Jason
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Posts posted by Jason
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Well, my notification settings keep producing an audible sound as if you are replying to my posts but now even when I reload the page I can't see any responses.
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The password I have for the main site, which works for that, isn't accepted by the software for the API access. Forgot to add that.
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Well, I don't have a password for starting MT. I think I set it up to remember it or something. But I only have two passwords in my records. One for logging into the site to update my profile or change my payment plan and a separate one for the forums. I can't find any way to retrieve it from the software (even though it must have it since I start the software frequently).
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Awesome! But I am trying to play with it now to see what I can do but can't activate the API feature in the software. I'm not sure how to get the Medved Trader Account Password needed. I would have thought it would have been the password I use to log in to the Medved Trader website here like to change which plan I'm subscribed to for example but it doesn't accept that.
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Is there any way in MT that it can expose the high and low of the current candlestick? I work with scripts where it would be tremendously helpful to me if I could, with the script, read the high and low of the current candlestick so that they could be used for setting up orders with my hotkeys. There are multiple ways the script could access data but the simplest way would probably be if I could configure MT to display the high/low of the current candle in a chart in the window title bar. I work with multiple softwares and some of my strategies require quick order setup and utilize the high and low of the current candle.
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Thanks for the quick responses!
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Great! Can you give me an email for contact for that?
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I thought I would post this question here as it's not a request for a new "feature" per se but I wanted to ask if you guys would be willing to implement integration with another brokerage. Or at the very least allow receiving their Level II data from their service? I have recently begun trading with them using a broker (Colmex) outside of the US through an investment firm called TEFS and through Tradenet. I have tried searching around a bit here but haven't turned up any mention of them but there are thousands of us using their system as is and while their software is very effective as a meat & potatoes trading platform their charting pales in comparison to MT. I don't how involved it would be but was told that their technical team might be willing to provide the information for other charting software. I wanted to inquire here first before moving forward with an email to them.
Thanks!
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Oh I see, so because they link the number of simultaneous quotes to the number of subscriptions available through the API I would have to pay extra to get access to say, 4 of those. And while there may be many people who use 4 subscriptions there aren't going to be many who are paying for more than 100 symbols. So there isn't a very large user base who would be able to take advantage of it. Then you'd have to pick and choose which three to implement and even then you'd only satisfy those who would be happy with that. And, admittedly, I would need the 4th.
That's a really wonky restriction they have. Thanks for clarifying. I'll have reconsider finding a way to use another data provider.
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6 minutes ago, Jerry Medved said:
We got it from the horses mouth. There are some things that you simply cannot do via the API that you can get in TWS. Plus, TWS subscribes to multiple exchanges and merges the result. We can't do that since ib limits the API to 3 level II subscriptions at a time by default.
If writing custom platform with just 1 level II window and paying to get higher max # of subscriptions, you can get closer to what TWS shows, but we cannot assume that our clients will do that. Plus, by the time you add in the extra cost, would be easier and cheaper to just bet a proper datafeed
By saying that IB limits the API to 3 Level II subscriptions by default, do you mean that they would only permit API access to, for example, NYSE OpenBook, NYSE ArcaBook and NASDAQ TotalView, but wouldn't then allow access to Cboe BZX Depth (BATS) at the same time without paying something extra to IB for the API access? Would that imply that the guy who did it above was only subscribed to 3 of of those?
I have just over $60 worth of subscriptions with the 4 major ones above for data through IB and I use maybe, maximum of 2 Level II windows. I do know they require some Level I subscriptions that are rolled into that amount. I'm not sure specifically what they are requiring and maybe this guy on Youtube is paying something extravagant to achieve what he has there but it just seems there must be a different approach at work or something to be able to get what would appear to be exactly what I would see in TWS from API. And he seems to be getting access from NASDAQ, Arca, and BATS.
I have stuck with IB data as I'm concerned with not being able to use their SMART order routing, concerns with data consistency and the higher prices with a couple of providers that I checked out in the past. It's a bummer as IB is one of the few larger brokerages that MT works with.
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Jerry, have you tried poking around on the TWS API Users Group for how to get Level II to work properly with the API? There are a lot of active developers there well versed in many of the API issues. They insist there is a way to get it working and others have done it. Here is the link:
Also, check out this guy on Youtube... He created his own trading platform in C# using IB's API and in the video you can see in his Level II window all of the MM names showing properly with streaming data. Here is the link:
This isn't some sort of advertisement by me. He isn't selling a trading platform and seems to be just sharing his coding and information on his sight.
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Yeah, after posting it occurred to me that I could manually calculate the percentages. I'd still want to fish for a more direct way to access other symbol data. Using the second symbol as an "indicator" and running any calculations manually is a simple but roundabout way of dealing with it that wasn't obvious to me. Thanks for the help.
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I can reference it but scaling issues arise. Specifically, what I wanted to be able to do is have something like the SPY plotted, as a secondary symbol, on the same chart as the main symbol and then measure, in code, the distance (probably best measured in units of the main symbol) between where the lines are drawn for each symbol on the chart at each candlestick. Although I don't NEED to have this depicted precisely on the chart (I haven't been able to get, for example, the SPY as a simple comparison indicator, plotted properly as a secondary symbol). I thought a practical approach to this might be to access the percentage of change since open of the secondary symbol so that it could be compared to the percentage of change since open of the main symbol. The idea is to track the relative strength of one symbol against another, whether it's an index or regular stock. This way you could measure the correlation or divergence between the two throughout the trading session. It's also occurred to me that beta could be used to achieve something approximate to this but I don't see any quick access to that in MT and calculating something like that in paintbar code would still require access to data from both symbols, would require mathematics that could get very complicated very quickly and would be a very hacky way to approach the problem..
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Is there any way at all that I could access data from one symbol within paintbar code that's being used as an indicator in another symbol? Let's say that I have an indicator that I want to trigger an alert but only when the SPY is moving or down. Or that I am interested is measuring the percentage of change (up or down) since open of one symbol against the change of another symbol. Is this possible? I would think it would be since it's possible to plot one symbol, as a comparison indicator, on top of the chart of another symbol.
Thanks!
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Ahh, thank you! I glossed over that icon since it was greyed out in the watchlist window. Never thought it was active and could be modified since I hadn't added parameters to the code.
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I know that if I apply a paintbar to a chart as an indicator that I can customize it's notifications to play a sound. But how do I establish in the paintbar code that it should play a sound and produce a popup when used as a scan on a watchlist of symbols? I can't seem to find any way to do this. I also need to customize how long the message set as the scan result is displayed.
Thanks.
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On 8/22/2018 at 8:11 PM, Jerry Medved said:
I checked the center line option here and it showed OK. Could you get the beta. If it does not work after that update, then send me the log:
Go to FILE / HELP => Send Log/Settings to support menu (from Dashboard or Portfolio)
And add this Post’s URL in the comment. Do not check any check-boxes.
Okay, after upgrading to the beta it's working now. Thanks!
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Okay, was afraid it was something simple like that. Sorry for the hassle. Thanks.
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Okay, it hasn't worked. Going to send the logs now.
Thanks Jerry
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I have updated but can't see any candles prior to when I first opened the chart.
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Hello, I'm having a problem getting charts to display with full data for Binance. I gotten and verified my Binance account and can open a symbol in a chart but only candles created live from the moment I opened the chart are visible regardless of the time and period settings I set for the chart. Selecting backfill doesn't populate the chart with any OHLC data. Is this normal for Binance and am I required to find an alternate source of prior data or maybe there is something obvious I'm missing? I have set up Binance for both trading and data. This is happening on any currency pair I enter.
Thanks!
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7 hours ago, Jerry Medved said:
in the case of IB, it is still aggregated but much closer to live data, so the difference should not be significant. Not like backfill data
But this means then that I have to have the chart for whatever symbol that I'm using the VWAP indicator in up and running from the moment the market opens and throughout the day for it show properly? Let's say I first open the chart for that symbol at 1PM, would the data pulled for the indicator be backfilled from 9:30 to 1 with the tick data used from 1PM to 4PM?
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2 hours ago, Mike Medved said:
VWAP is a tick indicator - that is, it is calculated from tick data, not from candle data. So, if your chart is backfilled with OHLC data, its VWAP calculation will not exactly match someone else's calculation that uses true tick data. Especially if you specify the minimum trade size (which for OHLC would almost always be satisfied, vs tick data).
How is this handled in a chart created from a live data feed? I know I was pulling backfilled data for these charts but would tick data be used in MT a la time and sales information or would it be aggregating it somehow to still produce the above results?
1 hour ago, Jerry Medved said:I checked the center line option here and it showed OK. Could you get the beta. If it does not work after that update, then send me the log:
Go to FILE / HELP => Send Log/Settings to support menu (from Dashboard or Portfolio)
And add this Post’s URL in the comment. Do not check any check-boxes.
Okay I will look at this when I get a chance.
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Is there a limit to how many watchlists we can have up at the same time?
Expose High/Low of Current Bar?
in Support
Posted
I just used copy and paste so there shouldn't be any issues with the case.