Convert a Java code based on tick data to WL5?
Author: markdoherty
Creation Date: 7/14/2010 12:26 PM
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markdoherty

#1
I have a Java code base that implements a "strategy" based on tick data, for equity pairs. I want to use Wealth-Lab.NET as my trading platform for real-time alerts based on this tick data analysis software. I can see that it will take me a month or two to get up to speed on Wealth-Lab, but of course I'm in a hurry. :-) Are there any software folks out there who understand WLPro at a deep level, who are available for consultation? Most importantly, I need to confirm (or deny) that this tick-based real-time strategy of mine can actually be implemented in WLP, given Fidelity's streaming data feed and WLPro's architecture.
If this is not the best forum for this question, I'm open to other suggestions.
Thanks. Mark.
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Cone

#2
While other data vendors/providers will eventually offer tick-based bars, the Fidelity streaming provider builds 1-Minute bars, minimum. So, if you need to operate on the "ticks" then you're out of luck at the moment.
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markdoherty

#3
I haven't run the analysis using a one-minute sweep, but I will try that. The algorithm seems fairly robust.
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markdoherty

#4
One-minute data works fine (not as profitable but still profitable).

I'm open for consulting help suggestions.
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