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


  • Date: Sun, 28 Feb 2010 18:20:25 +0100
  • From: Aron <aron.groups@xxxxxxxxx>
  • Subject: Re: [amibroker] Re: High Frequency Automated Trading with more than 1 Future Contract possible?

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On 2/28/2010 1:57 PM, dubi1974 wrote:
And one is working on tick basis, the other on 5min basis... So I want to trade different ideas on different futures at the same time. So I would need more than 1 instances of Amibroker open.
Not necessarily, only your code will be more complex. Just an example of using different entry strategies for different intervals:


tmf1 =
inDaily ;
tmf2 =
inHourly;
tmf3 =
in5Minute;

for ( n = 1; n < 4; n ++ )
{
    
TimeFrameSet( VarGet( "tmf" + n ));
    {
        
switch ( n)
        {

            
case 1:
                
//  buy  rule1
            
                
break;

            
case 2:
                
//  buy  rule 2
              
                
break;

            
case 3:
              
//  buy rule 3
                
break;

            
default:
              
//Buy= 0;
                
break;

        }

    }
   
TimeFrameRestore();
}




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