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


  • Date: Fri, 26 Feb 2010 19:51:25 +0100
  • From: Aron <aron.groups@xxxxxxxxx>
  • Subject: Re: [amibroker] High Frequency Automated Trading with more than 1 Future Contract possible?

PureBytes Links

Trading Reference Links



You can experiment with smth like this:

ticker1 = "6AH0-GLOBEX-FUT-USD";
ticker2 =
"6EH0-GLOBEX-FUT-USD";
ticker3 =
"ESH0-GLOBEX-FUT-USD";

for ( n = 1; n < 4; n ++ )
{

   symbol =
VarGet("ticker" + n);
   
SetForeign(symbol);
   {
      
//Your entry rules here
      
Buy = ......;
      
Short = ......;



      

      ibc =
GetTradingInterface("IB");
      
if( ibc.isConnected())
      {
         
// your autotrading sequence here
      }

   }

   
RestorePriceArrays();
}



On 2/26/2010 2:59 PM, dubi1974 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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**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/





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