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Is there a simple way to determine a trend and calculate it programatically? For example I am looking at 2min candles on ES, I want to know if the overall trend is going up or down, so I plot a 20 day SMA. Now I can see with my eye that it seems to slope down today, so its in a down trend. But...

Actually Im a coder so I have an IQFeed API wavier :sneaky:. The partial challenge is their protocol is so $H*T its actually really annoying to parse. They send their "high performance streaming data" as zlib encoded strings on the wire, once you deflate it you get what is arguably the...

I think that's NxCore. I had IQFeed trial, I was getting streaming ticks for ES. All I had to do was continue the subscription, but I decided to just use IB data, after spending days parsing their "professional" protocol, I realize the data is severely delayed, arguably inconsistent, and if you...

They don't have a public API, I mean that does not mean they have NO API, it would only present an annoyance factor. Also it does not seem that cheap, just to get ES its : Kinetick Basic Service - $55 CME E-mini - $46 (ES) Already almost $100, I think IQFeed for 60-70$ offers all futures.

Do you know if they have an API?

Does anyone know where you can get JUST streaming futures data (CMEGROUP, US futures) for a reasonable price? IB does not work because they don't have timestamps on their ticks. Also their historical data is often 10 seconds delayed. Ideally it would be a platform like IQFeed that allows...

Ah I think I see atleast one mistake. The smooth K is over the period length. So to have a smooth k of 2 I need at least 14x2 datapoints, 20 is not enough? So take the first 14 points calculate fast K, take the next 14 points, calculate fast K. Add both and / 2?

I am puzzled by how to calculate stochastic. This is the psuedocode I have: stoch_fastK(list): ````{_, _, _, todaysClose} = list.first() ````low = min(list) ````high = max(list) ````((todayClose - low) / (high - low)) * 100 stoch(list, period, d, k): ````smoothK = for 1..k, 0, fun(kIteration...

I see just checked it out, it looks quite mature. Do you use this for back testing as well? I am developing my own basic platform, and I have nearly all of IB hooked up already. My main problem now is back testing. I really don't want to write my own backtester when there is so many...

Wow nice. Does all the trading happen through this G-BOT software?

Hey, any info about Uptick the project you have from 2006. I would be interested in peeking at the code. Working on trade related stuff using erlang atm.

I must of misunderstood then, I thought buying streaming data for the entire market from NASDAQ was a few hundred dollars a mon, and a 650k one time fee if I want to pass this data onto my customers (say if I was IQFeed). NxCore is most likely the best then, they seem to be the only one I have...

Yes, I was going to post a status update yesterday but skipped it, I am currently at Stage 3 integrating IQFeed as I found they where pretty decent for the price, NxCore is like 1.5k a month. IB data feed from what is written + the edemo just seems bad. I still would like to connect directly to...

That is a really interesting cycle pattern, that could work around Crude leveraged etfs given the current volatility.

Stage 2 - 50% Designing the order system is a little complex as we need to ensure we don't even have a duplicate order placement sent to IB, a lost order or a data race condition. This is subject to change but I currently opted for an event driven order system. Where any component (Strategy...

Stage 1 - 100% Complete. Stage 2 - 20% I can place an order using Erlang, now I just need to log and organize the data so I can keep track of what is open, what is closed etc. We can see upon login EWrappers nextValidId(self, orderId) gives us the ID we should use for the next request/order...

No, am not unfortunately.

Stage 0 - 100% Complete. It seems the gateway uses port 4001 and the TWS uses 7496. Stage 1 - In progress. https://github.com/robcarver17/ibswigsystematicexamples is really helpful. The examples on the swigibpy page are OOD or something / dont work. Running the example on swigibpy I get...

Stage 0 - 50% Complete: Status screenshot:

:wtf: not a Java programmer but that is impressive that they have lambdas, did not realize. You still have to be so verbose and statically imply tho. C# has the same problems that is why I speak about Java because I know C# pretty well.