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++ ?
building "intraday trading session replay" functio
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- Roundtable Knight
- Posts: 154
- Joined: Fri Apr 22, 2005 9:14 pm
- Location: Vancouver, Canada
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.
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#.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.
The tickdata is available at the HK exchange.
You could extract US tick data from the lastest TradeStation platform.