Real Time Data Now / Nest Trader to Amibroker, Fcharts

shankar4kv

Well-Known Member
Since using RTDman v 1.3 only 1 min data is being saved, not tick data.. why is that happening ? and what settings to change so that tick data is saved.
change update interval to 1000 (that is 1 sec) in settings
 

rmike

Well-Known Member
Data from RTD server is coming in the string format HH:mm:ss. Original RTDMan pushes data in the same format 09:15:00 ..... 09:15:59 ... 09:16:00.

I am converting it to HHmmss by removing colons. For 1 min candles I am just deleting seconds and pushing data in the format HHmm. 0915 , 0916, 0917 ..... 1529, 1530
So anything from 091500 to 091559 goes to 0915 candle. Next candle is for 091600 to 091659 and so on
Hi Josh

If I understand this correctly, then it means that the minute bar by RTDMan is containerized and timestamped at 091559 (xxyy59). And since the seconds' value is deleted, the bar goes into the 0915 timespace w.r.t charting. If that be so, then all is fine!

It's good to know that no workaround is required

Thanks n regards
 

josh1

Well-Known Member
Hi Josh

If I understand this correctly, then it means that the minute bar by RTDMan is containerized and timestamped at 091559 (xxyy59). And since the seconds' value is deleted, the bar goes into the 0915 timespace w.r.t charting. If that be so, then all is fine!

It's good to know that no workaround is required

Thanks n regards
Correct ........

However, I have found instances of Nest Trader/ZT containarize it other way. That is all ticks after 09:15 up to 09:16 will go to 09:16 and so on. Hence the differences.

Otherwise, I observe that RTDMan is collecting all the ticks received from NOW / NEST. Thanks to excellent client implementation by TB. The current technique can be used to send tick data to Amibroker with slight changes. I am happy with 1min. candles, my original requirement.
 

rmike

Well-Known Member
Correct ........
:thumb:
However, I have found instances of Nest Trader/ZT containarize it other way. That is all ticks after 09:15 up to 09:16 will go to 09:16 and so on. Hence the differences.
One good turn deserves another :)

For such platform issues, there's a simple workaround. Simply add the following format command to Rtd2.format file

$TIMESHIFT -0.01666667

This will shift the data back by one minute and insert it in the correct charting space during backfill. For those who are non conversant/ not comfortable with modifying the rtd2.format file, download it from here

http://www18.zippyshare.com/v/r31sx3qa/file.html

Replace the similarly named file in ami 'Formats' folder with this

Here's another simple workaround to speed up quote flow from RTDMan (apart from using DataRAM)

Generally most laptops have a card reader slot. Insert a class 10 UHS1 SD Card in the slot and format it as a primary drive (NTFS or FAT32 as appropriate, as per your system). Install RTDMan on this drive for usage. Since the SD Card is a solid state drive, the I/O process is appreciably faster!!!

Regards,

P.S - Am a bit surprised that this forum does not allow upload of files other than images
 

TracerBullet

Well-Known Member
Here's another simple workaround to speed up quote flow from RTDMan (apart from using DataRAM)

Generally most laptops have a card reader slot. Insert a class 10 UHS1 SD Card in the slot and format it as a primary drive (NTFS or FAT32 as appropriate, as per your system). Install RTDMan on this drive for usage. Since the SD Card is a solid state drive, the I/O process is appreciably faster!!!

Regards,

P.S - Am a bit surprised that this forum does not allow upload of files other than images
I doubt that. Exe is small file, and will be read only once on startup. Harddisk/SSD should not matter much.
Once its running, only io to harddisk is csv which we put on ram drive.

Btw, AHK is very cool. Another idea is to use it to create ordering interface without having to use Nest apis. So can enter price and SL together and customize as needed.

Will try later, but do you know how to draw Buy/Sell symbol in AB manually and trigger AFL code that can read the price? Also some way of being able to move the symbol manually and again triggering AFL code with updated price.
I tried to search but couldnt figure it out. Just need some reference if you know.
 

rmike

Well-Known Member
I doubt that. Exe is small file, and will be read only once on startup. Harddisk/SSD should not matter much.
Once its running, only io to harddisk is csv which we put on ram drive.

Btw, AHK is very cool. Another idea is to use it to create ordering interface without having to use Nest apis. So can enter price and SL together and customize as needed.

Will try later, but do you know how to draw Buy/Sell symbol in AB manually and trigger AFL code that can read the price? Also some way of being able to move the symbol manually and again triggering AFL code with updated price.
I tried to search but couldnt figure it out. Just need some reference if you know.
Hi TB

The mentioned I/O was primarily with reference to csv (quotes.rtd) :)
Specifically, the delay w.r.t hard drive parameters (variable as per disk rpm and no. of cylinder heads) is eliminated

One could use low level graphics to code artifacts which would do the job as desired but it would be a cumbersome way (not to mention, completely unnecessary) to accomplish the task

The simpler (and more versatile) way is to use studies. Triggers at chosen price can be put (Buy/ Sell as well as stop loss :) ), price can be read, the study can be moved manually for repeated use/ adjustment as required. For anyone trading a single ticker/ limited tickers, this is an ideal way to go about (semi) automating the trading process

Long time back, there was a guy with me in an other forum (nick - 'anotherbrian' ) who used the 'study' concept to evolve an auto trading system with IB controller & TWS api. He later quasi commercialized it as donationware. But anyone can make the same for use with any tool (in your case AHK) with some effort. Here are some reference links, as asked

https://www.amibroker.com/guide/afl/study.html

https://www.amibroker.com/guide/h_studies.html

http://www.amibroker.com/kb/2007/05...ssover-for-multiple-symbols-with-use-of-scan/

Regards,
 

josh1

Well-Known Member
Once its running, only io to harddisk is csv which we put on ram drive.Btw, AHK is very cool. Another idea is to use it to create ordering interface without having to use Nest apis. So can enter price and SL together and customize as needed.
I am also considering that idea for some time.
1.Study( STUDYID, CHARTID = 1, scale = -1 )
RETURNS Array for study line drawn.
2. Use Cross function to trigger Buy/Sell
3. Autoit.Dll can be used in AFL to send messages to Nest/NOW and bring up Buy/Sell Window. Fill it with active stock from AFL and Buy/Sell/StopLoss figures. and Click Okay.
 

NJ23

Well-Known Member
Hi,
I'm getting this error for the RTD 1.26. How can I resolve it?

Thanks.
 
Last edited:

TracerBullet

Well-Known Member
Hi TB

The mentioned I/O was primarily with reference to csv (quotes.rtd) :)
Specifically, the delay w.r.t hard drive parameters (variable as per disk rpm and no. of cylinder heads) is eliminated
Ramdisk will always be much faster than SSD. Anyway, our workload is minimal so i doubt it makes any noticable difference either way. The filesystem may even be smart enough to just cache the changes.

One could use low level graphics to code artifacts which would do the job as desired but it would be a cumbersome way (not to mention, completely unnecessary) to accomplish the task

The simpler (and more versatile) way is to use studies. Triggers at chosen price can be put (Buy/ Sell as well as stop loss :) ), price can be read, the study can be moved manually for repeated use/ adjustment as required. For anyone trading a single ticker/ limited tickers, this is an ideal way to go about (semi) automating the trading process

Long time back, there was a guy with me in an other forum (nick - 'anotherbrian' ) who used the 'study' concept to evolve an auto trading system with IB controller & TWS api. He later quasi commercialized it as donationware. But anyone can make the same for use with any tool (in your case AHK) with some effort. Here are some reference links, as asked

https://www.amibroker.com/guide/afl/study.html

https://www.amibroker.com/guide/h_studies.html

http://www.amibroker.com/kb/2007/05...ssover-for-multiple-symbols-with-use-of-scan/

Regards,
thanks, study id + trend lines should do. Below is possible workflow for one scrip + one order at a time. Just writing for reference.

1) Keep 3 trendlines with diff study ids - Buy / Sell / Stop. When inactive, keep them in yesterday area.
2) To Order, move say Buy and Stop TLs to price around current time. Click on a command button. Command button will trigger fetch of our study lines, we will calculate X,Y of start and end and filter out inactive ones ( say only today and within 30 mins of current time). Start price can be taken as the price.
3) Once we have Entry and Stop price in afl, will simply call ahk script that will open a popup to finetune (with saved defaults).

We can have all sorts of extra logic as per needs but this seems a good base. If you see a better way, shoot.

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I have one annoyance with AB, maybe you can help. Main drawing tool i need is a horizontal line that does not extend ( ie a trend line with 1 price and some length). AB does not have it and i dont think we can create custom drawing tools. Using trend lines, i try to draw straight lines. Its a small thing but annoying to align them everyday.

As a workaround, i think we can simply have a flatten button that goes through all trend lines and sets end price = start price.
We could again use study ids, but is there any way to just get all trend lines? And how to modify trend line?

I dont know afl, and somehow i can never get my head around the reference ...
 
I was using Josh sir's utility since last one year but recently my system crashed and i have to install afresh both the utility and Amibroker. Since then though the charts are coming they are not getting saved. The present Amibroker version 6.00,1 (Trial version ).Earlier also Iwas using Amibroker trial version only.
Please guide how to save the charts.

BSRAO
 

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