Scanner missing; Read Quotes from File?
Author: Kaptan
Creation Date: 8/30/2008 11:29 AM
profile picture

Kaptan

#1
The scan tool is missing in the new version, any plans to incorporate it in the future? Also the quotes cannot be read from files in the quote manager tool, why?
profile picture

Eugene

#2
QUOTE:
The scan tool is missing in the new version, any plans to incorporate it in the future?

The Strategy Monitor now is the Scan tool, along with Real-Time Scans of the past. From this one stop location, you can run (and store) multiple strategies with their own data loading/position sizing settings.

QUOTE:
Also the quotes cannot be read from files in the quote manager tool, why?

While it doesn't directly answers your question, there's still a possibility: symbols entered in Quote Manager windows are restored when a saved workspace is reloaded.
profile picture

Cone

#3
QUOTE:
symbols entered in Quote Manager windows are restored when a saved workspace is reloaded.
Yes, but "Price Triggers" are not restored, by design, since generally the triggers change on a daily basis.

QUOTE:
Also the quotes cannot be read from files in the quote manager tool, why?
If you go back to the V2.1 adn V3.0 design, Alerts (aka "Price Triggers") had to be read from a file because it was the method to pass them from Scans. Later, Version 4 was modified to pass Alerts directly to Quotes and the Order Manager.

Although I recognize that someone somewhere may still like to read Alerts from a file, all V5 Alert-generating tools can already pass Alerts to the Quotes tool without saving them to a file. This is a Version 5 simplification. Of course, you can save Alerts to disk file if you want to.
profile picture

Kaptan

#4
Gentlemen, thank you for your quick responses. I understand your replies, but I am concerned that the new version is going to seriously affect my trading method.

I am still experimenting with version 5.1, so I may be off base. I have an algorithm (runs on daily scale) that generates "buy at limit" alerts for the next day. The limit prices depend on next day's open price. So with version 4.5, I run the scans before the market opens and I save the alerts to a file. Then, next morning, when the market opens I run a minutely scan that gets the open prices, reads the previously generated alert file and writes a new alert file with the renewed prices. Then I feed this file to the quote manager to do the trading. I don't see a way to do this with the new version.


Thanks!

I think I figured it out. I just make the minutely scan generate the alerts as a strategy. The they will be fed into the order manager directly.
profile picture

Kaptan

#5
Spoke too soon :) Is there external file read and write access in V5?
profile picture

Eugene

#6
In Strategies, there is - by virtue of .NET.