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<FONT face=Arial color=#0000ff
size=2>Automated Trading, see the Amibroker-at list <A
href="">http://groups.yahoo.com/group/AmiBroker-at/
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Tahoma
size=2>-----Original Message-----From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Wednesday, March 03, 2004 1:10
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Re: Stock basket tracking with AmiBroker real-time???
Herman,
what does AT stand for, please?
Markus
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Herman van den
Bergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, March 03, 2004 6:30
PM
Subject: RE: [amibroker] Re: Stock
basket tracking with AmiBroker real-time???
<FONT face=Arial color=#0000ff
size=2>I am not an NinjaTrader expert but after playing with it for the
two week trial period it appears of limited use for AmiBroker users as
the OIF order placing mechanism is highly integrated with unique and
NinjaTrader-specific functions that can not be disabled. There are work
arounds but it requires you to spend more time on the NinjaTrader
concept than you might like - especially if you eventually want to implement
your own Stop strategies. The Ninja-specific ordering format
(OIF) makes it cumbersome to program simple straight-forward orders. We
can wait for TJ to incorporate AT in AmiBroker but most of us want to
start experimenting with AT now so i am currently looking at other AT
alternatives.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>From my perspective NinjaTrader looks like a useful program
for more traditional descretionary traders, chart-watchers, daytraders, etc.
but not so much fror some of the ground-breaking AmiBroker users you find on
this list - you know the type :-) those who boldly go where no trader has
gone before ...
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Best regards,
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Wednesday, March 03, 2004 7:52
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: 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> > >
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