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



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Ara,
 
this "scanning the whole market for unusual 
price/volume activity" was just an idea.
 
The other thing, tracking my portfolio in 
real-time, is what I´m really after. 
 
I trade end of day and want to make sure my stop 
order BASED ON THE BASKET VALUE are triggered properly (especially the SELL 
STOP).
 
Any idea on this (software, broker or 
else)???
 
Many thanks 
 
Markus
<BLOCKQUOTE dir=ltr 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Ara Kaloustian 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, March 01, 2004 8:30 
PM
  Subject: Re: [amibroker] Stock basket 
  tracking with AmiBroker real-time???
  
  Markus
   
  50 Day MA may take some computing in Real time 
  ... depends somewhat what time intervals you use .... If you're day trading 
  ... then I assume you use 1 min charts ... 50 days would be about 20,000 bars 
  ... so a fast computing MA would help.
   
  Esignal does not provide 8000 issues ...(is 
  limited by your subscription) ... or if you do get that many symbols it is 
  impractical to scan them all.... can not feed infor fast enough. A basket of 
  500 might take 5 to 10 minutes to update 
   
  I don't know much about Quote tracker ... Most of 
  their suppliers also have limits ... and do not provide any history... or a 
  short history.
  <BLOCKQUOTE 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    IVA GmbH 
    To: <A title=amibroker@xxxxxxxxxxxxxxx 
    href="">amibroker@xxxxxxxxxxxxxxx 
    Sent: Monday, March 01, 2004 9:22 
    AM
    Subject: 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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