How to compile data

game · May 26, 2014

What do I need to know in order to compile market statistics for any question that I can think of?

Example: If I want to know the number of 10+ point moves that occurred in a given 2 hour window.

I am not asking how to analyze the data to discover relationships. I am asking how to automate the compilation of the raw data.

I am using Sierra Charts. I don't know any programming. I know excel. Where do I begin?

2rosy · May 26, 2014

they have excel good luck

SunnyIsles · May 26, 2014

Enter the price data sydtematically into a db

game · May 27, 2014

2rosy said:
they have excel good luck

Thanks

dtrader98 · May 27, 2014

game said:
Example: If I want to know the number of 10+ point moves that occurred in a given 2 hour window.

2rosy said:
they have excel good luck

Does quandl have intraday data?

OP. If you are familiar with VBA, you could write loops to process the data statistics. I don't recall Quandl having intraday data, but google has limited intraday data and it's not too easy
to gather, but you could likely find some excel based approaches to do it with a web search.

EliteTraderNYC · May 27, 2014

You could switch to Ninjatrader and it would be like this, they have C# within the product:

Assumes closes[0] is a 10 minute chart:

if((Closes[0][0]-Closes[0][12])>10)
{
Print("The condition was triggered, close [0] greater " + Time[0]);
}

if((Closes[0][12]-Closes[0][0])>10)
{
Print("The condition was triggered, close [0] lesser " + Time[0]);
}

game · May 27, 2014

EliteTraderNYC said:
You could switch to Ninjatrader and it would be like this, they have C# within the product:

Assumes closes[0] is a 10 minute chart:

if((Closes[0][0]-Closes[0][12])>10)
{
Print("The condition was triggered, close [0] greater " + Time[0]);
}

if((Closes[0][12]-Closes[0][0])>10)
{
Print("The condition was triggered, close [0] lesser " + Time[0]);
}

Thanks for laying it out. I am going to explore Sierra for a while and see if I can do the same over there. Knowing how to extract data like this is so valuable.

tiddlywinks · May 28, 2014

game said:
What do I need to know in order to compile market statistics for any question that I can think of?

Example: If I want to know the number of 10+ point moves that occurred in a given 2 hour window.

I am not asking how to analyze the data to discover relationships. I am asking how to automate the compilation of the raw data.

I am using Sierra Charts. I don't know any programming. I know excel. Where do I begin?

Exporting bar-data from SC to CSV for "import" into Excel is a simple matter.
http://www.sierrachart.com/index.php?l=doc/doc_ImportExport.html

Alternatively, you can add a "Spreadsheet Study" to your chart and the bar data will populate a SC Spreadsheet. You can then cut and paste into excel.

Additionally, for a VISUAL ONLY of your example, I've attached a chart of NQ using 2 hours bars. Nothing fancy. A SC default candlestick chart with 2 studies.
The 2 studies are both "Color Bar Based On Alert Condition"... so 2 instances of that one study. All study parameters are default values. The Alert tab in each study contains an alert formula. The formulas (1 in each of the alert tabs of each study)...
AND(H-L > 10, C > O) this is the purple bar
AND(H-L > 10, C < O) this is the yellow bar
Of course I had to choose the color for each study in the "Subgraphs" tab of each study.
Alert formula documentation is here...
http://www.sierrachart.com/index.php?l=doc/doc_AlertCondAndScan.html#AlertConditionFormulaFormat

Hope that helps
I really think you're making this too difficult... No formal programming is needed.

eusdaiki · May 31, 2014

Learn to program in R or Python...
After a while you'll look back at excel and wonder why you tortured yourself with it for so long...

game · May 31, 2014

eusdaiki said:
Learn to program in R or Python...
After a while you'll look back at excel and wonder why you tortured yourself with it for so long...

I have been reading the following book:

http://www.amazon.com/Data-Smart-Sc...TF8&qid=1401569815&sr=8-1&keywords=data+smart

While the majority of the book is about developing prototypes in excel, the author concludes by saying that once the basics are covered, its time to learn R. He says that while R is excellent for application it is poor for learning since everything is already loaded up in the libraries and ready to go. Excel meanwhile, allows one to develop a hands on feel for the data. So excel is great for learning and R is great for execution.