Indicore Tick Data

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Indicore Tick Data

Postby ftpdotnet » Thu Mar 29, 2018 2:33 am

Hey guys!

I need your help...

I try to create a new indicator which is based on tick data.
Unfortunately I cannot test this in a proper way.

In Indicore I cannot set a custom file within the quotes manager.
Also the quotes manager only simulates tick data. (8 ticks or so per minute)
Although there would be a documentation for custom price data HERE.

also HERE on the very last sentence, it is said that
the market simulation is an open API, thus, for such a tricky case, you can easily implement custom simulation and backtesting routines.


has anybody tried something similar already?
how can I create some custom simulation and backtesting routine?

Also when I try to run the indicator within Trading Station Simulation mode, it looks like there are only a few ticks per minute simulated (Same as within Indicore Debugger)....

Any help would be appreciated.

Kind regards
ftpdotnet
 
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Re: Indicore Tick Data

Postby ftpdotnet » Fri Mar 30, 2018 7:45 am

I just found out about the Historical Data Downloader :)
I do have something similar.... I do already have a bunch of tick data....

now my question is, how to integrate this tick data to the quotes manager, or create a custom source for the quotes manager.

does anybody know, if this is possible?
ftpdotnet
 
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Re: Indicore Tick Data

Postby ftpdotnet » Mon Apr 02, 2018 4:02 pm

come on guys...
about ~2200 views within 3 days and there is no reply yet?

does nobody have an idea?
(btw i was also not able to get it to run with the IndicatorRunner.exe tool (which is barely documented) -> also i think i am not able to view the output then within tradingstation on a graph, am i?)

if nobody has an idea, please add a comment that you also wish to do something similar...
maybe we can push it to the roadmap of indicore / trading station...

Kind regards
ftpdotnet
 
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Re: Indicore Tick Data

Postby Apprentice » Tue Apr 03, 2018 4:03 am

Forwarded/Delegated to the Omsk development team.

I'm sorry you waited, I took a few days off for Easter holidays.
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Re: Indicore Tick Data

Postby ftpdotnet » Tue Apr 03, 2018 3:11 pm

Thank you very much Apprentice.

Will you add a post here, if it gets into development / is released?

btw: Indicore is not open source, right?
I guess, there would be lots of help from within the community... :)

Kind regards, and again, thank you
ftpdotnet
 
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Re: Indicore Tick Data

Postby ftpdotnet » Thu Aug 23, 2018 4:49 am

Hey Apprentice,

Are there any updates from the Omsk development team regarding this feature?

Kind regards
ftpdotnet
 
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Re: Indicore Tick Data

Postby Konstantin.Toporov » Wed Aug 29, 2018 5:34 am

Looks like already mentioned IndicatorRunner should resolve your request.
Could you describe what the problems occured with this program?
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Re: Indicore Tick Data

Postby ftpdotnet » Tue Oct 02, 2018 7:27 am

see comment: viewtopic.php?f=25&t=65868&p=120760#p118424
tbh: i cannot remember exactly what the problem was with the indicator runner.

other than that: i created my own tool (using the ticks from the github tool) which generates a stream of tick data + indicator values -> this then is the input of my gnuplot script...

so i have to run all this without indicore / indicator runner.
it was really a pain, but now it is worth having a tool like that :)
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Re: Indicore Tick Data

Postby Rippeon » Sat Nov 10, 2018 7:07 am

Did you upload your tool anywhere, ftpdotnet? Sounds interesting.
Here's an honest review of Noocube that is a must-read.
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Re: Indicore Tick Data

Postby ftpdotnet » Thu Dec 20, 2018 4:52 am

Rippeon wrote:Did you upload your tool anywhere, ftpdotnet? Sounds interesting.


Hey Rippeon, sorry for the late response - I am visiting this forum very very rarely.

No, I did not upload it anywhere.
Currently it is only for personal use.
Also it supports ONLY tick data. (no bars or anything else)
Also you can visualize your output only - so there is currently no way to generate trades and test them on tick data. (i used it to create a tick data indicator)

What would be your use case?

Kind regards
ftpdotnet
 
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