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Closed System
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Created: by nodoji Attachments:4

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Closed System

  #1 (permalink)
Elite Member
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Futures Experience: Advanced
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Posts: 83 since Sep 2014
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Closed System

I am looking into getting Investor/RT. I downloaded the demo to see what indicators are available and if you can custom create indicators in c# or c++. I cannot find any documentation on that.

It seems they are so far behind the eight ball and the indicators available to customize are the old school "idiot proof" type like TS in the 90's.

Am I missing something here?

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  #2 (permalink)
Elite Member
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Looks like RTX is the c++ side

https://www.linnsoft.com/rtx

Anybody know how this compares to sierra charts?

Thanks

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  #3 (permalink)
 Vendor: www.linnsoft.com 
Milton, GA
 
Futures Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker/Data: DTN IQFeed
Favorite Futures: ES
 
LS Chad's Avatar
 
Posts: 150 since Apr 2010
Thanks: 2 given, 135 received


I've developed a number of RTX indicators over the past 6 months, including...

Trail of Intentions (TINT); https://www.linnsoft.com/techind/tint
Price Volume Patterns (PVP): https://www.linnsoft.com/techind/pvp
Polynomial Regression Channels: https://www.linnsoft.com/techind/polyreg
AutoTrend: https://www.linnsoft.com/techind/autotrend-indicator-rtx

And a number of others.

Pretty advanced stuff. Nothing really "standard" in that list. Much of this was not possible 6 month ago but the path has now been paved. All of these indicators were done exclusively using RTX. With RTX you have an enormous amount of power and flexibility with respect to preferences, calculations, data, and drawing. Not only do you have access to price and volume data, you have access to detailed volume at price data. Really not much you can't do (and if you hit a wall, Linn Software will work with you to knock it down).

Now given, it's not well documented. But by simply exploring the irtsdk.h file, a good programmer can figure most of it out on his own. In the near future, videos and documentation will be in place.

If you have a specific idea for an RTX indicator you'd like to share, it might be a good opportunity for me to put together a video series walking you through the process of bringing that indicator to life via RTX.

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  #4 (permalink)
Elite Member
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Futures Experience: Advanced
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Thanks, looks like a step in the right direction. How does RTX compare to ASCIL for sierra charts?

ACSIL Interface Members - Functions - Sierra Chart

Using Drawing Tools from an Advanced Custom Study - Sierra Chart

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  #5 (permalink)
 Vendor: www.linnsoft.com 
Milton, GA
 
Futures Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker/Data: DTN IQFeed
Favorite Futures: ES
 
LS Chad's Avatar
 
Posts: 150 since Apr 2010
Thanks: 2 given, 135 received


nodoji View Post
Thanks, looks like a step in the right direction. How does RTX compare to ASCIL for sierra charts?

ACSIL Interface Members - Functions - Sierra Chart

Using Drawing Tools from an Advanced Custom Study - Sierra Chart

I'm not familiar with Sierra so I can't respond to that but I'm sure there are plenty of similarities. Investor/RT does much of the work for you from the RTX setup wizard which allows you to setup the number of arrays needed and what parameters you need (easy to add both later if needed). There is a calc() function where you compute your array(s) of values. There is a draw() function where you do any custom drawing (if needed). There are also functions where you can place preference controls is particular positions, show/hide or enable/disable controls based on other controls. Also keyboard() and mouse() functions available for custom behavior on keyboard or mouse events. The code for each indicator is contained in a single file (.cpp). Attached is the irtsdk.h file to give you an idea of what is available. (I had to attach as .txt file as it wouldn't allow me to attach .h).

irtsdk.txt

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  #6 (permalink)
Elite Member
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I just installed a demo version. Is the picture attached the RTX you are referring to?

Is it not possible to create your own cpp files and investor/RT compiles them?

Attached Thumbnails
Closed System-rtx.png  
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  #7 (permalink)
 Vendor: www.linnsoft.com 
Milton, GA
 
Futures Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker/Data: DTN IQFeed
Favorite Futures: ES
 
LS Chad's Avatar
 
Posts: 150 since Apr 2010
Thanks: 2 given, 135 received

RTX is a modern C++ development system for extending the Investor/RT platform with high performance indicators, trading signals, and drawing tools. The tools include a built-in code editor and build system that utilizes Visual Studio (free Community or commercial edition). Edit code, single-click to build the RTX extension, instant deployment of the rebuilt extension inside any open charts. The tool include robust access to all instrument properties, market data, market depth, volume profiling data per bar. RTX extensions have full access to the trading order subsystem of Investor/RT allowing simulated or live trading actions to be initiated by any extension. Supported order routing systems include OEC, RIthmic, CQG, TTNet, Transact/Infinity, and Interactive Brokers.

A good overview of RTX can be found here:
https://www.linnsoft.com/articles/whats-new-version-12. This overview includes a brief video demonstrating the ease with which an extension can be created via the RTX code generator, then edited, built and deployed in a chart with a few clicks.

RTX is such a powerful and complete toolkit for extending the Investor/RT platform that Linn Software has now adopted RTX for all of its new indicator development. Investor/RT 12.3 introduces two advanced RTX extensions for order flow analysis and market depth analysis that are described here: https://www.linnsoft.com/articles/whats-new-version-123

The platform includes several RTX indicators with source code to enable developers and end-users to explore RTX and see easily powerful indicators can be coded. RTX extensions developed by Linn Software are available for download here:
https://www.linnsoft.com/technical-indicator-library. Explore our extensive indicator library using this page to filter by category to show all of the RTX indicators available thus far.

If you want to give RTX a try, Investor/RT is available with a free two week trial. Signup at www.linnsoft.com and specify Big Mike Trading as the source of your referral.

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  #8 (permalink)
Elite Member
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I played around with the software over the weekend. RTX looks exciting, but realistically you way behind your competitors.

Your market profile stuff is amazing, 10/10.

However the rest needs work. Get you development team to check out sierra charts, and pray they dont copy your MP tools.

My 2c

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  #9 (permalink)
 Vendor: www.linnsoft.com 
Milton, GA
 
Futures Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker/Data: DTN IQFeed
Favorite Futures: ES
 
LS Chad's Avatar
 
Posts: 150 since Apr 2010
Thanks: 2 given, 135 received

nodoji,

I'd love to hear details with respect to what can be done with sierra that you don't feel is possible with RTX.

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  #10 (permalink)
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Futures Experience: Advanced
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Thanks: 10 given, 9 received



LS Chad View Post
nodoji,

I'd love to hear details with respect to what can be done with sierra that you don't feel is possible with RTX.

Very happy to oblige, below is a one example, happy to provide more. The chart on the right has every open equal to the previous bar close. The assumption being is futures are continuous. I have highlighted a few areas to compare. The left chart is a regular looking 5min ES chart from today without the "degap"

Attached Thumbnails
Closed System-degap.png  
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