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



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Dear b,

creative solutionto the prob >G<.

In fact, I have an account with IB.

There are only to things that may make your suggestion not always workable
to me.

First, if I trade for instance 3 different stocks baskets, IB will only show
my combined equity.

Second, Iīm not always in my office during the day (I trade basically on EOD
data), so I couldnīt pull the trigger in time.

Appreciate your suggestion

Markus
----- Original Message -----
From: "b" <b519b@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, March 02, 2004 4:45 AM
Subject: Re: [amibroker] Stock basket tracking with AmiBroker real-time???


> Here is a start towards a work around. It uses your
> broker's account page rather than Amibroker.
>
> Some brokers, like Interacive Brokers, update your
> portfolio in real time (perhaps with a 1 or 2 minute
> refresh rate so not quite real time).
>
> If one has calculated the dollar level of the portofolio
> that would trigger the stop loss exit, one would then  -
> and this is the tougher part - check the portfolio
> frequently and give the sell signal manually.
>
> b
>
> --- IVA GmbH <funnybiz@xxxxxx> 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@xxxxxx [mailto:funnybiz@xxxxxx]
> >   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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