Thanks for following up on this Dan. I have been trading my ER2 system live for a few days now. It barks out commands for me to send market or limit orders. However, I have noticed that my limit orders are acknowledged 1-3 seconds before the charts show the price hitting the limit price (I have 1 second refresh on AB). So there is quite a measurable delay on my system. I have IQ Feed for AB. My broker's charts also have a similar delay from Comstock as a feed. It would be interesting to see if the TransAct feed would perform better.
Best regards, Dennis On Apr 3, 2008, at 12:33 PM, ab319320 wrote: > 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 >>> >>> >>> >> > > > > ------------------------------------ > > 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 > > >
