DislikedWhy are you keen on using a non-standard time period of 12 minutes 30 seconds?Ignored
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DislikedWhy are you keen on using a non-standard time period of 12 minutes 30 seconds?Ignored
DislikedGood question. It was just a suggestion that somebody made to me a while back; and I subsequently found (to my great surprise) that it did seem to work well on EURUSD at specific times of the day. This was all gut feeling though; I could only look at the M1 chart in Metatrader, and attempt to visualise what the 12.5M bars "might" look like. Now that I've got the tick data streaming in, I'm going to test the theory. I'm building my own system from scratch, so I can make it a trading robot and back-tested at the same time.Ignored
DislikedIf you go back in this thread, you will find someone posted a method to use non-standard TF's in MT4, which might make your robot development much quicker.
MadCowIgnored
DislikedI would be interested in seeing your sniffer. You offered to post it, please do.
MadCowIgnored
DislikedIf anyone is interested in Level II and tick data in real time, you can get them using MBT's Navigator SDK. A demo account will give you a feed to develop any analysis/trading software. However the demo has some data glitches not present in their live account.
MadCowIgnored
DislikedThe paper pointed out by FAJST shows a way to use tick price, tick volume, and LevelII quotes to estimate (forecast,predict) the future tick moves. That seems to me to be useful, and I would like to join FAJST and anyone else interested in following this trail.
I have some ideas that might simplify the computation a lot; however there's a lot to compute between ticks, so some form of parallel computation may well be necessary.
MadCowIgnored
Disliked1. Can you explain in detail that how you snif data?
2. What programming language you use to code the program?
3. Is it possible to code application in VB6?
4. What algorithm you use to identify the trend?
5. Is IG plateform allow you place orders from your robot or you hacked the IG system to do so?
ThanksIgnored
DislikedMost of the above questions have been answered beforehand:-
1. Read the programme that I attached with post #687
2. Read Post #674
3. I've no idea. I'm not a VB programmer.
4. Several, as described in this thread and elsewhere.
5. I don't understand the question, but my robot can place orders with IG Index.
FleaIgnored
DislikedNo, I dont want to ask the questions but when I downloaded the file from post #687 and opened it in Notepad, I saw some strange chars and code is in paragraphic pattern so I could not understand it andIgnored
DislikedThe last question was that IG have some kind of API so you use that to link you robot to IG trader platform to place the orders or you did something yourself?Ignored
DislikedCan we streaming data in same way from dukascopy? If MT4 data/charts is not reliable then this can also be true with the traders who have their own trading platforms?Ignored
QuoteDislikedYou can get my coefficients from the MQL4 indicator I made.
%---------------------------------------------------------------------------- N=39; BIN=1; WIN=3; ITP=4; xi=flipud(1-((0:1/N:1)'.^ITP)).*N+N; a=(1:-1/(N+1):1/(N+1))'.^WIN; h=flipud(fftshift(ifft([ones(BIN+1,1);zeros(N*2-(BIN*2+1),1);ones(BIN,1)]))); ir=interp1((1:N*2)',h,xi,'spline'); ir=ir.*a; H=dfilt.dffir(ir./sum(ir)); %----------------------------------------------------------------------------
%--------------------------------------------------------------------------- HA = heikinHashi H0 = CB's ullma type 0 H1 = CB's ullma type 1 x = (HA.High + HA.Low) / 2 ' = derivative symbol y = H0(x) + (H1(H0(x)') * 2 - H0(H1(H0(x)'))) %---------------------------------------------------------------------------
DislikedHere's the Matlab code to design the "asm8086" filter (posts #526 & #527) :Ignored