Tucsky / aggr

Cryptocurrency trades aggregator
https://charts.aggr.trade/
GNU General Public License v3.0
876 stars 252 forks source link

Downloading Historical Data from Chart Directly to a ASCII Text File #290

Closed DROBNJAK closed 1 year ago

DROBNJAK commented 1 year ago

Would it be possible to add a feature, like a button, where one can download the whole chart and all the indicators in the second pane to a comma or tab delimited file on a local hard disc?

As well, I would appreciate any instructions of how this can be done with existing setup.

Tucsky commented 1 year ago

It's faisable, but what would you do with that data?

DROBNJAK commented 1 year ago

Oh man, what a question #@!<£

I would throw all kinds of automated trading strategies at it, from regular pattern algos to machine learning and so on. Practically possibilities are endless.

I already see such strategies with my bare eyeballs, just need access to historical data. Because you don't yet have support for algos, with stats & equity curves ( like in TradingView ), in a short term, I can take historical data to Python or other charting software to develop algos. With this historical data one can easily backtest strategies with x1,000 - x3,000 trades, which then lifts algo robustness to pro level.

It would be nice, as well, to have real-time API access to data from Python, at a minimum, so one can automate trading signals and such.

Mind you, it would be great to have order book data as well, but that can wait.

And having Open Interest & Funding Rate wouldn't hurt. OI has lots of predictive power.

As a matter of fact, if you added support for algos & historical data, this community would explode x3 levels upwards to become major open source trading platform. Just go and check how big TradingView algo community is, not to mention MetaTrader 5, NinjaTrader 8 etc. etc.

https://www.tradingview.com/scripts/ https://www.mql5.com/en/market/mt5/expert

What you have here is unpolished gem. Rough diamond, if you want.

adeacetis commented 1 year ago

TradingView already offers data export. What would aggr offer more in this form?

Seems unpractical with price indexes.

Multiple instruments export at once?

DROBNJAK commented 1 year ago

Only paid version of TradingView offers data expert, and free plan doesn't give access to sub-1-minute data. This would be free here. Huge help when one is starting trading on a shoe string budget.

Even worst, TradingView is limited to x5,000 bars ( or up to x20,000 in the most expensive subscription ). And, as a matter of the fact, x20,000 bars is nothing when it comes to algo strategy development. One really needs orders of magnitude more than that. Typically one wants to extract 1k - 3k trades, or more, for statistics. Particularly if one is using AI or machine learning.

Another thing TradingView doesn't have the most important Insider Metrics like CVD, Liquidations, Open Interest etc.

Multiple instruments export at once?

Yeah, indeed, one would want to export everything that he has on the chart in a chosen bar length and timestamped. But it would be nice to have tick data, as well, timestamped down to millisecond.

adeacetis commented 1 year ago

Hey @DROBNJAK,

Apologies for the long reply

Unless we need this for our trading, it will be added to an endless list of nice-to-have features. It doesn't seem to be a priority for @Tucsky.

However, if you want to sponsor it, you could write an email to @Tucsky.

Thank you for your proposing it, this is how we can improve the product. Regards,