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Herman,
FYI: I just got a note back from
NinjaTrader:
They do NOT support basket trading.
This seems to be quite an unusual issue for retail
customers after all...
Markus
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
IVA GmbH
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, March 03, 2004 1:52
PM
Subject: Re: [amibroker] Re: Stock basket
tracking with AmiBroker real-time???
Dear Herman,
I will certainly folow your suggestionsby having
a look at NinjaTrader and looking at the recommended AB forum bb.
One thing at thid point: can I have Ninja trigger
a sell stop value for the whole portfolio rather than for each stock
separately?
Appreciate your help
Markus
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Herman van den
Bergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, March 02, 2004 3:36
AM
Subject: RE: [amibroker] Re: Stock
basket tracking with AmiBroker real-time???
<FONT face=Arial color=#0000ff
size=2>This is where automated trading comes in: you simple maintain a
composite of your portfolio stocks and Sell/Buy when the Portfolio Stops are
triggered. If you have some programming experience you might want to read to
posts on the AmiBroker-at list, NinjaTrader will let you clode all position
rather easily from a seaparate TA program like
AmiBroker.
<FONT face=Arial color=#0000ff
size=2><FONT face=Arial
size=2>Best regards,Herman.
To boldly go where no trader has gone
before...
<FONT face=Tahoma
size=2>-----Original Message-----From: danielwardadams
[mailto:danielwardadams@xxxxxxxxx]Sent: Monday, March 01, 2004
9:11 PMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[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 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 > ----- 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@xxxx]> Sent: Monday,
March 01, 2004 12:23 PM> To:
amibroker@xxxxxxxxxxxxxxx> 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>
> > ----- 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 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> > Markus>
> > Send BUG REPORTS to
bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
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