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For those of you who requested more information on what I was talking
about:
I am a professional software engineer. See www.miramarsys.com if you
care to know what I am currently working on. My background includes
digital control systems, digital signal processing, and networking. I
have personal interests in genetically evolved neural net systems.
I currently develop commodity trading systems for my own use with
TradeStation (boy, am I looking forward to the new 32 bit version),
NeuroShell Trader,
NeuroShell2, Gene Hunter, NeuroWindows, Genesis Navigator and
programs/analyzers of my own creation. I have, at times, acquired data
from vendors such
as Omega's data, and Genesis Financial Data Systems and most
importantly, data of my own creation. I currently subscribe to feeds of
end of day data,
public sentiment, and Commitment of Traders. This data is available in
several proprietary formats. I have
switched back and forth between them because of limitations of one kind
or another or limitations of the programs that make use of the data
- and now I am sick and tired of it.
I want a utility that can translate and COMBINE all these feeds, and my
own data into (as an example)
a simple CSV (spreadsheet readable) data file. One for each commodity
(or stock or whatever)
Perhaps later, I might transfer this into an ODBE or relational data
base. Since I am going that far, I intend
to create data filters which translate from (for example) CSI to
MetaStock and back. Further, this translation utility should have an
easy way to specify how
data is to be combined. Also, it must have the capability to be
scheduled to perform "batch" operations across a entire data set (say
all futures contracts available)
so that the retrieval, combination, analysis, presentation process can
be automated to, say, run overnight. Further, it should be COM/OLE2
aware as both server
and client. And, I would like to be able to view data from this combined
file (or a combination of files) say as OHLC bars, candlesticks or what
ever. I want to
be able to ADD/EDIT the data DIRECTLY in that view. Say, I define a
little graphic to represent the occurrence of an event on a day. The
program will create a new
field (column) in the summary file and enter the specified event in the
entry for that day.
I don't want much.... :-)
I am working on this app as a Microsoft MFC Visual C++ 6.0 MDI (multiple
document interface)/ OLE Client/Server, ODBC with the document/view
model.
I can currently read and combine .CSV files and view them with the MFC
CListView. I intent to implement the OHLC view as a
class derived from MFC's CView class. I have never programmed graphical
views before, and I am not familiar with MFC's GDI, CDC, CPaintBrush,
CPen,
the translations involved from going from screen pixels to printer
pixels, image scaling, etc...
I was hoping that someone out there had source code for a OHLC (or any
kind of chart) derived from CView or CListView so I could "learn by
example" and
jump start my capability to create the various types of views that I
want to see.
Also, I was hoping that someone had the "data specifications" and "file
formats" for .CSI, and MetaStock data. This would save me from having to
"reverse engineer" these
file/database formats.
Thanks, in advance, for any help...
RQ
rquam@xxxxxxxxxx
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