building "intraday trading session replay" functio

Discussions about custom-built testing platforms written in C, C++, or Java.
Post Reply
PTCM
Roundtable Fellow
Roundtable Fellow
Posts: 82
Joined: Fri Dec 19, 2003 2:58 pm
Location: Hong Kong

building "intraday trading session replay" functio

Post by PTCM » Tue Jul 04, 2006 1:03 am

I'm in the process of building a trading simulator that accepts DATE, TIME, OPEN, HIGH, LOW, CLOSE txt file in order to simulate intraday trading environment.

I want the simulator to trigger a sound file whenever the market trades through certain moving averages and correlation indicators.

Has anyone done similar simulator in C# or C++ ?

TrendMonkey
Roundtable Knight
Roundtable Knight
Posts: 154
Joined: Fri Apr 22, 2005 9:14 pm
Location: Vancouver, Canada

Post by TrendMonkey » Tue Jul 04, 2006 2:46 pm

If you can figure out how to run the simulations accurately, surely playing a .WAV file (or whatever) is no big deal?

May I ask where you get your pricing data from? Is it just for the HK market? My limited observation was that per-tick pricing data (in my case for North American equities) is expensive beyond the reach of most retail traders.

PTCM
Roundtable Fellow
Roundtable Fellow
Posts: 82
Joined: Fri Dec 19, 2003 2:58 pm
Location: Hong Kong

Post by PTCM » Thu Jul 06, 2006 12:18 am

TrendMonkey wrote:If you can figure out how to run the simulations accurately, surely playing a .WAV file (or whatever) is no big deal?

May I ask where you get your pricing data from? Is it just for the HK market? My limited observation was that per-tick pricing data (in my case for North American equities) is expensive beyond the reach of most retail traders.
I figured out how to run simulations accurately on TradeStation long time ago, but not in C#.

The tickdata is available at the HK exchange.
You could extract US tick data from the lastest TradeStation platform.

Post Reply