Tomasz, Dennis, Jerry and all Just got off the phone with Bob at TransAct and they are working on the data plug-in for MY AMI, Amibroker, and not to hold anyone to the time table but we should have it sometime in May.
Dan --- In [email protected], Dennis Brown <[EMAIL PROTECTED]> wrote: > > Dan, > > I called Bob at TransAct and asked a few questions. He said that a > proposal is in the works for making a data feed plug-in for AB. More > will be known in a week or two as far as a schedule if it is > approved. This is a data feed plug-in only and not a trading API. > Getting access to their trading API interface is something that has to > be negotiated and approved. > > I asked about AMP Futures as an introducing broker. He said they had > worked to bring them up, but did not know anything more. Looking at > the AMP sight, it does not look like they offer TransAct. > > Zen-Fire is for Ninja Trader only. I ask him if TransAct had anything > to do with that, and he said no. > > OTOH the Ninja Trader program looks like it provides the ATI COM for > custom trading program use, and has the trading console there to > monitor or override the AB trading. If a plug-in was available for > the Ninja data feed for AB, it looks like a complete futures trading > platform could be constructed around AB for a reasonable monthly fee > (less than my DTN right now). > > A lot more follow up will be required to weave all these pieces > together yet. > > Best regards, > Dennis > > > > On Mar 21, 2008, at 10:22 PM, Dennis Brown wrote: > > Dan, > > > > Thank you for the detailed reply. > > > > I have done a lot of simulating of futures strategies in AB over the > > last year. I have also traded the more traditional day trading way -- > > just time charts with a couple of indicators and a lot of S/R and > > trend line drawing. If I do manual trading, I call AB my trading > > buddy. One I watch for confirmations of my choices, but in > > competition to beat every day. I rarely lose to the machine, because > > I know its moves, but I also have other information that is hard to > > program in. > > > > I fed AB with eSignal for about a year, and recently started feeding > > it from DTN IQFeed. I see little difference between them so far. > > However, I do my trading at thinkorswim. They provide all the tools > > and charting (including futures and options feeds) at no charge. The > > caveat is that their chart feeds have locked up during extreme moves > > (like a Fed rate announcement). However, their quote interface keeps > > running for trading. They feed their charts (two packages) from two > > feeds and the quotes from another. They do not have the lowest prices > > for futures ($7 round trip all inclusive). However, I have backtested > > my results with various commission rates, and even at 42 RT trades a > > day, the commissions are a manageable overhead (about half a tick). I > > am also sure they will offer me a substantial discount if I am trading > > at that rate. BTW: I exit my positions before scheduled big news > > events. > > > > Thinkorswim is the best all-around broker that I have dealt with. > > They are not the least expensive on commissions, but their rate and > > structures are very simple to understand and you don't have the hidden > > charges, inactivity, software fees, extra for phone orders, etc., that > > the others get you for. Their customer service is the best I have > > ever experienced. They will even help you with option execution > > strategies on the phone, and trade for you at no extra charge. They > > also have weekly live web tutorials. You can log onto your paper > > trading account to practice on. Oh, and by the way, I have even had > > them lower my rates before without even asking --just because I am a > > good customer. They also upgrade their tools about 11 releases per > > year. Tops for options. > > > > So, I will likely always have TOS as my primary trading broker for > > general whatever trading. I appreciate being treated like a prized > > customer, and that generates loyalty. Perhaps they have me confused > > with the CEO, and that is why they treat me so good. LOL > > > > Now, for a specialized deal, like auto trading futures, TOS is not my > > first choice. For that, I would want a reliable supplier of both the > > the data (tick), and the execution with minimum lag in each. I want > > AB to be the biggest lag in this case. I am quite happy with my > > simulated results at this point, and my next move is to start thinking > > about how to auto trade with it, or at least integrate the trading > > platform with the AB charting platform. IB does not excite me in this > > regard, because of their data feed. However, I can do it manually for > > a while --with a bit of huffing and puffing. > > > > Many futures trading houses work with specialized futures trading > > platforms that are needed to gain that little edge to scalp the > > market. They have a very responsive and informative UI, much more so > > than currently possible with AB. However, they are not programmable > > to the extent of AB. AB could surpass them all (in my mind) with a > > few more targeted releases and a quality vendor of data and auto > > trading. However, this is a narrower customer base (futures trading), > > so I don't know the size of the market potential for Tomasz. > > > > For pure day trading, I prefer the e-mini futures, because the quality > > of the data streams (few bad ticks) and the tight bid/ask spreads, and > > the good leverage on my trading funds (put the rest to work in a low > > risk investment). Risk management is vital. All things that are > > important for automated trading. > > > > So, I see that Amp Futures has an API available for auto trading. It > > is not clear if that is really TransAct or they wrote their own. I > > see that the Ninja Trader platform offered by them also has file, DLL, > > and COM interfaces to allow auto trading from your own charting > > software, while leaving the manual trading window up for overrides. > > That would be very interesting if AB could use that. It seems as > > though more research is required, but this is looking more > > interesting. > > > > Best regards, > > Dennis > > > > > > On Mar 21, 2008, at 8:07 PM, ab319320 wrote: > >> --- In [email protected], Dennis Brown <see3d@> wrote: > >>> > >>> Dan, > >>> > >>> I visited their website yesterday. It was not clear to me what I > >>> would be getting if they were to provide this plug-in. Also they > >> did > >>> not publish their commissions like most others do. > >> ***************** > >> Hi Dennis > >> TransAct is a Clearing Firm that Programs their Data Feed Platform > >> which is on the floor of the Exchange. If you do a Lot of trading > >> then maybe working directly with them would be your best ($400/mth) > >> choice. That is not for me so one of the several Interducing > >> Brokers is for me. One, actually the first, was GoTrade, starting > >> at 4.30 for emini, but I have been been applying at Amp Futures, > >> starting at 4.70 emini and 4.24 YM. No other charges unless you > >> select the Ninja platform but, with MY AMI and a Good cheap data > >> feed - no ninja. I have had eSignal, IQ, & TradeS. But I am a slow > >> learner and gun shy from 1979-1983 TBonds - may never get my ducks > >> in order. So for me I am willing to pay per trade or no trade no > >> pay - Lost $600 at TS last year and never made a trade. As far as > >> getting the Comm rate they give it when you request it via email. > >> > >> And I understand how not publishing rates can be errating. I felt > >> that way when I was looking at PFG Best. Here again with Trade Nav. > >> from Genisis and Genisis Feed you will pay $120/mth. That combo had > >> me so confused .... Ninja at Amp and Mirus (completed application > >> at Mirus) will cost $60 per mth and not sure if purchased ($999) how > >> much the feed is if any. > >> > >> ************** > >>> > >>> Perhaps you need to make a better sales pitch for why we should > >> call. > >>> I am not going to do it unless I think I might use their service -- > >> > >>> after they went to all that work. > >> > >> **************** > >> Good for you Dennis I agree. > >> **************** > >> > >>> > >>> Please paint us a picture of how we benefit (other than fast data). > >>> > >>> First of all it appears they only do futures, so that reduces the > >>> number of potential clients (I do trade e-mini futures among > >> other > >>> things like stocks and options), but I use my AmiBroker just for > >>> futures now, and I pay a high price for quality monthly data. > >> > >> ***************** > >> Your correct Dennis they just do futures. > >> > >> While editing (doing what? on a forum?) I just thought of some > >> approaches for stocks and options. For Stocks at a retail level, > >> TDAmeritrade over Scottrade. For Options "Think or Swim" for the > >> platform. Could also have TDA options approval but they only think > >> in the box and if you have an IRA you may want someone that isn't > >> so ... how do we say, not so in the box. > >> > >> But the point is We can Feed MY AMI from Quote Tracker (now owned by > >> TDAmeritrade) but no tic data. I have not found a data feed stop. > >> > >> Inbedded above may indicate some of the benefits, no charge at Amp > >> until you trade and the rate goes down as the vol increases. For > >> someone trying to develope their system/method this has an > >> advantage. I have tried to use OpenTick but it stops feeding on MY > >> AMI but not on Ninja. Another is the TransAct DOM/Front-End which I > >> didn't understand why someone would want when first exposed to the > >> DOM -I do now- I am sure that you do Dennis from what I read into > >> your post. > >> > >> **************** > >>> > >>> So would we end up with just a data feed? At what price? > >>> How much historical data would be available for backtesting? What > >> are the time/tick/volume increments available? > >> ******************* > >> Not just Data Feed but Front end and other window that you can try > >> for the asking. Not as developed as OpenEcry but OEC does not seem > >> so receptive as TransAct towards MY AMI. > >> > >> Historical data, I hope I am not short changing but, I remember Bob > >> saying 15 days which is enough for discreationary trading, to use > >> the copout, IMHO. You can see from the post by me in the Photo > >> Section that TransAct gives as Complete a Total Vol as OpenEcry > >> (also fed from the floor), and Zen Fire. Genisis and MB Trading (I > >> have a MBT acct) were way behind. I would like to see a photo of > >> eSignal and IBrokers against any or all of the three. > >> > >> The Price as mentioned above, (starting at 4.70 emini/4.24 YM and > >> lower as >vol) is in the Comm. Fee as are all other charges with no > >> minimum activity. > >> > >> It appears to me that tic, vol and time are a part of the plug-in > >> and if so all the more reason to be there during the writing. I say > >> this because my Quote Tracker does not allow tic. The Range Bars > >> seem to be something that Tomaez has given us. > >> > >> *************** > >> > >>> Would the plug-in provide for automated AmiBroker trading? At what > >>> commission? > >> > >> *************** > >> Not even close to understanding "how to" automated so I have not > >> asked. But, Bob could tell you when you call. > >> > >> *************** > >>> > >>> What are you expecting to get personally out of this for your > >> trading setup? > >> > >> ****************** > >> As mentioned above I hope for and expect a reliable data feed and > >> DOM to practice with before trading live. > >> ****************** > >> > >>> Perhaps, just a little better packaging of your request to > >> support > >>> this effort with the whole picture and the benefits will yield > >> better results. > >> ****************** > >> I guess I am just a county bumpkin that does not like sales pitches > >> and the glossier they are the faster I run so maybe.... But, thanks > >> Dennis for the questions as it may help others. > >> > >> I have spent several weeks trying to find a combination that suits > >> me. 1)MY AMI 2)reliable data feed - not locking up all of the > >> time. 3)Front end that I can practice with and later trade with. > >> 4)Does not cost me when I am not trading. I could have more than > >> bought the multibroker Ninja for what I have wasted with eSignal > >> (platform resource hog - Ninja takes for ever to load), DTN IQ Feed > >> (data I have heard has improved), TradeStn (No sym, scared to pull > >> the trigger). Then there is MY AMI - fast, in the last 4 years I > >> have liked just the charting, there is so much that can be done with > >> AmiBroker, MY AMI, as I am sure you know Dennis. Let me mention > >> that Trade Nav is slow also. (I have dual xeon 3.6 in a dell ws670 > >> w/2 gig). > >> > >> Hope this long winded reply is of help to somebody. > >> Dan > >> ****************** > >> > >>> > >>> Best regards, > >>> Dennis > >>> > >>> > >>> On Mar 18, 2008, at 8:11 PM, ab319320 wrote: > >>>> I posted the screen shot in the Photo section. Call and make > >> this > >>>> thing happen. TransAct does not want to work on writing a data > >> plug- > >>>> in if nobody is interested so Call on their dime. Send an email > >>>> Support@ if you cannot use the 800 number. 877-872- > >>>> 3303 for Bob at ext 1936. There are interducing brokers > >> associated > >>>> with TransAct do some research for one in your country. > >>>> > >>>> What you can see in a good photo is that TransAct is one of the > >> top > >>>> equal 3 out of the 5. I do not have a TransAct acct yet but if > >> they > >>>> start feeding MY AMI which is an understatement to say, I do not > >> want > >>>> to leave her, I will have an acct.. I now have a MB Trading > >> acct and > >>>> they are not interested in writing a plug-in even after Tomaez > >> sent > >>>> them an approval email - they are close to history - anyway look > >> how > >>>> far behind their vol is. Here is what the screen shot reads in > >> the > >>>> original at 1338, 12 Mar 08 - Data Provider, Total Vol, Ask, Bid, > >>>> Last Price: > >>>> > >>>> OpenEcry - 1,893,694, 1320.75, 1320.50, 1320.50 > >>>> Zen Fire - 1,893,694, 1320.75, 1320.50, Last was covered up but > >>>> should be same since bid and ask same. > >>>> TransAct - 1,893,694, 1320.75, 1320.50, 1320.50 > >>>> MBTrading- 1,747,747, 1320.75, 1320.50, 1320.50 > >>>> > >>>> Trade Nav > >>>> By Genisis > >>>> Feed - 1,747,865, 1320.75, 1320.50, 1320.50 > >>>> > >>>> I would be the last to argue that this is of any importance to > >>>> trading success, others can argue about that. Hope it is of some > >>>> interest. > >>>> > >>>> Dan > >>>> > >>>> > >>>> --- In [email protected], "ab319320" <ab319320@> wrote: > >>>>> > >>>>> > >>>>> Maybe this can help in getting another Data Plugin. If I have > >> time > >>>> I > >>>>> will try to post in the files section a screen shot of 5 same > >> time > >>>>> data feeds. TransAct, OpenEcry and Zen Fire have the same vol > >> and > >>>>> data. Note Genisis and MbTrading way behind. > >>>>> > >>>>> > >>>>> "I just got off the phone [last thu.] with Bob at TranAct and he > >>>> said > >>>>> after talking to his people that if enough people call-in > >>>> expressing > >>>>> an interest in a TransAct data Plug-IN for AmiBroker that they > >>>> would > >>>>> develope a plug-in. He used words that rang sweet to my > >> ears,"oh > >>>> yes > >>>>> it is definitely do-able." > >>>>> > >>>>> CALL 800-560-1640 and ask for Bob at ext. 1936 or call 312- 431- > >> 1936 > >>>>> > >>>>> Call Now Lets Get This Going. > >>>>> > >>>>> One of the TransAct introducing brokers is Amp Futures call 800- > >> 560- > >>>>> 1640" > >>>>> > >>>>> It was nice talking to you wed afternoon. > >>>>> > >>>>> Dan Miller > >>>>> > >>>> > >>>> > >>>> > >>>> ------------------------------------ > >>>> > >>>> Please note that this group is for discussion between users only. > >>>> > >>>> To get support from AmiBroker please send an e-mail directly to > >>>> SUPPORT {at} amibroker.com > >>>> > >>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > >>>> http://www.amibroker.com/devlog/ > >>>> > >>>> For other support material please check also: > >>>> http://www.amibroker.com/support.html > >>>> Yahoo! Groups Links > >>>> > >>>> > >>>> > >>> > >> > >> > >> > >> ------------------------------------ > >> > >> Please note that this group is for discussion between users only. > >> > >> To get support from AmiBroker please send an e-mail directly to > >> SUPPORT {at} amibroker.com > >> > >> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > >> http://www.amibroker.com/devlog/ > >> > >> For other support material please check also: > >> http://www.amibroker.com/support.html > >> Yahoo! Groups Links > >> > >> > >> > > > > > > ------------------------------------ > > > > Please note that this group is for discussion between users only. > > > > To get support from AmiBroker please send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > > > >
