Hello, Thank you for your comments.
As for: > BTW, the yahoo group interface online sucks - we need another web-based > archive of the lists. I'll help with that too. No, we don't need another - there is one http://www.amibroker.org/boards/ quite unused because majority of AB users prefer getting all messages by e-mail. As for archives there are lots of them including http://www.purebytes.com/archives/amibroker/ Search is here: http://www.purebytes.com/cgi-local/swish/swish-cgi.pl Recently added new one: http://dir.gmane.org/gmane.comp.finance.amibroker There is even mail-to-news gate: nntp://news.gmane.org/gmane.comp.finance.amibroker Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Daniel LaLiberte" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Saturday, March 25, 2006 7:36 PM Subject: Re: [amibroker] Re: FW: Interactive Broker TWS Feed > On Friday 24 March 2006 05:08 am, Tomasz Janeczko wrote: >> That's why you need to perform some action >> (chart/scan/explore/backtest/optimization) to actually "request" the data. >> And "scan" is not any special, it is just one of many actions that request >> data. > > Sounds like one could get RT feed via backtest and optimization actions as > well. Generally, combining the fetching of data, real-time or not, with the > analysis of data via the scripts, real-time or not, seems confusing at best. > If an action is needed to request data, then there should be a separate > action which only requests data, separate from analyzing it. > > One connection between the two does seem to be required, however. Real-time > trading analysis should probably be triggered by the incoming data feed as > each bar is completed. > > I expected to find some way to perform just one more analysis step for each > time interval. Assuming all history data is static, when the next bar is > completed, one more analysis step can be performed. It should not be > necessary to re-run the analysis over the entire history of however many bars > are required, as Scan and the other actions do. This can take much more > time than necessary, depending on the analysis. If something in the history > changes, then yes, it would be correct to re-run the analysis, at least from > the change forward. > > Another possibility is to re-run the last step of analysis as real-time data > arrives, but before the bar is completed. > >> Also this "saving to database' is not an issue at all for all "mature" APIs >> like for example eSignal that allow >> a) multiple backfills running in parallel >> b) long backfills (120 days) > > OK, now I am more likely to move to eSignals in that case. But I think it is > rude that they hide the prices. > >> IB is very special because >> a) allows only 1 backfill at a time >> b) backfill is limited > > This is also why I am trying to avoid using IB backfills, and thus why I want > to get the real-time data stored separate from analyzing it. > > But despite IB limitations, I would expect the same separation for any data > feed. Fetching data should be separated from analyzing it. > >> So it is not that "RT functionality is new in AmiBroker". It is rather than >> Interactive Brokers' TWS API backfill functionality is "very new, >> incomplete, limited and ..." > > Sorry.. didn't mean to offend. AmiBroker does the best job I have seen > anywhere of interactively analyzing history data, and I am impressed by all > the adapters to various databases. The AFL scripting language is one of the > best as well. > > I believe the RT aspects of AmiBroker are weak, however, on a number of > fronts. And the automated trading API is clearly new, and still in beta > after a year. (Does AB support automated trading for any system other than > IB?) It is wise to be very cautious with automated trading, and I appreciate > your efforts. But the promise of doing automated trading based on real-time > intelligent analysis is why I am here, and I am hoping to help improve it. > > I just joined the amibroker-at list, having just learned about it. I will > ask > my ask my questions about automated trading in that forum instead. > > BTW, the yahoo group interface online sucks - we need another web-based > archive of the lists. I'll help with that too. > > dan > > >> From: "Daniel LaLiberte" <[EMAIL PROTECTED]> > ... >> > * Even if you do the above, there is more to do to make automated trading >> > clear. Automated trading is related to analysis, but perhaps the button >> > should be "Automated Trading" rather than "Scan". >> > >> > To allow formulas to be used in different contexts, (Indicators, Trading >> > Systems, or otherwise) there should be more explanation of how to check >> > how the formula is being used. I.e. check Status("action") == 3, meaning >> > that the formula is being used in "Scan" mode (maybe renamed to >> > "Trading"). >> > >> > Then one also needs to determine whether the "current" bar in the script >> > is for the present time/date - I still don't have a clear understanding >> > of how to determine that. It doesn't make sense to make a call to >> > PlaceOrder() at any time but the present moment, so this is an essential >> > feature. How is it done? Checking Timenum() == LastValue(Timenum()) >> > might work, assuming we are actually getting invoked on each RT scan >> > rather than within a date range that ends in the past. Please explain. >> > >> > I suspect the RT aspect of Amibroker is relatively new, and the automated >> > trading certainly is new. As such, I am not too surprised if there are >> > usability/design/documentation problems. I bought Amibroker hoping to >> > use these features, although the graphics and analysis are well >> > worthwhile. Hope my ideas will be helpful to you. >> > > > > > 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 other support material please check also: > http://www.amibroker.com/support.html > > > Yahoo! Groups Links > > > > > > > > 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 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/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
