I am looking for a trading platform which is capable of doing the following -
1. Automatically sending out the SCAN Results / Output to specific excel file and worksheet, after a fixed interval like 5 minutes / 30 minutes.
2. Ability to Read the data from Excel/csv/text files etc. and use that as INPUT in the indicators etc. For example, if I have a list of Support and Resistance Levels in an excel sheet, then I should be able to easily import them into the platform and plot those levels on the chart and also to make use of them inside Trading Systems.
3. Custom Symbols - Ability to create new custom symbols, based on specific conditions. I know that most platforms support the normal feature of creating new Sector Symbols, in which we can add the specific symbols to form a new sector. But I am looking for more features then that.
For example, the ability to create something similar to NYSE $TICK AND $ADD- http://newsletter.neoticker.com/2010/06/28/beyond-tick16-tick1k-tick1kp-tick90sp/
It was very easy to create such symbols inside Tickquest Neoticker Platform by using their feature of Neobreadth Symbols. But that platform has died a premature death, therefor I need to look for other platforms which might provide similar functionality.
4. Tick Data Related Work - It should have the ability to download the historical tick data from data vendors like esignal and allow me to do the MarketDelta footprint type of analysis. It should not force me to keep the platform running live during the market hours, in order to collect that type of tick data "just as is the case with few of ninjatrader indicators on this forum".
It should also have the ability to do Scanning based on Tick Data Analysis. For example, if I want to scan for the stocks which have seen positive moneyflow of x million dollars in the past 30 minutes, then it should be able to such scans.
5. Support for C++ Language - If it allows the indicators and systems to be programmed in C++ Language, then that would be an added plus point, but it is not 100 % required.
6. Ability to run Multiple Instances of the platform at the same time.
7. Availability of 64 bit version - so that lots and lots of RAM could be used
8. Multiple CPU processor/core support
I am aware that not all platforms will have all these features. But if you are aware of any platforms which fulfills most of these requirements, then please give its name.
NT7/8 (NT8 most likely) can do most of what you have here, but will require programming. I am not sure I know of any platformed that will work exactly as you have it listed here, but with some customization and programming, I am sure all of this is available on most major platforms. Depends upon what level of coding you are familiar with as the are all a bit different. NinjaTrader does a a complete system for coding which is quite flexible. This flexibility can cause problems if you are not careful with your approaches due to Multitasking and file locks.
1) This would be coded, might be something off the shelf, but this could be impacted by file locks (multiple indicators/code accessing the same data file at the same time). CAREFUL...
2) Sure, again, needs to be coded to your specifications. Some offer hand coded levels you can enter or calculated levels based upon previous historical data which might make your need to load from file, less important.
3) I am unsure about this, never needed this ability, never explored.
4) NT8 is right up the ally on this one, it can subscribe to data and access tick data. Can download tick data and has "tick replay" if needed for some great functionality.
5) Sorry C#, but that is close to C++
6) Single instance only, don't know what you would need the multiples for. You can run another instance in a Virtual Service or on laptop if needed.
7)Yes, 64 Bit
8) NT8 will be multi-threaded and should use what the operating system uses a CPU resources. I don't think there is any limit other than your hardware. Good question for NT support.