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Closed System

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  #1 (permalink)
 nodoji 
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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)
 nodoji 
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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)
 LS Chad 
Milton, GA
 
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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)
 nodoji 
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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)
 LS Chad 
Milton, GA
 
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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)
 nodoji 
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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?

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  #7 (permalink)
 LS Chad 
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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 https://futures.io/www.linnsoft.com and specify Big Mike Trading as the source of your referral.

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  #8 (permalink)
 nodoji 
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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)
 LS Chad 
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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)
 nodoji 
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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"

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  #11 (permalink)
 LS Chad 
Milton, GA
 
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OK, so you're referring to functionality in general, instead of the functionality of RTX.

With respect to forcing the open to be equal to the close, I'm not sure I see the advantage. If the 1st trade within a 5-min period is above the last trade within the previous 5-min period, it would make sense to reflect that and not make up an open price that match the previous close, or a prev close price that matched the open. At times the true open may be completely outside of the range of the previous bar (and this would obviously be more exaggerated on the first bar of the session). Seem like you would just prefer removing the opening mark on bars and just show the closing mark (I'm more of a candlestick guy myself).

Anyway, seems like we are getting a little off topic here as I thought you were referring to the advantages of the sierra developer platform vs that of IRT (RTX), but I'm certainly open to hearing about any functionality you'd like to see in IRT.

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 nodoji 
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That is not functionality that is an INDICATOR that was programmed in ASCIL (Sierra charts C++). This can also be done in ninjatrader in C# also as an indicator.

I guess everything going forward that cannot be done gets filed in your "functionality" basket. Its not personal, you are behind your competitors.

Worth mentioning Trade Navigator have that feature (removing gap) as a functionality button, since their coding language is like the idiot proof Trade Station easy language.

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 GFIs1 
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nodoji View Post
Its not personal, you are behind your competitors.

Not sure how long your experience is in sierra charts...
However if I understand your thread here right - you are testing out a demo of another software since 7 days...
and you conclude that there are (big) differences.
I used RT very much longer (years) to even understand what RT/Investor is capable of.
Just look at the vast number of videos on their website - they take already weeks to watch and eventually reproduce
input for your own instruments.
So my 2 cents are: instead of arguing in early stage - dig deeper into the stuff provided already.

GFIs1

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 nodoji 
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GFIs1 View Post
Not sure how long your experience is in sierra charts...
However if I understand your thread here right - you are testing out a demo of another software since 7 days...
and you conclude that there are (big) differences.
I used RT very much longer (years) to even understand what RT/Investor is capable of.
Just look at the vast number of videos on their website - they take already weeks to watch and eventually reproduce
input for your own instruments.
So my 2 cents are: instead of arguing in early stage - dig deeper into the stuff provided already.

GFIs1

No need to get excited. I am trying to find out the power of RTX. Please feel free to post indicators that you have created in C++ with RTX. Please stick to the topic of RTX.

I am not questioning the platform as I said earlier the market profile indicators get 10/10 and are the best out there.

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 LS Chad 
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I've got an RTX Project I'm working on called Volume Candles that will be available soon in 12.4 beta. It's an RTX Indicator that essentially combines the drawing of a candle, volume at text, and a volume profile, for whatever periodicity your chart is set to.

Here is a screenshot.



All 3 components are optional (can do candles with profile. Text with profile, etc).

But I'm showing you that to inform you that RTX is more than capable of being programmed to plot the type of bars you described. I think we just may be talking about 2 different things. If you're saying that our library of available RTX indicators is not as vast as other programs who have provided similar extension functionality for much longer than we have...then sure, that's a fact. But as far as what you can do with respect to developing indicators in RTX, I think you'll find that there are not many limitations. And if you do find limitations (as I have over past 6 months), we'll do the work necessary to remove those limitations (as we've done over past 6 months).

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 nodoji 
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Thank you, that is constructive and on topic.

GFIs1 will be the first to upload his C++ RTX code to the download section with all those years of experience.

https://futures.io/download/

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  #17 (permalink)
 LS Chad 
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The good news is, I believe we intend to release the source code (.cpp) for Volume Candles, which we haven't done for others like TINT and PVP. That alone will give users/developers a great deal of insight into how to build such indicators. It will also provide the ability to take that source and modify/tweak to your liking and make it your own.

Let me expand on something I said in last post...while our library of RTX indicators is still relatively small (but quickly growing), our built-in indicator library is extremely robust and mature. I'm differentiating a built-in indicators as one included with the software, built by Linn Software, and built without the RTX library. Versus RTX indicators which are built using RTX library and tools. Now given, most RTX indicators to date have also been developed by Linn Software, but we're hopeful that will not always be the case. There is certainly a great deal of opportunity for a talented 3rd party developer to take advantage of.

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 nodoji 
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LS Chad View Post
The good news is, I believe we intend to release the source code (.cpp) for Volume Candles, which we haven't done for others like TINT and PVP. That alone will give users/developers a great deal of insight into how to build such indicators. It will also provide the ability to take that source and modify/tweak to your liking and make it your own.

Let me expand on something I said in last post...while our library of RTX indicators is still relatively small (but quickly growing), our built-in indicator library is extremely robust and mature. I'm differentiating a built-in indicators as one included with the software, built by Linn Software, and built without the RTX library. Versus RTX indicators which are built using RTX library and tools. Now given, most RTX indicators to date have also been developed by Linn Software, but we're hopeful that will not always be the case. There is certainly a great deal of opportunity for a talented 3rd party developer to take advantage of.

That was the whole purpose of this discussion, to find out the power of RTX that has not been developed by Linn Software and what tools are available for C++ developers.

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 sands 
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LS Chad View Post
The good news is, I believe we intend to release the source code (.cpp) for Volume Candles, which we haven't done for others like TINT and PVP. That alone will give users/developers a great deal of insight into how to build such indicators. It will also provide the ability to take that source and modify/tweak to your liking and make it your own.

Let me expand on something I said in last post...while our library of RTX indicators is still relatively small (but quickly growing), our built-in indicator library is extremely robust and mature. I'm differentiating a built-in indicators as one included with the software, built by Linn Software, and built without the RTX library. Versus RTX indicators which are built using RTX library and tools. Now given, most RTX indicators to date have also been developed by Linn Software, but we're hopeful that will not always be the case. There is certainly a great deal of opportunity for a talented 3rd party developer to take advantage of.


My personal experience is indeed RTX is a powerful addition that has much potential to enhance my work. In recently testing of RTX I've been helped a lot my Chad and William to understand the edges of certain methods/classes that aren't always so obvious when looking at SDK's - especially as by their nature SDK's expose only the front end of methods/classes rather than the nitty gritty logic behind them.

I do feel that more documentation &/or broader examples for RTX are definitely a weak point (the intro video series not withstanding). I'm a developer and it it's slow going experimenting without that stuff no matter the software, and it really will help make it much more accessible and allow the user base to engage with it properly. Q. Did this or any .cpp beyond the moving average example in the intro videos ever get released to public?

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