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Thanks, Herman.
Went there - I´m no rocket scientist. AB coding is
fine but what you guys are doing there is way over my head.
Though I´d like to hear if basket trading becomes
available one day.
Thanks for pointing out
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 7:16
PM
Subject: RE: [amibroker] Re: Stock basket
tracking with AmiBroker real-time???
<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: <A
href="">funnybiz@xxxxxx
[mailto:funnybiz@xxxxxx]Sent: Wednesday, March 03, 2004 1:10
PMTo: <A
href="">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> >
> Send BUG REPORTS to
bugs@xxxx> Send
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