Hi Friends I am looking for a trading platform which is capable of doing the following - 1. Automatically sending out the SCAN Results / Output to specific excel file and worksheet, after a fixed interval like 5 minutes / 30 minutes. 2. Ability to Read the data from Excel/csv/text files etc. and use that as INPUT in the indicators etc. For example, if I have a list of Support and Resistance Levels in an excel sheet, then I should be able to easily import them into the platform and plot those levels on the chart and also to make use of them inside Trading Systems. 3. Custom Symbols - Ability to create new custom symbols, based on specific conditions. I know that most platforms support the normal feature of creating new Sector Symbols, in which we can add the specific symbols to form a new sector. But I am looking for more features then that. For example, the ability to create something similar to NYSE $TICK AND $ADD It was very easy to create such symbols inside Tickquest Neoticker Platform by using their feature of Neobreadth Symbols. But that platform has died a premature death, :faint: therefor I need to look for other platforms which might provide similar functionality. 4. Tick Data Related Work - It should have the ability to download the historical tick data from data vendors like esignal and allow me to do the MarketDelta footprint type of analysis. It should not force me to keep the platform running live during the market hours, in order to collect that type of tick data "just as is the case with few of ninjatrader indicators on this forum". It should also have the ability to do Scanning based on Tick Data Analysis. For example, if I want to scan for the stocks which have seen positive moneyflow of x million dollars in the past 30 minutes, then it should be able to such scans. 5. Support for C++ Language - If it allows the indicators and systems to be programmed in C++ Language, then that would be an added plus point, but it is not 100 % required. 6. Ability to run Multiple Instances of the platform at the same time. 7. Availability of 64 bit version - so that lots and lots of RAM could be used 8. Multiple CPU processor/core support I am aware that not all platforms will have all these features. But if you are aware of any platforms which fulfills most of these requirements, then please give its name. Thank you so much.
Find a platform that satisfies you fully or mostly AND which is extensible, ie. allows you to write plugins (DLLs) for it. Then you can extend it to your own taste & requirements... To be reliant on tick data is IMO not good... Ok, it depends on your trading method, whether scalper or HFT or normalo etc... If you can't find a platform then just roll your own ;-) It's not that difficult if you have the API of the broker...
Not sure if it'll fit your needs and your coding experience. I'm an amateur myself and struggling learner, but I think Amibroker could fit most your needs, but could be a lot of work to learn and maybe theirs a better software out there. Question 1: Theirs a few links I found that I read before that might be kind of what your looking for, again this is above what I do with it. These are just examples of what some people do with it. http://www.amibroker.com/kb/tag/export/ http://www.amibroker.com/kb/2006/03/04/how-to-export-quotations-from-amibroker-to-csv-file/ 2. Should be possible, anything is the limits if your experienced with programming. 3. AddtoComposite() function is able to create any composite from calling symbols or just calling a watch list with the symbols you want to combine. 4. I use IQFeed with them because their cheaper for my needs and the symbol count is higher then ESignal for real time streams. They offer I think 128 days backfill of tick data. Depending on the instrument it may require some modification in the registry since Amibroker has a built in limit of 500 000 bars or ticks but it can be over written. Explanation is available on the website I believe. 5. http://www.amibroker.com/devlog/200...ent-kit-adk-for-cc-now-available-to-everyone/ Think that's what your looking for? 6. Multiple instances are capable. 7. Professional version is a 64 bit. It's pennies really for it versus the non professional, not even sure why the non professional version exists. Professional is needed for real time as well. I think the max threads is 32 and theirs an explanation here of how it allows multithreading. http://www.amibroker.com/guide/h_multithreading.html I'm just throwing it out there because I personally am enjoying learning how to use it. From what I see it can be as simple or as complex as you want it to be. I'd even shoot them an e-mail. You'd get a solid answer from Marcin or Tomasz(creator and developper). No idea how big the team is but I've only ever received support responses from either and they know the software in and out. Since you mentioned C++ I'm assuming your very familiar with programming so here's an explanation of AFL compared to C which most compare it too. http://amibrokerforum.proboards.com/thread/107/afl
Thankyou botpro and Metamega for your views. Metamega, that was a very comprehensive reply. Thanks a lot. You seem to have real good knowledge of Amibroker. Thanks a lot for sending the link to Marcin or Tomasz as well. It will be interesting to see the replies from the main developers themselves. I would specially want to know their reply for the very first point. Because although I am aware that data can be exported from Amibroker to csv files etc. using their Exploration AFL etc. but I have never seen a practical example where such kind of Scan/Exploration Export could be done AUTOMATICALLY at fixed time intervals. If they say it could be done, then that would be a positive surprise for me. I am also sure that the second point is also fulfilled by Amibroker. Although if they could post the link for some example AFL, which reads the data from external source and use that as input, then that would be great. Regarding third point, yes Amibroker allows to create custom sector symbols, but that is very basic only. I do not think they yet support something like Neoticker Neobreadth type of functionality. Let us see what they have to say on this. Regards
In AmiBroker the automatic timely invocations can normally be done via an external program or script which does understand OLE automation (ActiveX/COM), like JScript, and also nearly all MS languages like MS C++... Usually AB must be already running. Here's the interface: http://www.amibroker.com/guide/objects.html I think in your case you would need to call the Explore() and possibly also the Export() method of the Analysis object. PS: maybe one can also abuse the plugin interface for this task ;-) by writing a "dummy" indicator plugin or data plugin that does the timely invocations of the above method(s)... Here's the link to a newer version of the AB Developer Kit (ADK v2.10): http://www.amibroker.com/devlog/2010/04/20/new-amibroker-development-kit-2-10-released/ And the following version seems even more recent (ADK v2.10a that also includes 64bit compilation): http://www.amibroker.com/devlog/2010/08/03/adk-updated-with-64-bit-example-dll/
NinjaTrader satisfies most apart from multiple instances of the software. You can have as many windows but it is a single instance of software that can run on the same machine at the same time. It is free until you need to trade live. Fantastic software.
Basic? How would you know? No matter from where you got that from, it's not correct. You have the "same" breadth functionality in AmiBroker.
There is no coding required in order to execute at fixed time intervals. Just apply Auto-repeat button + set AR interval in Analysis toolbar!!
Thanks M.ST What you say is true for Auto Scan, but I am talking about AUTO EXPORT of these scan/ exploration results to the EXCEL SHEET. I have not seen such examples till now. If you or anyone else have seen such an example on any forum/site/blog etc. then please share that link. It would be great if this could be done in Amibroker, as its scanner is quite powerful. Warm Regards