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<FONT face=Arial color=#0000ff
size=2>Markus,
I
guess it depends on how large your basket is. If we are talking about your own
personal portfolio containing a few stocks and if you are not playing things too
close (1 min, 5 min bars) then a delayed quote service and amiquote may do
the trick. If you are tracking hundreds of stocks then the delay + the download
time may make this unreasonable. B's solution to use an interface to your broker
to check your portfolio value may work but again if you are trading a few stocks
based on the performance of a basket of stocks then that is out the
window...... an obvious solution is to trade a basket based on an
established index such as iShares, HOLDERs,SPDR's etc. A good example is the
select sector spdrs which break the S&p 500 into 8 individual sectors. For
instance XLK is the Technology spdr which is comprised of 93 individual stocks.
Your code could use a signal based on the XLK to trade stocks in your portfolio
such as Msft, csco, ibm and intc. For more info you might find <A
href="">http://www.spdrindex.com/
an interesting read. Another solution might be the Fidelity Select
indexes.
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Monday, March 01, 2004 6:32
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Stock basket tracking with AmiBroker real-time???
Hello again Jayson,
your answer is somewhat sobering
:-(
Would you have a clue how I then could track a
stock basket´s value otherwhise in REAL-TIME????
I´m not a day trader, but since no broker (unless
you know otherwhise) let me set a stop sell/stop loss order for my portfolio as
a whole, I can#t think of any other procedure thn tracking the stock basket
real-time with AB and have AB send me an email when a given basket
value has been reached (stop sell point).
Thanks for your time and help
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, March 01, 2004 6:35
PM
Subject: RE: [amibroker] Stock basket
tracking with AmiBroker real-time???
<FONT face=Arial color=#0000ff
size=2>Marcus,
<FONT face=Arial color=#0000ff
size=2>Finding the condition is a matter of x=ma(v,50)*1.5...... the challenge
is more technical. Esignal will not allow you to scan anywhere near 8000
stocks as you likely have a 50 symbol max. It could theoretically be done on
smaller baskets but my experience has been that even with "Wait to backfill"
checked you will find a lot of holes in your composite
RT......
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Monday, March 01, 2004 12:23
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Stock basket tracking with AmiBroker real-time???
Ara,
if you don´t mind: would it also be possible to
detect stocks that show, let´s say volume of at least 150% of their 50 day
moving average volume?
I thought of scanning the market every 15 minutes
to see where abnormally high volume builds up. Of course that would mean
scanning abt. 8000 symbols every 15 mts.
Is that realistic with a Pentium 4 with 512 megs.
Ram? Esignal may be the Source instead of QuoteTracker, correct?
Appreciate your help on this
Markus
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Ara Kaloustian
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, March 01, 2004 5:38
PM
Subject: Re: [amibroker] Stock basket
tracking with AmiBroker real-time???
It's quite doable ... as long as your system is
not particularly slow
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
IVA GmbH
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, March 01, 2004 3:47
AM
Subject: [amibroker] Stock basket
tracking with AmiBroker real-time???
Hello,
is it possible to track the value of a basket
of say 20 stocks real-time and then make AB to issue an alert if the
basket value (not just an indivudual´s stock value) drops below a
predefined point?
I thought of tracking (and some time trading)
a whole basket of stocks of which the overall price may rise
overtime.
The problem may be to set an individual
cuttoff point for each stock. Because some stocks may get kicked out
misfortunately though the overall portfolio value STILL
rises...
I figure, AB real-time would have to
monitor the AddToComposite value of my stock basket, right? Would that be
resource-consuming if the stock consisted of, say, 30-50 stocks at a
time??
Additionally, if someone knew of a
broker who let me set a stop for the WHOLE basket value rather than for
EACH indiv. stock, I´d certainly like to hear about
that.
Appreciate it
MarkusSend BUG
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