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Ara,
It is good you
are finding Composites with RT useful. There are some things I found out
about RT composites that one should be aware of. If I am wrong on anyof
these points, please let me know.
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Composites on EOD
data are usually done as follows: At end of day, download EOD data, run
scan to build the composite, then run the trading system. This works fine
since we have plenty of time, there is only one new bar of
data.
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In RT,one has 1,
5, 15 minute bars etc. Now this is a different ballgame. What can
happen is that you may scan the 10:45am bar. When the scan is complete,
there may now be an new 10:50am bar. So you run your AFL system code on
the 10:50am bar which does not have a Composite for that time
period.
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I havetried to
build and read the composite and execute the trading system basedon
this composite at the same time. In other words I did not do a
scan first to build the composite, then run my trading system. I
tried to do both at the same time. I does work to some extent but there
are pitfalls to be aware of.
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One has to be
aware of these little nuances.
<FONT face="Vladimir Script" color=#000080
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: akaloustian
[mailto:ara1@xxxx]Sent: Monday, October 21, 2002 12:50
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Tomasz - SuggestionI usually make my suggestions
directly to Tomasz, but I thought this forum would give every one an
opportunity to add their comments...I am finding the copmposite CCI
bull/bear pressure indicator usefull for Real Time especially when used
with $TICK.The limitation now is that we can run only one scan ata
time.Would suggest to have a way of running the index as selectedby
code, thus having the ability to run multiple indicators
simultaneously.Example:Watchlist = $BTK;ATC
routinePlot(ATC...)Watchlist = $SOX;ATC
routinePlot(ATC...)etcAraPost
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