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  • #15,441
  • Sep 21, 2011 1:34am Sep 21, 2011 1:34am
Quoting kenfen69
And Mag dropped another cherry on the top!

That boy likes to finish!
TYSS
  • #15,442
  • Sep 21, 2011 1:34am Sep 21, 2011 1:34am
Quoting kenfen69
3720 really brick-walled it there. Had an order at 3722 that didn't get filled. I normally put short orders just the other side of 20...18ish. If I was watching, I probably would have dropped in...I think. Had my hands full on short EC, though. Few shorts in play on EU as it is.

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Getting your DAX shoes on? Nearly time.
too eeeezy
  • #15,443
  • Sep 21, 2011 1:42am Sep 21, 2011 1:42am
Quoting darimik
see I was debating that myself.. I think stored on a hard drive would be fine.
I think that is most logical in a way, because...

They're tick data files...they're massive. I have them all stored on another system, but what I have on this machine at the moment, for example...EURJPY is >5GB and it hasn't even been updated since February 3rd this year. I think that spans nearly 5 years of data.

Was having a conversation a while back on here about getting large file sizes into Excel without it slowing right down. I was asking because of this very situation. Tick data adds up quick.

I think they also have M1 data, but I'm not sure if that comes in csv format.

Sorry kind of rambling while watching my EU trades. Hard drive seems to make pretty good sense for now, and their data is available pretty quick for download. I have some php scripts that would help you dload the files from there. See how you get on...it actually looks improved from when I wrote these scripts. It used to be a pain in the butt. I still run my scripts, but should give their new setup a go.
  • #15,444
  • Sep 21, 2011 1:44am Sep 21, 2011 1:44am
Quoting Magix
You dirty bastard!
  • #15,445
  • Sep 21, 2011 1:48am Sep 21, 2011 1:48am
some serious buyers here,

look at the weekly...
  • #15,446
  • Sep 21, 2011 1:49am Sep 21, 2011 1:49am
Dear PayTheLimit,

Your 39.12 number on silver is 1 hell of a number.

Thank you and good day!

Yours in whores,

FxJawn
  • #15,447
  • Sep 21, 2011 1:51am Sep 21, 2011 1:51am
Quoting darimik
well actually. maybe as long as excel is open, it would refresh the data.. so it would still mean it would be recorded somewhere on the hard drive..

if it is direct to excel, it would also work
There's definitely a way to do it...I've seen it being done. Live trading from Excel, even. I've just never done it myself. Bastard thing is...talking about it makes me want to do it, just so I know how it is done!

I know there are "off the shelf" systems available, but it co$t$!!! <--that is usually my motivation to try something out myself. How much work is involved, for what they're charging for this? The beauty of that curiosity is, you wind up with a completely customized solution that you know inside out. Anyway...

Old Quant would be able to point you in some sort of direction with this approach to get started, I'm sure. I'll send a mail to a mate of mine who pays for a solution and ask him a few questions, too. In the meantime, if you want data asap...for EU, to start...just go grab a few years from Dukas. Will get you up and messing around at least.

Cheers mate...happy 10+v-day to you, happy... ... ...
  • #15,448
  • Sep 21, 2011 1:54am Sep 21, 2011 1:54am
Quoting darimik
see I was debating that myself.. I think stored on a hard drive would be fine.
Morning.

You may want to check a proper way to do it. Check any broker/platform with (DDE) there are many options out there and even a demo may do what you need.

I would recommend checking SC as they will allow you to use a Worksheet with Excel functionality directly in within the charting platform for alerts or trading systems (or whatever formulas you are looking for) and it will not only pull historical data (in whatever way tick/minutes/vol bars) but also it will be update live so your output is also plot/or execute live....

sisse
Pending conversations? PM for a chat...I am mainly in OTM now
  • #15,449
  • Sep 21, 2011 1:56am Sep 21, 2011 1:56am
Quoting kenfen69
There's definitely a way to do it...I've seen it being done. Live trading from Excel, even. I've just never done it myself. Bastard thing is...talking about it makes me want to do it, just so I know how it is done!

I know there are "off the shelf" systems available, but it co$t$!!! <--that is usually my motivation to try something out myself. How much work is involved, for what they're charging for this? The beauty of that curiosity is, you wind up with a completely customized solution that you know inside out. Anyway...

Old Quant...
thanks ken.. playing with it right now

and thats certainly a reason to celebrate
  • #15,450
  • Sep 21, 2011 1:58am Sep 21, 2011 1:58am
Quoting kenfen69
There's definitely a way to do it...I've seen it being done. Live trading from Excel, even. I've just never done it myself. Bastard thing is...talking about it makes me want to do it, just so I know how it is done!

I know there are "off the shelf" systems available, but it co$t$!!! <--that is usually my motivation to try something out myself. How much work is involved, for what they're charging for this? The beauty of that curiosity is, you wind up with a completely customized solution that you know inside out. Anyway...

Old Quant...

I think for excel to be the executioner you need API automator...
  • #15,451
  • Sep 21, 2011 1:58am Sep 21, 2011 1:58am
Quoting Wulfgar
oh man if Ben decides to actually expand the balance sheet( I read Goldman is talkin 1 trillion of bond purchases at least) or god forbid they set explicit GDP targets(highly highly unlikely)... its def going to be a monster currency war.... Im not sure what the SNB could even do other than a mechanical peg to keep hot money flow out.... we could see never seen before moves ...
Could be absolutely epic...definitely don't plan on being a hero, myself...but will watch for history being printed.

Quoting Wulfgar
i for one and going to either trade with very very small leverage if something sets up i cant resist

but Ill prolly just sit on my hands till after the fireworks and shoot the wounded after
Not a bad plan of attack. You have to know there will be a few bastards about that are looking to be put out of their misery. Would be the bastardly-humanitarian thing to do...just shoot to kill...no blanks...live ammo!
  • #15,452
  • Sep 21, 2011 2:00am Sep 21, 2011 2:00am
Quoting darimik
thanks.. and Magix too

I have been reading your shit to, so thats a vouch from me for respecting your posts..... Take it while its hot...
  • #15,453
  • Sep 21, 2011 2:01am Sep 21, 2011 2:01am
Quoting darimik
thanks ken.. playing with it right now

and thats certainly a reason to celebrate
Good stuff, mate!

Read back over a few posts, if you haven't yet. Sisse and Larseg had some words. Things get a lot simpler to figure out when talking about them here...a lot of good heads.

DDE...follow that trail!
  • #15,454
  • Sep 21, 2011 2:06am Sep 21, 2011 2:06am
Quoting Larseg
I have been reading your shit to, so thats a vouch from me for respecting your posts..... Take it while its hot...
This is getting silly...

Attached Image
  • #15,455
  • Sep 21, 2011 2:08am Sep 21, 2011 2:08am
Quoting sisse
Morning.

You may want to check a proper way to do it. Check any broker/platform with (DDE) there are many options out there and even a demo may do what you need.

I would recommend checking SC as they will allow you to use a Worksheet with Excel functionality directly in within the charting platform for alerts or trading systems (or whatever formulas you are looking for) and it will not only pull historical data (in whatever way tick/minutes/vol bars) but also it will be update live so your output is also plot/or execute live....

sisse...
Nice one, sisse!

Who is SC?
  • #15,456
  • Sep 21, 2011 2:09am Sep 21, 2011 2:09am
Quoting sisse
Morning.

You may want to check a proper way to do it. Check any broker/platform with (DDE) there are many options out there and even a demo may do what you need.

I would recommend checking SC as they will allow you to use a Worksheet with Excel functionality directly in within the charting platform for alerts or trading systems (or whatever formulas you are looking for) and it will not only pull historical data (in whatever way tick/minutes/vol bars) but also it will be update live so your output is also plot/or execute live....

sisse
thanks sisse.. I have SC pulled up and it looks really good. I like it a lot in general. It has what I was looking for (putting two things on one graph, two vertical axis, etc.)

was going to open a proper feed with IB, so I could have a variety of financial instruments to look at. but the fuckers dont let you do that unless you are 21 or older
  • #15,457
  • Sep 21, 2011 2:09am Sep 21, 2011 2:09am
Quoting kenfen69
This is getting silly...

Attachment

hehe,

has been silly since day 1

as we talked about earlier I really think we should have % profit p.month instead of Vouches... but hey, who cares
  • #15,458
  • Sep 21, 2011 2:10am Sep 21, 2011 2:10am
Quoting Larseg
I have been reading your shit to, so thats a vouch from me for respecting your posts..... Take it while its hot...
Thanks! always read and respect your posts, so I guess I should do the same
  • #15,459
  • Sep 21, 2011 2:11am Sep 21, 2011 2:11am
Quoting kenfen69
Nice one, sisse!

Who is SC?
Sierracharts but NeoTicker and Multicharts among many will allow you to do it in one click inside their platform without export/import, etc. The feed will come from any of the supported brokers (most).

sisse
Pending conversations? PM for a chat...I am mainly in OTM now
  • #15,460
  • Sep 21, 2011 2:12am Sep 21, 2011 2:12am
Quoting Larseg
I think for excel to be the executioner you need API automator...
At the time I was in front of this fella's setup, I think you did, but...it was at least a couple years ago...maybe even three. That's a LONG time in this world.

I'd love to see where its at now. Aside from engulfing candles, I swear, nearly everything else for me is just horizontal lines. There is an awful lot of unnecessary shite on charts...and in a terminal. Easy to get distracted.
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