Collective2

Questions about MultiCharts and user contributed studies.
marekj
Posts: 51
Joined: 07 Aug 2009

Collective2

Postby marekj » 28 Jan 2010

Any plans for Multicharts to support Collective2?

TS and NT Trader supports it.

SP
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Postby SP » 05 Apr 2010

Any news on this ?

ctrlbrk
Posts: 79
Joined: 18 Feb 2010
Location: Dallas, TX
Contact:

Postby ctrlbrk » 05 Apr 2010

I've written an EasyLanguage interface for Collective2. It isn't the best, and wont be until you add external C++ DLL module for doing a HttpWebRequest. But it gets the job done.

The quick and dirty:
I decided the easiest thing to do would be to write a Collective2 function, that I can call from my signal. The function will then build the proper query and output to a text file the URL query. From there, wget for Windows (free, GNU) seemed like the easiest way to execute the URL query without using C++.

Signal
Call C2 Function where Buy and Sellshort commands are used.

Function
Build URL query and output to text file.

DOS
Use a batch file to check for a new text file (new signal generated), then use wget to execute the signal (URL query).

I built the function using the Signal API guidelines from Collective 2:
C2 Signal Entry API

If there is interest in this, please let me know and I'll post the code on the condition you have an existing C2 system in place and will help me test it

---

You can find more info on my forum, I'm still working on the code a bit before publishing it. I would post the URL here but can't. Go to my forum below and search "collective2".

Mike

ctrlbrk
Posts: 79
Joined: 18 Feb 2010
Location: Dallas, TX
Contact:

Postby ctrlbrk » 05 Apr 2010

BTW, I failed to mention my method does support setting profit targets and stop loss limits (OCO), and I tested it and it works well. I have a C2 strategy running with it.

Mike

SP
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Postby SP » 08 Apr 2010

Thanks Mike, will take a look at it. Did you test how fast it reacts, could it be used with a system based on tick/volumecharts with an average trade duration under 5-10 minutes?

ctrlbrk
Posts: 79
Joined: 18 Feb 2010
Location: Dallas, TX
Contact:

Postby ctrlbrk » 08 Apr 2010

My function submits the order within 1 second.

C2, on the other hand, has about a 6-8 second delay.

The shorter the trade duration the more likely you will have slippage that negatively impacts your performance.

Mike

NothingDone
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Re: Collective2

Postby NothingDone » 04 Sep 2010

Any news on this?


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