http://disktrading.is99.com/disktrading/ Strategy Discussion Pairs Trading http://yats.com/doc/cointegration-en.html Software Libraries & Source Code Note that many libraries offer APIs in other languages C/C++ QuantLib http://quantlib.org/index.shtml TALib http://ta-lib.org/index.html GECODE http://www.gecode.org/index.html Tokyo Cabinet http://tokyocabinet.sourceforge.net/spex-en.html libmemcached http://tangent.org/552/libmemcached.html TinyXML++ http://ticpp.googlecode.com/svn/docs/ticpp.html QuickFIX http://www.quickfixengine.org/ OpenMP http://openmp.org/wp/ Gzstream http://www.cs.unc.edu/Research/compgeom/gzstream/ libevent http://monkey.org/~provos/libevent/doxygen/ qtstalker http://sourceforge.net/projects/qtstalker/ Erlang Erlang to C++ http://code.google.com/p/eipp/ Ruby EventMachine http://rubyeventmachine.com/ memcached http://www.deveiate.org/code/Ruby-MemCache/ Ruby to Erlang http://rubyforge.org/projects/erlectricity/ Python Twisted http://twistedmatrix.com/trac/ Processing http://pypi.python.org/pypi/processing Stackless http://www.stackless.com/ twill http://twill.idyll.org/python-api.html C# mono http://www.mono-project.com/ Interactive Brokers C# API http://www.dinosaurtech.com/utilities/ QLNet http://www.qlnet.org/ ScienceCode http://www.sciencecode.com/ RabbitMQ http://www.rabbitmq.com/ Java Javolution http://javolution.org/ RabbitMQ http://www.rabbitmq.com/ Matlab Free Packages http://newsgroups.derkeiler.com/Arc...0/msg00013.html Matlab Toolboxes http://stommel.tamu.edu/~baum/toolboxes.html Other Indicator Formulas http://trader.online.pl/ Indicator Formulas http://tadoc.org/ GPU VAST/AltiVec http://www.crescentbaysoftware.com/vast_altivec.html PNY http://www3.pny.com/ CUDA http://www.nvidia.com/object/cuda_home.html OpenCL http://en.wikipedia.org/wiki/OpenCL BrookGPU http://graphics.stanford.edu/projec...kgpu/index.html CG Tutorial http://http.developer.nvidia.com/Cg..._chapter01.html Matlab GPU http://www.accelereyes.com/ Mac OS X MacResearch http://macresearch.org/ Velocity Engine http://developer.apple.com/hardwaredrivers/ve/ Cloud Computing Eucalyptus http://eucalyptus.cs.ucsb.edu/ GoGrid http://www.gogrid.com/ Skytap http://www.skytap.com/ Sun Grid http://www.network.com/ Amazon Elastic Compute Cloud http://aws.amazon.com/ec2/ Databases PostgreSQL http://www.postgresql.org/ MySQL http://www.mysql.com/ CouchDB http://couchdb.apache.org/ MonetDB http://monetdb.cwi.nl/projects/monetdb//Home/ db4o http://www.db4o.com/ Other NASDAQ Symbol Directory ftp://ftp.nasdaqtrader.com/symboldirectory/ I would love to see some resources that I haven't found yet that would make any job relating to automated trading easier: be it software, library, or data. Hopefully we can make this a great resource.
RedRat Registered: Sep 2006 Posts: 167 12-25-08 11:52 AM I would like to add Brokerage API InteractiveBrokers TWS http://www.interactivebrokers.com/e...i&ib_entity=llc Genesis Securities http://www.gndt.com/automated/download.htm FIX Protocol http://www.quickfixengine.org/ http://www.tradingtechnologies.com http://devnet.tradingtechnologies.c...ductCenter.aspx http://b2bits.com/fixopaedia/index.html Assent Anvil http://www.assent.com/api.php Datafeeds http://www.iqfeed.net/ http://www.esignal.com/ Historical data http://www.tickdata.com/