Yes, I subscribe to a real-time and delayed data feed and my software calculates everything, including the open, high, low, close of bars. Tools like TS and Ninja are very limiting when you want to calculate stuff your own way.
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Normally Houston TX but currently travelling a lot
Experience: Advanced
Platform: TT and Stellar
Broker: Primary Advantage Futures. Also ED&F and Tradestation
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Posts: 4,747 since Dec 2013
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TT.net SDK?
I've recently started using Stellar as well as TT. Having MBO rather than MBP is surprising really nice, especially in something like NG where the book is so thin now a days.
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I havent used TT.net SDK. MBO is definitely a clearer view into the order book but the biggest problem with MBO data is conflation if you are using the data to build your own aggregated view historically for backtesting and then want to replicate the same calculation real-time. So much depends on the strategy but conflated data has caused the most issues for me. Just something to be aware of...
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This is hard to believe even if you are incorporating machine learning or artificial intelligence.
Both TS and MC allow for a DLL interface for complex calculations or methodologies.
I meant in terms of data. You can attach an external library, I agree, but you are limited to using the data that the charting platform provides. Most execution/charting platforms will have a conflated data feed. Time and Sale will most likely not be conflated but if you want to even use the BBO data, you are not guaranteed conflation free data in most platforms. Forget about using any level 2 (MBP or MBO), you are guaranteed to have conflation. This is why CME has different licenses for display and non-display data. You pay a lot more for a non-display license.
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Dude, let me say you are fixated on this concept of "conflated". Multicharts allows for multiple data feeds.....you can have IQFeed and Rithmic together for instance.
Here's one....not sure if it is "better".
Fairly simple....uses a counterTrend approach. Time Period: June 2018 to present.
input:
iSeries(AvgPrice)
, iShortLen(5)
, iAvgtype(1)
, Stoploss(4000)
, ProfitFactor(1.0)
, iLonglenFactor(7)
;
That sad thing is alot of traders will not understand the power of this post until about year 4 in their journey. I am guilty of being one of those traders.
