Features Overview

Charting Module

Charting Module

The footprint of our charting module is small thanks to highly-optimized C++ code. It uses very little RAM and CPU, allowing you to use all 24 of your monitors.

Basic Features:

  • WTT Charting supports all of the popular stock chart display styles: Candlestick, OHLCV, OHLC, Heiken Ashi Candles, Darvas Boxes, 3D Candlesticks, Renko, Kagi, Three Line Break.
  • Smooth anti-aliased painting for all technical indicators and line studies.
  • Real-time automatic technical analysis updating.
  • Support for built-in Line Studies such as Ellipse, Rectangle, Trend Line, Speed Lines, Gann Fan, Fibonacci Arcs, Fibonacci Fan, Fibonacci Retracements, Fibonacci Time Zones, Tirone Levels, Quadrant Lines, Raff Regression, and Error Channels.
  • WTT Charting uses double buffering – this means you will see absolutely no screen flickering.
  • An unlimited number of series can be displayed in just one chart.
  • Data can be imported into the charting module from any database, text file format, or real-time feed.
  • Full support for Gregorian/Julian date conversions.
  • Windowing system allows users to resize, change positions up or down, maximize, minimize, restore, and close chart windows.
  • Chart windows are fully customizable – change height, colors, styles and more.
  • The WTT Charting component manipulates screen graphics quickly and efficiently without a 3rd party graphics engine. It uses one of the fastest stock chart controls available in native C++ code.
  • Zoom-in, Zoom-out, scroll-left, and scroll-right programmatically or via the keyboard or mouse wheel.
  • Supports trend line drawing, objects (buy/sell arrows, text, etc.) and more.
  • Export chart images to file (can be displayed on the web) or send to a printer.
  • Users can save/load charts, restoring data, indicators, colors, drawings, period objects and more.
  • Allows to add new types of indicators via the WTT C# interface.
Different display styles and flexible window configuration. Multi Window/Muli-Screen support.
Day
Pre-configured templates day-/night styles available.
Night
Individual chart and view configuration for each chart. Menu functions to import Excel and CSV data for individual plotting and analysis.
View Menu
View Menu
Chart Config Menu
Chart Config Menu
 Chart Settings Panel
Chart Settings Screen
Chart Settings Screen
Heikin Ashi Canles
HeikinAshi Bars
HeikinAshi Bars
Black Candles
Black Candle Bars
Black Candle Bars
3D Bar Styles
3D Bar Style
3D Bar Style
Volume Charts (Stick Bars)

(eMini Futures 8000 Intraday Volume Chart)

Volume Charts are very important to detect and sport dominant cycles based on volume

Volume Charts
Volume Charts
Range Bars

Offers the ability to monitor price range cycles with the integrated cycle tools.

Range Bars Charts
Range Bars Charts
Multi-Chart Windows

Combine Volume and Range Bar charts in one window to analyze different chart types with one view.

[Example: S&P500 eMini futures 8k volume chart and 1.5 Price Range Bars]

Range Bars and Volume Bars combined in one window
Datafeeds

Datafeeds


Supported Datafeeds:

  • BarChart
  • DTN/IQFeed
  • Interactive Brokers API
  • MetaTrader *via included WTT DataStream technology
  • NinjaTrader *via included WTT DataStream technology
  • Yahoo
  • Quandl
  • .csv/offline data
Datafeeds

Datafeeds

DataStream Technology

DataSteam Technology

Our DataStream technoloy allows to wrap around any existing charting application and use the existing charts in realtime-push in WhenToTrade Charting. The feature simulates a realtime datafeed in WTT from any third party application. Scripts and interfaces for NinjaTrader and MetaTrader are included right out of the box. No need to subscribe to new datafeeds – just use your favorite charting application – just push the charts to WTT to apply our tools and update in realtime, including intra-bar updates.

DataStream Interface to load realtime charts from different plattforms

DataStream Interface to load realtime charts from different plattforms

Cycle Analysis & Forecasting

Cycle Analysis & Forecasting

Background:
The assumption that cycles are static over time is misleading for trading purposes. Dominant Cycles morph over time because of the nature of inner parameters of length and phase. Active Dominant Cycles do not abruptly jump from one length (e.g., 50) to another (e.g., 120). Typically, one dominant cycle will remain active for a longer period and vary around the core parameters.

The WTT Charting Platform offers new ways for cycle analysis and provides individual tools and functions to put cyclic analysis into trading practice.

Direct access with intiuitive user interface to complete WhenToTrade Cycles toolkit. All functions and tools described in the Book Part 1 included.

Cycles Menu

Dynamic Cycles in Action: Gold & Silver Call & Review

(Video Review, March 2013)

Cycles on Volume Charts
Video Seminar on Dynamic Cycles with Examples (40min.)
Book Part 1: Dynamic Cycles

Table of Content:
Show TOC

Book Part 1

Book Part 1

The platform delivers a dynamic approach to identify and trade cycles that influence financial markets. All algorithms and indicators to identify cycles that drive financial markets are included.

The book and platform provides solid knowledge on a new cycle analysis approach and ways to use it in the trading world. Included is the methodology behind the implemented tools along with concrete examples of how to put cyclic analysis into trading practice.

Please visit the Info Page for Book Part 1 here.

Inter-Market Cycle Mapping / Research

Inter-Market Cycle Mapping & Signals Statistics

Cycle & Indicator Mapping

The “mapping feature” offer the ability to analyse detected cycles across different markets just with a mouse click. For example, detected cycles in volatility indices can be mapped directly to the underlying main index to verify if the cycle is valid for price movements.

No need to code any indicators on your own. Just attach the “cycle mapping” tool to analyse cycles from different markets on different datasets. It is also possible to map cycles inter-timeframe. For example: monitor x. k volume cycles of the eMini futures and map these signals to a 1min. emini futures price chart for trading.  Or check cycles in sentiment data like stocktwitts or PsychSignals and map these cycles to underlying price indices. Or watch cycles on the Dollar Index and research these cycles on EURUSD pair.

Indicator Mapping Feature

Indicator Mapping Feature

The mapping functions shows all trade statistics that correlate to the identified cycle mapped to the relevant price index.

Inter-market and inter-chart cycle research with full trade statistics was never more easy with this function.

Genetic Engineering Module

Genetic Engineering Module

Natural Intelligence: The Genetic Algorithm

Our genetic engineering module incorporates the latest in genetic algorithm design, such as biologically identical processes, simulated annealing, Westermarck inbreeding prevention and age-limited recombination.

The algorithm is not based on the standard “single chromosome” GA design. It solves multivariate optimization problems quickly and scales well with complexity. The algorithm was designed for autonomous creation of trading systems, trading system optimization and portfolio optimization. The genetic engineering module lets traders build multivariate trading system optimizations with ease.

It engine is not only bio-inspired, but it is bio-identical in many aspects. It simulates every natural process from mate selection to DNA packaging and complete meiosis. Most standard genetic algorithms neglect to perform the multiple steps of meiosis that are vitally important to genetic variation, a crucially important variable in avoiding local optima.

The possibility to combine our genetic algorithm module with the cycle toolset and our C# scripting module gives you full flexibility. On top of that, we allow to code your individual fitness function based on different criteria.

Please review our genetig algorithm intro page for more details and examples.

Integrated full featured Genetic Engineering module.
GA Start Screen
Coding Screen for Chromosomes for Trade Signals
Build Trading Rules for Entry and Exit Signals (Chromosomes & Genes)
Build Trading Rules for Entry and Exit Signals (Chromosomes & Genes)
Full flexibility to build your own fitness function. Integrated C# inline compiler to code your own fitness rules. Direct access to trading statistics to build individual fitness scores.

Example fitness function included.

Load and save different fitness functions.

Set individual Fitness Function with integrated C# runtime coding
Set individual Fitness Function with integrated C# runtime coding
During evolution mode, the best found “parents” are shown after seconds.

All trading statistics are shown to see evolution process.

Show running Species with system trade statistics
Show running Species with system trade statistics
Top 10 Genoms / Trading Systems are shown with all trading system statistics and equity curve details.

Systems can be browsed with the mouse.

Current scripts with best parameters are shown in the right window section.

Show Top Genomes with Equity Curve and System Statistics & Script View
Show Top Genomes with Equity Curve and System Statistics & Script View
Detailed trade system statistics with in-sample, out-of-sampel and full statistics.

Browse the Top 10 genomes to select valid parameter combination found by GA module.

You can copy’n past found trade systems directly into our “Trade Singnal” module to get realtime alerts based on the found trading strategies of the GA module.

Show detailed trade system statistics for each Genome
Show detailed trade system statistics for each Genome
Native C# Scripting

Native C# Scripting

The C# scripting engine is based on native C# programming code providing a powerful and flexible module for

  • Custom Indicators,
  • Alerts,
  • System Backtesting and
  • Genetic Engineering

developments.

It is possible to feed the integrated Genetic Engineering module with individual C# functions and let the GA evolve the parameters for those C# functions. Or you the cycle functions can be used together with individual trade logic coded in C#.

Think about to let the GA module check the parameter combinations you need for your individual C# trade system logic on any chart. Or simply code your own indicators in C# to be plotted on the chart. The inherent benefits of using a real programming language include: portability, unlimited educational resources and extensibility. Endless possibilities.

Integrated native C# scripting.

You can code individual indicators and functions in C# language.

C# Script Editor
Access internal pre-build indicators

It is possible to re-use compiled functions or indicators from new compiled scripts.

In this example the individual coded SMA functions is applied to the TR calculation.

Access internal pre-build functions from different scripts
Access internal pre-build functions from different scripts
Inline compiler allows direct acces and change of indicator scripts during charting and realtime updates.
WTT C# Script Menu
Insert individual C# scripts as indicator on chart.
Insert individual C# scripts as indicator on chart.
Technical Analysis

Technical Analysis

Features over 80 popular technical indicators which can be customized with user-defined parameters. The technical indicators have been validated by their authors whenever possible, so you can be sure the calculations are correct. New indicators will be added constantly.

If combined with the “study-on-study” feature, you can create endless new indicators without the need to code new indicators on your own.

Standard Indicators
Standard Indicators
Study-on-Study

Study-on-Study

It is possible to use the values of one indicator as inputs for new indicators. Without the need to code any line, this can be done just with the mouse button. Add your indicators and use applied indicators as input for the next new indicator.

Endless possibilities without any need to code even one line.

Market Replay

Market Replay

Our “Market Replay” feature allows to replay chart market data bar-by-bar at any time and at any speed. It is the same idea as recording your favorite TV show during the day and watching it at some other more convenient time. Unlike most products that only allow you to replay one chart at a time, WhenToTrade provides a synchronous replay of two synced charts as if it was happening in real-time. You can view indicators in simulation against this data at varying levels of replay speed.

Drawing Tools

Drawing Tools


Support for built-in Line Studies such as Ellipse, Rectangle, Trend Line, Speed Lines, Gann Fan, Fibonacci Arcs, Fibonacci Fan, Fibonacci Retracements, Fibonacci Time Zones, Tirone Levels, Quadrant Lines, Raff Regression, and Error Channels.

Drawing Tools
Drawing Tools
Drawings Menu
Drawings Menu
Custom Indicators & Trading Strategies

Custom Indicators & Trading Strategies with our integrated scripting module

Our WTT scripting engine core is based on “TradeScript”, a powerful new programming language which allows traders to design trading systems without prior programming experience.

TradeScript, as a language, is intended for traders who need to write their own trading strategies but don’t know how to program in low-level languages such as C and C++. TradeScript allows traders develop trading systems quickly and effortlessly. It’s as easy as 1-2-3.

With TradeScript, you can enable your trading application to run scripts which provide alerts when the price of a security (stock, futures, or forex) reaches a new high, crosses over a moving average, or drops a set percentage, though those are only a few examples. TradeScript can also scan the market, generate trade signals, back-test trading strategies, and much more.

Vector Programming Languages

Most popular trading applications such as MetaStock, TradeStation, NinjaTrader, MetaTrader and others provide their own programming languages (such as MQL4, MQL5, EasyLanguage, MetaStock’s scripting language, etc.). Without a programming language, traders are unable to develop automated trading systems or perform back-testing of strategies.

A vector programming language offers extreme flexibility with a minimal learning curve. In fact, in just five minutes, you can start writing with TradeScript.

So what is a vector programming language, and why is it so easy to learn?

Vector programming languages (also known as array or multidimensional languages) generalize operations on scalars to apply transparently to vectors, matrices, and higher dimensional arrays. The idea behind vector programming is that operations apply at once to an entire set of values (a vector or field). This allows you to think and operate on whole aggregates of data, without resorting to explicit loops of individual scalar operations.
In other words, it’s similar to the macro language found in Excel.
The easiest programming language for traders. The most powerful, too.

An example: to calculate a simple moving average based on the median price of a security over 30 days, in a traditional programming language such as BASIC, you would be required to write a program similar to the code shown in this block of code.

Several lines of code would be required to create the “MedianAverages” vector. But with TradeScript, you can accomplish the same thing using only one line of code as show below.

BASIC
For bar = 30 to max
Average = 0
For n = bar - 30 to bar
median = (CLOSE + OPEN) / 2
Average = Average + median
Next
MedianAverages(bar) = Average / 30
Next bar

TradeScript
SET MedianAverage = SimpleMovingAverage((CLOSE + OPEN) / 2, 30)

And now MedianAverage becomes a new vector which contains the 30-period simple moving average of the median price of the security.

It is not uncommon to find array programming language “one-liners” that require more than a couple of pages of BASIC, Java, or C++ code. The same holds true for creating trading systems for back testing and trade alerts.

Powerful

TradeScript was originally designed as a high-performance programming language for high-frequency traders. It was designed to scan over 100,000 stocks based on complex technical criteria and return instantaneious results- in under five milliseconds. That was years ago. Today it is even faster.

WTT Version

We here at WTT took the TradeScript core and extended the fundamental engine to align it with our cycles and genetic algorithm knowledge. Today the WTT TradeScript Version offers an easy way to start coding trading systems, individual indicators or alerts. Our individual tradescript language offers already pre-build scripts.

It can be used in combination with our C# Scripting engine.

Start quick and extend quickly!

Cyclic RSI Script Example
Cyclic RSI Script Example
Trading System Analysis & Backtesting

Trading System Analysis & Backtesting

Backtesting is an essential tool to see if a strategy works or not. Our Backtesting module simulates your entry and exit scripts on historical data and provides a backtesting report, which allows you to conduct proper trading system analysis.

The trading system analysis helps find trading systems that work. WTT provides various performance ratios and descriptive ways of viewing the results including the equity curve. The backtest modue delivers reliable and state-of-the-art performance and risk measurements.

Backtest Start Screen
Backtest Start Screen
Signal Alerts

Realtime Trade Signal Alerts

Configure, setup and monitor individual alerts in realtime based on technical studies, indicators or custom scripts.

Alerts are plotted on the chart, put into a log, saved into a seperate realtime file and can be audible.

All in realtime. You define how you want to be alerted.

Unlimeted alerts per chart possible.

Setup Alert

Activate trading scripts found by a Genetic Algorithm with just simple mouseclicks. GA Script Section
Different visual styles and display / info distribution options.

Alert Signal View

Alert Signal View

Collective2 Integration

Collective2 Trade Entry Integration

Collective2 Trade Entry

Integrated API section to push signal alerts
to your C2 system. Update your trades and inform your subscribers on the fly.

Only enter C2 system ID and symbol details.

Trades will be feeded to your C2 system instantly.

No need to code 1 line.

C2 Integration
Syncs with your C2 system automatically.

C2 SystemID

C2 SystemID

Trade/Alert Automation

Alert / Trade Automation

Automation Interface

Full flexibility to automate follow-up actions on alerts.

Call individual .exe files on each alert of your trade scripts.

Integrate your own broker setup to autotrade your signals/system.

TradeAut_snapshot
Bundled C# template

Code your own automation interface quickly.

 TradeAutoCodeTemplate

Real-Time Excel Push

Real-Time Excel Push

Any current data on the chart, including indicators, can be pushed to an Excel sheet. This service allows you to push the current status of all data from the current bar into your individual Excel spreadsheet. The data will be kept updated in realtime on your excel sheet via the integrated WTT push service.
So you can monitor thousend of parameters that flow from your charts into your calcuation sheets. For example you can setup a dashboard in Excel to monitor the current status of special indicators for one symbol on different timeframes. You can add color coding.

This feature allows you to setup individual dashboards in Excel on the fly that give you another view on the market. All data is kept up-to-date via the WTT Excel realtime-push service.

Excel Realtime Push Service

Excel Realtime Push Service

Non-Linear Indicators

Non-Linear Indicators

In our “western thinking” and “left-brained” world, we always use the linear concept of time. It has become so “normal” in today’s world that no one questions it. However, awareness of the consequences can have a tremendous impact when building technical indicators and trading systems.

Today and in every charting application, technical analysis is placed in the logic of linear time.

WTT is one of the first to explain and outline the conversion for standard, linear-time based indicators to non-linear, cyclic-time based indicators.

All non-linear features are explained in our 2nd Book with generic pseudo code! Please watch the following presentation on the power of non-linear indicators, Metonic Cycles and how to build them.

Please read our second book for more details on non-linear indicators.

Symbol Mapping

Symbol Mapping & Muli-Vendor-Datafeeds

You can combine different datafeeds and mix datafeeds for historical and realtime data on one chart. So you can choose which datafeed should be used for historical data and which should be used to update a chart in realtime.