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color=#0000ff size=2>If you say so.
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<FONT face=Arial
color=#0000ff size=2>d
From: danielwardadams
[mailto:danielwardadams@xxxxxxxxx] Sent: Sunday, April 11, 2004
9:52 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: Real-Time Trading System Examples
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@xxxx] > 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> > <A
href="">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@xxxx]> > 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@xxxx]> > 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@xxxx]>
> > 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@xxxx]>
> > 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@xxxx]>
> > 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@xxxx]>
> > 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@xxxx]>
> > 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@xxxx]>
> > 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@xxxx]>
> > 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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