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trying to make a chartinig program that goes through data tick by tick


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trying to make a chartinig program that goes through data tick by tick

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  #1 (permalink)
indianapolis
 
 
Posts: 15 since May 2010
Thanks: 3 given, 2 received

I'm looking to make a charting program that can scan through my historical data at a tick by tick rate.
I have tick data in the form of: yyyyMMdd HHmmss;open price;high price;low price;close price;volume;

For example, I want the program to display three charts, 73 tick, 133 tick, and 233 tick.
Indicators: MACD, 3 line Moving Average, Linear Regression Dots, Stochastic, Bollinger Band
I would like the program to be able to have a button that can be set to move through the data at a certain tick amount(i want to use 73 tick) and have it fill all 3 charts with accurate intrabar data.

Right now I use tradestation and my usual testing way is to set the cursor to globally link 3 charts and go through the 73 tick chart so I can see what happened at the end of the 73 and in general what happened at the other 2 time charts. This works ok, but the problem here is that they are not synced completely and you will only see end of bar data on the higher tick charts, therefore sometimes showing you future data.

To hire a programmer to program something like this, any general idea how much it would cost?

I am contemplating trying to dip into my very lackluster programming skills.
How difficult would making something like this be?
Any suggestions on what programming language to use?
Does anyone know of an open source code I could use as a base?

Any information would be a great help.

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  #3 (permalink)
Leicester UK
 
 
Posts: 2 since Jul 2010
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I have build myself a simulator for the TF ( only day trade the TF ).

My data is price change not tick but makes no difference if you use min or range charts.
The simulator reads each line of data ( with speed control ) and builds range charts.
During each read operation it also transmits the data over DDE to any other program
with DDE enabled input. I use Multicharts ( DDE as data feed don't know about Tradestation dde ) for all the more complicated charting.
I use VB6 for all my DIY programing, it's old but it works.
In your case i would start like this:

1. read one line of tick data
2. transmit data over DDE
3. speed control (timer)
4. repeat above

There is enough info on VB6 DDE on the web to get your first prototype going
if Tradestation allows for DDE input.

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  #4 (permalink)
Miami Beach FL USA
 
 
Posts: 21 since Dec 2010
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you may want to look at tradelink, which supports tick-by-tick playback in several included applications.

tradelink is 100% free and open source. it supports 10+ brokers for execution and portfolio realistic tick playback at 250,000 ticks/sec.

the kadina application allows you to do tick-by-tick playback, see the ticks in comparison to a chart as well as plot custom indicators on the same chart (or in a table).

tradelink - Project Hosting on Google Code

please join the users list if you need help using the programs.

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  #5 (permalink)
Milan (I)
 
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tradelink View Post
you may want to look at tradelink, which supports tick-by-tick playback in several included applications.

tradelink is 100% free and open source. it supports 10+ brokers for execution and portfolio realistic tick playback at 250,000 ticks/sec.

the kadina application allows you to do tick-by-tick playback, see the ticks in comparison to a chart as well as plot custom indicators on the same chart (or in a table).

tradelink - Project Hosting on Google Code

please join the users list if you need help using the programs.


Hi Tradelink,

Thks for sharing, can tradelink work with range charts ?

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  #6 (permalink)
Miami Beach FL USA
 
 
Posts: 21 since Dec 2010
Thanks: 4 given, 16 received

you can draw any indicators you like on a chart, which would include any range calculation or any other calculation that would make sense to put on a chart.

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  #7 (permalink)
indianapolis
 
 
Posts: 15 since May 2010
Thanks: 3 given, 2 received

Hey thanks for the responses.

Werner: Ah, I didn't think about using the DDE, that's a good idea. What I'm looking for isn't actually a timed simulation, but to have some sort of control by me pressing a button, for the charts to move x amount of ticks into the future and a button to move x amount of ticks into the past. I noticed that multicharts playback has this native capability, but it is restricted to a single chart, no linking. Do you think this would be possible to do this with DDE and multicharts?

Tradelink: The program looks nice. Do you think that there is a way for me to setup or program something that would be able to replay with a "move x ticks" forwards/backwards button?

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  #8 (permalink)
Miami Beach FL USA
 
 
Posts: 21 since Dec 2010
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acdrew.... what you request already exists.... look at the kadina program. it has a series of buttons at the top which control how many ticks playback with each button press. if you want to add a different number of ticks, just copy one of the existing buttons and change the duration.

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  #9 (permalink)
indianapolis
 
 
Posts: 15 since May 2010
Thanks: 3 given, 2 received

tradelink - Thanks for the response. I was playing around with the kadina program today and I was able to get the sample data to chart with a stock strategy. I have a couple questions:

Is there a way to have multiple charts display at once? I couldn't figure it out, do you need to program that into a response or something?

I was only able to see the buttons with time intervals, no tick intervals at the top of the kadina program. I am unsure how to copy and change the button. Again, is this not done in the graphical interface, do I need to program this somehow?

Edit: Upon further inspection of the tutorials, I believe that I had the wrong idea about what you were saying. Am I correct to say that the program off the shelf is unable to do what I was writing about initially, and that I should modify the kadina source for both additional charts and interval buttons?

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  #10 (permalink)
Miami Beach FL USA
 
 
Posts: 21 since Dec 2010
Thanks: 4 given, 16 received


when people want multiple charts they usually just open multiple kadina windows.

you also might want to look at the chartographer application, which is charting sans strategies.

in kadina we used to support playing back a certain number of ticks (rather than time playback), but nobody used this feature. most people navigated by playing back to a specific time (eg using the 'cst' button) rather than navigating by a certain number of ticks.

however the simulator kadina uses does support doing that, it's just no longer in the GUI. to add it, you would need to drag and drop a new button to the kadina form using an IDE. then copy the code from one of the existing buttons and modify it to playback however many ticks you want to support playing back to. to do this you would need to obtain and build the source to tradelink, rather than just using the off-the-shelf apps. here are instructions :

TradeLinkBuild - tradelink - Instructions on how to contribute to project - Project Hosting on Google Code

if you have questions about doing this, join the users list. there is a link for users list on the main page of the site.

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