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bomberone1

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Posts posted by bomberone1


  1. Here is my data base subroutine, I think, every trade is saved into the data base, also trades between the spread of inside bid and inside ask.

     

    VolumeCache = MapNN.Get.dBase(Cache,1);
    LastC_Cache = MapNN.Get.dBase(Cache,2);
    Index = BaseIndex + (CloseOfData-OpenOfData)/TickSize;
    if InsideBid < InsideAsk then begin
    if CloseOfData <= InsideBid then begin
    	CurrBidVol = MapNN.Get.dBase(BidVolume,Index) + TicksOfData - VolumeCache;
    	N = MapNN.Put.dBase(BidVolume,Index,CurrBidVol);
    end else
    if CloseOfData >= InsideAsk then begin
    	CurrAskVol = MapNN.Get.dBase(AskVolume,Index) + TicksOfData - VolumeCache;
    	N = MapNN.Put.dBase(AskVolume,Index,CurrAskVol);
    end else begin
    	if CloseOfData <= LastC_Cache then begin
    		CurrBidVol = MapNN.Get.dBase(BidVolume,Index) + TicksOfData - VolumeCache;
    		N = MapNN.Put.dBase(BidVolume,Index,CurrBidVol);
    	   end else begin
    		CurrAskVol = MapNN.Get.dBase(AskVolume,Index) + TicksOfData - VolumeCache;
    		N = MapNN.Put.dBase(AskVolume,Index,CurrAskVol);
    	end;
    end;
    BidAskDelta = MapNN.Get.dBase(AskVolume,Index) - MapNN.Get.dBase(BidVolume,Index);
    N = MapNN.Put.dBase(CacheABD,Index,BidAskDelta);
    end;
    VolumeCache = 0;
    LastC_Cache = CloseOfData;
    

     

    -swisstrader

     

    Thats it's great solution. If I use iqfeed and I open the cart at 10.00, iqfeed do tick sync backfilling, does iqfeed close eventually the gap of your database?

     

    COuld we do somethin using quotemanager database without built a own database solution?


  2. The T/S and DOM is a crazy place that is for sure. To be able to see Iceberg and other institutional orders is a big help with any trading method.

    How could you see Hidden orders?? Now many trading platform give you the ability to hide all your order,

     

    I have created Software that works with Ninja Trader and plots these orders on a chart in real time.

    DO you have also for multicharts?

     

    Could you post any video?


  3. Hi Tams,

    sorry if I answer only now but I do not notice your question.

     

    what do you mean by "backtestet all system from 2003 to now."?

    I mean that I decided to start backtesting of all prebuilt study of mc from 01/06/2003

     

     

    how many iterations did you do?

    I dont remember, what are iteraction?

     

    did you keep a record?

    No i deleted? why should i save?

     

    can you post them so that we can analyze them?

    I deleted them the profit factor was below or equal 1.3

     

    why did you test 1 min?

    did you try resolutions other than 1 min?

    1 minute was the lower time frame and from there I decided to improve, 2 minutes, 3 minutes...

    Now i did more experience the best off all it's have tick resolution with sync of bid.ask trade.

     

    VOte this

    MultiCharts Project Management - Issue MC-634 - Database tick data for futures like forex

     

    what do you mean by "without any good results"?

    if the testing was bad, how did you lose money?

    The pf it's under 1.3.

    I lose money by zulutrade.

     

    Tams could you make a video for traderslaboratory about built strategy on multicharts?

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