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flyingdutchmen
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Everything posted by flyingdutchmen
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@bakrob99 thank you i have heared that the tradestation forum is one of the best. what is holding me back is the story's about wide spread huge slippage and bad costumer servive (if one is not a new member); but you do not share this experience, that is good. how realistic is this simulator they offer and what exactly can it do? i believe it is not possible to trade an IB account directly with ts software and IB's API but one would need a third party software like ninja
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well and how would one do that as they are only available to tradestation members? as far as i am informed this should be a trading forum. i am seeking for UNbiased oppinions from people who use or have used ts to trade stocks
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nobody? i find it hard to believe that nobody is using tradestation to trade stocks and is able to tell me something about slippage/spread with them
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well yes each trader is different buy tradestation is tradestation. that is why i am trying to gather more information about tradestation as a stock broker.i have done my searches, most of them where based upon futures trading rarely i find a post about trading stocks automaticly. what exactly is it this simulator can do ? i have read that limit fills with the simulator are far from realistic, it was an old post though any changes maybe? still hoping for some reactions from a tradestation user with experience in connection the platform to account how good / bad is it
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hope this is in the right place here i have heard some true horror-story's about tradestation especially concerning huge slipage even on liquid emini future's and unreliable data but i am still seriously concidering them to auto trade stocks intraday. i am familiar with easy language as i am using a ts-replica for a couple of years (tradesignal5) so the step would not be to big i am not very interested in learning a new language and i do love the software i am hoping for some feedback from ts-users that are using their API and maybe also trade stocks with them my questions.. 1. are those negative ratings i read on the web (ET) about them also true for stocks or do they aply to future's only? 2. slippage ? 3. wide spread during normal market conditions ? 4. i have heared there is no papertrading at TS ? how do you forward test your strategies? could you recommend them to someone who is willing to automize his intraday strategies on high liquid stocks? thank you
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to give an alert only 1 time you simply need to change ">" by crossesover and "<" by crossesunder
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Anyone Interested in a Complete CME Feed Sample?
flyingdutchmen replied to NetTecture's topic in Automated Trading
i do not have the need for it myself but i still like to thank you for this kind offer. data is expensive. take it people, something like this you will not get anymore -
you are right and you are wrong.for those among us who trade for a living i would recommend the same if its your living. but not all of us are in that lucky position, some trade afterhours some trade as a "hobby" in the hope one day it will/can become more serius; but untill that time i do not see why i couldnt use this same computer for other concernes as well.that does not mean i donwload unlimited software i do limit it because i am aware of the possible isues
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thats a horror story NetTecture the missing of historical data is what keeping me away sofar from NT, i dont want to store historical data somewere but be able to open a chart and view the historical data and the life data at one glimp even if it means at higher fees/rates. the charting looks terible. why is it that many people swear on ZenFire's data and call it to be much better better for api trading then for example tradestation? ist is only the better funtionality of level2 and times+sales where tradestation pretty much fales with their snap-shot data? i wunder what makes NT a better suitable platform for api then ts?
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i was a litle bit confused about the history lenght supplied by zen-fire so i do have a possebility refering to 3 days ago o/h/l/c data by using 1440 minuts bars thank you that makes sence maybe not ideal though i will give it a try thx
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ninja newbie with some questions thinking more serious about api trading lately and just getting litle familiar with ninja/zenfire at the moment i am not able to see daily bars in the chartingplatform, at least no more then the currentbar and even that one didnt start from actual market open, but somehow i manage to get 6 days of hourly data in a chart i dont realy need to see them but those bars are needet for calcuation so i would like to know if i have acces to the o/h/l/c data from those bars maybe there are some limitations on the demo and/or zenfire's data? can i program an execution skript that is able to use calcuations on daily o/h/l/c bars from 5-6 bars ago or do i need an aditional datafeed for it ? how long history of daily bars zenfire normally provides ? my main interest are CME/CBOT commodities and interest rates futures, what would be the best datafeed for my needs if i need at least 5 daily bars ? i only want ninja as execution platform, backtesting i will stick to my own software; so no more as a week of daily bars are needet any help is apreciated
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Introduce Yourself Here - Don't Be Shy!!
flyingdutchmen replied to trading4life's topic in Beginners Forum
welcome jchatel as your location i see "zug"; would that be zurich ? enjoy your stay here -
Million Dollar Traders - Series 1 - Vids
flyingdutchmen replied to Szymon's topic in Beginners Forum
all parts can be seen on youtube -
a simple basic future contract question ahumm... thats what i tought we all know trading future contracts is a zero sum game as there should allways someone be prepared to buy a contract in order for you to sell it and visa versa... is it possible that your broker takes the opposite of your trade in order for you to buy a certain future contract or is this only done by other market participants ? i guess not wouldnt be logical to short a contract in order for me to go long on that same contract? does it mean someone else is willing to EXIT/CLOSE his existing long(?) contract so i can buy it from him? i feel kind of embaresed to ask this as i trade future's on a daily base:roll eyes: what am i missing
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im not realy that surprised well ok, if it suits the quotes as well maybe i am untill today i have not been able to customize any indicator that shows correct t&s data it indeed looks like a snapshot using skripts with commands like insidebid/insideask wenn using upticks/downticks i am sure the information is an "average" only as i see in my T&S window that within a single tick there could be over 10 different orders at mixed bid/ask just wondering if you guys experience the same, if so this all would be flawed
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i found this litle peace of info on another forum (yes that one) can someone confirm this I have been a TS customer for 4 years( not anymore ) so a few warning about TS Datas: - If you trade futures, Implied prices sizes on DOM and prints in T§S are missing. Depending on the market, it can be half the prints... -bid/ask datas( important for HF systems ) are not real time . It's just a snapshot at every tick.
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what would you want to do reset it, are you having the skript running 24/5? as long as you open it before market will open it will not run any data and start calculate all variables at "0" in case it is still your wish place something like this in the code inputs: ResetTime ( 0530 ); if t = ResetTime then begin //the 0530 is an example replace it by the future's closing-time - the time the last bar of that session will close DeltaO =0; DeltaH = 0; DeltaL = 0; Delta = 0; VolumeAtBid = 0; VolumeAtAsk = 0; BAVolRatio = 0; VolTmp = 0; end;
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there is a second video about SV_4 which i just watched [ame=http://www.youtube.com/watch?v=uN3Y-uUMBxQ&feature=channel]YouTube - Shelly volume 4[/ame] were at the beginnig of the 3th minute he said "i simply added the volume of all indices by using data2 data3 etc and dividet the endsum by 4" but he also stated to have some problems in the beginning due to his computer being to slow to calculate all data's i found out today tradesignal5 (not tradestation) can handle commands like insidebid of data2 or insideask of data3 im not sure yet how reliable the outcome will be; time will tell this would not be possible with tradestation you believe ? after reading the skript from MACD_4 i see there are no more commands refering to bid or ask but rather using upticks (true/false) and by an uptick the volume is simply addet to the DelaCU visa versa if uptick=false; this would mean on every uptick we would make the skript believe last volume was volume at ask, is this correct ? is this done to avoid possible fast movements which could eleminate any failures or questioning the reliability of the insidebid/insideask command?
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your post was just ahead of mine thats what i tought, i will follow your advice and test with some multi-symbol indicators on tick-by-tick base to get litle more understanding about it
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i am not a tradestation user but a tradesignal user hence the reason i cant open those eld files, only thing i have to do is replace intrabarpersist by numericstatic and the skript will run in this software as it supports most of easy language thx again for the code even if one could refer to a composite symbol's volume or being succesfull at multiplying volume from other data's like data2 data3 etc i think the real problem is seperating all correct volume from bid and ask. my software is able to handle volume of more data's on tick-by-tick base but you must seperate the volume to bid volume and ask volume for each single index making this skript far more komplex as i tought if a bid volume at ES occured it is not said that the volume of YM will also be at the bid side wich makes it impossible correctly calculating a simple skript as i eventually tought like.. myvol = volume * volume data2 * volume data3 * volume data4; if close < insidebid then....// this part only refers to data1 which makes whole calcuation incorrect i have a hard time believing that within 1 skript it could be possible to seperate all volume from bid and ask side for 4 or more symbols i will run some tests tomorrow trying to seperate volume from 2 symbols
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thanks alot it is very much appreciated
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i guess making a combination of more then just one index could be done by reffering to more data's like data2 data3 etc but in order to make that succesfull i think it is cruicial that we are satisfied with the "main" splitter as a "combination"-splitter would only longer the skript but not make it much more complex could anyone of you guys be so kind to please post a text version of the VS_MACD4 skript as i am unable to import the ELD files i am still runnig the BlowFish bar-splitter without any smoothing
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this "better-volume" indicator from emini-watch is widely discussed in this forum; any particulair reason why you post an image of t&s, it should show not more then the volume splitter does without filtering the number of contracts
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there is more to trading than only cheap commissions, if that is all you are after go trade porkbelly future's if you are looking for a good ratio only. your commssion calculations is not the priority of most of us here; there are many people willing to help you as they did in this tread but do not expect someone to tell you what you should trade as we all are different individuals and trade different markets for many various reasons other than commission only. find a market which you are able to master and suits you well. good luck
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this is from tradesignal enterprise should work with ts as well; is this the vidya you were looking for function "VIDYA" Inputs: Price( NumericSeries ), Period( NumericSimple ), Smoothing( NumericSimple ); Variables: absCMO, SC; absCMO = Abs( CMO( Price, Period ) ) / 100; SC = 2 / ( Smoothing + 1 ); If Currentbar > 1 And IsValid( VIDYA[1] ) Then VIDYA = ( SC * absCMO * Price ) + ( 1 - ( SC * absCMO ) ) * VIDYA[1] Else VIDYA = Price; function "CMO" for VIDYA's calculation Inputs: Price( NumericSeries ), Period( NumericSimple ); Variables: priceToday, pricePrev, sumUp, sumDown, i; sumUp = 0; sumDown = 0; For i = 0 To Period - 1 Begin priceToday = Price[i]; pricePrev = Price[i+1]; If priceToday > pricePrev Then sumUp = sumUp + ( priceToday - pricePrev ) Else If priceToday < pricePrev Then sumDown = sumDown + ( pricePrev - priceToday ); End; If sumUp = 0 Then CMO = -100 Else If sumDown = 0 Then CMO = 100 Else If sumUp <> sumDown Then CMO = 100 * ( ( sumUp - sumDown ) / ( sumUp + sumDown ) ) Else CMO = 0; VIDYA indicator inputs: Price ( Close ), Period ( 14 ), Smoothing( 4 ); variables: myVIDYA(0); myVIDYA = VIDYA( Price, Period, Smoothing ); plot1( myVIDYA,"VIDYA" );