Trade Archive

Trade archive 

General concept: when trading, especially manually, one would like to be able to view the movement of the price over a longer period of time. Generally, this is achievable using the candlestick view, which, when selected, will load the last 1000 candlesticks of the selected timeframe and continue drawing them from that moment on. If the mixed chart is selected, the system will load the last 1000 1m candlesticks and continue drawing trade ticks from that moment on. Nevertheless, users might want to view the movement of the price inside those candlestick timeframes. We have created this feature, Trade archive, that will save trade data onto the disk of the machine running the core (physical or virtual machine) allowing the user to visualize past events on a larger scale. The way this works is that, when enabled, this feature will save both trades data and ticker data onto the disk, depending on what source is used for that specific data stream. To be able to store any kind of data in the first place, the Core must first subscribe to that specific market. To better explain the mechanics let’s explore 2 examples: 

  1. If the user launches a Shot algo (applicable to group shot too) that uses the Ticker price as the Data source, the  core will subscribe to that specific data source. The Ticker price data source is less taxing on both the core and is recommended for less volatile markets. Note that the Ticker Price is updated twice per second! Yes, there might be more than 2 price changes in one second, but the main condition of using this source for less volatile markets mitigates the possibility of running into trouble for this reason. Once the algorithm was set for a specific market (group of markets) using the ticker price data source, the trade archive will automatically start storing this data onto the disk. As a result, when viewing the market at a later date, provided the trade archive was enabled, the user will be able to view historical tricker price data. An example of this is shown in the screenshot below by the Blue line on the chart (Ticker price). 
  1. Another example would be either the use of Trade data as the data source for the shot algorithm or the Averages algorithm (it uses exclusively Trade Data as it’s data source). In this example the once the algorithm subscribes to a specific market, in both cases this is expressed by an order placed, the trade archive will start storing Trade data onto the disk (the trades are shown on the graph by the green and red dots, sometimes referred to as ticks) and when a market is opened at a later date, for analysis of the price movement, provided the trade archive was active and the market was subscribed to using the Trade data source, the user will be able to view historical data in the form of the green and red dots (ticks) on the chart. NOTE: averages algorithm only subscribes when a specific market fulfils the given conditions and an order (multiple orders) is placed, if the orders were not filled or the trade has closed, the algorithm will unsubscribe from that specific market! 

The Trade archive is available in the Options menu, in the Core Profile sub-section


Trade archive enabled — enables/disables the Trade archive

Compress Files — enables or disables the compression of data on the disk (WARNING: enabling compression might significantly increase resource utilization by the Core)

Max RAM load — sets the maximum amount of RAM to be used for initial data storage before dumping the data to disk 

Trade archive auto clean-up — enables/disables the automatic deletion of data stored on disk by the trade archive. WARNING: If uncompressed, depending on the trading style of the user, the trade archive might quickly grow to a very big size.

Max Store time on Disk — determines the number of days after which the trade data will be deleted. A rolling calendar system is used, the data will be deleted starting with the oldest. 

* changes will come into effect after Core restart

Добавить комментарий

Ваш адрес email не будет опубликован. Обязательные поля помечены *