Archive for July, 2009

Jul
31

Using MB Trading with NeoTicker

This article show how to connect NeoTicker to MB Trading to receive data and place order.

Follow steps below to establish connection between NeoTicker and MB Trading data and order placement.

1, download and install MBTrading Order Server.
2, download and install MBT Navigator.
3, setup NeoTicker to use MB Trading as data feed.
4, setup NeoTicker to place order to MB Trading.
Continue Reading…

Jul
31

Open E Cry Order Server 1.50 Released

New Features

– Support OEC API 3.4.0.0
– Real tick by tick streaming

Current OEC Server API Versions and Matching Order Server Version

API server is using API 3.4.0.0, requires this release of order server
Sim server as of tonight, Friday, July 31, 2009 will switch over to API 3.4.0.0, requires this release of order server
Production server is using API 3.3.0.0, requires order server version 1.40

Important Notice

– Does not work with prior OEC API versions

Jul
30

S&P 500 Breadth Chart

sp500breadth_20090730_164837

As of 2009 Jul 30 close.

SP_D3A model : short

What are SP_D3A and SP_TICK16?

Jul
29

S&P 500 Breadth Chart

sp500breadth_20090729_164926

As of 2009 Jul 29 close.

SP_D3A model : short

What are SP_D3A and SP_TICK16?

Jul
28

S&P 500 Breadth Chart

sp500breadth_20090728_091416

As of 2009 Jul 27 close.

SP_D3A model : short

What are SP_D3A and SP_TICK16?

Jul
22

S&P 500 Breadth Chart

sp500breadth_20090722_080100

As of 2009 Jul 21 close.

SP_D3A model : going short

What are SP_D3A and SP_TICK16?

Jul
18

S&P 500 Breadth Chart

sp500breadth_20090718_122146
As of 2009 Jul 17 close.

SP_D3A model : long

What are SP_D3A and SP_TICK16?

Jul
17

NeoTicker 4.20 Build 53 Released

Important

This release is recommended for all users.

It is recommended that you install this version if you are using 4.20 Build 47 – 52.

All lease version NeoTicker prior to this build will expire by end of September. Please update to this release (or future releases) at your earliest convenience.

New Features

– New indicator function DateTime2UTC available thru IDL, script, and both quote and indicator formulas. It returns the Universal Time, Coordinated based on the input date time with time frame definition obtained from the context where the function is called.

Itself.Datetime2UTC (ADateTime : double) : double

– A set of astronomic functions are now added through the NTLib object. Same set of functions are also available in formulas. Details can be found in the help file.

NTLib.UTC2Julian (ADateTime, JDate, JTime)
NTLib.Julian2UTC (JDate, JTime, ADateTime)
NTLib.Sun (JDate, JTime, sr, rr)
NTLib.Moon (JDate, JTime, mm, bm, mr, r)
NTLib.MoonPhase (JDate, JTime, mp)

– Introducing a new style of trading system fill mechanism called Illiquid Worst. It works like the Worst Case style except that limit orders are filled at the inidcated order price, as long as it is no better than what the market condition is allowed for. e.g. A buy limit order at $50 will be filled at $50 even if the next bar traded at $30 to $35 only. If the next bar traded at $55 or higher, then there will be no fill.

– Advanced Fill Mechanism added option to fill limit orders by the limit price disregarding better market condition.

– Major improvement on quote formulas memory usage when users choose to override the days to load on indicators and data series involving N-minute bars or other higher timeframes

– Help file updated

Bug Fixes

– import text file tick data with certain boundary size can trigger a crash

-during the opening of a group, closing a time and sales window that just got activated can sometimes crash NeoTicker

– during frequent disconnect, with huge number of data requests to download data for use with quote formulas, may occasionally result in crash

Jul
15

S&P 500 Breadth Chart

sp500breadth_20090715_162106
As of 2009 Jul 15 close. Extreme reading.

SP_D3A model : long

What are SP_D3A and SP_TICK16?

Jul
13

S&P 500 Breadth Chart

sp500breadth_20090713_085542
As of 2009 Jul 10 close.

SP_D3A model : going long

What are SP_D3A and SP_TICK16?

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