Donald Q.
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Posts posted by Donald Q.
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2 hours ago, ydfah said:
For some reason, I don't have the "symbols" row like you do, only "headline" and "source."
The "Symbols" filter is only on the "All News" window.
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15 minutes ago, ydfah said:
Well it's been 4-years since you said, "we will be doing that" and still no new filter. 🙄
1.1.9500.100 (2022-01-27)
- ADDED - NEWS WINDOWS - Filtering
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From a data source perspective, dxFeed has been one of the best investments for me and a HUGE thanks to the MT Team for also investing in the integration!! For trade executions, I'm using TD Ameritrade, TradeStation, and Interactive Brokers. I hope the move to Schwab doesn't reduce the service level currently provided, which has been actually quite excellent.
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CTRL+= brings up the Indicators menu for me, so there may be something for Mike & Jerry to look at here. To that end, CTRL+0 also works to bring up the custom frequency, which I find is faster (Left hand CTRL, Right hand 0 on number pad).
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For good measure, initialize AboveHigh and BelowHigh to a known value (i.e., -1) in order to avoid situations where those variables reference 0 or 1 unexpectedly.
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Do you have a link to the YouTube video you were watching? Based on the description provided, the horizontal line could represent many different values both absolute (Last, Bid, Ask) or calculated (VWAP, EMA, SMA, etc.)
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When SIZE is greater than SECONDS, you have division by zero since C# is implying int as the type on that ratio. Division by zero will have unexpected results in general and looks like MT is showing that as infinity. Change all var to double and you'll be in good shape.
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You are correct, should be Stop Market in the OTA. Forgot to switch that in the screenshot, sorry about that! 😑
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Yes, that is generally possible but may depend on the broker you're using. For TD Ameritrade, you could do the below.
1. In the Trading Ribbon, set the Quantity and Time-In-Force (TIF). I'm using GTC so that the order stays open overnight and executes during regular trading hours.
2. Select STP (Stop Market) as the order type so the order does not trigger until the price reaches the level desired ($305).
3. To attach a stop loss to the order select the OTA conditional order type and set an offset to reach the desired stop level -8.00 ($297).
4. Click the Buy button and drop the trading capsule on the chart at the entry level, the stop loss will be placed at as well.
5. Click the Check Mark icon on the trading capsule to send the order to the broker.
To recap, this is a Buy Market Stop order to trigger at $305 with a Stop Loss at $297; a Buy Market Stop is needed since the current price is below the desired entry price. NOTE: There is no profit exit in this example, be diligent 😄.
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4 minutes ago, Jerry Medved said:
is that not the "base" price as used on computing Unrealized P&L on positions? right?
One would think, but it doesn't appear that Unrealized P&L is calculated correctly in the condition of close and reopen a portion of the original position multiple times. For example, the "Paid" column correctly calculates the trade's break even price; however, when the price action reaches that price the Unrealized P&L will still be at a loss for some ticks beyond that price. I've tried to fool with the "P&L Calc. Method" setting under accounts, but still doesn't really do anything; I'm using "Average Cost Basis".
Can you tell us how to configure MT so that the "Paid" and "Unrealized P&L" columns are in sync? Are these columns calculated by MT (or in my case TDA)? Perhaps something needs configured on the TDA side.
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@Mike Medved it's not always an "odd lot" that causes this situation. With a true tick feed like dxFeed, we're going to get late prints and inter-market sweep orders on the tape which will cause these undesirable spikes. Is dxFeed flagging these ticks in the data they are sending you so that we can have an option to hide such orders? Do they print with an alternative timestamp to consider?
Example below, where an ISO or late print took place causing extra wicky ticks. Spike filtering is a challenge since the percentage would be 0.0067% and not a valid entry for MT.
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Seems fine to me, although I don't have any news flowing right now.
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1. The up/down arrows do not function, could make them increment and decrement?
2. For the Clear After setting, could you make an option for "Candle Close"? Since an alert could trigger at any minute within in a 15 minute candle for example, a static value here does not work well if there are other automation working around the alerts.
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Absolutely brilliant! Can't wait to start using this as well. 😃
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Click, hold, and drag the "time" section of the chart to the right and left.
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Hey @alv123,
The code provided by the MT Team is non-compiled C# which needs compiled into a Windows executable through an interpreter like Visual Studio (you have this already).
Next step would be to add using MT.Util; at the top of ByteBufferQueue.cs and WSTester.cs (inadvertently missing as far as I can tell). Next, you press the "Play" button at the top which will compile and launch the WSTester application which can be used to send API commands to MT and observe the output. If you receive errors during compilation, we would need to look at those and would typically be a missing class that can be downloaded from NuGet (i.e., WebSocket4Net), but by default all required ones should be there.
Beyond the above, you would then want to look at adding business logic to the WSTester for your needs or using it as a baseline and developing your own application. For example, I created a sample function that outputs a message based on the balanceUpdate and alertTriggerUpdate messages.
private void BusinessLogic(String data)
{
var json = JsonConvert.DeserializeObject<dynamic>(data);if (json.cmd.ToString() == "balancesUpdate")
{
if (json.result["account_value/change"] <= 1000.00)
{
UpdateLog($"Oh no! Still poor, keep trading... {json.result["account_value/change"]}");
}
else
{
UpdateLog($"Wowzers! Done for the day... {json.result["account_value/change"]}");
}
}if (json.cmd.ToString() == "alertTriggerUpdate")
{
if (json.result["alertDesc"] == "Volume")
{
UpdateLog($"Wish me luck, getting long {json.result["sym"]}");
String order = OrderBuilder(json.result["sym"])
SendSocket(order);
}
else
{
UpdateLog($"Hmm, waiting for next alert to execute a trade.");
}
}
} -
Hmm...
Added using MT.Util; to ByteBufferQueue.cs and WSTester.cs and we are in business.
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1 hour ago, Mike Medved said:
API Tester
What and where is this? 😃
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On 11/19/2021 at 5:42 PM, Mike Medved said:
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Combine historical and intraday charts somehow, it's rather difficult at the moment to look at a daily chart, map out some levels/trends and then have those same drawings on your intraday chart. Now I don't know if combining them or what not makes sense, but some way for them to be a single entity in regards to drawings.
*** I do think about whether/how to do this once in a while. It is tough because even though a lot of code is shared, a lot is also specific to intra or historical. Even stuff like certain indicators only available for intraday and not historical charts, the internal structures that hold the candles, different way of drawing grids, etc.
Yeah, I wouldn't combine the charts either for efficiency and uniqueness reasons. However, the way eSignal does this is through an overlay script added to the Historical chart that "watches" the intraday chart for drawings or indicators. The script then plots the drawing or indicator on the historical chart. Perhaps in MT there could be a right-click option on a drawing, for example trendline, called "Copy to Historical" and then MT plots the drawing on the historical chart using the price coordinates from the intraday chart.
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Combine historical and intraday charts somehow, it's rather difficult at the moment to look at a daily chart, map out some levels/trends and then have those same drawings on your intraday chart. Now I don't know if combining them or what not makes sense, but some way for them to be a single entity in regards to drawings.
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I think "heatmap" would be the better term, apologies. Annotations above; keep in mind the entire screen to the left of the "Current" section is scrolling to the left continuously.
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19 hours ago, Mike Medved said:
Yeah I saw it before (speaking of which, we will be "dxFeed's Medved Trader" soon - that is, we will have dxFeed available in MT).
I am really not sure1. what EXACTLY is being shown. It looks like a huge mess... and
2. Since there is no such thing as historical depth of market, the only way to construct that chart is to turn it on and have it accumulate.?
The real beauty of Bookmap is the ability to see liquidity in histogram format. Enhances trading strategies for support, resistance, absorption, iceberg detection, etc. You're correct, the displayed chart is an accumulation of data client side. They also save data for some symbols server side on their own for historical data. Here's another view showing liquidity levels.
Lastly, they have the ability to trade directly on the chart for some brokers ... recommend that in the MVP as well 😁
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3 hours ago, Kasper said:
"dxFeed's Medved Trader" soon?? Is that acquisition or just data feed service collaboration?
Data feed integration - Level 1, Level 2, LULD, CTA/UTP
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In the Account View window, under the Positions tab, can you add a column for Per Share Unrealized P&L? This column would be calculated as [Unrealized P&L / Quantity]. Alternatively, an option for a custom column and user-provided expression would be great to do the same.
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Curious if there are plans or if a surprise could be added to the next beta for more color set continuity. Thus far I've used the "Night" theme across all my windows, but wanting to change it up. Sadly, I found that Night is the only color set across all the windows I use and would love to see the following added to give additional end-to-end options. Thoughts? 😃
Deep - Level II
Easy - Level II
Rita - Chart & Level IIChart Level II Time & Sales Account View SUM Night 1 1 1 1 4 Breeze 1 1 1 3 Deep 1 1 1 3 Easy 1 1 1 3 Pure 1 1 1 3 Sunny 1 1 1 3 Blues 1 1 2 Dark Blues 1 1 2 Periwinkle 1 1 2 Poker 1 1 2 Rita 1 1 2 Silverback 1 1 2 Subtle 1 1 2 Cool Pastels 1 1 Dark 1 1 Deep Blue 1 1 DEFAULT 1 1 Ocean 1 1 PRINT 1 1 System Default 1 1 Warm Pastels 1 1
dxFeed data packages
in Support
Posted · Edited by Donald Q.
@Adventures In .NET I use dxFeed exclusively for all equities data both L1 and L2, extremely delighted by the speed and data quality. The cost for indices is still too pricey for me and I don't trade based on them, so free TD Ameritrade feed is sufficient. Coming to trading, I have margin accounts with TDA, IBKR, and TS day trading in each one.
IBKR has the fastest executions, best short locates, highest cash interest rate, and most relaxed about violating buying power overnight. They have higher margin/maintenance requirements for some common equities though. I really like the extensive order types as well, like Market/Limit on Close. IBKR and TDA do ad-hoc wires in/out so you don't have to wait all day for your money. Never needed to call customer service.
TDA and TS are executions are a bit slower than IBKR, but with the SMART route and $0 commission you get what you pay for. One great thing about TS is the extensive routes and order types which really helps target liquidity to get in and out of positions quickly/easily. TDA has horrible short locates, only can get the big tickers; TS has a short locator which is better than TDA but not as good as IBKR. Cash interest rates on both are lower than IBKR. TDA has lower margin/maintenance requirements and gives a lot of time to correct violations. TDA customer service is pretty solid if you call during the trading day.
Two things to watch out for with TS - they have a really early wire cutoff and batch their transfers at the end of every day, so if you need your money fast don't count on it. The last and most frustrating is TS's disaster of a margin department, they will set your account to closing positions only constantly; even their own people don't know what's going on (they are also mean). The best advice I can give you is either use your account for day trading and liquidate each day or use it for long-term swings always holding overnight, but never combine the two.
To that end, the MT team has done a spectacular job integrating the above providers/brokers and the anecdotes above are that of the providers/brokers themselves and not MT. Hope this helps!