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Investor/RT Real Time Language
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Investor/RT Real Time Language

  #1 (permalink)
Elite Member
New York City, NY/USA
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: 6E, ZN, CL
 
Posts: 121 since Dec 2010
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Investor/RT Real Time Language

seeking to hire programmer proficient in Investor/RT Real Time Language for custom indicators.

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  #2 (permalink)
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  #3 (permalink)
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Trafford's Avatar
 
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I am also interested in a programmer fro IRT

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  #4 (permalink)
Elite Member
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trendisyourfriend's Avatar
 
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If you ask Chad at I/RT you should get some references.

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  #5 (permalink)
Site Administrator
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Chad is on futures.io (formerly BMT) too, you can hit him up @LS Chad by private message.

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  #6 (permalink)
Trading Apprentice
Denver, CO
 
Futures Experience: Intermediate
Platform: Investor/RT
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Posts: 7 since Apr 2012
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Programming project using NYSE TICK and CLVN

I'm hoping to create a backtest where:

1. NYSE TICK went below -1200

AND

2. The ES went through a CLVN

All within a 3 minute period.

Has anyone programmed such a backtest or one fairly similar?

Thanks,

Ed


Last edited by vvsignin; April 10th, 2012 at 10:38 AM. Reason: Mis-spelled name (lol)
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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


vvsignin View Post
I'm hoping to create a backtest where:

1. NYSE TICK went below -1200

AND

2. The ES went through a CLVN

All within a 3 minute period.

Has anyone programmed such a backtest or one fairly similar?

Thanks,

Ed

1 is easy. 2, not so much. There are two complications...first, there are an unlimited number of CLVNs, there may be 1 or 1000 depending on the period of time you're profiling. Second, the time you're testing may not coincide with the time you're profiling, so loading proper data for computation of nodes would be tricky.

What you could do is manually sett the CLVN prices into V# variables (maybe the nearest 20), and then use some extensive RTL to test for price going thru a node (AND (HI >= V#3 AND LO <= V#3)). Just not an easy thing to do due to the variability of the number of nodes. Testing for something like crossing the DVPOC is obviously much easier as there is only one value each bar.

Chad

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  #8 (permalink)
Trading Apprentice
Denver, CO
 
Futures Experience: Intermediate
Platform: Investor/RT
Favorite Futures: ES
 
Posts: 7 since Apr 2012
Thanks: 0 given, 1 received

Programming project using NYSE TICK and CLVN


LS Chad View Post
1 is easy. 2, not so much. There are two complications...first, there are an unlimited number of CLVNs, there may be 1 or 1000 depending on the period of time you're profiling. Second, the time you're testing may not coincide with the time you're profiling, so loading proper data for computation of nodes would be tricky.

What you could do is manually sett the CLVN prices into V# variables (maybe the nearest 20), and then use some extensive RTL to test for price going thru a node (AND (HI >= V#3 AND LO <= V#3)). Just not an easy thing to do due to the variability of the number of nodes. Testing for something like crossing the DVPOC is obviously much easier as there is only one value each bar.

Chad

I was thinking of backtesting from the swing high of 10/07 to the swing low of 3/09. Maybe there would be a way to add in data to the composite as the backtest moved forward in the backtest? The CLVN sensitivity would be at 10. Do you have any script that I might use? THank you!


Last edited by vvsignin; April 12th, 2012 at 10:29 AM. Reason: Added more to my reply
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