Real Time Data Now / Nest Trader to Amibroker, Fcharts

TracerBullet

Well-Known Member
2. amibroker is not updating as for local database it does not accept BID/ASK values. it will accept these only if the data base is dde or esignal/winros type. my RTD format file is as follows and RTDman is also making the files correctly.
# Copy to AmiBroker\Formats

$FORMAT Ticker, Date_YMD, Time, Open, High, Low, Close, Volume, OpenInt, Ask, AskSize, Bid, BidSize

$SKIPLINES 0

$SEPARATOR ,

$CONT 1

$GROUP 255

$AUTOADD 1

$DEBUG 1

the abquotes files writes thus:
CRUDEOILM,20160323,10:55:52,2749,2750,2749,2750,29,285930,2750,83,2749,200

the archive files thus:
CRUDEOILM,20160323,10:55:52,2749,2750,2749,2750,29,285930,2750,83,2749,200

the workaround can be to feed the bid/ask prices to aux1 and aux2 of amibroker skipping the bid/ask quantities. but programming of amibroker for OFA can only be achieved through a dedicated .Dll plugin...will try same for later...
Do one thing at a time, skip Amibroker Bid/Ask as No one asked for it. Keep AB same - dont change its csv generation/Format. Certainly dont change archive part yet as i also use it in backfill. Only handle NT part for now passing Bid/Ask data to NT DLL. Test it thoroughly, run it for a week, debug flow line by line atleast once and ensure its running as you intended - checking variable values and program flow.

Once NT code is stable and running, we will merge code. Bid/Ask in AB we can add later if people want it and if you need/want to write it.
 

boarders

Well-Known Member
Do one thing at a time, skip Amibroker Bid/Ask as No one asked for it. Keep AB same - dont change its csv generation/Format. Certainly dont change archive part yet as i also use it in backfill. Only handle NT part for now passing Bid/Ask data to NT DLL. Test it thoroughly, run it for a week, debug flow line by line atleast once and ensure its running as you intended - checking variable values and program flow.

Once NT code is stable and running, we will merge code. Bid/Ask in AB we can add later if people want it and if you need/want to write it.
ya..I did that...reverted back the amibroker feed to its original state keeping Ninja trader with bid/ask and both amibroker as well as Ninja are functioning properly
 
1. noted and will do.

2. amibroker is not updating as for local database it does not accept BID/ASK values. it will accept these only if the data base is dde or esignal/winros type. my RTD format file is as follows and RTDman is also making the files correctly.
# Copy to AmiBroker\Formats

$FORMAT Ticker, Date_YMD, Time, Open, High, Low, Close, Volume, OpenInt, Ask, AskSize, Bid, BidSize

$SKIPLINES 0

$SEPARATOR ,

$CONT 1

$GROUP 255

$AUTOADD 1

$DEBUG 1

the abquotes files writes thus:
CRUDEOILM,20160323,10:55:52,2749,2750,2749,2750,29,285930,2750,83,2749,200

the archive files thus:
CRUDEOILM,20160323,10:55:52,2749,2750,2749,2750,29,285930,2750,83,2749,200

the workaround can be to feed the bid/ask prices to aux1 and aux2 of amibroker skipping the bid/ask quantities. but programming of amibroker for OFA can only be achieved through a dedicated .Dll plugin...will try same for later...

3. noted and will do.

many thanks for all your guidance and help


Thnx a Ton

Been using Bid & Ask in AB thru AUX1 & AUX2 for quite sometime now and migrated from RTD1.30 to Excel utility just for dis purpose.

Probably AB accepts only 2 additional Fields other than basic OHLCVOi.

And remember KelvinHand and Trash have posted in TJ forum how to combine two feeds in a single symbol thru AFL.

Hence my humble Request is to Upload ur Modified (Bid/Ask/size) Code of RTD for AB to Gdrive (PMd u the USER ID n Password ) , U can use this GDrive for ur Temp Uploads /tasks with a Public Link for those who wanna dabble a bit.

Thanks n Regards
Keep the Fire Burning
 

Snake.Head

Well-Known Member
For NT user
All steps for nest/now is same as before ref RTD help file

In RTDMan.ini
Client=NT

Check time
OpenTime = 09:15:00
CloseTime = 15:30:00

eg
Scrip1=nse_cm|RELCAPITAL-EQ;RELCAPITAL;LTP;LTT;Volume Traded Today
Scrip2=nse_cm|TATASTEEL-EQ;TATASTEEL;LTP;LTT;Volume Traded Today

Note: - Symbol map in Misc tab check image 2 below

In Ninjatrader

Make sure
Enable At interface in File tab
While create symbol add tick size and exchange and Session Template
and map symbol output name into external



In options
open tab Data and tick on
save chart data as historical

To start feed File>connect>external data feed

For more help refe
https://ninjatrader.com/support/helpGuides/nt7/

Note:- Data feed goes into open chart only
For eg: - i have RELCAPITAL chart open only then it will feed only that
so for every symbol open chart
 
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This was a live chart of Relinfra,then I left for some Holi Shopping.


I came back and backfilled data on other PC.And both the charts looking different.
Different in all the scrips.High-Low-Open_close has a different values too.Thus,it gives wrong information.
I trade AMA by Pratap Sir and AMA was different in 1st image than in 2nd image.
And all this time I was wondering, “why backtest results are awesome and in live I make a loss."

Your take on this please Josh Sir/TB and others.
 

Snake.Head

Well-Known Member

This was a live chart of Relinfra,then I left for some Holi Shopping.


I came back and backfilled data on other PC.And both the charts looking different.
Different in all the scrips.High-Low-Open_close has a different values too.Thus,it gives wrong information.
I trade AMA by Pratap Sir and AMA was different in 1st image than in 2nd image.
And all this time I was wondering, “why backtest results are awesome and in live I make a loss."

Your take on this please Josh Sir/TB and others.
Their will always some difference here and their
I see you are trading future,best option would paid feed.
In nest/now we get level 2 data where as paid feed are level 1 data
 

josh1

Well-Known Member
Their will always some difference here and their
I see you are trading future,best option would paid feed.
In nest/now we get level 2 data where as paid feed are level 1 data
That is a myth. Nobody gives level 1 data. I have tested backfill umpteen times. There is hardly any difference.

I have doubts about Nest since its feed is redirected through broker's server which are co-located with NSE servers.
However, data is same. There is some latency in Nest since data is redirected.

In case of NOW, we are directly trading on exchange. If you are saying we get sub-standard data in NOW, and correct data in paid feed, our trades will always go wrong since we are executing trades on defective terminal.
So we will have to stop trading from home and go to broker's office to get so called level 1 terminal.
Does it mean all the claims of NSE about transperancy and that we have a terminal at home are false?
 
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