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Oliver

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Everything posted by Oliver

  1. Hi, I see earning values on my chart for a stock like TGA for instance. Looks like now these data are available on the chart in MT which is a great news. What is the source for these data? IB? Is it possible to access them in the scanner? Would be great if we could also access quaterly and yearly revenues. Kind regards
  2. For implementation, using a fix exchange rate for the day would be fine. It does not have to be realtime, it could be the exchange rate of the day before. The idea is just to have total pnl that make some sense. Thanks
  3. Hi, Gain$ should be converted in USD for foreign stocks. Total(Gain$) is incorrect because Gain$ is not converted and we end up suming USD with HKD for instance. Could that be amended? Kind regards
  4. You are right. Looks like they are close to realtime. Thanks!
  5. Hello, Did you improve the management of backfills/Quotes in the screener? I set my screeners with 'Yahoo Finance' as source which is delayed data. This is mainly to have fast backfill on historical data due to IB limitation. I also have 'Interactive brokers' as a source setup with 'Normal' priority as oppose to 'High' priority for 'Yahoo finance'. I was surprised to notice that in my screnners the quotes are in realtime. Do you always prioritise Interactive Brokers realtime data for quotes? I have 300 stocks in the screener and a 100 quotes limitations in IB. How is that managed? Can you clarify the process? Am I really screening in relatime in fact for all symbols and not with Yahoo finance delyaed data? Kind regards Oliver
  6. Hi, I have two issues : 1-HK stock from IB starting by 0 not displaying Yahoo charts I have a position on the stock 123:SEHK from an IB account. It displays no yahoo chart because the ticker for yahoo is 0123:SEHK and not 123:SEHK. Can you fix this? 2- Account views changes are synchronised I can create two account views for two different IB accounts. But if I change the account displayed in one of the account view it changes the other one. The account displayed in an account view is also changed when we change the account in a chart's trading panel. Account views should not be synchronized. Thanks, Olivier
  7. Hello, I am scanning multiple markets and would like to be able to pass a parameter to the scan indicating the markets I want to scan. Values could be : ScanNyse=True/false, ScanNasdaq=True/False... for instance. Ideally I would like the parameters to appear in the "Params" screen of the scan. Is there a way to do that?
  8. My system only generates a few alerts per day so CPU would not be an issue. Also it does not have to be a screenshot of an existing chart : standard daily historical chart with candlestick over a 1y period would be fine. Same for intraday, any default candlestick chart period would be fine. Attached is the default charts I get from TraderVue for instance. The exact time the graph is done is not very important as I execute through my broker. It can be generated with the data available when the mail is sent. It would be a great addition.
  9. Sending charts from MT works great. Would it be possible to add this functionality in the scanner? That would be fantastic.
  10. Hi, I was able to setup alerts sending emails from a scan using the TriggerAlert function. Is there a way to add charts (daily, 5min and 15min) to the email sent by the alert? Or to send from MT an email containing a chart? I am not always on my desk so if I could receive the charts in an email on my phone I could quickly decide if it is worth login on my broker' site to put a trade on. Regards
  11. Hi, I am looking to compute something like this in an historical scan. Can you help by correcting the code below? On an histoical scan, Timestamp canno't be used to get the current time and the function Now is not recognized in the code. The min function is not working either. Thanks var SessionInfo = GetTradingSessionInfo(Timestamp); if (Now>SessionInfo.SessionStart && Now<SessionInfo.SessionEnd) { TodayRatioVol = SymbolData.Volume/SymbolData.AvgVol / ((Math.Min(Now,SessionInfo.SessionEnd)-SessionInfo.SessionStart)/(SessionInfo.SessionEnd-SessionInfo.SessionStart)) ; } else {TodayRatioVol=SymbolData.Volume/SymbolData.AvgVol;}
  12. Hi, I run historical scans on a portfolio of around 300 stocks using Yahoo as data source for both backfills and historical backfills. I have a second portfolio with my watchlist containing only a few stocks and for this the stocks in this watchlist I would like to receive data in realtime from IB (limited to 100 tickers, for both the watchlist and charts on this tickers). Is that possible? It seems that whenever I set IB as source for Backfills it is set up for all portfolios. That creates unstability in my scan on the portfolio with 300 tickers as I am limited to 100 tickers in IB. It screews the results in this portfolio periodically. Kind regards, Olivier
  13. Hello, The scanner freezes sometimes when runing scans on historical data. I run a historical scan using Yahoo market data and 'AutoBackfill'. There are 1840 symbols in the list and the scan freezes around 1400 symbols for hours. If I click in the scan result on one of the symbols not analysed, it is scanned and increases the number of stocks scanned. But the scaning do not continue on the remaining stocks. Any idea why we have so long freezes on historical scan with AutoBackFill on and what we could do to prevent so? Olivier
  14. Hi, There seem to be an issue with historical backfills. It looks like at the start of a new day if the scan is done without Auto-Backfill then the scan reuslts are wrong. They do not take into account the latest quotes. But reruning the scan with Auto-Backfill does not fix the issue and backfill data. One have to clear all historical data and rerun the scans with Auto-BAckfill. Can this be fixed? It is annoying if the scan is both slow and unreliable.
  15. Hello, Can you please map TWS :BVME extensions to Yahoo :MI extensions? ILTY:BVME should be linked to yahoo ticker ILTY:MI. Thanks, Oliver
  16. Hi Jerry, It Seems to work for charts and portfolios but not for account views? Regards, Oliver
  17. Hi, Clicking on F11 changes the windows size and it messes up the layout. Ideally we should keep the windows size the same and just display additional info in a window of same size when the ribbon is hidden. Thanks, Oliver
  18. Hi, It seems to be an issue with Yahoo feed. I noticed on some other tickers that on some days the volumes are incorrect both in MT and Yahoo. I guess they updated them after for the stock above which explain why the issue canno't be reproduced. We can close this.
  19. Regarding point 2, it would be up to us to ensure the code is consistent. But even if it is not it would not be an issue for the system just for the accuracy of the results. The condition I will use will only depend on the last daily candle and the data avaiable for the symbol not of historical quotes so it will not be an issue for me. That would allow to have a faster scanner. What about point 1 in my previous post? it is about ensuring that for historical data backfills only backfills historical data until yesterday and that today's quotes are taken from the realtime feed of market data. This way backfill is run only once per symbol everyday. Not each time we stop and rerun the scan.
  20. Hi, Can you please map the ticker TCS:LSEIOB1 received from IB with the yahoo ticker TCS.IL ? At the moment, the quotes in account view and charts for this ticker are not displayed in QT. Thanks, Oliver
  21. Hi Jerry, I tested SetDaysNeeded(260) available in the latest version with a historical scan on a portfolio of 2200 stocks. I have several issues: 1- With Auto-Backfill=Yes historical backfill are performed even if it is not necessary I do a first scan with AutoBackfill and it runs in 35 minutes. I run a second scan without AutoBackfill and it runs in 15 secondes. I then stop the current scan and rerun it again with Autobackfill and it runs in 35 minutes again. The third scan should run in 15 secons as the first backfill should have populated historical data. The third one should only use quote data of the day. Is it possible to fix that? 2- Availability of a ForceBackfill function With a ForceBackfill function available in the code I could reduce the screening time from 35min to 1min by forcing the backfill only when necessary on a very small list of stocks using the quote data available for the day (AvgVol, 52w Rang%, Last, Open....). Is it possible to have such function available? Kind regards, Oliver
  22. Hi, I noticed that sometimes I get incorrect volume on some bars in MT when using Yahoo historical data. Volumes in MT are close to 100 time bigger than yahoo volume on some bars. Any idea why so? Please see example below: Here is another example :
  23. Hi Jerry, I never need more than 1 year of historical data in the scanner so it would be great to be able to set the max number of days to backfill. Also, if with the planned release I add to the code SetDaysNeeded(260) and all historical data are already in the database for a stock, can we ensure the backfill is not performed? That we only do a historical backfill when data are missing? Also confirm that the candle of the day is not considered as historical data. Finally, I guess it will be faster with the code above but still slow as I will always have to backfill all the symbols as th code is not evaluated. Can you consider adding a function to allow to do historical backfill on demand in the code when data are missing? This way I could run the scan with Auto-BackFill=No and only force backfill in the scan of 1500 stocks for only the 50 stocks where it is required? That will make it possible to have superfast scans on a big amount of stocks if we can control backfills. Thanks in advance, Oliver
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