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There have been a number of inquires about plotting bid/ask values on
the tick level. In TS100 it can only be done with a DLL, such as
Hashnumbs (http://www.ozemail.com.au/~qtrade ) or Stuart Okorofsky’s GV
DLL (krofs@xxxxxxx) or Doug Demming’s Pro GV (http://www.investLabs.com
). The gif below shows best bid/ask/ trades all plotted in a 1 tick vol
bar chart using a DLL from the mentioned suppliers.
The data is not in RT so the best bid/ask change only at the beginning
of each new minute. In RT the changes occur when ever a new best bid/ask
is available for a new trade price. Back test at this time interval (to
the second) is not possible due to Omega not having references at the
seconds interval. E.g., a function TimeToSeconds analogous to
TimeToMinutes. (Actually, back testing would be possible if the data
from the bid/ask/ trades were written to a file from the DLL. Then the
sequential order of the bid/ask/ trades would be preserved, but that is
too cumbersome).
I have emailed Omega about TS100 not having references to the seconds
time
frame. If you think you may ever have need of this capability please
email Omega asking for this feature. (Please email Omega about this even
if you do not think you may ever have need to operate on the seconds
time level. You never know.) It looks as if TradeWareX can reference to
the seconds time frame.charting Bid and Ask??
Wayne
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