Dissecting the Nest Plus Auto Trading API

[rmike]

I'd love to share.. But copyright and all..

Strange....
Copyrighting of documentation rests with the product creator/ developer ...
In this case Omnesys
And it is incumbent upon the product creator to provide the same said documentation to bonafide clients ..... that means hapless users of this 'great' software who have a bonafide right to this documentation.
So.... why the hesitation?!!

 

[yusi]

I'd love to share.. But copyright and all..Your broker can most definitely provide you with these documents.. You can do everything from invoking (All)security lists of exchanges to getting market data to order placement/status/cancellation.. You'd not need NEST at all..

That's okay, if you think copyright is an issue. It is your call.

But it does get one wondering what "non-copyright" material you were expecting here when asking for retail version docs.

 

[NJ23]

Strange....
Copyrighting of documentation rests with the product creator/ developer ...
In this case Omnesys
And it is incumbent upon the product creator to provide the same said documentation to bonafide clients ..... that means hapless users of this 'great' software who have a bonafide right to this documentation.
So.... why the hesitation?!!

Yes, you're very right, they should provide it to the clients, and they do.

That's okay, if you think copyright is an issue. It is your call.

But it does get one wondering what "non-copyright" material you were expecting here when asking for retail version docs.

Yusi

Yes, I had a talk with my broker they do provide terminal independent libraries. They're asking some heavy amount for that on per month basis. I was wondering if the dlls available in the retail platform can be used to extract bid-ask, tick-volume & other account related data like cash available, positions, order status etc.. you know.. and if yes, can you let me know where can I find the documentation for the same..?

No one asked for any document. Anyway, there's no point studying them without the linking libraries, eh?

 

[yusi]

No one asked for any document. Anyway, there's no point studying them without the linking libraries, eh?

You're right; my apologies.

 

[sandip1952]

Hi again, experts! I have yet another question to ask

Is it possible to write data to external files from an afl and to read it back some lines/loops later?

For example, can I write the value of the buy price that has just been sent to the terminal in say, some plain text file and later read that value too from the afl?

If yes, kindly guide how to.

Tons of thanks in advance!

 

[Happy_Singh]

Hi again, experts! I have yet another question to ask

Is it possible to write data to external files from an afl and to read it back some lines/loops later?

For example, can I write the value of the buy price that has just been sent to the terminal in say, some plain text file and later read that value too from the afl?

If yes, kindly guide how to.

Tons of thanks in advance!

Short answer YES

Refer to . . .

https://www.amibroker.com/guide/afl/afl_view.php?name=fopen

https://www.amibroker.com/guide/afl/afl_view.php?name=fputs

https://www.amibroker.com/guide/afl/afl_view.php?name=fgets



or use Ami Help

Happy

 

[sandip1952]

Yes, Happy's answer is valuable and I will try it right away.

This gives birth to another problem which I didn't think of before. The file thus generated will be refreshed (=rewritten) at the next loops, and thus the values will change. But I want this value to remain fixed.

So, it appears that the buy price (or whatever) has to be captured from the terminal (Nest Trader) and written to that external file without using AMI functions. Now if I read it from within afl, I would get the real buy price.

Tell me again please, can Nest + be used to capture the price and to write to the external file (for later reading at leisure by afl)?

 

[sandip1952]

PS:

@Happy and others interested

This is interesting. I posted a job at freelancer.com because all experts so far said that if the condition is true for many candles the price must change with new candles and this can't be addressed by AMI.

A coder seems to differ. What's your opinion?

Hello,

I have expertise in Amibroker and trading system/strategy development. You are getting erroneous TSL/SL levels in Amibroker due to more signals than the actual signals. This situation can be corrected within Amibroker itself. Once a buy/sell is triggered, afl code can be modified to use the first trade price for stop calculation/trailing stop until the position is exited or a reverse trade happens. I have experience in doing such projects.

If this proposal is interesting to you, may be I can adjust the bid amount after getting more details on how complex the afl is.

Thanking you

Joy Sebastian

 

[yusi]

[deleted the post]

 

[yusi]

A coder seems to differ. What's your opinion?

Other things aside, the coder you refer to would very likely appreciate that you do not post his name (and edit it out if you have unwittingly done so).