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Author Topic: Real Time Charting, Order Book, and Time & Sales  (Read 82119 times)
ErebusBat
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July 18, 2012, 03:43:27 PM
 #201

Forgive if this is a stupid noob question, but what exactly do the blue and yellow lines indicate on the candlestick chart.  I assume they are some sort of averages, but over what parameters?

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July 18, 2012, 04:41:47 PM
 #202

I assume they are some sort of averages, but over what parameters?

The 10/21 EMAs are now plotted on bitcoin.clarkmoody.com, by the way.
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July 18, 2012, 06:05:48 PM
 #203

I am assuming that is days and not hours?

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July 19, 2012, 01:00:31 AM
 #204

I am assuming that is days and not hours?

On the hourly chart it's hours.  On the daily chart it's days.

Can you guess what it is on the 15 minute chart?  Wink

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July 19, 2012, 07:01:40 AM
 #205

The 10/21 EMAs are now plotted on bitcoin.clarkmoody.com, by the way.

In this picture:



both lines are higher than all the prices in all 14 time periods.  How can that be, given that one of the lines is a 10 period EMA?  The average shouldn't be higher than all 10 of the preceeding highs should it?

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July 19, 2012, 12:05:16 PM
 #206

Precisely why I am confused.

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July 19, 2012, 08:04:00 PM
 #207

Any chance you could add a setting that would switch the Size and Sum columns to be in dollars instead of BTC? i.e. if there were 1000 BTC offered at 9.7, show 9700, and so forth. I think it would provide a more balanced view of the book. When shown in BTC, the book implicitly looks more unbalanced toward the bid side because the same quantity of BTC represents more money at higher price levels.
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July 19, 2012, 10:42:51 PM
 #208

I don't like how one bar's 'close' is often different than the following bar's 'open'.  It looks like the value used for 'open' and 'close' are the first and last trades in that bar, whereas traditionally the 'open' price would be the last trade in the previous bar.

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July 20, 2012, 11:38:47 AM
 #209

Ghe donate, feedback frame keeps overlapping data on my movile divice. Samsung S2.

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July 20, 2012, 11:01:38 PM
 #210

One little Question;
the Data of your tool, where does it come from? Sometimes the JSON Mt.Gox ticker is "slower" than your Tool. But I was thinking,that you use the Mt.Gox-Ticker, too? Am I wrong?

www.Bitcoin-Tools.de - Price Alert & Calculator
A little tool to keep you informed or wake you up, if Mt.Gox reaches a defined price level and a calculator to convert  BTC or USD based on live Prices.
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July 21, 2012, 07:21:35 AM
 #211

One little Question;
the Data of your tool, where does it come from? Sometimes the JSON Mt.Gox ticker is "slower" than your Tool. But I was thinking,that you use the Mt.Gox-Ticker, too? Am I wrong?
I believe he uses the socket.io feed.  Some of the charting guys get data much faster than other methods which makes me think some of them have done some verbal negotiation on getting a priority feed as well.
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July 21, 2012, 09:28:10 AM
 #212

Anyone has a clue on what is going on right now? Either the charting tool suffers from some hick-up, the market runs crazy, or a bunch of trading bots are fighting the final fight: the bids are eaten up to ~9.30 and then plumped down to ~8.79 with the race being repeated continuously Huh

Maybe Mt.Gox is performing some tests (trades are disabled right now), or someone placed an order to trade 1M Bitcoins and Mt.Gox is not capable to clear it in real-time.

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July 21, 2012, 09:45:36 AM
 #213

Anyone has a clue on what is going on right now? Either the charting tool suffers from some hick-up, the market runs crazy, or a bunch of trading bots are fighting the final fight: the bids are eaten up to ~9.30 and then plumped down to ~8.79 with the race being repeated continuously Huh

Maybe Mt.Gox is performing some tests (trades are disabled right now), or someone placed an order to trade 1M Bitcoins and Mt.Gox is not capable to clear it in real-time.

gox engine screwup. websocket loops the same trades all over again. they're working on it.

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July 21, 2012, 10:11:30 AM
 #214

Anyone has a clue on what is going on right now? Either the charting tool suffers from some hick-up, the market runs crazy, or a bunch of trading bots are fighting the final fight: the bids are eaten up to ~9.30 and then plumped down to ~8.79 with the race being repeated continuously Huh

Maybe Mt.Gox is performing some tests (trades are disabled right now), or someone placed an order to trade 1M Bitcoins and Mt.Gox is not capable to clear it in real-time.

gox engine screwup. websocket loops the same trades all over again. they're working on it.

Hm, something's fishy, though. During the last cycle it went up to 9.7 to get kicked back to 8.725 - it is obviously not cycling always over the same data, but the spikes continuously reach higher limits. Will be interesting to see where it continues when Gox opens their doors again...

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July 21, 2012, 01:11:01 PM
 #215

The 10/21 EMAs are now plotted on bitcoin.clarkmoody.com, by the way.

In this picture:



both lines are higher than all the prices in all 14 time periods.  How can that be, given that one of the lines is a 10 period EMA?  The average shouldn't be higher than all 10 of the preceeding highs should it?


The exponential decay of those averages is perfectly normal if they started at a much higher point in the previous bar.


Any chance you could add a setting that would switch the Size and Sum columns to be in dollars instead of BTC? i.e. if there were 1000 BTC offered at 9.7, show 9700, and so forth. I think it would provide a more balanced view of the book. When shown in BTC, the book implicitly looks more unbalanced toward the bid side because the same quantity of BTC represents more money at higher price levels.


Maybe, but probably not. This is a Bitcoin order book. Would it make sense to display an order book for GOOG stock in dollars instead of shares?


I don't like how one bar's 'close' is often different than the following bar's 'open'.  It looks like the value used for 'open' and 'close' are the first and last trades in that bar, whereas traditionally the 'open' price would be the last trade in the previous bar.


You are correct: the 'open' price is the first trade during that bar's period. Having an open differ from the previous close is called a 'gap,' and it occurs frequently in thinly-traded markets such as ours. One way that my chart differs from traditional ones is that I do not show a candle if there was no trade during that time period. So if you look on the other currencies that are not traded as much as USD, you will see a few candles that jump around, instead of pages and pages of empty candles, representing no trading activity.


One little Question;
the Data of your tool, where does it come from? Sometimes the JSON Mt.Gox ticker is "slower" than your Tool. But I was thinking,that you use the Mt.Gox-Ticker, too? Am I wrong?
I believe he uses the socket.io feed.  Some of the charting guys get data much faster than other methods which makes me think some of them have done some verbal negotiation on getting a priority feed as well.


The socket.io feed outputs a 'ticker' message every so often, and I display that information as well. The feed is fast, as I believe it is hooked right into the trading engine at Gox (or at least that's the way it should be). However, I do not have any sort of special agreement with the exchange, but I wish I did since the feed goes down every now and then.


Ghe donate, feedback frame keeps overlapping data on my movile divice. Samsung S2.


I have not done any work on a mobile site. Perhaps you'd like to start a bounty campaign  Wink


Anyone has a clue on what is going on right now? Either the charting tool suffers from some hick-up, the market runs crazy, or a bunch of trading bots are fighting the final fight: the bids are eaten up to ~9.30 and then plumped down to ~8.79 with the race being repeated continuously Huh

Maybe Mt.Gox is performing some tests (trades are disabled right now), or someone placed an order to trade 1M Bitcoins and Mt.Gox is not capable to clear it in real-time.

gox engine screwup. websocket loops the same trades all over again. they're working on it.

Hm, something's fishy, though. During the last cycle it went up to 9.7 to get kicked back to 8.725 - it is obviously not cycling always over the same data, but the spikes continuously reach higher limits. Will be interesting to see where it continues when Gox opens their doors again...


At first glance, it looks like the chart has recovered from this episode, meaning that the server-side database of trades is not messed up (thankfully).

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dooglus
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July 21, 2012, 06:15:56 PM
 #216

In this picture:

http://i.imgur.com/RNo0a.png

both lines are higher than all the prices in all 14 time periods.  How can that be, given that one of the lines is a 10 period EMA?  The average shouldn't be higher than all 10 of the preceeding highs should it?

The exponential decay of those averages is perfectly normal if they started at a much higher point in the previous bar.

Ah, yes.

I was misunderstand what an Exponential Moving Average was.  A 10 day EMA takes more than 10 days' worth of data into account.  In fact it takes all previous prices into account, but exponentially less so the further back it goes.

It looks like the formula for calculating EMA is:

  new_ema = last_ema + (new_close - last_ema) * 2 / (periods + 1)

where periods is the number of time periods (10 or 21).

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July 23, 2012, 10:55:27 AM
 #217

Is there any way that you could add an option to add audio for trades? I would really love to be able to hear a noise for every uptick and a different noise for every downtick and something else for just white trades. This way I don't have to be watching the chart 24/7 to look for a rally/crash. I can be browsing a different website and still hear it, so i don't have to check in on it all the time, I can also just hear it happen across the room and get to my computer to trade. I could also just listen to the trades when i go to sleep. There are so many other benefits to adding audio. This would help my day trading A LOT.  also, it would be nice to be able to ignore low volume trades under a certain threshold. those .01btc bots would get annoying as far as the audio goes. I would set mine to .1btc. I suggest making different options for the threshold. Anyways, IF you implement these changes, I'll pay you 10btc.

EDIT: also it would be nice if there was a sound for when u get disconnected and reconnected. that way if there hasn't been a trade for a while then you don't have to check to see if you were disconnected or not.

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July 23, 2012, 09:36:17 PM
 #218

I'll pay you 10btc

Now that's the way to get a feature request to the front of the queue.  Smiley

So a total of 5 sound events: up tick, even, down tick (with volume filter), disconnect, reconnect.

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ErebusBat
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July 23, 2012, 09:37:12 PM
 #219

I'll pay you 10btc

Now that's the way to get a feature request to the front of the queue.  Smiley

So a total of 5 sound events: up tick, even, down tick (with volume filter), disconnect, reconnect.
Clark....

I already have this implemented as a GreaseMonkey plugin if that helps at all.

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July 23, 2012, 09:51:44 PM
 #220

Clark....

I already have this implemented as a GreaseMonkey plugin if that helps at all.

That's ok.

However, I am interested in what sounds would be good for this though. Obviously, Windows/Mac/Linux sounds would add confusion, so I'd like to find some that are free and work well.

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