eiffel-mas-feature-req — MAS feature requests

[MAS: feature requests] trend & median lines, fibonacci

[Lasse A. <ma...@bo...>]

Hello all.

I just got MAS to work. Very nice program.
I'm missing some features though and I suggest that the following be
added:
Trendlines
Median lines (Andrews pitchfork)
Fibonacci levels (price and time)
Possibility for several moving averages (I understood from some posts in
the archive that this is on it way).

I think these are the most powerful tools and would really like to see
them implemented.

Regards
Lasse

[MAS: feature requests] MetaTrader Data

[Lourens V. <lav...@ya...>]

Hi there!

A feature that I would love to see in MAS is the
ability to use data from MetaQuotes' MetaTrader
(http://www.metaquotes.net/). The MetaTrader API is
available here: http://www.metaquotes.net/download.htm


How about adding support for EasyLanguage? Like the
ability to import existing *.ela/*.els files, Looks
like the guys from FreeMarket
(https://sourceforge.net/projects/freemarket/) got
that right, but somehow that project died....

Thanks for your time

Lourens Viljoen

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[MAS: feature requests] ELA/ELS Support & Metatrader Data

[Lourens V. <lav...@ya...>]

Hi guy's
 
I would like to request the following new features:
 
Support for ELA/ELS Tradestation EasyLanguage files, 
 
and
 
I want it to be possible to hook MAS up to MetaQuotes's MetaTrader Live Data stream (http://www.metaquotes.net/)
 
Thanks
 
Lourens Viljoen

		
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[MAS: feature requests] FASD project: Online survey launched

[<ben...@id...>]

Dear Open Source developer

I am doing a research project on "Fun and Software Development" in which I kindly invite you to participate.
You will find the online survey under http://fasd.ethz.ch/qsf/. The questionnaire consists of 53 questions and you will need about 15 minutes to complete it.

With the FASD project (Fun and Software Development) we want to define the motivational significance of fun when software developers decide to engage in Open Source projects. What is special about our research project is that a similar survey is planned with software developers in commercial firms. This procedure allows the immediate comparison between the involved individuals and the conditions of production of these two development models. Thus we hope to obtain substantial new insights to the phenomenon of Open Source Development.


With many thanks for your participation,
Benno Luthiger


PS:
The results of the survey will be published under http://www.isu.unizh.ch/fuehrung/blprojects/FASD/.
We have set up the mailing list fa...@we... for this study. Please see http://fasd.ethz.ch/qsf/mailinglist_en.html for registration to this mailing list.

_______________________________________________________________________

Benno Luthiger
Swiss Federal Institute of Technology Zurich
8092 Zurich

Mail: benno.luthiger(at)id.ethz.ch
_______________________________________________________________________

[MAS: feature requests] greater data-input flexibility

[Jim C. <jt...@di...>]

Adding greater flexibility in the kind of data the server can use as
input, including being able to parse some form of raw data are probably
very useful features for the near future.

> > I did notice one thing you said in your email though, that I find
> > confusing:
> >
> > > By the way, I miss the following intraday periods: 15-min, 10-min,
> 5-min,
> > > 2-min, 1-min, tick-by-tick.
> >
> > I just tried it with a 5-minute data source and the following period-type
> > selections were available:
> >
> > 5-minute, 10-minute, 15-minute, 20-minute, 30-minute, hourly.
> >
> > What granularity is your data source and are you not seeing all of these
> > choices?  (I believe the server is also capable of processing 1- and
> > 2-minute data, if the granularity is 1-minute.)
> 
> I have 1-minute data. I keep the data in a database table.  Said that I have
> to add that:
> 1. The data is not very reliable in this sense that from time to time some
> minutes may be missing (a few per day)
> 2. I have only one quote per minute.  Because MAS SQL query requires four
> fields (open/high/low/close) I have written the query such that it returns
> rour times the same value. (I would prefer to return NULL values for the
> fields that are not present, but MAS does not like it).
> 
> >
> > Tick-by-tick data capability may be a worthwhile feature to add to MAS.
> > Would you mind sending a small sample of the tick-by-tick data you're
> > using so I can get an idea of the format?
> >
> 
> I do not have it operational yet - I intend it for options.  The format is:
> date, time, ask, bid, last, volume
> (date, time) may be not unique (even when time is including seconds).  Of
> course, more info is also possible (volumes at ask and bid, the depth of the
> book) but I do not have it and I do not intend to use it for Technical
> Analysis.
> 
> In case of options it becomes a little more complicated because there may be
> periods without trade but with changing ask/bid spreads - all being
> important to do the proper options analysis.  You see, if the last trade was
> $10.00 at 12:00 pm, but at day close the spread is $12.30/$12.90, you cannot
> take $10.00 as a day close quote.  You either take $12.30 (closer to last
> trade done quote) or $12.60 (average between ask/bid).  Those values better
> represent what the market thinks the option is worth at that moment,
> although no trade has been done. I propose to handle the data in the same
> format as above, but allowing NULL value returned by the query for "last"
> and "volume."
> 
> In general, I think it wolud be good if MAS accepted more cases of NULL
> values from various queries (currently it requires all fields to be not
> NULL).

[MAS: feature requests] real time refresh

[Jim C. <jt...@di...>]

> I've a question about the server. Can it reload the data from
> database without restarting it. (I'm using intraday data
> and i'd like monitor them real-time with the GUI.)
> 
The ability to periodically request new data is a feature planned for the
future.  Others have asked for it, too, so, although I can't promise
anything, I think there's a good chance it will go in some time this year.

[MAS: feature requests] Read data in Metastock format

[Jim C. <jt...@di...>]

It would be nice if MAS could read stock and futures data files stored in
Metastock data format.

[MAS: feature requests] Compress/uncompress data files

[Jim C. <jt...@di...>]

When using the -w option to get data from the web, the cached data files
are text files. The server could call upon gzip and unzip the file,
process, then zip the file. The files are 40K+ in size and will continue
to grow. If I eventually download a 10,000+ symbols that gets close to
0.5G. Zip can greatly reduce the storage requirements.  This could be
configured as an option so that users with plenty of space would not
have to incur the time penalty for the compression.

Note: A better solution would probably be for the server to store the files
in compressed form and uncompress the data internally after reading it
from the file, rather than uncompressing and compressing each file each
time it is read.

The option to compress data could probably also be applied to systems where
the data comes directly from files.

[MAS: feature requests] Re: [MAS-discuss] Building generators

[Jim C. <jt...@di...>]

Hi Paul.

Thanks for the comments.

> I have been building a whole series of generators over the past few days
> and have found the following:-
> 
> 1. I built a generator which is a compound generator and uses a time
> extension before the right event. When I tried to edit the time period I
> wasn't able to do so - the individual generators which make up the
> compound event can be edited but I couldn't find a way to get at the
> interval setting.

I believe this is so.  To do that would be useful and I'll consider that a
feature request.

> 
> 2. I found it easier ( and more flexible ) to build the complexity into
> several lower level generators before trying to combine the whole thing
> into a more complex module. This allows allows the re-use of the lower
> level generators, which I ultimately did to build several others.

Yes, principles of good software development sometimes apply also to
application use :-)

> 
> 3. There is s real need for a GUI facility for generator and even
> indicator building/editing and I hope this will be in a future release.

Yes, I've been wanting to add this for a while.  It's on the feature list
for the "commercial" version when/if that comes about.

> 
> Generally speaking I think mas is one hell of a good product. I spoke
> recently with a colleague who uses a commercial ( $USD20,000) analysis
> package and it takes hours to run against about 500 stocks on a faster
> machine than mine. I now have 2900+ US stocks and 1300+ ASX stocks. The
> analysis on the US takes about 6 mins and on the ASX about 2, so I am
> impressed. The commercial packages come with fairly fixed generators (
> to use mas parlance ) and building a new one is not something which can
> be done.

I appreciate the positive feedback.  I'm surprised though that an expensive
commercial package would compare so unfavorably.  Are the analysis criteria
close enough that it's a fair test?  If the commercial pkg was used with a
set of very complex nested criteria and mas was run with simple criteria,
this would not be a fair comparison.

I'm also surprised that one can't build new "generators" with the
commercial packages you're familiar with.  Maybe you don't always get what
you pay for.

> 
> I also found that there is the old do I count from 0 or 1 problem
> between selecting an indicator and viewing an indicator - when building
> the generator the indicator is always 1 less than the number assigned
> when viewing - sometimes causes a problem if you are not careful.

Not quite sure what you mean here.  Can you give a specific example?

> 
> Just out of interest I built and indicator which checks for %D/%k Xover
> above/below a signal line and also RSI Xover a signal either 3 days
> prior or 3 days after. This gives a very good buy signal, but is less
> able to pick a sell. Backtesting this against the US market generated
> some amazingly good results.

Excellent comments.  Glad to see someone is braving the rough waters to
make use of mas's more powerful features.


Jim