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Re: WL data feeds / tick updating



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Yep, I'd certainly love to use WL with Tenfore. Their satellite feed is
first class.
----- Original Message ----- 
From: <trader@xxxxxxxxxxxx>
To: "omega-list" <omega-list@xxxxxxxxxx>
Sent: Monday, September 15, 2003 11:35 AM
Subject: RE: WL data feeds / tick updating


> > -----Oorspronkelijk bericht-----
> > Van: unicorn@xxxxxxxxx [mailto:unicorn@xxxxxxxxx] Namens Alex Matulich
>
> > Volker:
> >
> > >>Does Wealth-Lab works with few data feeds at the same time? F.e.
> > >>receive EUREX from eSignal and NASDAQ from QCharts?
> >
> > >What a question :)
> > >
> > >YES.
>
> How about EUREX from Tenfore ? Or any of the other not supported
> datafeeds for wich developers have made custom programs so TS2000
> can work with them ?
>
> It's very good to see many people working on scripts with the
> WL comunity but unfortunatly no developers working on for instance
> a DDE feed program :-(
>
> > One thing I'd like to know, does WL update indicators in real
> > time as the ticks are coming in, or only at the end of each
> > bar?  That's one feature of TS that I very much need and use.
>
> Same here. WLD can not do that and no plans to implement
> that shortly.
>
> > I wish TS would do the same for trading strategies, but it
> > does it only for indicators (WL doesn't distinguish between
> > the two, correct? You can write a trading strategy that
> > simultaneously plots things?).
>
> For strategies it would not be a good idea. It would get you in
> and out of a trade multiple times on the same bar if your signal
> is very close to the signal level. Real time results would differ
> a lot from backtested results in those cases because costs and
> slippage would be completely different.
>
> WL indeed doesn't distinguish between signals and indicators.
> You place it all in one script wich is probably why it is not
> possible to update only the indicators in real time. It has it's
> advantages, because you only need to write a scrip all in 1 piece
> and add some plots but the disadvantage you discribe above is
> indeed for real time traders very anoying (and not workable for
> me actualy)
>
> greetings
>