Intraday data plugin for Amibroker - Need testers

#1
Folks,

New to this forum. This is my first post. Hello to everyone out here.

After getting frustrated looking around for a live intraday data source (too expensive for me), I wrote one up myself.. While it may not be the most accurate chart, I think its good enough to make a clear judgement.

I have written up a DLL data plugin that works in conjunction with a few perl scripts I have coded up. I am able to get intraday charts for any NSE symbol.

The chart is not very accurate, and the data it presents is (In my opinion) about 95% accurate. Nevertheless, I think its cool for over-the weekend free plugin.

I need some volunteers to test out my plugin.

What the plugin does:

1. It automatically updates intraday charts on amibroker for NSE Equity symbols. There is no support for F&O or anything else..

Algorithm/Logic of implementation:

# Get quote from a data source every 10 seconds. (I have written a perl module for NSE quotes based on the open source Finance::Quote module).

We get : Last Price, O, H, L, Volume (Note the O, H, L are for the day so far).

# At the end of one minute, calculate Open, High, Low, Close for the 1-minute window based on the ticks we obtained during the minute. The volume for the window is the last tick volume - first tick volume. Open is the first tick price and High and Low are calculated by finding high and low of the ticks during 1-min window.

# Write the output to a file <X>.

# Write a data plugin for Amibroker, that can read this file <X> and give the quotes to Amibroker. The plugin will auto-refresh itself so you dont have to Hit F5 every time.

Catch:

1. There is no backfill. This means that you have to start the plugin by 9:55 for all symbols you want to monitor for the day. Of course, the assumption is your internet connection doesn't blow up during the day.

2. Only NSE Equity symbols as of now..

Requirements:

1. You need to be reasonably good at computers. Being a programmer is a BIG plus, as you have to install

# Cygwin and perl on your windows box.
# Finance::Quote module for perl
# Know a few unix commands to play around.

2. You need to have your own copy of Amibroker.

3. you need to be able to follow simple instructions and figure out things on your own.

4. The most important, you need a decent enough internet connection (broadband 128kbps or more)..


I do not have any plugins for Metastock and I don't intend to write one as I don't own a copy of metastock.

Please don't write to me asking how to install Cygwin or Finance::Quote module for perl. There is enough information on the web on how to do it.. If you can't do this, its unlikely you will manage to run the scripts.

It is not that I don't want to hand-hold you but I do not have the time right now to do it..

cheers
-bhakta
 
#3
Requirements:

1. You need to be reasonably good at computers. Being a programmer is a BIG plus, as you have to install

# Cygwin and perl on your windows box.
# Finance::Quote module for perl
# Know a few unix commands to play around.

...

cheers
-bhakta
I satisfy all except this one.
 
#4
Where is the plugin mam i am ready to test it.

Good u have plugin for the nse:)

But from nse website is not stable as i have seen earlier:eek:.

Why not u try for the y.a.h.o.o finance:rolleyes: it very much stable than nse website.


For your metastock problem just pm your email or messenger id i will give u metastock links

waiting for your plugin:)
 
#5
Hello everybody here

It is useless to reinvent the wheel.

There are good porgrammers who have done this job and they charge nominal fees for the same.

Concentrate on yor trading instead of going after these swares.

Use d a t a f e t c h e r s . c o m utils . They have utils for all type of software and terminals

Happy trading

St
 
#7
Folks,

I didn't check back the forum after I posted this.. Somehow got caught in things.. Sorry for the very late response..

Please ping me on my y _ a _ h _ o Id : speedmetal78

I'll try to get you started with the plugin..


PS: I managed to get backfill as well for the current day, but the back fill is without volume;- ). The RT data is with volumes however..


cheers
-bhakta
 

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