RE: [amibroker] Re: Automatic trading based on closing price

[Herman]

Haven't followed the posts but I presume you want to compare the 1200+ BBs against some trigger point. You could perform an analysis to determine the chance of a price, given its value 5 or more minutes before the end of day, hitting your target price and remove those unlikely to hit from you ticker list. This might eliminate 30-50% or more of the candidates. Next you might check how many are already past your trigger price, and perform a similar analysis, this would further reduce you list. As you get closer to the end of the day you would refine you criteria so that during the last few minutes you may only have a few stocks left to scan. When doing this you should use max zoom to minimize array calculation time. I assume you work through an indicator formula. I have no experience using the AA for this kind of thing however the same approach should work - if your data source allows you to access 1200 tickers in RT...   You may also be able to reduce calculation time by splitting the BB into a separate upper and lower formula as part of the zeroing-in EOD procedure. Looks like you have to use the SetForeign() which is very slow.... you may want to look for and consider other alternatives.   herman -----Original Message----- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED]On Behalf Of Joe Landry Sent: May 2, 2006 3:26 PM To: amibroker@yahoogroups.com Subject: Re: [amibroker] Re: Automatic trading based on closing price I probably don't understand your question/issues, but wouldn't the Amibroker Professional Version with IB real-time data serve your purposes?   I've not used it this way but I just launched AB Pro and TWS,  clicked on time frame DAY and pulled Bollinger bands around the price curve.  The price curve is pretty coarse since I don't have all that many bars of historical data in the database. Joe     ----- Original Message ----- From: soundscribe_studios To: amibroker@yahoogroups.com Sent: Tuesday, May 02, 2006 1:42 PM Subject: [amibroker] Re: Automatic trading based on closing price Nope, doesn't work if you buy the open. What happens is a stock will close below the lower Bollinger and then the next morning it gaps up. If you buy the open you miss most/all of the move. System works over 80% (based on backtesting). The system also sells on the close. There are other details but that is the gist. 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 SPONSORED LINKS Investment management software Real estate investment software Investment property software Software support Real estate investment analysis software Investment software YAHOO! GROUPS LINKS  Visit your group "amibroker" on the web.    To unsubscribe from this group, send an email to:  [EMAIL PROTECTED]    Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.