New bar in tow data streams - EasyLanguage Programming | futures io social day trading
futures io futures trading


New bar in tow data streams
Updated: Views / Replies:170 / 4
Created: by westofpluto Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

New bar in tow data streams

  #1 (permalink)
Encinitas
 
 
Posts: 4 since Jan 2019
Thanks: 0 given, 0 received

New bar in tow data streams

I am writing a strategy in EasyLanguage and this strategy uses two related data streams (eg NQ and NDX). The primary data stream is NQ (the futures contract) and the Data2 is NDX (the stock index). My understanding of easylanguage strategies is that the strategy script will be executed on every tick on Data1, ie every tick of NQ. I would like to detect when we have the first tick of BOTH data streams. In other words, how do I detect when both NQ and NDX have the first tick of the bar available?

I can use BarStatus(1) on each tick to see if this tick is the opening tick of Data1 (NQ in my case). When this occurs, I have to check Data2 (NDX) to see if I can get the current tick price there too. The problem is that Data2 may have 0 or 1 or more ticks in this current bar. I only want to execute some trading logic when I have BOTH a tick value on Data1 and a tick value for this same bar on Data2. If Data2 does not yet have a tick value then I want to wait for the next tick and check again.

Any ideas how to do this?


Last edited by westofpluto; January 19th, 2019 at 07:49 PM.
Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Trading Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 2,101 since Apr 2013
Thanks: 377 given, 1,346 received


westofpluto,

strategies are only processed with every tick in case of intrabar order generation. However this is not available on multi-data charts in Tradestation. One work around could be to use price series providers, but this would become a bit more complex.

Regards,

ABCTG

Follow me on Twitter Visit my Facebook Reply With Quote
 
  #4 (permalink)
Encinitas
 
 
Posts: 4 since Jan 2019
Thanks: 0 given, 0 received


ABCTG View Post
westofpluto,

strategies are only processed with every tick in case of intrabar order generation. However this is not available on multi-data charts in Tradestation. One work around could be to use price series providers, but this would become a bit more complex.

Regards,

ABCTG

Thanks. So is it still true in the latest version of Tradestation and EL that we cannot use IOG on multi-data charts? I thought this was being fixed.

If the workaround is price series providers, do you have any examples or documentation you could point me to on this? Didn't find much searching google.

One final question: How quickly does MarketPosition update? In other words, if I have IOG turned on and my strategy requests a BUY 1 contract at market, does MarketPosition suddenly start returning 1? Or is there a lag involved, so on the next tick MarketPosition may still return 0 because the order hasn't been filled yet? Basically I need to track my market position tick by tick so that if I open on one tick, i will not try to open again on the second tick.

Reply With Quote
 
  #5 (permalink)
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Trading Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 2,101 since Apr 2013
Thanks: 377 given, 1,346 received

westofpluto,

do you have a link to where the fix was announced?

The official Tradestation forum has lots of examples involving PriceSeriesProviders and I would suggest checking them out.

MarketPosition is returning the market position for the strategy on that chart. Once the order is filled for that chart you can expect it to reflect the change and I would suggest running a few tests using the print reserved word for example, so you can see when it changes in real time.

Regards,

ABCTG


westofpluto View Post
Thanks. So is it still true in the latest version of Tradestation and EL that we cannot use IOG on multi-data charts? I thought this was being fixed.

If the workaround is price series providers, do you have any examples or documentation you could point me to on this? Didn't find much searching google.

One final question: How quickly does MarketPosition update? In other words, if I have IOG turned on and my strategy requests a BUY 1 contract at market, does MarketPosition suddenly start returning 1? Or is there a lag involved, so on the next tick MarketPosition may still return 0 because the order hasn't been filled yet? Basically I need to track my market position tick by tick so that if I open on one tick, i will not try to open again on the second tick.


Follow me on Twitter Visit my Facebook Reply With Quote

Reply



futures io > > > > > New bar in tow data streams




Upcoming Webinars and Events (4:30PM ET unless noted)
 

futures io is celebrating 10-years w/ over $18,000 in prizes!

Right now
 

$250 Amazon Gift Cards with our "Thanks Contest" challenge!

Right now
 

Webinar: The Seven Most Effective Trading Setups w/Peter Davies @ Jigsaw

Oct 17
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Multiple data streams in a Ninjatrader indicator? iq200 NinjaTrader 2 March 9th, 2017 08:26 PM
Multicharts: Importing tick data (and converting it to minute bar data) pedrosimao MultiCharts 4 May 23rd, 2016 07:01 AM
How to step forward bar by bar (F12) with full bar not half bar? mercyman MetaTrader 1 October 23rd, 2012 04:49 PM
Chart Bar OHLC data DOESNT match with the value in data box Koepisch NinjaTrader 4 May 12th, 2012 02:52 AM
Any place for RELIABLE NFL Streams you guys know about? forrestang Off-Topic 0 August 14th, 2011 06:59 AM


All times are GMT -4. The time now is 03:39 AM. (this page content is cached, log in for real-time version)

Copyright © 2019 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts