Liquidity Tracker is officially published

Custom indicators, trading strategies, data export and recording and more...
peterb123
Posts: 1
Joined: Sun Apr 14, 2019 10:07 am
Been thanked: 1 time

Re: Liquidity Tracker is officially published

Post by peterb123 » Mon Apr 29, 2019 9:02 am

I'm getting exactly the same error message as Brigitte above on Windows using dxfeed CME, symbol ESM19

On a Mac, I get
Bildschirmfoto 2019-04-29 um 11.00.46.png
Bildschirmfoto 2019-04-29 um 11.00.46.png (25.13 KiB) Viewed 2490 times
Thanks,
Peter

Tags:

AndreyR
Posts: 144
Joined: Mon Jul 09, 2018 11:18 am
Has thanked: 9 times
Been thanked: 37 times

Re: Liquidity Tracker is officially published

Post by AndreyR » Mon Apr 29, 2019 6:16 pm

Hi Peter,
The limitation by dxFeed license agreement does not allow to support external strategies on dxFeed*
You'll get an error message for some builds (Brigitte), or error info for some other builds (you on a Mac), or you just won't tick the indicator's checkbox in.
The only way to combine dxFeed and loaded indicators is to use delayed dxFeed data instead of real-time. That's exactly what the message you have attached says.

*Soon, we will develop a certification process to allow specific strategies run with dxFeed data. The purpose of this certification process is to make sure strategies are compliant with non-display data usage policy enforced by dxFeed.

SuperDriveGuy
Posts: 67
Joined: Thu Nov 01, 2018 1:50 pm
Has thanked: 38 times
Been thanked: 9 times

Re: Liquidity Tracker is officially published

Post by SuperDriveGuy » Tue Apr 30, 2019 9:03 am

SuperDriveGuy wrote:
Tue Apr 09, 2019 1:47 pm
Hi Serg,
The sigmoid weights return to the same value on BOTH nodes e.g. if first node is set to 3, the second node also gets updated to 3(after the indicator settings is closed and reopened). I don't think this is working OR am I doing something wrong here?

I want the first node to be 3 and the second node set to 10.

Thanks
Any idea on this?

cryptoleptic
Posts: 6
Joined: Fri Apr 05, 2019 9:42 pm
Been thanked: 1 time

Re: Liquidity Tracker is officially published

Post by cryptoleptic » Sat May 11, 2019 2:47 am

Thank you for this. It seems like it could be described as an organic Bid Ask Sum plot, yes? Very valuable.
The part I find confusing is that each of the three plots is working to a variable scale, eg the bid plot may have a maximum axis ceiling of 500,000, while the maximum on the bid is 600,000.

Would it be possible to lock ZERO for both at the bottom of the panel (as you can't have negative number of orders), so that the plots can carry a relationship to each other that's more meaningful? Or am I missing the point altogether?

Likewise, could the zero point of the LT imbalance plot be locked to the center of the panel and have the value move above and below it. I know it already moves above and below it, but the zero level keeps moving, so a glance at the screen is ambiguous unless I first hunt for the zero level.

There's already an option to display imbalance as a percentage. It can't be more than +100% or less than -100%, so why not fix the panel to always show -100% at the boittom, up to 100% at the top, with 0% in the middle? At this moment as I write this, the Imbalance axis is showing up to about +75% and down to -100%, so the 0% level (equilibrium) is about 2/3rds up the panel, which makes the plot seem to imply something that it isn't. At least make the 0% level a thick black line...

Anyway, none of these are criticisms, just respectful reqquests for consideration to make the tool even better than it already is

Many thanks

Serg
Posts: 106
Joined: Mon Jun 11, 2018 12:40 pm
Has thanked: 17 times
Been thanked: 28 times

Re: Liquidity Tracker is officially published

Post by Serg » Mon May 13, 2019 5:23 pm

cryptoleptic wrote:
Sat May 11, 2019 2:47 am
... Would it be possible to lock ZERO for both at the bottom of the panel (as you can't have negative number of orders), so that the plots can carry a relationship to each other that's more meaningful?

... Likewise, could the zero point of the LT imbalance plot be locked to the center of the panel and have the value move above and below it.

... why not fix the panel to always show -100% at the boittom, up to 100% at the top, with 0% in the middle?
Thanks a lot for your feedback.

All 3 suggestions make sense and the API does support grouping of indicators withing the same Y-axis and specifying all mentioned axis rules.

A thought about the 2nd remark: perhaps it would be easier to compare the values if bid and ask liquidity were shown as area chart where ask expands from top to bottom, and bid -- from bottom to top. The range of both axis should be identical, but the axis of asks should be flipped vertically.

In regards to the 3rd remark, since typically the imbalance isn't significant, it will be less noticeable, so probably it would look better on an automatically adjustable scale. However, the zero should certainly be in the middle of the range.

I'm going to review the indicator during next couple weeks, mainly to add the ability to specify which order sizes to be accounted, to include historical data (since subscription to the instrument), and to make it recompute previous values when settings are changed. So, I will also review the axis scaling then.

Regards,
Sergey

Serg
Posts: 106
Joined: Mon Jun 11, 2018 12:40 pm
Has thanked: 17 times
Been thanked: 28 times

Re: Liquidity Tracker is officially published

Post by Serg » Mon May 13, 2019 5:44 pm

SuperDriveGuy wrote:
Tue Apr 09, 2019 1:47 pm
Hi Serg,
The sigmoid weights return to the same value on BOTH nodes e.g. if first node is set to 3, the second node also gets updated to 3(after the indicator settings is closed and reopened). I don't think this is working OR am I doing something wrong here?

I want the first node to be 3 and the second node set to 10.
Thank you, I see now that there is a bug in implementation of this mutual dependency between the two nodes. It was supposed to set the first node = second node (which is similar to uniform option with N levels) if user attempts to create an invalid state i.e. when first > second. Only the other node should be adjusted automatically, not the one that user selects. I'll fix it soon together with these planned updates.

Pierre
Posts: 1
Joined: Tue Sep 17, 2019 10:50 am

Re: Liquidity Tracker is officially published

Post by Pierre » Wed Sep 18, 2019 4:13 pm

peterb123 wrote:
Mon Apr 29, 2019 9:02 am
I'm getting exactly the same error message as Brigitte above on Windows using dxfeed CME, symbol ESM19

On a Mac, I get
Bildschirmfoto 2019-04-29 um 11.00.46.png

Thanks,
Peter

Hi Peter, I got the same problem of you. What did you do to make it work?

AndreyR
Posts: 144
Joined: Mon Jul 09, 2018 11:18 am
Has thanked: 9 times
Been thanked: 37 times

Re: Liquidity Tracker is officially published

Post by AndreyR » Tue Oct 15, 2019 1:44 pm

Hi Pierre,
What build number are you running? Help -> About -> Version ?.?.?. build ???

Post Reply