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FINANCIAL CHRONICLE™ » FINANCIAL CHRONICLE™ » Passign Parameters to DirectFN

Passign Parameters to DirectFN

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1Passign Parameters to DirectFN Empty Passign Parameters to DirectFN Sun Sep 18, 2011 6:21 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
This is the front end implementation of my attempt to automate the trading process.
In brief,
An automatic trading system have several layers as follows.
1. Real Time Market Scanner
2. Filtering ⇒ Pattern Recognition ⇒ Artificial Neural Network
3. Signal Generator
4. Order Execution

■Market Scanner : All transactions has to be monitored as they happen. This can be done by accessing DirectFN Database. I'm working on this and it seems like possible.
■Pattern Recognition/Artificial Neural Network : This is the brain of the system. I have made several posts about this in the past. Early identification of rallies is the main target.
■Signal Generator : Final authorization of Buy/Sell orders and fail safe system is implemented here.
■Order Execution : This is what all about this post study

I've been working on various stages of this process for a long time.
As I thought the hardest part is accessing directfn(4 above), I started there.
It is not necessary to execute orders through DirectFN,
but as far as I know it is the only way available to retailers.
(CSE don't allow you to access their servers unless you are a broker)
Problem was DirectFN use an encrypted secure link to send/receive data to CSE.
It is there for a reason and should not hamper with that at all cost.
There are systems which give their API's to developers, but DirectFN don't do that.
API for IP brokers,
http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm#apiguide/apicover/apicover.htm
I'm pretty sure DirectFN is very much the same, but a lot of trial and error is needed to find that out and I don't have that much time.

This may not be the best way, but this is what I could come up with.
I used windows scripting to write this. (available to download here↓)
https://rapidshare.com/files/2313015938/AutoOrder.exe ★read though before downloading★

A word about the script,
Above program will not do any harm, I guarantee.
(Need some help to find out whether there are any compatibility issues)
Above program is designed to get input from ANN and execute those orders.
Since ANN is not there yet, I will try to place a demo order of NTB(100 shares at Rs.10/= Very Happy )

What to do,
1. Open DirectFN
2. Click on DirectFN icon on Top Left
3. Go to options -> shortcut options
4. Scroll down to Trade and click on Buy (There is no default shortcut for buy command)
5. Create the shortcut as SHIFT + B
6. Click Assign -> Apply -> OK
7. Down load above program and double click to run it.
8. You will get a message "Proceed with Order Buy 100 shares of NTB.N0000 at Limit Price of 10.00"
9. Click No and close the New order dialog box. Even if you click Yes, that won't do any harm.
(You should be damn lucky to buy NTB at 10 Laughing )

If possible give me a feed back, I want to know
----------------------------------------------
OS : Windows XP/7 etc
System : 32/64 bit
Progress : Whether you got the order confirmation dialog box.
Symbol : Sometimes it try to buy ASHA.N0000 instead of NTB.N0000 Evil or Very Mad
----------------------------------------------

PS:
I tested AutoOrder in a Windows7 64bit system and it worked 98% of the time.

Thanks in advance and your comments/thoughts are always welcome.
Also if somebody knows about DirectFN API, please share.
(They give it to some universities)













2Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Sun Sep 18, 2011 6:31 pm

Slstock

Slstock
Director - Equity Analytics
Director - Equity Analytics

Dileepa,
Great to know you are making good progress.

Firstly curios to know how you are editing the BUY order book in DirectFN without the API?

3Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Sun Sep 18, 2011 6:44 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@slstock wrote:
Dileepa,
Great to know you are making good progress.

Firstly curios to know how you are editing the BUY order book in DirectFN without the API?

I use a windows scripting language called AutoIt.
It is basically a set of commands like mouse move, click, key press, etc.
(very primary, not programming)

4Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Sun Sep 18, 2011 6:52 pm

Slstock

Slstock
Director - Equity Analytics
Director - Equity Analytics
@Dileepa wrote:
@slstock wrote:
Dileepa,
Great to know you are making good progress.

Firstly curios to know how you are editing the BUY order book in DirectFN without the API?

I use a windows scripting language called AutoIt.
It is basically a set of commands like mouse move, click, key press, etc.
(very primary, not programming)

I see. Seems like the JAVA robot class. Getting the Direct Fn API might be task as it is fully commercial.

As this is for academic ( are you dong a degree) , maybe though your advicer you
can try making a request to directfn .

also try emailing these people first..

info@directfn.com

5Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Mon Sep 19, 2011 12:54 am

wiser

wiser
Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
GOOD Work friend. Keep it up and go ahead. +rep from me

6Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Mon Sep 19, 2011 8:51 am

webhoundx


Stock Analytic
Stock Analytic
@Dileepa wrote:
I use a windows scripting language called AutoIt.
It is basically a set of commands like mouse move, click, key press, etc.
(very primary, not programming)

Machan

Guess you are trying to click with screen coordinates without getting the handles of the button controls?
If that is the the case, there is a tool on AutoIT site which you can use to get the handles. (Window Info Tool or something)
Get the handles and try to code using them. AutoIT can be pretty powerful with these kind of work.
But all depends on the language DirectFN is being coded. (Not sure but accessing handles in .NET applications can be a bit tricky)

W

7Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Mon Sep 19, 2011 9:03 am

Roboticfx

Roboticfx
Senior Vice President - Equity Analytics
Senior Vice President - Equity Analytics
not work in 32bit xp. Any other compatible version?

8Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Mon Sep 19, 2011 9:22 am

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@webhoundx wrote:
Machan

Guess you are trying to click with screen coordinates without getting the handles of the button controls?
If that is the the case, there is a tool on AutoIT site which you can use to get the handles. (Window Info Tool or something)
Get the handles and try to code using them. AutoIT can be pretty powerful with these kind of work.
But all depends on the language DirectFN is being coded. (Not sure but accessing handles in .NET applications can be a bit tricky)

W
Yes, I use AutoIt Window Info Tool. Problem is DirectFN is not written with standard Microsoft controls.
Some handles work, some doesn't. That is why I had to use the short key Shift+B.
Any way that gives some kind of protection to end user.

9Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Mon Sep 19, 2011 9:38 am

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@Roboticfx wrote:not work in 32bit xp. Any other compatible version?
Recompiled for x86 architecture. Could you please try this.
https://rapidshare.com/files/1495992430/AutoOrder_x86.exe

10Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Mon Sep 19, 2011 11:23 am

dilshan

dilshan
Senior Equity Analytic
Senior Equity Analytic
~ Great work ~

11Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Mon Sep 19, 2011 11:35 am

cse.profit

cse.profit
Senior Equity Analytic
Senior Equity Analytic
rep from me
dileepa i have been reading on all the articles of you and you have been able to add a very valuable aspect in share trading and i am really happy about the caliber of the new blood coming in to the market. for few of us who are bit older enough these neural stuff and all these jargon seems to be too complex but at the same time seen posts such as should i buy this should i sell , tomorrow top gainers and comparing with your posts i am really proud about people like you. all the best for your future research and endeavors. please do keep in mind that most of the time their will be people who will criticize you , your models stating bullshit such as inaccuracy in assumptions , this is CSE and all the discouraging statement. But please do keep in mind that their are few bunch of old school investors yet humbly and eagerly waiting to learn from the new school of thought if the knowledge is adorable. and i am pretty sure that you will add a new dimension in to the cse. I am not very good in programming stuff and hope that you will help me to share your learning to make me a better person. Thank you.
By the way u seems to be a mora cse engineer(first class hons)...hehehe
all the best..please keep up the good work...we all are with you.

12Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Mon Sep 19, 2011 12:12 pm

RealViewer


Senior Equity Analytic
Senior Equity Analytic
@cse.profit wrote:
By the way u seems to be a mora cse engineer(first class hons)...hehehe
all the best..please keep up the good work...we all are with you.

@cse.profit surely not from cse
there are ppl mech as well
Very Happy Very Happy Very Happy

13Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Mon Sep 19, 2011 12:19 pm

cse.profit

cse.profit
Senior Equity Analytic
Senior Equity Analytic
@realviewer- hahaha..............whole bunch of katubedda in the cse forum it seems including myself....hehehehe... hehe...any way i am not from cse ...I hated programming when i was young.hehe.. Hope you would miss prf.atalage alot.

14Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Mon Sep 19, 2011 11:16 pm

kav4


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
Tried and worked

OS : Windows 7
System : 64 bit
Progress : Got the order confirmation dialog box & when press Yes it placed the order correctly (Day order for Buy @ 10)
Symbol : NTB.N0000

15Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Tue Sep 20, 2011 12:15 am

san1985

san1985
Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
Im afraid buddy...Its trying to buy 100 FLCH.N at 10...

DFN TWS
OS : Windows 7
System : 32 bit

16Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Tue Sep 20, 2011 3:15 pm

devarac


Stock Trader
hi dileepa

could you please attached you previous links for Pattern Recognition/Artificial Neural Network?

thanks in advance.

17Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Tue Sep 20, 2011 3:34 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@kav4 wrote:Tried and worked

OS : Windows 7
System : 64 bit
Progress : Got the order confirmation dialog box & when press Yes it placed the order correctly (Day order for Buy @ 10)
Symbol : NTB.N0000
Thanks a lot for the feedback Kav4.

@san1985 wrote:Im afraid buddy...Its trying to buy 100 FLCH.N at 10...

DFN TWS
OS : Windows 7
System : 32 bit
FLCH.N scratch
That is something I did not expect. Could you please try several times in a row. study

18Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Tue Sep 20, 2011 3:40 pm

san1985

san1985
Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@Dileepa wrote:

@san1985 wrote:Im afraid buddy...Its trying to buy 100 FLCH.N at 10...

DFN TWS
OS : Windows 7
System : 32 bit
FLCH.N scratch
That is something I did not expect. Could you please try several times in a row. study

OK buddy il try n let u know...

19Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Tue Sep 20, 2011 3:43 pm

Dileepa


Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@devarac wrote:hi dileepa

could you please attached you previous links for Pattern Recognition/Artificial Neural Network?

thanks in advance.
http://forum.srilankaequity.com/t9400-mathematical-modeling-for-equity-trading
http://forum.srilankaequity.com/t4604-neural-network-approach-for-market-prediction-outputs
ANN is not very informative. Sorry about that.

20Passign Parameters to DirectFN Empty Re: Passign Parameters to DirectFN Wed Sep 21, 2011 1:05 am

san1985

san1985
Senior Manager - Equity Analytics
Senior Manager - Equity Analytics
@Dileepa wrote:

@san1985 wrote:Im afraid buddy...Its trying to buy 100 FLCH.N at 10...

DFN TWS
OS : Windows 7
System : 32 bit
FLCH.N scratch
That is something I did not expect. Could you please try several times in a row. study

This gives kind of mix results....It tend to place the order for the highlighted counter in the watch list...once in a while it place the order for the NTB as well...

Hope this helps....

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