|
PureBytes Links
Trading Reference Links
|
Hello community,
I have specific questions about automated trading with Amibroker and
Interactive Brokers. I read the information on
http://www.amibroker.com/at/ . Amibroker.org seems to be down so I
could not get additional information.
My first question is:
1. Does anyone use AB for automated trading? How are your experiences?
Here is how I understand the workflow:
I receice realtime quotes via the Ibplugin. There is a short delay in
the prices which is acceptable.
2. Are there any disconnetion/stability issues? Are disconnections the
rule or the exception? Is AB automatically reconnected?
3. Is esignal more reliable for quotes?
I connect to IB via Ibcontroller. I have the same questions:
4. Are there any disconnetion/stability issues? Are disconnections the
rule or the exception? Is AB automatically reconnected?
Now I am connected to my quote plugin and Ibcontroller and I can send
orders to IB when a specific signal appears. I only want to open a
position if I have no pending or open position. I only want to close a
position if I have an open position or no pending position.
5. Do I get the information with no (or short) delay from IB?
6. The entry and exit signals are generated via scans? How short can
"run every" in the AA-screen be? Do I need this wait until backfill?
It should be a realtime or neartime solution and run every 5 seconds
at least. What are your experiences/settings?
7. Can I trade two strategies in one ticker? For example my position
check should only be for the ticker + strategy. If strategy A bought
ES and strategy B is flat then it should be possible to buy ES for
strategy B and impossible for strategy B. This is possible with
JsystemTrader, a opensource project. My idea is to use different
orderIDs for the strategies. Is this a possibilitiy or do you have
other ideas?
Another point is flexibility in tickers and strategies:
8. Can I trade different strategies in different tickers? I have my
strategy for ES-mini and I have my strategy for FOREX. Can I trade the
two strategies with two tickers in one formula?
I see that quotes are supported for many symbols at the same time. So
trading many tickers should be possible...
9. Is a trading log written automatically from the IBcontoller or do I
have to program one? A trading log is a txt file with infrormation
like trade date/time, short/long, entry price, exit price, strategy, .....
Last question:
10. As automated trading is becoming a hot topic in the trading
environment will there be a focus on this topic? I ask because the
last version of the IBcontroller is from 07/2006 and IB had some
updates to the IB-API.
Regards
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|