Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

cleon

Datamining Market Statistics

Recommended Posts

Hello,

 

I am currently a TS user and trying to develop code to pull out statistics on when the highs and lows of the day occurred, and to play with some Market Profile studies such as the IB, the range for the day, and how it relates to the IB, etc. You get the idea. My question is...is it possible to mine this data from TS, or is the data already out there somewhere and accessible, or is another tool preferable to do this kind of research??

 

Thanks in advance for any input!

Share this post


Link to post
Share on other sites

https://www.tradestation.com/support/webinars/archived_seminars.aspx

Click on market analysis tab

"Archived Seminar Statistical Analysis and Data Mining

TradeStation is much more that just a historical charting tool. With the integration of EasyLanguage, historical charts become a historical database of market action that can be mined for statistical information. We will use custom indicators to pull statistical information out of the chart based on any trading idea or concept.

 

Download Seminar Materials: DataMining.zip"

Share this post


Link to post
Share on other sites

I've gone through that presentation and it seems to basically just describe the canned strategies you can use in TS. Unless it's just my limited knowledge of EL that's keeping me from seeing something else in there.

Share this post


Link to post
Share on other sites

Ahh, I'm not a TS user, I just remembered that tutorial from awhile back.

I've tried to do some stuff like this in ninjatrader with spitting things to the ouput window then copying into excel but it is quite tedious.

Neoticker as mentioned above has a time distribution indicator, I guess you could take some hints from it and try doing something like it in easy language.

http://newsletter.neoticker.com/2006/03/06/an-introduction-to-time-distribution-analysis/

Share this post


Link to post
Share on other sites

Yeah, I know it's possible in TS but was hoping for a simpler solution than spending three days trying to write code. Seems like it should be easier than it was when I attempted to code it last time. Anyway, thanks for the input, I have a feeling I'm going to have to just slug through the coding again. Sad thing is, I received more responses here than I did in the TS forums! Anyway, thanks again for the replies. I'll post a follow up if I can get it to work.

Share this post


Link to post
Share on other sites

cleon,

 

As DT v3b stated above, Neo has time dist indicator (and distribution plot). While it is useful, I instead knocked up a simple tool with flexibility to mine whatever I want and allow the data to be easily exportable so I can pull it into R. You will always have to code stuff stuff like this because few people find a need for it, as most still want your MACDs and Stochs.....

 

Best of luck,

MK

Share this post


Link to post
Share on other sites
Hello,

 

I am currently a TS user and trying to develop code to pull out statistics on when the highs and lows of the day occurred, and to play with some Market Profile studies such as the IB, the range for the day, and how it relates to the IB, etc. You get the idea. My question is...is it possible to mine this data from TS, or is the data already out there somewhere and accessible, or is another tool preferable to do this kind of research??

 

Thanks in advance for any input!

 

With a simple dll and some easy language you can export anything from TS. We create arrays so that we can not only export inputs but offset price differences which serve as targets to models. The dll allows us to export any data in any format to any sql compatable db including MSAccess.

 

We also use similar dlls and easy language to support applications such as our Market Heads-Up Display shown below. This data is exported tick by tick in real time.

 

 

GHUD.jpg

Share this post


Link to post
Share on other sites
cleon,

 

As DT v3b stated above, Neo has time dist indicator (and distribution plot). While it is useful, I instead knocked up a simple tool with flexibility to mine whatever I want and allow the data to be easily exportable so I can pull it into R. You will always have to code stuff stuff like this because few people find a need for it, as most still want your MACDs and Stochs.....

 

Best of luck,

MK

 

Midnight, could you describe your neoticker tool a bit more? I was just going to try to see if I could do something like in that neoticker blog with a ninja strategy but the problem is your basically making a new strategy for each thing you want to mine. Are you doing anything more than just spitting out bar data in a form that R likes?

Share this post


Link to post
Share on other sites

Just to have some closure on this topic, I found that it was much easier than I could of possibly imagined.

 

1 - open chart with desired timeframe and set amount of data to view

2 - open Data Window

3 - save

 

End of story. Open with Excel or another other favorite data massaging program and enjoy.

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • ...hallucinates.... Student: “What if we gave the monkey LSD?” Guru: “The monkey already did LSD”
    • Question: To those that had/have cancer, what were the signs that made you think “something is not right here” to make you go see a doctor? Answer: So, 5/25/2018, I woke up, got ready for work, and as I walked to my car, I started gagging. Like something was stuck in my throat and I needed to clear it. And then it went away.   But 10 minutes after that, I was T-boned at 40mph on the driver side door. But what made me see a doctor was while my muscles felt better and bruises were going away, the gagging still continued, I started having fevers, my neck felt swollen, I was having such a hard time breathing, and I'd have random sharp pains in my chest, but not from where the seat belt saved me.   2 weeks after the accident, I finally see an urgent care doctor, who looks me over, tells me I'm fine, but luckily requests a neck X-ray. And I ask for a chest X-ray, which he rolls his eyes but let me have (most of my pain was in the neck, so I understand).   The very next day, he calls and says “So, that chest X-ray shows there's a 4 inch mass on your heart and lungs, and your lungs have been filling up with fluid, as well as in your pericardial (heart) wall. We need you to come in tomorrow.”   Turns out the big mass, due to the accident, caused my heart and lungs to tear and fill with fluid, the swollen neck and gagging was caused by 2 metastasized tumors, and the fevers and weight loss were symptoms. Stage 4b Hodgkin's Lymphoma.   But thankfully, we went very aggressive with chemo (and had a lot of bad side effects that don't normally happen to patients), and now I'm about 16 months cancer-free. Yay lucky X-rays! Rachel Jurina, Quora Source: https://www.quora.com/To-those-that-had-have-cancer-what-were-the-signs-that-made-you-think-something-is-not-right-here-to-make-you-go-see-a-doctor   Profits from free accurate cryptos signals: https://www.predictmag.com/  
    • As a man, the reality of life is the harshest part. I don’t mind looking older or becoming weaker over time; it’s nature.   Have you ever heard that the only people who will be loved unconditionally are women and children? Men will only be loved as long as they can provide until they are no longer needed. It doesn’t matter if you already did your best to get your kids to the best school or get the best things for them, if you stop before they’re done with it, there will be no thank you. The only thing they will remember is that they have to quit school at 15, ignoring all the previous 15 years of life you provided for them. The only people who will accept you, no matter what, are your parents. But in this situation, you might be that ungrateful child.   EDIT: Wow, I didn’t think this would get so much attention.   For those who disagree, I can only say that everyone has their problem. If you don’t get the chance to face such a thing, be grateful. Remember, sometimes what you throw in the garbage is something that someone wishes ever to have.” – ElZee, Quora   Profits from free accurate cryptos signals: https://www.predictmag.com/    
    • The good thing i had noticed so far is that the traderpot value is also on the rise..
    • yup its a gradual rollout the right way in my opinion, its really good and its exciting for the sto in 2027
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.