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[amibroker] HERMAN - Stock basket tracking with AmiBroker real-time???



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Hello Dan,

I already looked into foliofn being recommended to me by another bulletin
board.

They allow to create baskets but donīt seem to allow sell orders (stop loss)
based on the overall value of the basket.

At least, this is what I understood from reading on their page.

The nice part about foliofn is that they automatically allow for rebalancing
properly if the set of basket stocks is being changed.

TradeStation is NOT an option because of their pricing. This is why I
actually come on board of AmiBroker. Plus, AB is so versatile that I felt
bad about changing.

There are many answers to my email on this board which Iīm in the process of
reading. They as well might provide a clue.

The hardest part seems to be the buy/sell stop order. My broker,
Interactivebrokers, doesnīt allow them but allows for an easy creation of a
regular basket order (i.e. no STOP order).

Cheers

Markus

----- Original Message -----
From: "danielwardadams" <danielwardadams@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 02, 2004 3:10 AM
Subject: [amibroker] Re: Stock basket tracking with AmiBroker real-time???


Markus,
You might want to check out www.Foliofn.com since they specialize in
basket trading. I've wrestled with the same problem and the best I
could come up was to have Quotetracker issue email/pager alerts when
my total portfolio value gained or lost certain percentages (or fixed
amounts).

In addition to Foliofn (assuming they allow what you want), you might
be able to get Tradestation to do what you want since they allow
people to set up baskets and have programmable buy and sell rules.

If you look into them, I'd be interested in hearing what you find out.

Dan

--- In amibroker@xxxxxxxxxxxxxxx, "IVA GmbH" <funnybiz@xxxx> wrote:
> Hello again Jayson,
>
> your answer is somewhat sobering    :-(
>
> Would you have a clue how I then could track a stock basketīs value
otherwhise in REAL-TIME????
>
> Iīm 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
>   ----- Original Message -----
>   From: Jayson
>   To: amibroker@xxxxxxxxxxxxxxx
>   Sent: Monday, March 01, 2004 6:35 PM
>   Subject: RE: [amibroker] Stock basket tracking with AmiBroker
real-time???
>
>
>
>   Marcus,
>   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
>   -----Original Message-----
>   From: funnybiz@xxxx [mailto:funnybiz@x...]
>   Sent: Monday, March 01, 2004 12:23 PM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: Re: [amibroker] Stock basket tracking with AmiBroker
real-time???
>
>
>   Ara,
>
>   if you donīt mind: would it also be possible to detect stocks
that show, letīs 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
>
>
>     ----- Original Message -----
>     From: Ara Kaloustian
>     To: 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
>       ----- Original Message -----
>       From: IVA GmbH
>       To: 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 indivudualīs 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,
Iīd certainly like to hear about that.
>
>       Appreciate it
>
>       Markus
>
>
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