Search found 66 matches

by SuperDriveGuy
Mon Jun 24, 2019 10:26 am
Forum: Bookmap API
Topic: Demo Execution Strategies
Replies: 20
Views: 23172

Re: Demo Execution Strategies

Hi,   I checked this on NQ and it happens there too. So basically, it looks like the PRICE needs to be multiplied by the "pip" size see "MinPriceIncrement=0.25" so 31123*0.25 = 7780.75 which is the correct price. Sure, I can add this to the DataRecorder class. Just wondering, if I overlooked somethi...
by SuperDriveGuy
Mon Jun 24, 2019 10:16 am
Forum: Rithmic
Topic: Connectivity to Rithmic-Amp issue
Replies: 2
Views: 13411

Re: Connectivity to Rithmic-Amp issue

Hi Gilbert/Sandra,
  Thanks for your help.

  The issue has now been resolved by your suggestion to change the Gateway to Default(from my previous setting of US East) in the Rithmic connection settings.

Thanks!
 
by SuperDriveGuy
Mon Jun 24, 2019 8:37 am
Forum: Rithmic
Topic: Connectivity to Rithmic-Amp issue
Replies: 2
Views: 13411

Connectivity to Rithmic-Amp issue

Hi ,   I am unable to connect to Bookmap using Rithmic datafeed. Issue is from before 09:00 CEST(Central European Summer Time).  The same connection to Rithmic works fine through NinjaTrader 8. AMP has already confirmed everything is OK at their end.  I have emailed support, but the automatic reply ...
by SuperDriveGuy
Thu Jun 20, 2019 8:50 am
Forum: Bookmap API
Topic: Demo Execution Strategies
Replies: 20
Views: 23172

Re: Demo Execution Strategies

Hi,     First of all thanks for providing the Demo scripts, they are really helpful in getting started in building something of ones own. So thumbs up for that!    I am trying to record only the trades executed data,like what you see in the Time&Sales. As I can only export data from T&S for only a c...
by SuperDriveGuy
Thu Jun 13, 2019 1:22 pm
Forum: New Features and Requests
Topic: VWAP
Replies: 0
Views: 3848

VWAP

Hi
   In addition to "repeat", it would be nice to have a "lookback" period to get a rolling vwap.

Thanks,
 
by SuperDriveGuy
Tue Jun 04, 2019 10:54 am
Forum: Bookmap API
Topic: multiple instances of same indicator
Replies: 3
Views: 5703

Re: multiple instances of same indicator

Thanks AndreyR! I was referring to the built in VWAP indicator, so look like that it is not possible to get multiple VWAPs. As an alternative maybe I can use one of the indicators provided as an example and just create copies as you suggested, so one for 10 mins, 30 mins etc etc I have one question ...
by SuperDriveGuy
Tue Jun 04, 2019 9:23 am
Forum: Bookmap API
Topic: multiple instances of same indicator
Replies: 3
Views: 5703

multiple instances of same indicator

How can I go about getting multiple instances of the same indicator?

e.g. I need the VWAP which resets every 30 mins AND I also need a VWAP which resets every day  say at 09:00
PS: I can one but NOT both as of now from the studies configuration of VWAP

any ideas?
by SuperDriveGuy
Thu May 30, 2019 12:37 pm
Forum: Bookmap API
Topic: Demo Execution Strategies
Replies: 20
Views: 23172

Re: Demo Execution Strategies

bump
by SuperDriveGuy
Mon May 27, 2019 1:05 pm
Forum: Bookmap API
Topic: Apply strategy to historical data
Replies: 3
Views: 12822

Re: Apply strategy to historical data

Hi AndreyR,   I actually worked it out from your reply to my VWAP study thread and VOILA! I now have the indicator applied to the already loaded data https://www.bookmap.com/forum/viewtopic.php?f=3&t=243   I just needed to add.. import velox.api.layer1.simplified.HistoricalDataListener and add .. im...
by SuperDriveGuy
Mon May 27, 2019 7:50 am
Forum: Bookmap API
Topic: Demo Execution Strategies
Replies: 20
Views: 23172

Re: Demo Execution Strategies

I second mpxtreme's request that the strategies should have capability to be applied selectively i.e. sometime one may want to use escape to get good entry or on target chase, but NOT on the SL. I have a related query... I think in the case of using the escape strategy(maybe its the same case with t...