Index futures trading online

Technical analysis functions plugin for trading robot DSL was committed to the repository.

Usage:

<function name> <contract>, <input parameters>, <option input parameters>

where
<contract> - contract name symbol
<function name> - is the technical analysis function name from Ta-Lib in lower case
<option input parameters> - optional input parameters for the technical analysis function (see documentation for Ta-Lib abstract layer) separated by comma

For example:
ema YM, 12

P.S. Technical analysis functions with more than one output arrays don’t tested.

Changes:

• Opentick online and history quotes support
• Opentick future symbols (begin with “/”) support
• Natural language date/time support

To the next release i must add technical analysis functions and other types of orders.
P.S. some changes in opentick-ruby was commited (revision 2).
See repository…

In previous example of using Opentick history quotes plugin for providing time interval i used Time variables like this:

Time.now and (Time.now-24.3600)

I thinks, that more convenient way is using natural language date/time like this:

3 years ago, 5 months before now, 7 hours ago, 7 days from now, 1 year ago tomorrow, 3 months ago saturday at 5:00 pm

The main disadvantage of this way is using quotes in DSL code to separate natural language date/time string. It is Ruby language’s restriction.

Tomorrow i’ll try to add natural languae date/time support in our trading robot DSL.

I have found very interesting library for technical analysis. The list of functions is very great. I’ll try to develop Ruby wrapper for this library and then use it’s functions in our trading robot dsl. I think it’s better than implement them from scratch.

Added to project’s TODO list.

Opentick history mode now supported (OHLC mode, not raw ticks)
Plugin loaded by plugin command:

plugin DSL::OpentickHistoryPlugin

configurated by history command:

history :host => 'feed1.opentick.com', :port => 10010,

  :user => 'opentick account login',:password => 'opentick account password',

  :from => Time.now - 24*3600, :to => Time.now, :duration => 300

Parameters description:
host, port, user, password - opentick servers connection parameters
from..to - time period for history quote requesting
duration - bar size in seconds

P.S. Later i’ll improve history command to be more user friendly, it will like this:

history do
  host 'feed1.opentick.com'
  port 10010
  user 'opentick account login'
  password 'opentick account password'
  from yesterday
  to now
  duration 5 min
end

will see