According to the NYSE, imbalance data is republished several times per minute with a major re-publish at 3:50, but I can only seem to get alerts at 3:40 and I only get one. Can you consider sending more alerts or maybe making the imbalance a filter?

Perhaps the terms are getting confused.


I have one program which consumes T-I alerts and I want to run a second program which can receive alerts. When I try to run the second, it logs out the first, just as running the first program would log me out of a Trade-Ideas application.

I heard that you had some funky integration hooks so that we could run several programs simultaneously which shared the T-I login.

Is that a little clearer? I heard that you had some way of registering 3rd party programs with TI so that they could be launched and not compete for the login & connection.

Multiple API applications?

Hey guys, I've got one bot running using T-I and I wanted to start a second. Trying to hack the first would take a lot of work and it would introduce bugs into something that's working just fine as it is. When I try to run it side-by-side one will log the other one out. I heard that you were having some sort of T-I plugin or way of allowing multiple applications to share a single login.

If this is possible, can you share some more details?

thanks!

NASDAQ imbalance alerts?

The NASDAQ also publishes closing imbalances and it looks like they're moving huge volume. On some days they brag about moving $12 billion:

http://nasdaqtrader.com/Trader.aspx?id=OpenClose#data

I think this would make a great alert to go alongside the NYSE imbalance alert. Any chance this can be added?

subj: debug output request

Hey guys

I'm going through the debug output for the OddsMaker for trades which exit due to an alert rather than a trailing stop or timeout and I would like to get some more information added to the debug output. Can I request this feature for a new T-I release?


Currently the debug output for a trial which exited from an alert just contains the extra data:

Exit alert price=27.80 found at 2008-10-10 12:30:00, [...], Reason for exit=exit alert

I would _love_ to see which alert triggered the exit. For instance, if we added 15 minute wide range bar (Sh_WRB15) and 15 minute red bar reversal (Sh_RBR15) to the list of alerts for exit and the wide range bar triggered an exit, the debug could print something like:

Exit alert price=27.80 found at 2008-10-10 12:30:00 from Sh_WRB15, [...], Reason for exit=exit alert

or

Exit alert price=27.80 found at 2008-10-10 12:30:00, [...], Reason for exit=exit alert, Exit alert=Sh_WRB15

You could use the URL code Sh_WRB15 or the English name "15 minute wide range bar", it doesn't matter much (though the code would be more convenient for automated processing).


The reason that this becomes useful is that we may pick many different reversal alerts for a given strategy but without knowing which alerts get triggered it becomes extremely difficult to evaluate their effectiveness. Entries are often tailored to very specific alert conditions (often just one alert). We can be selective and pick the best entry from the entire universe of stocks. For exits we have to deal with the position we're given and so we may use many different alerts to handle a wide range of different follow-on conditions.

Thanks guys.

I've started looking into using alerts as exits and I think I found a couple of bugs. If not bugs then really weird behaviour :)

I set up a fairly simple VWAP divergence strategy which goes short with a 1% stoploss, exits after 30 mins and for "other exit condition" I set 2minute wide range bar, 5 min WRB and 15 min WRB. When I run the backtest, I see several trades where the stoploss seems to have been totally ignored. I've got losses of -5.29%, and one of -1.24%. Normally the OM's exits are perfectly 1% (in fact if I search for "Moved -1." I only get one hit - all exits are exactly 1% away or more) and the -5.29% loss is totally out of range.

There are only two of these aberrations in 764 trials so I suppose that's something but where there are two there are probably more which are hidden. Can you look into this? It sure looks like a bug. If it's expected behaviour can someone explain it to me? (settings & more details below)


Next, when I set some alerts in the "Other Exit Condition", run the OddsMaker and then go back to pick different alerts or just check which ones I've selected, all of the exit alerts have been cleared. I saved the windows setup and went into the .TIL file and I see that the extra alerts are appearing in the StrategyConfig entry for the window so the settings are being retained somewhere, they just aren't being populated properly.



To test this out for yourself, here are my settings:

DataConfig=O=10000000000000000000000000000000000_18_0&QVDD=1&MaxDNbbo=0.1&MaxPUp5=0&MaxPrice=650&MinDV=6000000&MinPrice=15&MinRV=2&MinVWVP=0.08&MinVol10=100&WN=Fade+VWAP+divergence

StartegyConfig=PriceMoveDirection=0&MoveType=1&DollarsValue=0.01&PercentsValue=0.1&ProfitTarget=1&UseStopLoss=1&StopLoss=1&ExitConditionType=3&ExitConditionPercent=0.5&ExitConditionBars=0.5&ExitConditionAlert=Sh_WRB2%3DON%26Sh_WRB5%3DON%26Sh_WRB15%3DON%26X_NYSE%3DON%26X_AMEX%3DON%26XN%3DON%26XX%3DON%26EntireUniverse%3D1%26WN%3DMy%2520Alerts&EntryHoursStart=0&EntryMinutesStart=30&EntryHoursEnd=0&EntryMinutesEnd=0&ExitTimeType=0&ExitTimeMinutesAfter=30&ExitTimeMinutesBefore=0

If you save a dummy layout file and edit it by inserting these values overtop of some other and then re-load the layout, you should get my config. I think.

Here are the problematic lines from the OddsMaker debug output:

#2008-09-15_001 CBI, Entry time=2008-09-15 07:01:01, Entry price=22.70, Timeout price=24.16, Timeout time=2008-09-15 07:30:00, Exit alert price=23.90 found at 2008-09-15 07:05:00, Stop loss price=22.927 found before 2008-09-15 07:10:00, Reason for exit=exit alert, Exit price=23.90, Loser, Moved -5.29%

#2008-10-03_051 MDU, Entry time=2008-10-03 10:45:00, Entry price=27.50, Timeout price=27.96, Timeout time=2008-10-03 11:15:00, Exit alert price=27.84 found at 2008-10-03 10:50:00, Stop loss price=27.775 found before 2008-10-03 10:55:00, Reason for exit=exit alert, Exit price=27.84, Loser, Moved -1.24%


(times are Pacific time, EST-3)


Thanks

Hey all,

I'm having troubles resetting the StrategyConfig property of an AxTradeIdeasWindowX. It works the first time with absolutely no problems but after I run the OddsMaker I want to reset the StrategyConfig. I can set the property but it doesn't seem to have any effect, all of the fields in the OddsMaker configuration remain unaffected.

Initially I thought I was building the StrategyConfig string incorrectly so I collected a dozen different StrategyConfig strings from the AxTradeIdeasWindowX directly and used them but again, it had no effect.

Immediately above this line I am setting the DataConfig property as well and it goes through just fine so it isn't a threading issue or a problem with the connection.

The two strategy configs I'm using are:

"PriceMoveDirection=0&MoveType=1&DollarsValue=0.01&PercentsValue=0.1&UseProfitTarget=0&ProfitTarget=1&UseStopLoss=1&UseStopLossWiggle=0&StopLoss=1&ExitConditionType=0&ExitConditionPercent=0.5&ExitConditionBars=0.5&EntryHoursStart=0&EntryMinutesStart=0&EntryHoursEnd=6&EntryMinutesEnd=0&ExitTimeType=0&ExitTimeMinutesAfter=10&ExitTimeMinutesBefore=0"

and

"PriceMoveDirection=1&MoveType=1&DollarsValue=0.01&PercentsValue=0.1&UseProfitTarget=0&ProfitTarget=1&UseStopLoss=1&UseStopLossWiggle=0&StopLoss=1&ExitConditionType=0&ExitConditionPercent=0.5&ExitConditionBars=0.5&EntryHoursStart=0&EntryMinutesStart=0&EntryHoursEnd=6&EntryMinutesEnd=0&ExitTimeType=0&ExitTimeMinutesAfter=10&ExitTimeMinutesBefore=0"

(for simplicity sake, they just differ in the direction, one is long and one is short.)

Here's the code where I set them:

 
 alertsWindow.Invoke(new MethodInvoker(delegate() { 
   alertsWindow.DataConfig = dc; 
   alertsWindow.StrategConfig = sc; 
   Thread.Sleep(900); 
 }));