building "intraday trading session replay" functio

Discussions about custom-built testing platforms written in C, C++, or Java.
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PTCM
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building "intraday trading session replay" functio

Post 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++ ?
TrendMonkey
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Post 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.
PTCM
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Post 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.
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