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



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Jayson,
 
actually I thought of trading 3-4 baskets, 
containing 30-50 stocks in each.
 
All I want at this point is that my sell stop/buy 
stop is being triggered in time. So, I need a broker/software that lets me do 
this since I´n not around all day long.
 
Basically, I trade EOD, so what fluctuation my 
portfolio undergoes during the day is of minor interest as long as my stops are 
being in place and adequately triggered.
 
This what I´m after.
 
As to ETF´s, I want to try if my baskets have 
hifher performance than these. I look at highgrowthstocks in the hope if a 
higher performance if the wind is in my back.
 
If you could think of a broker/software, please let 
me know.
 
Warm thanks to you for ongoing support
 
Markus
 
 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Jayson 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Tuesday, March 02, 2004 5:30 
  AM
  Subject: RE: [amibroker] Stock basket 
  tracking with AmiBroker real-time???
  
  <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: 
    <A title=jcasavant@xxxxxxxxxxx 
    href="">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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