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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 amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> 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 amibroker@xxxxxxxxxxxxxxx, 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 amibroker@xxxxxxxxxxxxxxx, "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.
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SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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