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Yeah. Details are at tickzoom.org but
just to save people time, it only runs off of tick data and charting and all
features are driven by your trading rule models. So this is a platform for
people who want to to historical testing and automate their trading using tick
data. It does have a black box server for rolling out your strategies. It won't be useful for discretionary traders at all or those who want to use bar data only. Of course, it's free and full source to make it easier to code your strategies. I'm the author if anyone wants to ask questions. Originally built it for myself but people urged me to share it. Wayne is it any better than ninjatrader or tradestation? Where TickZOOM really shines is when processing tick data. Neither one of those can do a decent job because they overload PC memory or take to doggone long to process ticks. TickZOOM can process 10,000,000 ticks for 5 years of data in 40 seconds. You can watch a video demo at tickzoom.org Now for writing your trading rules, TickZOOM uses C# but it has added in all the "easy" parts of easy language and fixed the not easy parts. So it handles data series the same way as easy language. Index 0 is now, 1 is previous, etc. And it also gives you data arrays that work the same way (unlike EL) plus ordinary data arrays. Compared to writing strategies in Ninja it's much easier since you have EasyLanguage like data series. Plus TickZOOM invisibly and magically checks the bounds of your arrays like EL. In Ninja it gets messy checking CurrentBar to avoid causing an exception. Plus, it's cool in TickZOOM that you can run the entire system in the debugger, set a break point on a specific bar and step through your strategy. It makes finding bugs much faster. NOTE: TickZOOM has nice looking charts but ZERO manual control for drawing lines, etc. In TickZOOM you do all the drawing in your trading rules. Why? It's because TickZOOM is built to automate your trading system and even comes with a black box server so you can roll it out to live trading, hands free. NinjaTrader in theory can handle black box trading but there' no way to turn off the charting and so it's difficult. TickZOOM runs in black box mode without a GUI. In that case it writes stats to a file system in HTML so you can look at them. Now comparing data, TickZOOM supports any combination of bar intervals in the same strategies. It supports mixing bar and time series with range, volume, tick, point & figure, and other types of bars. In other words, TickZOOM is comparable to those but very different. It's primarily for professional black box traders or those who want to become one. Hey, the major down side to TickZOOM right now is that it's new so it doesn't have tons of indicators already available. Any specific questions? Wayne But once you're happy with the strategy, if you want it to run hands free, then you can deploy it (without code change) to the black box which will run it as a windows service and output performance stats and chart in HTML format at whatever interval you wish. I do it after each trade whether entering or exiting. That way I can log in to the server and see what's going on. Eventually, you could set up an web server to serve up those pages and hit it from anywhere, more conveniently. Quote:
TickZOOM has an "Execution Server" which gets quotes from a broker (MB Trading for example) sends them to the "order/black box server". It then responds with a trading signal. The execution server converts the trading signal into buy/sell orders, tracks, and reconciles orders, etc. So this order/black box server only is responsible for turning quote data (tick data) into bars and exercising your trading rules. The idea behind this architecture is that it's relatively easy to create other execution server (for other brokers) or quote servers (for data only providers) and connect them to the order/black box server. Maybe we can call it the "Trading Server" instead of order server or black box server. I don't know. Ideas are welcome. But the trading server will become the central brain when you have many different strategies running perhaps on many different markets or exchanges. That's because you often want a "portfolio" view and control over the whole thing. So it will be centralized but run with multiprocessors or even clustered, etc. Wayne
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