Richy_T
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May 02, 2013, 09:36:21 PM |
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No data manipulation required. Just the bid/ask sums at each point in time for each price. This provides the x, y, and z matrices it requires. http://www.mathworks.com/help/matlab/ref/mesh.htmlIt would just be mesh(bid/ask sums, price, time) If you have the matrices at least, which should be easy to get. It's not a matrix though, it's a list of prices and amounts at each point in time. No reason something like Matlab couldn't handle something like that, as mature as it is but I don't know if it does. Overkill for something like this though.
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Richy_T
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May 02, 2013, 09:41:48 PM |
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Also, the fee will be a problem in Europe. I've been to the US a few times and know it is normal there for ATMs to charge fees in some places (in NY most ATMs did) . I felt robbed every single time since in Europe I'm used to not pay a fee for withdrawing cash. I think most people won't pay 4%.
This was the case in England for a while too. I can't remember if it was customer pressure or legislation that got it changed. You also have to pay for your checkbooks in the US too.
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jbord39
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May 02, 2013, 09:42:28 PM |
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No data manipulation required. Just the bid/ask sums at each point in time for each price. This provides the x, y, and z matrices it requires. http://www.mathworks.com/help/matlab/ref/mesh.htmlIt would just be mesh(bid/ask sums, price, time) If you have the matrices at least, which should be easy to get. It's not a matrix though, it's a list of prices and amounts at each point in time. No reason something like Matlab couldn't handle something like that, as mature as it is but I don't know if it does. Overkill for something like this though. I don't think you are familiar with a matrix but it is basically exactly what you described. Keep mind that an array is just a 1d matrix. Price, amount, time-- that is a 3d matrix. The data as you described it is exactly what you need for the mesh command. Overkill?? For this one purpose maybe but a lot of people use matlab all the time and have it for any of there needs(myself included).
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wachtwoord
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May 02, 2013, 09:45:10 PM |
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Also, the fee will be a problem in Europe. I've been to the US a few times and know it is normal there for ATMs to charge fees in some places (in NY most ATMs did) . I felt robbed every single time since in Europe I'm used to not pay a fee for withdrawing cash. I think most people won't pay 4%.
This was the case in England for a while too. I can't remember if it was customer pressure or legislation that got it changed. You also have to pay for your checkbooks in the US too. Checks are in disuse here (I'm not sure if they are even offered still) for at least 15 years. I have never written a check in my life ![Smiley](https://bitcointalk.org/Smileys/default/smiley.gif)
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Kazu
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May 02, 2013, 09:59:02 PM |
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Well I am glad I was too busy to be online today. I probably would have wasted an entire day spam refreshing the Mtgox page.
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Richy_T
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May 02, 2013, 10:01:43 PM |
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Too frequent? ![](https://ip.bitcointalk.org/?u=http%3A%2F%2Fi40.tinypic.com%2F1fh7df.png&t=665&c=s60Zfz4uSCcnLw)
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crazy_rabbit
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RUM AND CARROTS: A PIRATE LIFE FOR ME
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May 02, 2013, 10:02:49 PM |
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Too frequent? ![](https://ip.bitcointalk.org/?u=http%3A%2F%2Fi40.tinypic.com%2F1fh7df.png&t=665&c=s60Zfz4uSCcnLw) wow, what is that?
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Richy_T
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May 02, 2013, 10:05:16 PM |
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I don't think you are familiar with a matrix but it is basically exactly what you described. Keep mind that an array is just a 1d matrix. Price, amount, time-- that is a 3d matrix.
The data as you described it is exactly what you need for the mesh command.
Overkill?? For this one purpose maybe but a lot of people use matlab all the time and have it for any of there needs(myself included).
A matrix of the kind which I used reasonably often in the course of my time as a student of physics (graduated with honors, thanks) was typically of an n*m (or other dimensional) format which would fit neatly into a grid. The bids and asks returned from the API are not (hence my suggestion that the numbers may need rework).
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adamstgBit
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May 02, 2013, 10:06:29 PM |
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Too frequent? ![](https://ip.bitcointalk.org/?u=http%3A%2F%2Fi40.tinypic.com%2F1fh7df.png&t=665&c=s60Zfz4uSCcnLw) wow, what is that? A 3d depth chart spanning 1 Hour its like 30 wall pics in one! fucking beautiful!
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BTCdude007
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May 02, 2013, 10:18:28 PM |
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Do or die time! Will it break the downtrend this time? ![](https://ip.bitcointalk.org/?u=http%3A%2F%2Fi41.tinypic.com%2F13z311e.png&t=665&c=61qjBLE4I5L_oA)
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EuroTrash
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May 02, 2013, 10:20:27 PM Last edit: May 02, 2013, 10:35:42 PM by EuroTrash |
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A 3d depth chart spanning 1 Hour
its like 30 wall pics in one! fucking beautiful!
Indeed it is ![Smiley](https://bitcointalk.org/Smileys/default/smiley.gif) It'd be nice if it had a way to represent depth on the vertical axis. I was thinking more like landscape mapping with different colours. Then the evolution of the walls over time would become a valley (or a canyon) and the price would be a river flowing in it.
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Richy_T
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May 02, 2013, 10:29:26 PM |
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A 3d depth chart spanning 1 Hour
its like 30 wall pics in one! fucking beautiful!
Indeed it is ![Smiley](https://bitcointalk.org/Smileys/default/smiley.gif) It'd be nice if it had a way to represent depth on the vertical axis. It is depth on the vertical axis, surely?
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marcus_of_augustus
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Eadem mutata resurgo
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May 02, 2013, 10:42:17 PM |
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Too frequent? ![](https://ip.bitcointalk.org/?u=http%3A%2F%2Fi40.tinypic.com%2F1fh7df.png&t=665&c=s60Zfz4uSCcnLw) Do you have the m-code? ... I can plot those as 3-d rendered surfaces that evolve in time if you like ... or as a movie too.
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SlipperySlope
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May 02, 2013, 11:08:24 PM |
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I was thinking more like landscape mapping with different colours. Then the evolution of the walls over time would become a valley (or a canyon) and the price would be a river flowing in it. EM had the idea posted here that the 3 D chart should denote age of the limit order by color [or intensity].
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TiagoTiago
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May 02, 2013, 11:21:34 PM |
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What if instead of 3d, you did it 2d, like your if that 3d graph was viewed from top-down straight, but coloring the bid and ask with red and green, varying the intensity (or brightness) instead of moving up and down, and coloring the "channel" between both sides in blue (also with intensity/brightness, but in proportion to how much it changed from the previous range)?
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SlipperySlope
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May 02, 2013, 11:28:21 PM |
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![](https://ip.bitcointalk.org/?u=https%3A%2F%2Fi.imgur.com%2FDSw6va3.png&t=665&c=815e599vxkNngA) Breaking back down below $105 could be an important confirmation of the resumption of the capitulation from $145.
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adamstgBit
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May 02, 2013, 11:35:52 PM |
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![](https://ip.bitcointalk.org/?u=https%3A%2F%2Fi.imgur.com%2FDSw6va3.png&t=665&c=815e599vxkNngA) Breaking back down below $105 could be an important confirmation of the resumption of the capitulation from $145. 105 sucks balls! i'm hoping to see 120 again soon
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DougTanner
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May 02, 2013, 11:40:30 PM |
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Going back down. ![](https://ip.bitcointalk.org/?u=https%3A%2F%2Fi.imgur.com%2FZ3aICUJ.jpg&t=665&c=VuTZ6EuqtNgONA) Way down. ![](https://ip.bitcointalk.org/?u=https%3A%2F%2Fi.imgur.com%2FgHFuQB6.jpg&t=665&c=ZYK8-M3GHKK7qg)
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Rampion
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May 02, 2013, 11:41:38 PM |
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here we go
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SlipperySlope
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May 02, 2013, 11:42:41 PM |
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$100 wall held. But maybe the remaining part of the wall is held by the seller who wants to corral sizable bids above $100 for later consumption.
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