Stay tuned to this thread for further information. As we make progress, I'll post pics, videos, etc.
Regards,
Andrew Renalds,
Product Manager, ADL
Is the Analytics block enabled in prod-live environment? If not, what is the timetable. Thank you.
Answer by AndrewR · Jun 04, 2019 at 09:31 PM
ADL Analytics block 1.0 has been enabled on all production Algo Servers. Specifically, the first version supports time bars (historical + live). Documentation can be found here.
As noted above, the first set of time-based analytics is now available in our test environment - https://adl-tt-accept.trade.tt/. We are targeting to release this in our next major deployment. Stay tuned for further details...
Regards,
Andrew
Concerning "historical data". How exactly does this work. It seems to me that if I specify 1 min interval with 15 bars that in 15 minutes i will have 15 pieces of minute bar data, OR is it that I will instantly have a history of data 15 minutes in the past?
You will immediately have access to the last 15 bars of 1 minute data. You access the data for each bar by amending the index value.
Thanks for getting back to me. Just to be clear, I will always get the last 15 bars of data as specified by the intervals. i.e. if I specify and interval of 1440 then I will get 15 daily bars instantly?
Answer by harpreetsachdev87 · Aug 29, 2019 at 06:35 PM
Believe me Daniel, I understand how complex software projects such as this can be. But we're still paying customers (more than 10 years here) and just in the last few weeks I've had to open incident tickets that I am surprised I had to even open for a software that's been many years in the making. Between that, the almost daily bugs I find during trading and non responsive account managers at TT, things are getting a bit annoying now.
I don't want to sidetrack this thread, so will just get back on topic...
Any update on the analytics block? Also, when will it support spreads?
Answer by AndrewR · Oct 04, 2018 at 03:10 PM
Preview...
Answer by bg111 · Oct 26, 2018 at 03:57 PM
Any picture or video to keep us... excited for the end of the month?!
Answer by AndrewR · Dec 05, 2018 at 10:02 PM
We are targeting to start a beta with a small set of users beginning Dec 15. After we get some traction to shake out any issues, we'll open this up to all users to have a look. Stay tuned for further information. But in the meantime, here's a preview of how it will look and function.
The Analytics block will offer time and volume bars. In this example, we are specifying one minute bars. Notice that the interval is an input so it can be set at start time but cannot be changed afterwards.
The top bar is the one which is currently in progress. The start time ("start_0") for this bar is expressed as seconds since epoch. You can pick and choose which bar outputs that you want to display. When the bar closes, a discrete event is fired from the OnBarComplete output port.
When the algos starts, it will load historical data based on how you've set the parameters, subscribe for live prices, and then stitch these together to form a continuous stream. In this example, we have chosen to store four 1-minute bars with Data Access Method = "ALL". As you can see, this means that the outputs for all bars are displayed as output ports. (Our code name for this internally is called "totem pole mode".) As the top bar completes, the data for the bars will shift down.
You can also choose Data Access Method = "Index". This effectively a data retrieval style similar to the Value Bucket block. A new input port called "Index" becomes visible that drives which bar's values will appear in the bottom set of output ports. The Index value can change at any point.
This example only shows bar data for the Analytics Type. But we will be adding a whole array of analytics which, when selected, will provide their results via additional output ports.
What kind of interval type will be available ?
What about renko chart ?
thank you
The Intervals are in Time (minutes) and Volume bars. The various Technical Indicators are currently being worked on to be implemented at a later date.
How do we get access to this, or is it not available yet.
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