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Re: [amibroker] High Frequency Automated Trading with more than 1 Future Contract possible?


  • Date: Fri, 26 Feb 2010 18:44:36 +0200
  • From: Adrian Mollenhorst <adrian.mollenhorst@xxxxxxxxx>
  • Subject: Re: [amibroker] High Frequency Automated Trading with more than 1 Future Contract possible?

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I trade the NQ and ES contracts, not really HF (what is that definition), but I have both charts open at once, and the variables are named based on chart ID (thanks to Herman's excellent tutorial),so the variables are not shared between charts.
 
It works fine for me, I get realtime data from IQFeed, and charts are set to realtime refresh (0). No problems so far. It's realtime trading, but not HF (I take one or two trades per day).
 


 
On Fri, Feb 26, 2010 at 3:59 PM, dubi1974 <gonzales74@xxxxxxxxx> wrote:
 

Hi,

was anyone in this forum ever successful in HF trading more than 1 Futures contract at the same time with Amibroker, Interactive Brokers and let's say eSignal or made any thoughts about it? I am not asking about the problem of time stamp (which I know), but would like to know, if anyone thought about a solution having just one or more instances of Amibroker open, using one ore more databases, one or more data supplier (as eSignal) and one ore more IB Sessions open. With one future contract there should be a solution, but how would it be if I would like to trade 10 different Future contracts at the same time? If you use AA for scan (let's say every 5sec) this could be a kind of solution but not an ideal one. And my next question would be also to have more than one system running parallel. So more than one Amibroker session running parallel.

Hope I could made my thoughts clear and can start a discussion about this topic.

Regards, dubi




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