Amusing post. I do appreciate your concern murthysuresh, but I'm more looking for information on how to use Amibroker in a real-time environment, rather than trading advice (apologies if my post gave you that impression). It would still be helpful though if you or anyone else has a few minutes to address the questions I listed below. Thanks again for your interest.
________________________________ From: murthysuresh <[email protected]> To: [email protected] Sent: Sun, April 11, 2010 7:41:53 PM Subject: [amibroker] Re: Real time trading - questions on practicality trade manually. get a profitable system. automate later. pl dont learn to drive on the freeway. --- In amibro...@yahoogrou ps.com, B S <bs2...@...> wrote: > > I'm currently exploring the best way of automating multiple intraday > strategies and was hoping some on the board could give their opinion on whats > practical / possible when using AB and IBcontroller to send orders to IB: > > 1. If I don't want to combine the strategies into one AFL - whats the best > way to simultaneously run multiple strategies in real time? Is it multiple > instances of AB? If yes, will static variables set in one instance be > available to other instances? > > 2. I've read Tomasz recommend that real-time trading should be done through > AA - do most use scan, exploration, or backtest? Are there > advantages/disadvan tages that one should be aware of? > > 3. Is it practical to run these strategies against portfolios of ~2000 > tickers? Any recommended data providers that do a good job of filtering bad > ticks? > > 4. I understand that AB runs on set intervals rather than being event driven > in real-time mode. I'm assuming this means that each time the AFL runs, it > checks every symbol for signals instead of only those with new data. What is > the limiting factor then for how often each symbol is checked for signals? > Is it simply the time that it takes for the scan/exploration/ backtest to > complete? So if i set "Run Every" to 1sec, will it automatically restart as > soon as it finished running? Or is there more to it? > > Would greatly appreciate hearing any suggestions/ opinions on the above > points. Thanks. >
