Hi,
I have about 10 strategies running against a watchlist of 18 symbols. When AA
runs the scan,
a) Does it run the entire code going through each strategy for one symbol
followed by next symbol?
or
b) Does it go through each buy/sell rule per symbol, then scan again with
second buy/sell rule for next symbol?.
The reason I am asking is I am looking to move the order files from amibroker
to Metatrader4's folder where the API interface will pick up the orders.
So I am looking for the right place to set some variable that will indicate all
AFL code is executed in AA and now its ok to move the order files.
Right now I am using timenum to check for the 3rd minute to start, before it
moves the files to allow to complete its scan. But sometimes the AA may be done
in 1min, in which I will be idling for 2mins before orders
are moved.
buyrule1=..............;
buyrule2=.......;
buyrule3=..............;
buyrule4=.......;
buyrule5=..............;
buyrule6=.......;
if lastvalue(buy1)
{
create orderfiles
}
if lastvalue(buy6)
{
create orderfiles
ALL_STRATEGIES_SCAN_COMPLETED=1; ///vARIABLE SET AT THE
LAST RULE..Is this a good approach?
}
IF LASTVALUE(ALL_STRATEGIES_SCAN_COMPLETED)
{
RUN BELOW VBSCRIPT TO MOVE ORDER FILES
}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
EnableScript("vbscript");
<%
function movefiles(source,destination)
dim result, fso2
Set fso2 = CreateObject("Scripting.FileSystemObject")
Set objfilemove = fso2.GetFile(source)
result=objfilemove.Move (destination)
movefiles=result
end function
%>
script=GetScriptObject();
sourcefile1="C:\\Program Files\\Amibroker\\AFL\\PADHU\\AT\\order1.txt";
destfile1="C:\\Program Files\\Amibroker\\AFL\\PADHU\\AT\\MT4\\mt4_orders1.txt";
sourcefile2="C:\\Program Files\\Amibroker\\AFL\\PADHU\\AT\\order2.txt";
destfile2="C:\\Program Files\\Amibroker\\AFL\\PADHU\\AT\\MT4\\mt4_orders_2.txt";
sourcefile3="C:\\Program Files\\Amibroker\\AFL\\PADHU\\AT\\order3.txt";
destfile3="C:\\Program Files\\Amibroker\\AFL\\PADHU\\AT\\MT4\\mt4_orders_3.txt";
Current_Timenum=TimeNum();
Previous_Timenum=Ref(TimeNum(),-1);
Newbar_Difference=Current_Timenum-Previous_Timenum;
Newbar_Difference_300=(Newbar_Difference ==300);
"Newbar_Difference_300 is "+Newbar_Difference_300;
NewBar_Started_2minsago=IIf(Newbar_Difference_300,1,0);
"NewBar_Started_2minsago "+NewBar_Started_2minsago;
"LastValue_NewBar_Started_2minsago_"+LastValue(NewBar_Started_2minsago);
//Write files at begining of 3rdminute
if( LastValue(NewBar_Started_2minsago) )
{
movemt4files1=script.movefiles(sourcefile1, destfile1);
movemt4files2=script.movefiles(sourcefile2, destfile2);
movemt4files3=script.movefiles(sourcefile3, destfile3);
}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
