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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 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.
>
> 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
>
>
>
------------------------------------
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