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Re: "The RT version can read both kinds of data."
But only one at a time (per instance). This is the crux of the
problem.
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> The RT version and the EOD version of AB are the same. The
difference is the
> key.dll you get from TJ.
>
> The RT version can read both kinds of data.
>
> d
>
>
> _____
>
> From: danielwardadams [mailto:danielwardadams@x...]
> Sent: Sunday, April 11, 2004 9:40 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Real-Time Trading System Examples
>
>
> I've applied to the other list but can't access it yet.
>
> Maybe it's apparent from what you say there but would there be a
need
> for simultaneous instances if you could access the EOD database
> directly from an RT instance? If not, you could just run the EOD
> version once a day to update the data. Does the EOD version ever
need
> to access the RT version for anything?
>
> Dan
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> <psytek@xxxx> wrote:
> > You may want to read my post on the DLL list
> > http://finance.groups.yahoo.com/group/amibroker-dll/message/1320
> >
> > From my post you will see that I prefer two independent but
> simultaeous,
> > AmiBroker instances (one RT and one EOD) so that they can
> communicate with
> > each other. I would be quite happy to run the EOD on one screen
and
> run the
> > RT on another - as long as my RT could access the EOD Signals and
> > Statistics.
> >
> > I currently have a prototype running in this fashion, it requires
> Exporting
> > the EOD tradelist to allow my RT code to read it. I use String
> Manipulation
> > to parse the code, match dates, and fill in my RT data with EOD
> > signals/prices. While running RT i use the selected (or loop)
date
> to
> > retrieve the relevant Row from the TradeReport file. It works but
> is slow
> > and still buggie, I would prefer a simple and fast DLL as
outlined
> in my DLL
> > post. As you can read there it would offer a variety of other
> attractive
> > applications. With a little luck somebody with C-expertise will
> like the
> > idea and write a DLL. Most of the work has already been done and
is
> > available from the public domain OSAKA C-Sourcecode in DLL files.
> >
> > wrt the -at list, I gave up on Ninja because i found it too highly
> > integrated with it's proprietary Entry/Exit strategies. I prefer
to
> do my
> > "own thing" using the simplest possible API interface. There
> haven't been
> > many posts because Tomasz may be offering Automated trading at
some
> point,
> > it would be unlikely for any parallel efforts to be competative
in
> terms of
> > features, reliability and delivery date.
> >
> > best regards,
> > herman
> > -----Original Message-----
> > From: mrdavis9 [mailto:mrdavis9@x...]
> > Sent: Sunday, April 11, 2004 5:23 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Re: Real-Time Trading System Examples
> > Importance: High
> >
> >
> > My post below was intended to encourage you to keep this
> discussion
> > PUBLIC, and only use private emails where necessary. I won't
have
> time to
> > study it in depth till later. However, I am saving all automated
> trading
> > discussions that I see in an Outlook Express folder entitled
> AUTOMATED
> > TRADING. I don't have a lot of saved messages yet, but I have
> copied one
> > here as an example of what I am saving, I saw this on the Ninja
> Trader yahoo
> > group. I stopped watching their discussions awhile back. Ron D
> >
==================================================================
> >
> > I've taken 5 systems which I was using to trade manually,
changed
> > them so they can run without me, backtested them on IRT until
I'm
> > happy with them and set them off live.
> >
> > Expectancy (based on (Pw * Aw)- (Pl * Al) where P =
probability,
> A =
> > Average, w = win and l = loss) ranges from 1.8 to 2.7 and R/R
from
> > 2.4 to 6.1. Percent wins range from 38% to 52% in the backtest
> > period. All systems use a variety of indicators (CCI, FASTD and
> > custom indicators mostly) and multiple time frames.
> >
> > The single most important factor in improving backtested
> performance
> > turned out to be identifying conditions in longer timeframes
which
> > lead to poor results and modifying the scans to prevent trading
> when
> > those conditions apply. With some scans this results in very few
> > trades (15 or 20 per quarter) so backtest results are
> statistically
> > dubious and, as backtesting itself is not a 100% representation
of
> > what will happen in real life, I will hold off buying the yacht
> for
> > the timebeing.
> >
> > ========================================================
> > ----- Original Message -----
> > From: dingo
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Sunday, April 11, 2004 1:49 PM
> > Subject: RE: [amibroker] Re: Real-Time Trading System Examples
> >
> >
> > I posted some code (vbScript) to export the trade list under
> some
> > circumstances - look back using this thread subject.
> >
> > d
> >
> >
> >
> > ------------------------------------------------------------------
--
> ------
> > From: mrdavis9 [mailto:mrdavis9@x...]
> > Sent: Sunday, April 11, 2004 2:38 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Re: Real-Time Trading System
Examples
> >
> >
> > I am also interested in the subject of this thread. Ron D
> > ----- Original Message -----
> > From: danielwardadams
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Sunday, April 11, 2004 1:30 PM
> > Subject: [amibroker] Re: Real-Time Trading System Examples
> >
> >
> > Herman & dingo,
> > I'd also be interested in anything you come up with. I
want
> to solve
> > the same problem as you Herman. Hope you're making better
> progress
> > than me though ...
> >
> > Dan
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx>
> wrote:
> > > sounds neat. I'll contact you off-line to work up some
> specs.
> > >
> > > d
> > >
> > >
> > > _____
> > >
> > > From: Herman van den Bergen [mailto:psytek@x...]
> > > Sent: Friday, April 09, 2004 9:51 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > >
> > >
> > > Anytime you are ready, if you write the code for the
> tradelist
> > export I'll
> > > share whatever afl I turn out to read the file from
RT :-)
> > > I have the basics working and hope to finish it over
the
> weekend.
> > It is kind
> > > of neat you just click anywhere on the RT chart and see
> all the
> > EOD
> > > particulars in the RT Interpretation window :-) still
> have to do
> > the date
> > > matching...
> > >
> > > h
> > >
> > >
> > >
> > > -----Original Message-----
> > > From: dingo [mailto:dingo@x...]
> > > Sent: Friday, April 09, 2004 9:37 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > > Importance: High
> > >
> > >
> > > Your BTW is EXACTLY what I was going to suggest.
> > >
> > > I'll work you up something to do the exporting (and
> little bit
> > more). How
> > > soon do you need it?
> > >
> > > d
> > >
> > >
> > >
> > > _____
> > >
> > > From: Herman van den Bergen [mailto:psytek@x...]
> > > Sent: Friday, April 09, 2004 9:13 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > >
> > >
> > > InLine...
> > >
> > > -----Original Message-----
> > > From: dingo [mailto:dingo@x...]
> > > Sent: Friday, April 09, 2004 7:49 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > > Importance: High
> > >
> > >
> > > I'm still trying to get my head around what approach
> you're
> > wanting
> > to take.
> > >
> > > Are you going to use EOD data and formula to produce
your
> buy
> > signals?
> > > Yes, because they are more accurate than RT signals -
for
> what i
> > am
> > doing.
> > >
> > > Or are you going to use Realtime data and another
formula
> to do
> > your
> > > entries?
> > > Yes.
> > >
> > > Are you going to use Realtime data and formula to manage
> > stops/exits for
> > > open positions?
> > > Yes.
> > >
> > > If that's the case then you won't need to mix your
> databases and
> > your EOD
> > > formula can be separate from the realtime formula,
right?
> > > Indeed, but only in real trading, the problem is that I
> need to
> > > develop&optimize the RT components with backtesting.
How
> would I
> > optimize my
> > > RT stops over historical data if I don't have access to
> the EOD
> > signals,
> > > stock picks, scores, shares, and trade-prices in my
> formula? All
> > these are
> > > based on EOD data and can not be calculated accurately
in
> RT.
> > >
> > > I assume you have the EOD formula that generates the
buys
> working
> > > satisfactorily?
> > > Yes, but is is price sensitive and gets all confused
> dealing with
> >
> > things
> > > like -17 to +30 cts RT volatility/noise of the OHLC
> Prices (AAPL).
> > >
> > > If you are going to use a formula to manage your
> stops/exits have
> > you been
> > > able to complete this or is this the question that
you're
> asking?
> > > There are many formulas and i haven't decided which to
> use, My
> > system must
> > > first work with EOD performance in an RT environment.
> > >
> > > Assuming you have a formula to manage those
stops/exits -
> have you
> > worked
> > > out a way to trigger the trade?
> > > NO.
> > >
> > > I believe you mentioned that Ninja Trader wasn't the
> answer. Is
> > this a
> > > piece you're asking about as well?
> > > Not now, waiting for TJ to introduce automation... i
> still have
> > work to do
> > > and hope to be ready when TJ is...
> > >
> > > Lots of questions, eh?
> > > Not really; I have a lot more :-)
> > >
> > > I'm asking because I'm headed in that direction as
well -
> just not
> > as ready
> > > as you are right now.
> > > Let me know how things work out for you... and what
path
> you
> > decide
> > on.
> > >
> > > BTW, today I thought of another approach, a brute force
> method
> > alright but
> > > it might work. I simply export the entire EOD trade
list
> and read
> > it from
> > > the RT code. For each RT date I look up the matching
EOD
> row in
> > the
> > Trade
> > > list, I then extract whatever information i need. Tried
> it, It is
> > actually
> > > faster than i expected. All i need now is an automatic
> Export at
> > the end of
> > > my EOD backtest ;-) any ideas?
> > >
> > > h
> > >
> > > TIA
> > >
> > > d
> > >
> > >
> > > _____
> > >
> > > From: Herman van den Bergen [mailto:psytek@x...]
> > > Sent: Friday, April 09, 2004 12:01 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > >
> > >
> > > [d]Or are you trying to take an EOD system and trying
to
> make your
> > system
> > > "more granular" and pick the same patterns in intraday
> data?
> > >
> > > I am mainly trying to improve Entries and Exits, i am
not
> looking
> > for
> > > patterns. The systems work fine in EOD but I observed
on
> the RT
> > charts that
> > > i often miss locking in some really nice profits that
> fade before
> > I
> > exit. So
> > > i want to code in Trailing stops that activate at a
> certain profit
> > and than
> > > exit when the price drops back a bit. For example, if
my
> profits
> > reaches 2%
> > > during the first two hours of the trade, then i want to
> activate a
> > Stop and
> > > exit when my profits drop back to 1.5%. ApplyStops
cannot
> be used
> > in very
> > > short-term (1-3 days) trading because on the day of
exit
> it is
> > unknown which
> > > came first, the High or the Low, or with profit stops,
> how many
> > dips there
> > > were during the day that would have terminated the
trade.
> RT data
> > is needed
> > > to develop proper stops. limits, etc. with the short
> trades i use.
> > >
> > > If i trade 1-3 times a week and i might be able to
reduce
> my
> > exposure by 50%
> > > if I managed to get out based on profits instead of
> timing. I
> > would
> > prefer
> > > overall less profits if it came with less exposure.
Also,
> the
> > strength of
> > > signals fades pretty fast... have you ever tested your
n-
> Bar
> > profits? i.e.
> > > profits made on the 1st, 2nd and 3rd day? You can vary
> the entry
> > delay and
> > > use n-Bar stops to limit the trade duration, that way
you
> > can "isolated"
> > > single days (profits) of your trade. For me, typical
> profit
> > distributions
> > > might be 65% 25% 10% for a system with an average of 3-
> bar trades.
> > So the
> > > first day obviously has the greatest profit potential
at
> the least
> > exposure.
> > > IMHO, short term signals have a limited life-time:
after
> a certain
> > number of
> > > days you are just hoping to get lucky :-) knowing your
n-
> Bar
> > profits may
> > > help you decide whether it is worth it (risk) to stay
in
> a trade
> > or
> > not.
> > >
> > > [d] IMHO you are in un-charted waters as far as AB goes.
> > >
> > > We got some smart cookies on this list, I just can't
> believe that
> > nobody is
> > > working on this; it appears the obvious way to keep
your
> EOD
> > system
> > working
> > > now that RT trading is catching on. So I hope you are
> wrong on
> > this
> > one :-)
> > >
> > > h
> > >
> > > -----Original Message-----
> > > From: dingo [mailto:dingo@x...]
> > > Sent: Friday, April 09, 2004 11:21 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > > Importance: High
> > >
> > >
> > > IMHO you are in un-charted waters as far as AB goes.
> > >
> > > Are you trying to come up with a system to do
backtesting
> with or
> > one to
> > > monitor trades / manage stops for real-time trading?
Or
> are you
> > trying to
> > > take an EOD system and trying to make your system "more
> granular"
> > and pick
> > > the same patterns in intraday data?
> > >
> > > d
> > >
> > >
> > > _____
> > >
> > > From: Herman van den Bergen [mailto:psytek@x...]
> > > Sent: Friday, April 09, 2004 11:14 AM
> > > To: AmiBroker YahooGroups
> > > Subject: [amibroker] Real-Time Trading System Examples
> > >
> > >
> > > Would anybody have some example code for Real Time
trading
> > systems?
> > I have
> > > considerable trouble converting EOD systems to RT data -
> tried too
> > many ways
> > > to mention but always hit a snag at some advanced
point.
> My
> > problem
> > areas
> > > are:
> > >
> > > 1) Converting or duplicating EOD signals to RT, I need
> this
> > because
> > EOD data
> > > prices are more accurate than those I get from RT
sources.
> > > 2) Running the basic EOD system in RT, i.e. reproduce
EOD
> signals
> > in RT. I
> > > want this as a verification stage before trying to
> enhance the
> > system with
> > > RT data
> > > 3) Custom coding Profit targets, Limit Prices and Stops.
> > > 4) Optimizing entry points by using Pre/after hours
> trading and/or
> > using
> > > delayed/early entries and exits.
> > > 5) Showing EOD Arrows (derived from EOD data, not from
RT
> data) on
> > my minute
> > > charts.
> > >
> > > If anybody has example code or reference URLs to share
> that would
> > be much
> > > appreciated.
> > >
> > > Also, i am beginning to wonder how many subscribers, if
> any, have
> > actually
> > > solved the above problems. If you have done so perhaps
> you can
> > share this
> > > simple fact (no code needed), knowing that it has been
> done
> > successfully is
> > > a great motivator :-)
> > >
> > > TIA and best regards,
> > > herman.
> > >
> > >
> > >
> > >
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