Wednesday, June 23, 2010

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RTDF – Free Real Time Data Feed to Amibroker

12 APRIL 2010 2,386 VIEWS 7 COMMENTS

Next to Mansi RT here is another light weight utility for Amibroker with realtime data feed which extracts data from yahoo finance

Real Time Data Feed to Amibroker

RTDF is a light weight executable ( neither .Net nor Java) developed using C/C++.
The demo release is free with NO time expiry and without proxy capability.

The demo release uses only 2/3 user selected symbols.Total number of
characters of these symbols should not exceed 12.

The demo release supports tick charting and also includes intraday 1minute backfill.
The licensed version has the following features…

Includes unlimited symbols and with proxy capability.
Reasonably priced.
Supports multiple instances.
Includes 5 minutes 5 days backfill capability.
For more details please email to rtdf.ab@gmail.com

Would greatly appreciate if users send their suggestions/bugs and further improvements to the above email address.

INSTLLATION INSTRUCTIONS

Download RTDF
Install VS2008 runtime redistributable package if necessary.

USAGE OF RTDF 0.1.0

Open Amibroker with your existing database or with new database.
Run RTDF.
Enter yahoo login details by pressing “Settings” button
Press “Start” button.
For back fill, press “BackFill” button and select 1m menu.
Enjoy trading with real time chart.

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ManshiRT – Setup Free Realtime Datafeed for Amibroker

3 MARCH 2010 7,453 VIEWS 14 COMMENTS

Here is an amazing realtime datafeed software for Amibroker available at free of cost. This light weight utility Extracts realtime datafeed from Yahoo,ODIN,TT Advance,Keatpro. Also the software has an autobackfill funtionality for NSE,BSE,NASDAQ which sounds little amazing.

Download ManshiRT – Alternative Link

Supporting Softwares Required
1) Dot Net 3.5 Framework SP1
2) VS 2008 redistributable

Its is not recommended to use the Microsoft download mirror to download supporting softwares if you are not using the official version of windows

To know how to install watch out the video for Installation instructions

For more support visit ManshiRT yahoo group

Update ManshiRT 0.9.1.1 Version Released

Dear Members,

1.0.1.1 of ManshiRT has been released. It is available at

http://www.4shared.com/file/klWZTmsh/ManshiRT-1001-03May2010.html

The new features in this release are:

1) Metastock support has been added
2) FCharts support has been added
3) PIB support has been added
4) Nest Trader support has been added

Metastock Support
Metastock support has been added in the latest release. To configure Metastock, follow the following steps:
1) Open settings dialog
2) Click on “Charting S/W” tab
3) Give metastock DB directory in “MS DB Directory” textbox. Preferably, give an empty directory path
4) Click OK

Notes:
1) Metastock charts should refresh automatically. If it does not happen, please run MetaRefresh.exe tool which is being included in this release. I am working on finding a better mechanism to solve this issue – untill then please use this method to refresh charts
2) Win7 and Vista users, make sure ManshiRT is run as an admininitrator – right click and select “run as administrator”

FCharts Support

ManshiRT Configuration – follow the following steps to configure ManshiRT for FCharts

1) Open settings dialog
2) Clcik on “Charting S/W” tab
3) Under specify a data directory for FCharts data in “Fcharts” Data folder text box eg c:\ManshiRT\ChartsData

FCharts Configuration – following the following steps to configure FCharts to use RT data from ManshiRT server:

Open FCharts, and choose “Intraday” button on the left hand side, which will open a dialog named “Live Data”. Ensure following settings has been made to get real-time data.

a) Source: Ascii Files
b) choose “Open feed on startup”
c) Under Import Ascii Files, specify FCharts directory as given above e.g. C:\ManshiRT\ChartsData
d) choose “Import changed files only”
e) Specify update frequency in seconds as you wish – Poll every _ seconds (1 to 60)
f) Start to update real-time/backfill data’s

PIB Support

PIB support with backfill has been added – though it has not been tested extensively. Follow the following steps to configure PIB:

1) Open settings dialog
2) Click on “PIB / TT Adv” tab
3) Give PIB data directory in “PIB Data Directory” text box. Note this is the directory where .csv data files are created. For an example, if PIB is insalled in C:\Program Files\IndiaBulls and your client id is 23417, the data directory should be c:\Program files\IndiaBulls\23417\Data.

TradeTiger Support

1) Open settings dialog
2) Click on Odin Watchlist tab
3) Select source as “Trade Tiger”. Trade tiger watchlist numbers will be displayed in the watchlist list box below the source combobox
4) Select a watchlist and click on “Start RT Data Capture” to start real time data capture from the Trade Tiger.

Please note vs 2008 redistributable is pre-requisite for this functionality. It can be downloaded from http://www.microsoft.com/downloads/details.aspx?FamilyID=9b2da534-3e03-4391-8a4d-074b9f2bc1bf&displaylang=en

Vista and Win7 users – Make sure ManshiRT and TradeTiger are running in administrator accunt.

Metastock Backfill

A small change has been made in the metastock functionality and backfill should work fine now – though I have not been test it throughly. Kindly report any issues you face.

Nest Trader Support

Follow the following steps to configure Nest Trader. Make sure that Nest Trader has already been started before doing the following.

1) Open Settings dialog
2) Click on “Odin Watchlist” Dialog
3) select source as “Nest Trader”. The watchlist below will be populated with the available Nest Trader watchlists
4) Select watchlist and click on “Start RT Data Capture”
5) Click Ok

Note: During testing, it was observed tht Nest Trader updates only symbols which are visible in the list. Prices for other symbols are updated only when these are scrolled and thus are updated when become visible. The is a Nest Trader issue only.

Update

A new verions, 0.9.1.4, of Manshi RT has been released which is available at
http://www.4shared.com/file/hr-iDZKZ/ManshiRT-0914-15Apr2010.html Changes

1) Yahoo symbol limit has been increased from 50 to 185 symbols

2) Trade Tiger backfill – a visual user interface to notify user about success, failure and reason of failure of the backfill. Using this UI, the backfill symbol name can also be changed, if neeeded

3) Symbol mapping – now the symbol mapping could be initiaed from the RT ticker. The selected symbol/s will be automatically added to the symbol map table. This will assist in avoiding symbol errors during symbol mapping. To use this feature, select a symbol right click and select “Symbo Map” option

If you face any issue, please send debug traces. To capture debug traces, enable debug through “Settings->Debug”.

Regards

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Exploring Yahoo Realtime Data Feed

23 FEBRUARY 2010 2,675 VIEWS 17 COMMENTS

Here is an everyone’s question. How to and from where to fetch intraday realtimedata feed. Here is the link where the yahoo finance offers real time data updates in realtime in csv format at free of cost.

http://chartapi.finance.yahoo.com/instrument/1.0/^nsei/chartdata;type=quote;range=1d/csv/

Where the ^nsei denotes the yahoo finance symbol for Nifty


For Example by replacing ^nsei with the ACC.NS(yahoo finance symbol for ACC we could be able to get the realtime intraday data for yahoo feed in csv format(1 min data). Where the Yahoo finance symbol for nse stocks can be found from Yahoo Symbol Lookup

http://chartapi.finance.yahoo.com/instrument/1.0/ACC.NS/chartdata;type=quote;range=1d/csv/

and range=1d denotes intraday data feed and range=5d denotes past 5days data feed

The below link give the realtime data feed for past 5days which could be used as a source to backfill your chart for the past 5 days.

http://chartapi.finance.yahoo.com/instrument/1.0/ACC.NS/chartdata;type=quote;range=5d/csv/

Just those who have little stuff with .Net programming could decode this csv data Plus writing few lines of Amibroker Dll Plugin will make you able to feed these free real time data into your amibroker software at free of cost which most of the traders are wasting time in paying for a realtime software

Will do some more Reverse Engineering about the real time feed fetching some time later on


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Free 1min IEOD Data for MCX, NSE Equities and Futures

12 JUNE 2010 907 VIEWS 6 COMMENTS

Recently Investbulls had announced that due to operational and technical reasons they are going to discontinue the free IEOD service from 16 Jun 2010. This is a big blow for the amibroker, metastock and other IEOD users to take positional and intraday decisions. Now its time to think about the alternative path to get the IEOD data.

After a few search i landed in Inditraders thread where one of the regular user PRA of inditrader is updating the IEOD data regularly in 4shared

And Also you can continue with the same Investbulls IEOD database by using the merge option in amibroker. First take the backup copy of your Investbulls data base and then update the data from the PRA database in your same Investbulls Database you will get two symbols for Example 3iinfotech will have two symbols , i.e 3iinfotech.ns(investbulls) and 3IINFOTECH-EQ-NSE. Now merge the 3iinfotech.ns along with 3IINFOTECH-EQ-NSE. It will take little bit of time to convert all the symbols in Investbulls database. One you had done it you dont need to repeat it again. Hope Pra will update regularly the IEOD database for NSE Equities, Futures and MCX Futures.

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70/1030 EMA AFL code for Amibroker

14 MAY 2010 1,206 VIEWS 4 COMMENTS

Here is a simple logic how to plot 70min/ 1030min EMA in your amiboker software. 70/1030 EMA crossover is a popular strategy witht the yahoo 5min charts. And if your tried with amibroker with the same 70min and 1030 min you would probably end with the wrong ema plots as the maximum limit of the EMA parameter is limited upto 300 only.

The possible logic behind the 70min and 1030 min plot in yahoo finance chart is “Yahoo Charts computes the 70min and 1030 min EMA for the 1 minute candles. and plots the same in 5 min charts. i.e the actual EMA to be plotted in amibroker for 5 min charts is 70/5=14 EMA and 1030/5=206 EMA which plots the charts exactly as in Yahoo Finance charts.

I had plotted the same for the 5min charts for nifty with Buy/Sell Signal. Buy/Sell Signal will be produced when ever the EMA crossover happens. Download the 70/1030 EMA Strategy AFL code

_SECTION_BEGIN(“Price”);
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat(“{{NAME}} – {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}”, O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, “Close”, ParamColor(“Color”, colorBlack ), styleNoTitle | ParamStyle(“Style”) | GetPriceStyle() );
_SECTION_END();

_SECTION_BEGIN(“EMA”);

Range1=Optimize(“range1″,14,1,20,1);
Range2=Optimize(“range2″,206,1,125,1);

Buy = Cross((EMA(Close,range1)),(EMA(Close,range2)));
Sell = Cross(EMA(Close,range2),(EMA(Close,range1)));
Short = Sell;
Cover = Buy;

// plot expanded average

Plot(EMA( Close,range1), “70min-ema”, colorRed );
Plot(EMA( Close,range2), “1030min-ema”, colorGreen );

// plot arrows
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low, High ) );

_SECTION_END();

Strategy Used

USED Moving Average Crossovers in Amibroker : 206 EMA & 14 EMA
Charts Used : 5 min Charts

Go Long Rules
If The faster line (red ) goes above the green – > Close shorts & immediately go long.

Go Short Rules
The faster line (red ) goes below the green – > Close longs & immediately go short.

No other Indicators Needed… Works Well Especially in Volatile Times

Stop Loss
An initial acceptable range for the stop depending on your comfort level can be put. As the Nifty moves in your direction , immediately put the the stop at the purchase price + brokerage as soon as possible.

To Get these charts live for nifty with Zero minute delay visit nsetracker

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KAMAS 1.0 System with StoCCI for Amibroker – AFL Code

22 APRIL 2010 2,354 VIEWS 6 COMMENTS

KAMAS 1.0 is a user-friendly interesting system based on concepts provided byKaufmann – adaptative Ma’s, it is enhanced with StoCCI indicator, PPO indicator , auto-trendline and fibonacci cluster – auto fib levels wherever you click on the chart. Fully customizable. Of course You should optimize some parameters.

Based on technology provided by http://www.pcinvestor.com/ formerly stockcharts.com.

How to KAMAS 1.0 Trading System

Main windows shows signals. Also fibonnacci levels are provided. So You must be familiar with fibonnacci theory. There is pplotted possible trendline. You may set many parameters when right-clicking on AB panes.

When You have sell/short signal from StoCCI – it is when the indicator reaches 100 look for confirmation from PPO and Main windows (arrows and text). Opposite for buy/cover. Fib levels should help you find possible levels for support and resistance.

StoCCI – fully customizable – it shows signals when reachin 100 and 0, also when crossing EMA(movin average) and dots when it reaches desired levels of OB or OS – you set this levels with one-click .

Remmember – it is reasonable to look at (at least) two time frames . Hourly, 15, 5 min is desirable for comfort trading.

You may look for divergences on PPO , treat StoCCI as faster “brother” of PPO and You will be faster then others in crowd.

Here is view of used parameters in screenshot. If anything is not clear just look at the code (edit) and You will no more .. this stuff is open code!

To install system just copy and paste alle 3 files to FOrmulas/custom in AB directory.

Download the KAMAS System 1.0

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The Foundation by Southwind v-13.00 Int AFL Code

21 FEBRUARY 2010 5,182 VIEWS 33 COMMENTS

Here is an interesting and colourful AFL code which i found it over the web coded by Mr.Southwind(Dont know who he was… But simply the AFL code reads so).

Southwind AFL Code for Nifty

Southwind AFL Code for Nifty

When i explored the AFL code it contains the Heiken Ashi candle and as usual ATR trailing stop loss line along with the Heiken Ashi candle. And more technical indications like Support-Resistance Pivot Basic Stochastic ,RSI ,MACD and few more technical interpretations on the left side of the charting space. At a first time giving a impression that the trading system is much complicated. But it all just a combo Package of simple trading interpretations. Moreover I hadn’t explored much with this indicator. If you have free time then just go through the indicator. The color of the Heiken Ashi candle shows blue color for the uptrend and yellow for the sideways trend and the red color to indicate the downtrend. The Colored Candles of nifty daily chart is shown above. Just click on the picture to have a bigger view

Download The Foundation by Southwind v-13.00 Int AFL Code

To Install this indicator

1)Extract the Foundation-Int.rar and save it in your local hard drive

2)Copy JurikLib.dll and kpami.dll and paste it in your Amibroker Plugin folder which is by default C:\Program Files\AmiBroker\Plugins

3)Copy T3_include.afl to the AFL formula-include folder which is by default C:\Program Files\AmiBroker\Formulas\Include

4)Copy The Foundation v13.00.afl and paste it in AFL formula-custom folder C:\Program Files\AmiBroker\Formulas\Custom

5)Now to view the charts Open Amibroker and goto File->New->New Chart

6)then goto View->Charts and select the afl from the left plane under the Custom folder

7)Then set the background to black. To do so goto Tools->Preference and select the color tab and set thebackground color to Black

Its all done now the colourful AFL is ready!

If you find more explorations with this AFL then do share it here too

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Ichimoku Cloud AFL code

31 MARCH 2010 1,403 VIEWS 14 COMMENTS

_SECTION_BEGIN("Ichimoku Cloud Charts");
GraphXSpace =1;
prds = Param("Standard Line Periods?", 13,5,26,1);
prds1 = Param("Turning Line Periods?", 3,3,10,1);
prds2 = Param("Delayed Line Periods?", 12,4,25,1);
prds3 = Param("Spans Periods?", 16,10,52,1);
TL = ( HHV( H, prds1) + LLV( L, prds1) )/2;
SL = ( HHV( H, prds) + LLV( L, prds) )/2;
DL = Ref( C, prds2);
Sp1 = Ref( ( SL + TL )/2, -prds2);
Sp2 = Ref( (HHV( H, prds3) + LLV(L, prds3))/2, -prds2);
SetChartOptions( 0, chartShowDates | chartShowArrows | chartLogarithmic | chartWrapTitle );
_N( Title = StrFormat( "{{NAME}} - " + SectorID( 1 ) + " - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) Vol " + WriteVal( V, 1.0 ) + " {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ) );
Plot( C, "Close", colorBlack, styleCandle | styleNoTitle | ParamStyle( "Style" ) | GetPriceStyle() );
if ( ParamToggle( "Tooltip shows", "All Values|Only Prices" ) )
{
ToolTip = StrFormat( "Open: %g\nHigh: %g\nLow: %g\nClose: %g (%.1f%%)\nVolume: " + NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC( C, 1 ) ) );
}
PlotOHLC (Sp1,Sp1,Sp2,Sp2,"Cloud",IIf(Sp1>Sp2,ParamColor("Span1 Color", ColorRGB(0,255,0)),ParamColor("Span2 Color",ColorRGB(255,104,32))),styleCloud);
_SECTION_END();

Simple AFL code for Ichimoku Cloud Charts are given here which plots only the Ichimoku cloud charts for any kind of timeframe. As usual Ichimoku performs a high role in high probability trading and this can be applied to any kind of time frame. The default parameter in this afl code is 3,13,16. And the cloud chart can be used as a trailing stop loss or your trades. If there is a upward breakout /downside breakdown then long/short positons need to be taken accordingly. Sample Nifty Weekly chart shown with 10 years of Ichimoku cloud chart. Check how it plays a major role in taking trend decisions. If you are a regular investor/trader in this market then you should keep eye on this fruitful strategy