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  • #1
  • First Post: Edited 1:11pm Nov 18, 2008 3:51am | Edited 1:11pm
Hi all

I have an idea for an indicator if anyones looking for a small challenge

Basically my idea is a tick Stochastic indicator using the same formulas as a normal stochastic but instead having the ability to measur groups of ticks...

For example setting the tick stoch to 14,3,3 might "paint" each time 60 ticks have happened and measures the past 14 groups of 60 ticks...

So exactly the same as a normal stoch but instead of using 5m 15m 30m h1 closes, it uses a certain ammount of ticks -

Hopefully it can be made so that you can adjust how many ticks you want to "measure" before it "paints". Much like how you would put a stochastic on different timeframes

Also would be good to only show the last closed value and not the live "current period" otherwise the line will be flashing up and down very confusingly (is that a word?)

Make sense?

Any questions feel free...

Cheers
Time hides Nothing
  • #2
  • Nov 18, 2008 11:18am Nov 18, 2008 11:18am
Is this doable?
Time hides Nothing
  • #3
  • Nov 18, 2008 11:43am Nov 18, 2008 11:43am
Hi..
I don't think this is possible... as the mql gives us prices by bar and not by tick...

It might be possible to have an indicator that stores the tick values tick by tick from the time it is started... but any thing goes wrong and it has to restart from the time it is reloaded. This would not allow back testing.

Others may have a different opinion...

regards
  • #4
  • Nov 18, 2008 1:07pm Nov 18, 2008 1:07pm
Quoting wskanaan
Hi..
I don't think this is possible... as the mql gives us prices by bar and not by tick...

It might be possible to have an indicator that stores the tick values tick by tick from the time it is started... but any thing goes wrong and it has to restart from the time it is reloaded. This would not allow back testing.

Others may have a different opinion...

regards
Thanks for your input i think you may be right - I have a tick indicator that only starts from when you apply it and as soon as you change to another TF it resets. hmm how annoying.

Cheers
Time hides Nothing
  • #5
  • Nov 18, 2008 1:10pm Nov 18, 2008 1:10pm
Mt4 does have tick data available, but it's never saved anywhere. So while you can record ticks while the app is open, it's never saved to the DB.

The closest you could get is a hybrid of the M1 and tick volume.
  • #6
  • Nov 18, 2008 2:19pm Nov 18, 2008 2:19pm
As long as you can run your terminal 24/5, you can collect ticks history using http://codebase.mql4.com/2346 Then building this indicator would be pretty straight forward.
  • #7
  • Nov 18, 2008 3:29pm Nov 18, 2008 3:29pm
Look at my posts - I have posted mql source for both these functions. Don't recreate the wheel. Ken.
  • #8
  • Nov 18, 2008 10:29pm Nov 18, 2008 10:29pm
Quoting Kenz987
Look at my posts - I have posted mql source for both these functions. Don't recreate the wheel. Ken.
done?
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  • #9
  • Nov 18, 2008 10:32pm Nov 18, 2008 10:32pm
Quoting 4xCoder
As long as you can run your terminal 24/5, you can collect ticks history using http://codebase.mql4.com/2346 Then building this indicator would be pretty straight forward.
That's a good idea - but if you can collect tick history like that then why is there noway to create a database for it as well...

I mean we can go to the moon there must be a way
Time hides Nothing
  • #10
  • Nov 18, 2008 10:56pm Nov 18, 2008 10:56pm
I think it simply has to do with the size of the data you would have to store... if there is a tick each second then you would have to store 60 times more data per minute than you do now... that would need a huge space....

I'm sure someone somewhere is doing it... but I don't think that it will be free to get...
  • #11
  • Nov 18, 2008 11:53pm Nov 18, 2008 11:53pm
Quoting wskanaan
I think it simply has to do with the size of the data you would have to store... if there is a tick each second then you would have to store 60 times more data per minute than you do now... that would need a huge space....

I'm sure someone somewhere is doing it... but I don't think that it will be free to get...
Yes I might have to contact NASSA lol thanks for your wisdom
Time hides Nothing
  • #12
  • Nov 19, 2008 12:03am Nov 19, 2008 12:03am
If leaving the platform and charts open is the only way to do it then so be it... I think it would still be an interesting indi.
Time hides Nothing
  • #13
  • Nov 19, 2008 5:47am Nov 19, 2008 5:47am
You have many of your questions already answered on these forums if you would just do a little searching. Click on my name, then click on prior posts, and look for the topic. Takes a few minutes.

http://www.forexfactory.com/showthre...73#post2292073 post #3
http://www.forexfactory.com/showthre...43#post2067543 post #2
Free Ninja trader already does this (tick and seconds level charts) and has almost as many indicators as MT. You can get free historical tick data from Gain (link above) (about 8 years) and free real-time data from their demo servers. If you don't want to work in Ninja you can use it as your database and move the data to MT.
I find trying to keep a chart open 24/5 is near impossible. Unless you have backup generators and extra computers there is always something to stop the data flow.
  • #14
  • Nov 19, 2008 6:03am Nov 19, 2008 6:03am
See attached
Better quality if you open it in Paint.
Attached Image (click to enlarge)
Click to Enlarge Name: NT-10-31-5-tick.GIF Size: 69 KB
  • #15
  • Nov 19, 2008 6:07am Nov 19, 2008 6:07am
see
Attached Image (click to enlarge)
Click to Enlarge Name: NT-10-31-5-tick.JPG Size: 111 KB
  • #16
  • Nov 19, 2008 6:15am Nov 19, 2008 6:15am
I see - ok thanks Kenz appreciate it but I'm not actually a programmer and don't have Ninja trader so the saga continues
Time hides Nothing
  • #17
  • Nov 19, 2008 8:33am Nov 19, 2008 8:33am
go to www.ninjatrader.com
go thru the order process to "Buy" this thing - no don't give them any money or any cc number, just do the invoice, they send you a "KEY" that you will need to activate your copy of NT. Download it. Install it - enter the key when prompted. Do the Connect to Gain demo. Open a chart for euro, It will backfill a few days, maybe even all week. Change it to 10 ticks. Apply RSI and whatever. You have it. If you have or can get Office Profesional that has Access database in it (I use version 2000), I can send you a data collector system. If you can't get the software, I can also send you a very manual system but it still works. You download tick csv files from Gain archive, unzip them, reformat them (with my program), and place them in a special folder and this is your database. Each symbol file will get pretty large, so Excel will not handle it. To sort and merge you use good old DOS commands (I have these). Load them back into Ninja. Now you have even more backfill data. Need the data in MT?. OK, I don't have this piece finished yet but it is just a matter of exporting the data, reformat it into MT hst files, and load it. Now you have it in both places. Lots of steps here. Takes some time yes. Worth doing? Up to you. I do this kinda stuff everyday. Ken.
  • #18
  • Nov 19, 2008 8:39am Nov 19, 2008 8:39am
Quoting Kenz987
go to www.ninjatrader.com
go thru the order process to "Buy" this thing - no don't give them any money or any cc number, just do the invoice, they send you a "KEY" that you will need to activate your copy of NT. Download it. Install it - enter the key when prompted. Do the Connect to Gain demo. Open a chart for euro, It will backfill a few days, maybe even all week. Change it to 10 ticks. Apply RSI and whatever. You have it. If you have or can get Office Profesional that has Access database in it (I...
Ok Kenz I'll check it out thanks very much
Time hides Nothing
  • #19
  • Nov 20, 2008 5:09pm Nov 20, 2008 5:09pm
Cindy, A is the tick collector. Start it with switch 1 if there is not any file already. If you are restarting after a short intermission and you want to append use switch 2.
Let it run a few minutes before starting one of the history builders.
B builds hst of ticks - switch 5 is default.
Note - you lose the time on these.
Attached File(s)
File Type: mq4 tcINTickDataA.mq4   4 KB | 831 downloads
File Type: mq4 tcINTickDataB.mq4   10 KB | 880 downloads
  • #20
  • Nov 20, 2008 5:12pm Nov 20, 2008 5:12pm
These create hst of 10, 15, or 30 second.
After the hst is created, File OpenOffline,
tick charts start with !T
seconds charts start with !S
looks like minute charts because they have a M10 etc, MT does that - I can't rename them.
Attached File(s)
File Type: mq4 tcINTickDataC10S.mq4   15 KB | 799 downloads
File Type: mq4 tcINTickDataC15S.mq4   15 KB | 668 downloads
File Type: mq4 tcINTickDataC30S.mq4   15 KB | 719 downloads
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