What bundle for proprietary indicators ?

Discussion in 'Trading' started by Sekiyo, Mar 14, 2020.

  1. Sekiyo

    Sekiyo

    I’d like to process real time intraday data.
    1 min HOLC bars or longer (5min, 15min, ...)
    Not looking for backtesting but that would be a plus.

    I’d just like to get the count of O>C and O<C
    Also the range of the bar as H-L

    Then do some math over the data.
    Get the mean, Standard deviation and make a distribution.

    I have mathematica ...
    I know a little python, bash, excel, vba.
    Guess I just need an API with real time data.

    Any recommendations ?
    For ES mainly. Maybe NQ, CL & Co
     
    Last edited: Mar 14, 2020
    #1     Mar 14, 2020
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  2. gaussian

    gaussian

    IB if you're cheap, DTN iQFeed if you want flexibility. But DTN iQFeed wont give you execution.
     
    #2     Mar 14, 2020
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  3. minmike

    minmike

    O= C. Almost by definition on intraday data. Daily is different. Not worth looking at. Back test on historical before worrying about real time.
     
    #3     Mar 15, 2020
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