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building "intraday trading session replay" functio
Posted: Tue Jul 04, 2006 1:03 am
by PTCM
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++ ?
Posted: Tue Jul 04, 2006 2:46 pm
by TrendMonkey
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.
Posted: Thu Jul 06, 2006 12:18 am
by PTCM
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.