In the mean time, where is the ideal replay.

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bowlesj3
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In the mean time, where is the ideal replay.

Postby bowlesj3 » 03 Feb 2009

It seems many want a replay feature and I am sure MC will eventually have one. In the mean time I am wondering where one might exist that matches these criteria (or comes somewhat close) and what it might cost. Others may also want to describe the replay features they want (or second the ideas I have for it) and ask the same or similar questions. I am sure TSS would be interested in these details rather than just an "I want a replay" request which could lead to a lot of wasted programming time by missing the bulls eye.

The perfect replay for me would be this:
There is a special chart up at all times but hidden in the background when the replay is running. It displays the trading day in minute bars. I would compress it to see the whole day. It does not change. It has one purpose and that is to select where to start each replay. I simply click on one of the minute bars and the replay starts from there. Lets call this special chart the "replay reference chart". This chart does not change as the replay is running because it has to be referenced quickly for the next replay run. To stop the current replay and restart another replay from a new point the user does this. First a hot key is pressed to get to the "replay reference chart" in view then the user clicks on that chart to select a new restart point for the next replay. (real simple - as it should be!). The 2nd and 3rd charts show the replay. They are 1 minute bars and 10 second bars (but this could be changed). Ideally it would be even better if others such as 5 minute bars could be added to make it a true replay. Perfect would be my standard setup for the replay plus the "Replay Reference Chart" hidden away until the hot key brings it back. The replay, as it moves along, would show the charts forming exactly as they did during the trading day (a perfect match). Generally the speed would be the normal speed but sometimes I may want to have it go faster. Rarely slower. The feed idealy would be Interactive brokers for cost savings. If the user wants to change replay settings a 2nd hot key brings up a special form for this. In my case they would almost always be the same every day so I would use this form only once most likely.

Again, I have no intention of switching away from MC for actual trading but here are the questions. What replays are out there now? How close does it come to the above? What does it cost? What is the feed?

Thanks,
John.

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TJ
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Postby TJ » 04 Feb 2009

you are talking about TradeNavigator by Genesis.
http://tradenavigator.com/

Furthermore...

It replays at tick level.

It can replay multiple symbols at different resolutions at the same time.
e.g. concurrently a 5 min ES chart and a 2 min YM chart.

It can replay the DOM, with 10 levels of B/A.

It can replay in regular speed, fast forward, pause, rewind, slow motion...


.
Last edited by TJ on 04 Feb 2009, edited 1 time in total.

bowlesj3
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Postby bowlesj3 » 04 Feb 2009

Thanks TJ and thanks in advance to anyone else who responds to reduce my posts. I'll have to check that program out soon.

John.

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Postby TJ » 04 Feb 2009

I have not seen it operate, but I understand Neoticker also replays at tick level.
http://www.tickquest.com/

it can also replay multiple symbols.

however Neoticker uses only single core in all its processing.

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Postby bowlesj3 » 13 Apr 2009

I wrote to the "The Trade Navigator software" people. It turns out that the replay I describe in the initial creation of this post can not be done by their software. However Rob from tech support is going to submit the idea to the developers.

For me what I describe is the only thing I would be interested in paying for. Maybe TSS would like to reread it. The way I see it most traders will have one parameter setting that they use over and over and the ability to restart almost instantly from a visual cue would be of significant value to them. I also suspect most would want the bars to appear exactly the same as the bars they saw during the trading day.

John.

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Postby miltonc4 » 14 Apr 2009

TJ
Do you know if Genesis data can be collected real time by MC,
Thanks
Milton

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Postby TJ » 14 Apr 2009

TJ
Do you know if Genesis data can be collected real time by MC,
Thanks
Milton

don't know.
why can't you ask them?

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Andrew Kirillov
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Postby Andrew Kirillov » 14 Apr 2009

How we see our future data replay tool:
1. It should replay data on user-specified resolution. For example. If I need a precise emulation - I set 1 tick. If don’t need the highest precision you may set 1 minute or let’s say 7 minutes. It is mimic to lookinsidebar TS feature.
2. It should replay all symbols at once if user specified it. It is necessary if one runs multi-symbol strategies or indicators and the scanner as well.
3. It should allow a user to easily change speed of playback and should have VRC/DVD like controls on main MultiCharts toolbar/menu.
4. It should allow a user to jump to a specific bars or time bookmark and start playing from this point.
5. MultiCharts should get the data from database or request it from data feed if it is absent automatically.

Does it make sense for you? Did I miss something?
Suggestions are welcome, because we are about 3 months from this feature and we need to consider all ideas.
Thank you.

2haerim
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Postby 2haerim » 14 Apr 2009

5. MultiCharts should get the data from database or request it from data feed if it is absent automatically.

I would like to be able to stop automatic replay and manually feed quotes for a symbol.
So, in the middle of automatic replay, I would press Pause Automatic Replay
and Send Quote button which will show up a manual feed dialog for a symbol. It will allow me to enter/select a symbol, price, volume. The default value could be from database, but I can modify as I wish. Then finally I press Send button to feed one tick to see how it affects the system.
Once I've done with manual feed, I close the manual feed dialog and press Resum Automatic Replay button.

Sample manual feed dialog would be like one shown in attached picture.
Attachments
SendQuote.png
SendQuote.png (7.03 KiB) Viewed 281 times

drwar
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Postby drwar » 14 Apr 2009

[quote]How we see our future data replay tool:
1. It should replay data on user-specified resolution. For example. If I need a precise emulation - I set 1 tick. If don’t need the highest precision you may set 1 minute or let’s say 7 minutes. It is mimic to lookinsidebar TS feature.
2. It should replay all symbols at once if user specified it. It is necessary if one runs multi-symbol strategies or indicators and the scanner as well.
3. It should allow a user to easily change speed of playback and should have VRC/DVD like controls on main MultiCharts toolbar/menu.
4. It should allow a user to jump to a specific bars or time bookmark and start playing from this point.
5. MultiCharts should get the data from database or request it from data feed if it is absent automatically.

Does it make sense for you? Did I miss something?
Suggestions are welcome, because we are about 3 months from this feature and we need to consider all ideas.
Thank you.[/quote]

1) Add built in trade simulator which works off Bid/ask
2) OCO and Brackets setup right in the trade simulator display
3) I assume that the Jump to specific bar or date/time would allow indicators to settle. So then a format symbol feature would be necessary
to set the start date for the indicators.

You need to describe more about how you envision that whole process. The procedure for setting everything in place to start a simulation. I think a good simulator is NT. You might get some ideas from that including their chart trader.

J~


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