Hello,
I am trying to write AFL code to trade in realtime.
The problem I am facing is this.
I have a watchlist of around 150 stocks.
Buy/sell signals for these stocks in the watchlist get generated
using common indicators MACD and stochastics in a 5 minute
timeframe on completed bars.
I run this AFL after 10-15 minutes of market opening at regular
intervals of 5 mins. ( each pass takes around 3 to 3.5 minutes )The
system lists buy sell signals in the AA window.
what happens is, buy sell signals for some stocks which actually get
generated at a earlier time gets listed late. ie., at 12:00PM I may
get a buy sell signal for a stock to be bought /sold at 10:30 AM.
What mistake I may be doing? Have any one faced such situations ? (
the current version of amibroker is 5.05 beta).
Thanks in Advance.
John.