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blankseplocked Experiment #03 On demand game market data and graphs
 
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Vaerah Vahrokha
Minmatar
Vahrokh Consulting
Posted - 2011.04.26 22:47:00 - [1]
 

Please visit your user settings to re-enable images.


Forewarning

There is no TLDR and the list of financial products offered WILL be staggering and huge.


Introduction

I am now at the third generation of a little side project of mine.

I am going to offer a service where interested parties may request one or more of the following services:

1) In game market data.

2) Professional charts.

3) Price action professional charts.

4) Excel 2007 graphical marked data sheets.

5) Customized versions of the above.


1) In game market data

For best portability, it comes in the form of CSV files.
They are comma separated, end of line is Chr(13) + Chr(10).
These files typically contain a minimum of 1 year of data up to the same day of delivery. They don't come from EvE Central so they are precise and not tampered with poisoned uploaded fake orders.
Each row is one day.


The stock formats available are:

a) EvE default

YYYY-MM-DD HH:MM:SS, low, high, average, traded volume, number of orders traded.

These are the typical EvE market data files.


Example:


2010-03-01 00:00:00, 405.73, 420.95, 416.59, 116915583, 495
2010-03-02 00:00:00, 414.87, 422.41, 421.90, 79839835, 440
2010-03-03 00:00:00, 405.72, 419.00, 417.53, 90780399, 421
2010-03-04 00:00:00, 391.17, 404.54, 399.83, 97560976, 383



b) "Yahoo end of day" compliant OHLCV

MM/DD/YYYY HH:MM, open, high, low, close, volume

These are files that may be opened by various brands of charting software.


Example:


03/01/2010 00:00,416.59,420.95,405.73,416.59,116915583
03/02/2010 00:00,416.59,422.41,414.87,421.90,79839835
03/03/2010 00:00,419.00,419.00,405.72,417.53,90780399
03/04/2010 00:00,404.54,404.54,391.17,399.83,97560976



c) Excel OHLCV

YYYY-MM-DD, open, high, low, close, traded volume

These are the files required by the Excel sheets I am offering at point 4).
They may also be easily adapted to the standard Excel stock charts by moving the volume column to right after the date.


Example:


2010-03-01,416.59,420.95,405.73,416.59,116915583
2010-03-02,416.59,422.41,414.87,421.90,79839835
2010-03-03,419.00,419.00,405.72,417.53,90780399
2010-03-04,404.54,404.54,391.17,399.83,97560976


Nota bene:
EvE does not natively support OHLC data so I implemented some algorythms to syntethize it.
Price action is preserved, gapping markets are implemented, flipped values sorted.


Delivery

Interested parties should eve-mail me the following information:

- Item you want the CSV of.
- Desired format out of one in the list above.
- An address where to mail / upload the file.


Pricing

Before delivery I shall be sent 20M (twenty million ISK) per file.
I like informal, laissez faire methods but in case I see massive swapping of files between players I'll restrict the access on an IP range locked, login based site.


Vaerah Vahrokha
Minmatar
Vahrokh Consulting
Posted - 2011.04.26 22:52:00 - [2]
 

2) Professional charts

They are the result of importing the above CSV files into a charting package.
These are different from the EvE charts in the following points:

- Established candle stick bars, giving a much better idea of market sentiment than the default "small yellow dot with invisible dark barbs".
- Fully visible pin bars, tweezer tops / bottoms and other mainstay "buy / sell now" signals.
- They allow appreciating gapping market a lot better, this may reveal market manipulations in a much evident way.
- Actually used industry moving averages, giving a better idea of price action and dynamic support / resistance.
- 10 and 21 EMAs are compatible with my Technical Analysis simplified trading system.
- RSI indicator to quickly see overbought or oversold levels during lateral and choppy markets.

There are two versions available:

a) Native chart for that specific free charting application

This requires knowledge about the charting application (Windows) and about where to place the various files (ProgramData\Blah\Blah).


Screen shots

Low res, small file size:

Please visit your user settings to re-enable images.

Full resolution and quality



Deliverables

- CSV file to be imported in the package as is.
- Template file
- Desktop file


Delivery

Interested parties should eve-mail me the following information:

- Item you want the chart files for.
- An address where to mail / upload the files.


Pricing

Before delivery I shall be sent 150M per item chart kit.


b) Rendered static chart

Useful for people without the prerequisite technical computer knowledge or with no Windows PC.

Everything is the same as version a) except:


Deliverables

3 pictures in PNG format similar to the screenshots above. You have to specify the item name and the approximate time spans of each chart, i.e. 1 year, 3 months, 1 month.
Unlike EvE charts, you are not forced to have charts ending with today's date, you may pick 1 month of data starting 6 months ago.


Pricing

Before delivery I shall be sent 50M per 3 pictures kit.


3) Price action professional charts

These are exactly like 2) but I will also set them up to show important support / resistance lines, ranges, triangles, Fibonaccis.
If you are a T.A. trader you'll have little more to do before being able to trade.


Screen shots

Low res, small file size:

Please visit your user settings to re-enable images.

Full resolution and quality


Deliverables

Same solutions and deliverables as per 2)


Pricing

Native chart: before delivery I shall be sent 200M per item chart kit.
Rendered static chart: before delivery I shall be sent 80M per 3 pictures kit.


Nota bene:
No trading signal will be provided, even if I plotted them, they'd be good for my operativity and possibly a disaster for yours.

Vaerah Vahrokha
Minmatar
Vahrokh Consulting
Posted - 2011.04.26 22:55:00 - [3]
 

4) Excel 2007 graphical marked data sheets

For players who prefer not to commit with learning a charting package but still want to work on dynamic data I prepared an Excel 2007 based solution.
The Excel sheet is manually customized item by item.
The Excel sheet shows:

- the price graph by using candle sticks,
- the same 3 moving averages used in the professional charting solution,
- volume,
- RSI indicator similar to the professional charting solution,
- You may specify both the starting bar and how many to show on screen. This dynamic feature lets you both shift through the data and zoom to the desired level.
I.e. Start = 30, Length = 60 means: skip to the 30th recorded price row, show 60 price bars on screen.
- Once you have the Excel sheet you will never need to purchase another again. Just order a "c) Excel OHLCV CSV file" listed in the first post of this thread, import as CSV and pronto the chart is updated.
If you know your way around in Excel you will also be able to customize one Excel file for multiple CSV files as well. Nothing is read only or hidden.


Screen shots

Low res, small file size:

Please visit your user settings to re-enable images.

Full resolution and quality


Low res, small file size:

Please visit your user settings to re-enable images.

Full resolution and quality


Delivery

Interested parties should eve-mail me the following information:

- Item you want the chart files for.
- An address where to mail / upload the file.


Deliverables

One Excel 2007 (older versions are not supported) file containing both data and charting.


Pricing

Before delivery I shall be sent 150M per item Excel file.


5) Customized versions of the above

I am also available to prepare custom versions of:

- Specific region price files

- Custom price CSV formats

- Custom professional charts

- Custom Excel files

I need an eve-mail with the request and possibly to start a conversation for finer details.
Customizations will cost 50M + 50M per hour of work.


Streaming data, subscriptions

I have no plans to implement them at this time, if enough people will ask for them I'll consider studying a solution.

Lando Antilles
Posted - 2011.04.27 01:08:00 - [4]
 

Originally by: Vaerah Vahrokha
the list of financial products offered WILL be staggering and huge.

understatement

Obviously you've put some work into this. I wish you success in this EVE experiment.

While I'm not in a place to take advantage of this service now, I might be later after I work throughthe enormity of your offering. Offhand, I know that I could find a use for targeted subscription services (weekly update of around 50-80 items in a few specific market sectors.)

Xemoxa
Posted - 2011.04.27 04:44:00 - [5]
 

Edited by: Xemoxa on 27/04/2011 04:45:19
This is meant to be a serious critique, rather than insulting:

I am curious, because you spend what seems to be an awfuly large amount of time and effort representing, in no modest terms, your apparent depth of knowledge and skills in the area of technical market analysis. This also includes, as in this case, what must be even more time dedicated to data management.

So my first question is:

How successful are you, in actual quantifiable terms, in turning your analysis into large, consistent returns? Because your posturing makes it seem like you are very, very successful at this. Would you consider that a fair statement?

If the answer is yes, that you are indeed very successful in generating returns:

Are you equally successful in real world markets as a result of your analysis skills? If so, how do you justify so much time spent on analysis that doesn't generate personal wealth? Are you already wealthy and don't care if your time and skills are applied to what is essentially play money? If you are not equally successful in applying your technical analysis skills to real markets, can you give the reasons why?

I guess I'm just coming at this from the perspective of trying to determine credibility, because, while there is no doubt that you have a certain level of command on the skills and jargon associated with what you present, I have a hard time getting past the fact that; if it is indeed possible to make such acurate predictions about future outcomes based on past results, and if you are in fact as good as you present yourself to be at making said predictions, why are you not applying all of this effort to real markets?

I find it hard to believe that anyone with such skills would spend time doing analysis of anything other than on things that will vastly increase personal wealth. Even if you lacked capital, one would think if you just applied as much time to trying to raise capital as you do on EVE, that you would be well on your way to making real money by now.

If you aren't this successful in real markets, how are the readers of this forum supposed to find credibility in someone who postures themselves as a master of markets?

This is why you are sort of like a Catch22 to me:

ArrowIf you are that good at predicting the markets, you wouldn't be here.
ArrowIf you are not that good at predicting the markets, you are wasting everyones time.

The third, and most likely senario imo, is that technical analysis is a limited tool that is oversold.

Hennata
Posted - 2011.04.27 04:56:00 - [6]
 

Edited by: Hennata on 27/04/2011 04:57:08
If a trading strategy is "so successful", it wouldn't be sold.

That is all I gotta say about that.

That said, it is just data and different users can find different uses for it.
---
aside: real world markets have datamining bots totally crowding out the technical analysis people nowadays, eve markets not necessarily so.

Hieronimus Rex
Minmatar
Infinitus Sapientia
Hav0k.
Posted - 2011.04.27 05:03:00 - [7]
 

Originally by: Xemoxa
This is why you are sort of like a Catch22 to me:

ArrowIf you are that good at predicting the markets, you wouldn't be here.
ArrowIf you are not that good at predicting the markets, you are wasting everyones time.

The third, and most likely senario imo, is that technical analysis is a limited tool that is oversold.


tl;dr - people exploit predictability in RL markets until they become sufficiently unpredictable. This exploitation hasn't fully occurred in EVE, so the average joe can still make money.

Internet dollars are easy to make because nobody is trying *that* hard to make them. There are people/computers trying to arbitrage RL markets around the clock, and they pour tons of money and person hours into doing it.

If people spent anywhere near that much time thinking about EVE, prepatch speculation would produce much lower returns - guidance systems would probably still be selling for <1k ISK. This obviously isn't the case.

Consequently you can get a lot more in EVE by putting in a minimum level of effort than you could in RL.

Florestan Bronstein
24th Imperial Crusade
Posted - 2011.04.27 06:58:00 - [8]
 

Edited by: Florestan Bronstein on 27/04/2011 06:58:21
Originally by: Xemoxa
How successful are you, in actual quantifiable terms, in turning your analysis into large, consistent returns? Because your posturing makes it seem like you are very, very successful at this. Would you consider that a fair statement?

My understanding is that VV is not trying to sell predictions - what she offers is just a visualization of data that is publicly available.

Wyke Mossari
Gallente
Posted - 2011.04.27 07:18:00 - [9]
 


The biggest issue is that (enough) people simply won't pay for this kind of service to make it worth while.

When I first released my PI spreadsheets peak usage would be 60+ people, 40+ people made copies, and today the typical number of logged is still in the 12-30 range. I didn't charge but did ask for contributions and received a total of three. IRC 25Million, 2 Million and 1 Million.

Others have reported similar experiences.

Methesda
Posted - 2011.04.27 07:19:00 - [10]
 

Edited by: Methesda on 27/04/2011 07:21:17
Originally by: Xemoxa
Edited by: Xemoxa on 27/04/2011 04:45:19
This is meant to be a serious critique, rather than insulting:

I am curious, because you spend what seems to be an awfuly large amount of time and effort representing, in no modest terms, your apparent depth of knowledge and skills in the area of technical market analysis. ...

...

If the answer is yes, that you are indeed very successful in generating returns:

Are you equally successful in real world markets as a result of your analysis skills? If so, how do you justify so much time spent on analysis that doesn't generate personal wealth? Are you already wealthy and don't care if your time and skills are applied to what is essentially play money? If you are not equally successful in applying your technical analysis skills to real markets, can you give the reasons why?





I have to bring you back down to Earth here Xemora, but nowhere in this thread does Vaerah offer the service of predicting the market.

Nowhere.

Nor does she claim to be any good at predicting the market.

I'd ask what the hell you are talking about if it weren't obviously apparent that you are making a mistake that many folks make, which is confusing Market Analysis with Market Prediction/Strategy, not to mention you compare her abilities to predict the RL Markets based on her purported skills on predicting the Eve Market.

From what I can tell, Vaerah enjoys analysing the Eve market, and possibly real life markets for the sheer joy of playing with number, and admiring statistical patterns and complexity.

Originally by: Xemoxa
I find it hard to believe that anyone with such skills would spend time doing analysis of anything other than on things that will vastly increase personal wealth


In that case, I'll be presumptious and suggest that you live a sad life if you don't have the joy of doing something because it excites you, rather than for monetary gain.

The reality is probably closer to the idea that you actually do do things purely for excitement, but you are so focused on debasing someone else, that you are losing perspective.

Again: I see nothing about selling winning market strategy here. Only the sale of information.

Vaerah Vahrokha
Minmatar
Vahrokh Consulting
Posted - 2011.04.27 13:21:00 - [11]
 

A GREAT series of questions, even if quite off topic.


Originally by: Xemoxa

So my first question is:

How successful are you, in actual quantifiable terms, in turning your analysis into large, consistent returns? Because your posturing makes it seem like you are very, very successful at this. Would you consider that a fair statement?



This is not a thread about how good at trading I or anyone else is. In fact there are other places where some P&L statements were linked, this is not one of them.
This is an offer of material that with sufficient time, effort and computer skills everyone could create, even someone who never traded in his life.

Anyway since I am not one to flee off uncomfortable questions, read the following.

Basically after the company I worked for tanked in Feb 2011, all of us were tossed on the road.
Since the same company had difficulties for many months and would pay little and late, when we got finally busted I would have a grand... TA DA! 768 euros (plus few thousands that company owes me. Good luck getting them before years).
Yes, you read it. 768 dirty euros that need to suffice for food, housing, car, taxes etc. etc. Now, 1 month of food is 500 euros, car tax is 380 euros, housing is 300+.

What shall you do when everyone you talk with, tells you how with the crysis no one needs new workers, they tell you straight in face that the computer languages you learned now are useless and so on?
When your next chance at finding a job comes well after immigrants who are state sponsored plus they evade every tax so have no expense even if their wages are horrible?

You either go live under a bridge or HTFU and try a desperate way out. So I dusted this loose "hobby" I had in 2010 and tried my shot.

With this LOLcapital to invest, so far I am surviving. Does it mean my returns are "large and consistent"? NO. But today I had a meal and a roof.
Despite I have to bloodsuck almost all I make just to keep going, I am slowly increasing the money.
Ask me in maybe 2 years, so far I am too busy surviving the day. With trading.

Do you know what kind of scamming temptation I had when I gathered PLEXes for an equivalent of USD 4,286 in my charity campaign to help Japan?


Originally by: Xemoxa

Are you equally successful in real world markets as a result of your analysis skills? If so, how do you justify so much time spent on analysis that doesn't generate personal wealth?



RL trading has 3 steps:

1) before you enter in the market, no risk. You have ALL the time you want.
2) while you are in the market and your money is at risk. Time is of most concern.
3) after you exit the market, no risk. You have ALL the time you want.

Now, a great, great challenge and ALL the risk is concentrated in 2) and likewise time is of concern in 2).

What we can do is to setup 1) at the best of our capabilities in order to stalk the perfect entries and stack every possible probability in our advantage. We also have to prepare 3), because unrealized profits don't become REAL profits if you don't know when to exit the trade.
Once you pull the trigger and 2) starts, you are better to have done your homeworks right or you are busted.


Originally by: Xemoxa

Are you already wealthy and don't care if your time and skills are applied to what is essentially play money?



The best part of play money is that I can study my tecniques without losing RL money.
Games are like this: test environments for children to learn the real world without getting killed in the process.
In my case, EvE markets are slow, not really volatile, with textbook easy patterns.


Originally by: Hennata

If a trading strategy is "so successful", it wouldn't be sold.



This is a data feed service, not a trading strategy.
Also, the trading strategy is being given away to everyone for free.

Vaerah Vahrokha
Minmatar
Vahrokh Consulting
Posted - 2011.04.27 13:23:00 - [12]
 

Edited by: Vaerah Vahrokha on 27/04/2011 13:24:04
Originally by: Methesda

From what I can tell, Vaerah enjoys analysing the Eve market, and possibly real life markets for the sheer joy of playing with number, and admiring statistical patterns and complexity.



Exactly!
In fact my trading thread is not titled: "GET RICH QUICK".
It's titled: "Market poetry".


Originally by: Methesda

Again: I see nothing about selling winning market strategy here. Only the sale of information



Exactly. A CSV file containing 2 years worth of isotopes prices is just that: a dry, stupid string of prices.
I put the manpower to gather and clean the data, people get the data and THEY decide what to do with it.

Callista Omenswarm
Binary Industries Inc
Posted - 2011.04.27 14:24:00 - [13]
 

Originally by: Xemoxa
How successful are you, in actual quantifiable terms, in turning your analysis into large, consistent returns?


I can't speak for VV, but I'm doing simliar analysis with Eve's market data and will say I'm making a decent income with this kind of data, not Titan rich, but certainly PLEX rich.

Originally by: Xemoxa
The third, and most likely senario imo, is that technical analysis is a limited tool that is oversold.


Honestly I don't see the market for them. Those who can put them to use will be just as capable using the in-game history and there's already a number of other market folks I know pulling the data for use in out of client charting tools that even the proposition of being able to use the data out of game isn't all that unique.

From my own experience though I'd say Eve's trading info is pretty poor and the main reason why I came up with my own system for doing trading analysis. Information like 'were the traded units bought or sold' greatly affect your strategy in a given area and that just isn't in there.

At the end of the day either people will see the value or they won't. If they do, I'll offer my own reports at 19.9mil a pop ;)


Callista Omenswarm
Binary Industries Inc
Posted - 2011.04.27 14:28:00 - [14]
 

Edited by: Callista Omenswarm on 27/04/2011 14:28:03
Originally by: Vaerah Vahrokha
I put the manpower to gather and clean the data


I wonder if you could go into more detail about the cleaning process and what kinds of orders you're able to remove? Do 8mil shuttles and the semi-scam *10 or /10 orders show up? Are you counting those in the data because people make those mistakes or are you making an attempt to only show 'honest' trades?

Vaerah Vahrokha
Minmatar
Vahrokh Consulting
Posted - 2011.04.27 15:17:00 - [15]
 

Originally by: Callista Omenswarm
Edited by: Callista Omenswarm on 27/04/2011 14:28:03
Originally by: Vaerah Vahrokha
I put the manpower to gather and clean the data


I wonder if you could go into more detail about the cleaning process and what kinds of orders you're able to remove? Do 8mil shuttles and the semi-scam *10 or /10 orders show up? Are you counting those in the data because people make those mistakes or are you making an attempt to only show 'honest' trades?


Most rogue orders gets cut off by CCP at the next maintenance, what I clean are inconsistent data where i.e. the close would not be between minimum and maximum and other similar issues. Cleaning too much is not good anyway, because price has to price (!) in the whole market. There's no "wrong orders", there's no "wrong markets" beyond the "physical" errors in transcription I correct.

Hel O'Ween
Men On A Mission
EVE Trade Consortium
Posted - 2011.04.27 16:39:00 - [16]
 

Quote:

For best portability, it comes in the form of CSV files.



I would reconsider this. CSV is one of the worst possible formats and can not be easily imported/used by other programs. It highly depends on the location of the CSV creater and user, due to CSV being Locale dependent. For example in my country, "CSV" is actualy "SSV" (semicolon separated values), as the comma is our decimal separator and therefore can't be used as a field delimiter.

Also, most of the CSVs I had to deal with didn't properly enclose strings in quotation marks.

I'd go with XML instead, as most spreadsheets (the most likely used application type for your service) these days support XML data.

Ambo
I've Got Nothing
Posted - 2011.04.27 17:03:00 - [17]
 

Originally by: Hel O'Ween
Quote:

For best portability, it comes in the form of CSV files.



I would reconsider this. CSV is one of the worst possible formats and can not be easily imported/used by other programs. It highly depends on the location of the CSV creater and user, due to CSV being Locale dependent. For example in my country, "CSV" is actualy "SSV" (semicolon separated values), as the comma is our decimal separator and therefore can't be used as a field delimiter.

Also, most of the CSVs I had to deal with didn't properly enclose strings in quotation marks.

I'd go with XML instead, as most spreadsheets (the most likely used application type for your service) these days support XML data.


I would echo this, CSV has caused me all sorts of headaches in the past. If you must go with a text delimited file then I'd recommend tab-delimited as the least-worst of the common variations.

Maybe it's just me but your prices seem a little steep. 20 mil for market data on one item. Particularly with eve-central still going strong, this seems unlikely to light any fires.

150 mil for a graph on one item.. really? Again, maybe it's just me but I can't see anyone paying that.

Kudos for doing something different but I think there are better ways to do this. (if you're interested, maybe I'll make another post with some detail Wink)



Vaerah Vahrokha
Minmatar
Vahrokh Consulting
Posted - 2011.04.27 17:10:00 - [18]
 

Edited by: Vaerah Vahrokha on 27/04/2011 17:11:00
Any decent software including Excel supports specifying the separator to import files.
Every Yahoo compatible charting application demands, well, Yahoo formatted data.

As for the steep prices vs EvE Central:

1) I don't work for free. 20M is 20 minutes of missioning, 2 hours of AFK mining, 1 single mediocre implant.
If it's too much, well I'll just not sell.

2) EvE Central prices are poisoned by the fake uploads, and guess what? They fake it exactly when the item has strategic value, i.e. is dipping well.

Finally, EvE Central prices are not precise in game prices, period.

Callista Omenswarm
Binary Industries Inc
Posted - 2011.04.27 18:28:00 - [19]
 

Originally by: Vaerah Vahrokha
Finally, EvE Central prices are not precise in game prices, period.

I'll bite, what makes Eve central's pricing imprecise and yours so much more accurate?

Xemoxa
Posted - 2011.04.27 18:41:00 - [20]
 

Thanks for your reply VV. You are no doubt very capable at data analysis and data mining. Good luck on your effort to stay fed via trading.

To the others that jumped in saying 'VV is only selling data, not trading strategies'...I know. My questions were aimed more at the general posting history of VV, rather then this specific item. Sorry for the confusion.

I do think, though, that this line of questioning wasn't totally off-base considering that VV is attempting to sell charting data. It would be helpful to have some idea of how successful one can be with the right analysis of this data before buying it. Especially with regards to how much it's really worth over the standard market charts.

And just fyi, this is a nameless alt precisely because I didn't want the identity of the question asker to get in the way of question answering.

-Thanks

Vaerah Vahrokha
Minmatar
Vahrokh Consulting
Posted - 2011.04.27 19:59:00 - [21]
 

Originally by: Callista Omenswarm


I'll bite, what makes Eve Central's pricing imprecise and yours so much more accurate?



Open a market window. Export one item to file. Open the file.
You'll notice it's a bunch of prices, in fact it's the whole book of the sitting orders at the time of your export.

What you see is what's sent to EvE Central.

Now, orders are NOT price. Orders have their price but the actual settlement price is not exported at all.

So, EvE Central and many applications perform their own math to extract a plausible price by averaging buy and sell orders.
Still, nothing says that the true price they calculate is the same you'll find in the in game market history.

Furthermore, often you have to choose between several prices (or the applications does for you): "max buy orders", "average buy orders" and so on.
All of this complication because the real settlement price for the given day is simply not exported.

Furthermore during speculation people sometimes uploads made up tampered files to fool EvE Central. Naturally, they are most motivated to tamper data exactly when you need it to be accurate: they don't want to share a particular low or price with you.

Furthermore, try looking up a random item.
EvE Central will show this box: "Viewing data up to XXX hours ago".

Now, you will notice how loading the default 360 hours old data you get one Tritanium price, if you load 24 old data you get another.
So you'd be pushed to reduce the maximum data age but wait, less liquid items now just start showing no price at all.

Even Contribtastic to upload better data has its issues, many can't get it to work since it's based on a long abandoned library.


The data I provide is the official in game price instead and there's no expirations, no data age, no "max buy order vs average vs median vs blah blah" nothing to have to choose.


Originally by: Xemoxa

I do think, though, that this line of questioning wasn't totally off-base considering that VV is attempting to sell charting data



No, I am selling prices. You may decide to use it in your own trading software, to use it to create a T2 production data sheet with actually accurate prices or - only if you want - you may use it for charting.

Callista Omenswarm
Binary Industries Inc
Posted - 2011.04.28 03:33:00 - [22]
 

Originally by: Vaerah Vahrokha
I put the manpower to gather and clean the data
...
Most rogue orders gets cut off by CCP at the next maintenance, what I clean are inconsistent data where i.e. the close would not be between minimum and maximum and other similar issues. Cleaning too much is not good anyway


Finally, EvE Central prices are not precise in game prices, period.
...
The data I provide is the official in game price instead


Please never change VV, each one of your posts brings me more joy than the last.

Methesda
Posted - 2011.04.28 03:55:00 - [23]
 

Originally by: Callista Omenswarm

... Information like 'were the traded units bought or sold' greatly affect your strategy in a given area and that just isn't in there.




I am interested in what you been by 'traded units bought or sold'... I don't see how they are not both at the same time every time. As the saying goes; for every sale there is a buyer, and for every buy there is a seller.

What do you mean?

9yards
Caldari
Eve Engineering Finance
Eve Engineering
Posted - 2011.05.04 21:54:00 - [24]
 

How are you going to determine a OHLCV data set when there is no Open or Close price?

Vaerah Vahrokha
Minmatar
Vahrokh Consulting
Posted - 2011.05.04 22:15:00 - [25]
 

Originally by: 9yards
How are you going to determine a OHLCV data set when there is no Open or Close price?


They are synthetised as follows:

For recent prices (those that matter the most), the close of the day is taken by the value returned by the GetNewPriceHistory function at the close, the open of the next candle of course is the same (there's no "aftermarket" in EvE).

For old prices of fallback mechanism, if average price is close to H or L then it's used as close. The open is complicated to explain, it depends on the previous close but also on how H and L relate with it.

Vaerah Vahrokha
Minmatar
Vahrokh Consulting
Posted - 2011.05.27 21:09:00 - [26]
 

Some news

Since I am migrating to an improved market price action analysis method I needed higher quality data, ability to work on multiple time frames, access to more advanced software features.

Therefore I am now presenting a new iteration of my works:

1) Improved quality data feeds, now they both take into account gapping markets and long shadow candles with as little recognition errors as possible.

At this point it becomes precise enough that it's possible to discern EvE's outlier data sanitizing in action.

2) Added more formats. Correct Yahoo End Of Day format and YMD format


2010-03-01,416.59,420.95,405.73,416.59,116915583
2010-03-02,416.59,422.41,414.87,421.90,79839835
2010-03-03,419.00,419.00,405.72,417.53,90780399
2010-03-04,404.54,404.54,391.17,399.83,97560976


3) Due to the above, now data is accepted by semi-professional analysis software like Ninjatrader and the freeware version of MultiCharts Discretionary Trader.
Notice that freeware Wintrend is still supported.

One of the improvements coming off Multicharts is the ability to automatically refresh data as new data files replace the old ones, with no need to recreate or re-import anything.

Below is a thumbnail screenshot of the revamped data feed: usual Nitrogen Isotopes in Multicharts.

Please visit your user settings to re-enable images.

Full resolution version: Linkage.

The graph shows a preview of the new methodology that will be showcased in the coming weeks in the Experiment #01: RL finance analysis applied to EvE thread.

Tao Teh
Samurai Syndicate
Posted - 2011.07.18 06:23:00 - [27]
 

where are you getting your market data from?

Vaerah Vahrokha
Minmatar
Vahrokh Consulting
Posted - 2011.07.18 07:37:00 - [28]
 

Originally by: Tao Teh
where are you getting your market data from?


It's a set of proprietary tools, they extract, sanitize and re-engineer in game data.

Tao Teh
Samurai Syndicate
Posted - 2011.07.18 20:28:00 - [29]
 

You haven't answered the question.

Where are you getting the data from?

Let me make it clearer, from where are you extracting the data?

Dont just say 'in game data'.

Alain Kinsella
Minmatar
Posted - 2011.07.18 21:56:00 - [30]
 

Originally by: Tao Teh
You haven't answered the question.

Where are you getting the data from?

Let me make it clearer, from where are you extracting the data?

Dont just say 'in game data'.



The original data, per the above posts, is from a normal market dump file (or perhaps the cache directly).

Getting from that to some of the more exotic formats presented above is the proprietary part. One format is partially explained; I've considered running a search or two to determine the next steps (one turned up a patent application, but that seems like a dead end).

The important thing to note is that the market dump file is order history data, not an actual price graph list (which is what VV was actually offering here). However, since orders 'create' prices it is possible to derive that data.


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