own data feed DDE, ASCII. Update wave59 update periodically?

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cheo
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own data feed DDE, ASCII. Update wave59 update periodically?

Post by cheo » Fri Aug 17, 2018 1:31 pm

If I have a program that downloads my own datafeed into an ascii file that updates periodically, can wave59 be setup to check the ascii file say every 5 minutes for updated candles rather than me pushing the f5 button or whatever?

Cheo
Last edited by cheo on Mon Sep 10, 2018 8:20 am, edited 1 time in total.

sbank
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Re: own data feed, ASCII. Update wave59 update periodically?

Post by sbank » Sat Aug 18, 2018 9:50 pm

Simple answer would be to create a Qscript to just do the ctrl-k (recalculate_all()).

From the QSript help file:

Code: Select all

if (barnum == 108)
    Recalculate_All( ); # the chart will be recalculated when bar 108 arrives 
You could also probably just use file_read() instead (and either clear() or overwrite whatever you are trying to use.)

Edit: Just re-read your post. Just realized you meant your own data. (I was thinking indicator). So file_read() is probably not what you want...

cheo
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Re: own data feed, ASCII. Update wave59 update periodically?

Post by cheo » Wed Aug 29, 2018 6:40 pm

yes I am looking for some kind of a recalculate all after at least 29 seconds at the least to capture 1min bar updates on a reasonable timeline. Will this be too processor intensive if I have 10 charts open?
I have another thread open about sending trades to a 3rd party app. Are there any wave59 users who interface seamlessly with Dukascopy and their JForex 3 API? It would save me a lot of work if I copy just copy their template or whatever work around they used, that way I can avoid partial solutions involving polling ascii files every few seconds?

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earik
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Re: own data feed, ASCII. Update wave59 update periodically?

Post by earik » Thu Aug 30, 2018 6:43 pm

Hi Cheo,

You might check out running some sort of macro program. I used to have one that did something just like this. Basically, you record a sequence of mouse movements, and the program will play those back on a periodic schedule. It worked pretty well for what it was. Your issue is that if you are trading real time, and plan to do this every 30 seconds, then you'll be in the middle of your chart and will always be interrupted by the macro stealing your mouse. It will be less reliable on lots of charts, because an automated routine isn't going to be smart enough to know to click on every specific chart and recalculate it.

A much better option would be to get a regular data feed for the markets you follow, and use that instead. It's going to be a night-and-day experience compared to trying to rig something up with a recalculate-all every 30 seconds...

Earik

cheo
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Re: own data feed, ASCII. Update wave59 update periodically?

Post by cheo » Thu Sep 06, 2018 7:39 am

In the past I have used a charting package that had a simple update function that simply refreshed the candles on the charts by a preset time. This was a universal countdown timer in effect that worked pretty well. You were able to switch that update on or off for each chart.


If you have a trusted, free and comprehensive source of data that suits your needs then why not use it. A data feed is an unnecessary expense especially if you are trading forex or common indexes where there are plenty of expert advisers able to pull data out of broker packages.
I was hoping wave59 had a chart update feature or at least if it can be done in a script along the line of what sbank mentioned earlier in the thread?

Cheo

cheo
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Re: own data feed DDE, ASCII. Update wave59 update periodically?

Post by cheo » Mon Sep 10, 2018 3:11 am

I have been looking around and it appears that at one point at least there was a 3rd party addon for Wave59 that did indeed allow you to access any MT4 DDE server to get live data.
http://en.mtiqs.com/clients.php

At this time there appears to be no email or functioning eCommerce link for this site so I don't know what happened to them. Earik surely someone at wave59 spoke with them in the past if they did an addon for wave69?

From the website, "• formatted file, contains one dataset per line • after file update Wave59 will be automatically update &bull Wave59 specefic control panel available"
Not 100% clear however, it seems that you could connect to a Metatrader 4 client's DDE server and pull live data from it. That data would be stored in an ascii file and the good part is that wave59 had some kind of auto update!?

~~
Anyway if an easy way of doing this is absent then I have started to think about qscript and DDE. Sending queries to the DDE server although would I have to use some VB libaries to act as a DDE client - further investigation needed but I started here:
https://docs.microsoft.com/en-us/window ... de-ddedata
https://docs.microsoft.com/en-us/window ... a-exchange

Assuming the above is successful and I have a tick stream, is there an easy way in wave59 of collecting the historical data while displaying it as a live window like the premium data feeds. downloading and appending to an ascii file won't work unless some kind of scripted window refresh can be achieved, If that is possible then I could go back to my original simple idea.

That said, a universal way of getting live data into wave59 sounds much more fun. It would mean you could access every exotic data provider, even for fields usually unrelated to finance, volatility etc in every country. Practically every data provider in the world lets you access an API, web API or has an Excel add-on provided by them. Excel being the de facto standard, with a DDE server. Bingo! That really would open wave59 to an unfathomable world of live data.

I hear there are better ways for wave59 to access Excel, such as Microsoft (PIA) Primary Interop Assemblies. The learning curve is steeper and if I am alone in my enthusiasm then DDE sounds more realistic.

cheo

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earik
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Re: own data feed DDE, ASCII. Update wave59 update periodically?

Post by earik » Tue Sep 11, 2018 6:44 pm

Hi cheo,

W59 doesn't use DDE, so there isn't an easy way to hook into that. One way to get historical data into the program would be to write a new History59 program. The specs aren't too crazy, and from W59's side, it would just work the same way. Your job would be to collect the data in the appropriate format, and send over updates via a socket. So this is doable, depending on how bad you want the 3rd party feed to be supported...

I do remember mtiqs, but that was years ago. I haven't heard from them in forever...

Are you totally sure you don't want to use IQFeed? It would make your life a lot easier than reinventing the wheel like this...

Earik

cheo
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Re: own data feed DDE, ASCII. Update wave59 update periodically?

Post by cheo » Wed Sep 12, 2018 4:14 am

Earik,

I really want to use Excel for so many reasons, many listed above.
As for building a new history59, I have a chance with scripting, java, basic but I don't really know where to start with application programming other than the shared logic. Anyway, a new history59 would only be useful if it was universal with DDE capability. Otherwise as soon as I change broker or took on some new data source then I would be back to square one. Universality is the key.
DDE is old agreed but it opens wave59 up to so many data providing programs and the Titan itself, Excel.
I can easily process any data the way I want then stream it into wave59. Think about that :)

Some light-hearted examples:

1.
Live data from a very very small stock exchange.
http://www.ssx.org.sz/index.php/2015-05 ... ve-updates

2.
Some Brexit index live from Cboe useful to someone.
http://www.cboe.com/indexeurope/dashboa ... p/#summary

3.
On the premium side I could be using news sentiment with key word searches or alternative data piped in from
https://www.quandl.com/ to Excel then create my own custom Sentiment index in wave59 and overlay that on the chart of the market i am trading.

Premium data feeds definitely have their value and place like esignal and iqfeed but,they can't provide everything especially in the new economy with block chain and big data. I could not even find the brexit index above on the Bloomberg symbol lookup, maybe they changed the name and called it something else.

My idea is about universal access to data for wave59, with the added benefit of having your actual brokers data on your wave59 charts instead of a 3rd party premium feed.

There is a broader discussion to be had about China, India, population, future market places and future customers, and can you be adding another broker or data provider to the list every time a threshold of people want something or do you offer a framework to connect wave59 and just let people get on with it themselves with a bunch of examples on the website. Perhaps ambitious.
Basic Excel integration or at least DDE compatibility within wave59 would be of enormous benefit.

In the meantime I will think about an easy way to do this with 3rd party and a bit of scripting. If you have any ideas let me know Thank you.

Cheo

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