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OEC

Posted By Tagr 3 Years Ago
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Posted Sunday March 23 2014
Hi All,

While having been in this field more many years, I am new to RE. I have been spending a lot of time trying to get an OEC demo to connect. The demo was provided by / thru AMP and when checking the demo account, it is setup for RE.

By messing with the server address. entering sim.openecry.com = software not permitted and entering OEC API = all zeros for values in the live data window.

If OEC will not work in a demo mode, does any data feed and broker work? I want to check limit and stop order fills on a static chart, a refreshed chart, a simulated chart and one that has been trading, for a verification of backtesting capabilities.

Thank you in advance!
Posted Sunday March 23 2014
IB (data and broker) and IQFeed (data) plugins work great.

Duane
Posted Tuesday March 25 2014
I've just received information from OEC that are plugin is not correctly identifying itself to OEC. So the plugin needs to be updated to continue working.

I will work on doing this.

Thanks,
Daniel
Posted Tuesday March 25 2014
Thank you for the tips I wish IB had live demo data!
Posted Tuesday March 25 2014
Thank you for the update and for fixing it!
Posted Tuesday March 25 2014
Tagr, I’ve been using RightEdge for years and one thing that I like about it is that the plugins are customizable. Compare this model, for example, to NinjaTrader which I had previously looked at and during that time, NT’s IB connectivity was not working and there was no expected date to fix. And no way to fix it. That doesn’t work for anyone trading real money and having worked with IB for awhile, IB occasionally changes the way their interface responds to request. With RightEdge, it is easy to modify the plugin to i) fix any issues, and ii) add customer functionality.

Duane
Posted Wednesday March 26 2014
Duane,

I appreciate the feedback. I have been working with MultiCharts and a private label product of theirs for years. I passed on NT. Started with System Writer, an Omega Research product and been through their entire product line. I am so tired of the constant beta experiment MC forces users to be in. They fix one issue and create 3 more. Features get watered down. descriptions change and makes for lots more work.
It does not feel efficient, demands endless power and memory and then is slow.
At this point i am considering RightEdge, OpenQuant and several other packages that are quite a bit more expensive. the other route is open source and have someone finish something for me that meets my needs. Don't want to do it, but what choice? Maybe RE?

My biggest issue is backtesting. I must have a package that will produce historically the identical signals that would have happened in the real world. The exceptions being liquidity, slippage and the other "real" issues that could surface. It is my greatest hope that RE can accomplish this and that I can grow with the product. In my case reasonable in price means more packages and a willingness to get involved. It seems by what I read here, the developers don't have a problem with something not being right. They make it simple, its broke and we are fixing it. WHAT A BREATH of fresh air. The people at MC take a hard line attitude. The software works, its the user. You have to go through a proving process to get them to believe you. I have gotten to the point that I will do a copy paste of an error send in an email and that it. I would rather develop a work-a-round then spend a week arguing my points.

So I hope this the answer to my software prayers!

Regards,
Tagr
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Posted Wednesday March 26 2014
Hi Tagr. I too am a long-time user of RE. Two observations occur to me. First, for me, the flexibility inherent in the .NET basis is key. It makes the learning curve worthwhile since as you master it what you can do is essentially limitless.

Second, keep in mind that (almost) all backtesting platforms have inherent limits. For example, none that I know of handle depth of market. That makes it impossible to back test exactly what you would see real time. Latency also warps results. There are others. Back testing will not yield identical signals. Even testing real-time against IBs paper trader will be close but off by a hair. That said, RE's backtesting is second to none.

-Pete

See also Yahoo group about applying RE.

Posted Wednesday March 26 2014
Pete,

Thank you for the info. For a long time, both TS and MC stated they had a feature to build the bars from ticks. I can not speak for TS, but as I read the always changing blog, ticks are brought into a bar for 4 data points, OHLC. That without that being done, the only point that can be used is the close. Some of there own logic on top of it. Makes a big mess of any backtesting I do.

Looking forward to connecting with OEC and giving this a run.

Tagr
Posted Wednesday March 26 2014
Duane,

I am beginner / newer to C# and .Net

Is it that the code for the plugin's is available? I assume access with VB ?

Thanks,
Tagr


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