TZ System, Share some idea of my system.

 

Learned much from this forum during last few years, I decide to post my first thread. I created my trade system / analysis system after work (I am working for the biggest fund management company of China - China AMC, but I am one IT developer). Here is the architecture of my system. The system catch every tick data from dukascopy, including ask price, bid price, ask volume, bid volume, ask depth, bid depth, and analysis them withing the 10s bar. It will give several useful indicators of Tick, Volume and Price and display them with charts, spreadsheet, log and progress bars.

Besides that, it grabs the ecnomic news from foxstreet automatically during the news release time approaching and display them on chart and spreadsheet. It also download the news manualy for synchronization.

All tick data and news data will write into oracle database. The system will load them during next startup.

The system gives important information for trading next few minutes or hours.

I will explain later.

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Man, that's a lot more information than I have access to... Maybe you should sell your signals

But seriously, I'm curious to see what you do with all that information. What kind of analysis will you use to make trading sense out of such a wide variety of information sources?

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