|
PureBytes Links
Trading Reference Links
|
Hello Ara,
I have been working with eSignal and the InteractiveBrokers TWS, while at
first I figured that using TWS quotes in my calculations would be better i
have come back from that; I have lately seen major price lags in TWS
"displayed" pricing. I do not know if the displayed prices are the same as
those we would read from the TWS feed but i would expect so. i haven't
performed any thorough testing to compare the data streams. The problem
could be unique to my setup but I have seen columns freeze and bid and aks
prices that make no sense at all. It "appears" that i get many more quotes
from eSignal than from IB. eSignal data has been flowing very nicely.
For this reason i will base my caluclations on eSignal pricing, i.e. those
used by AmiBroker. I use limit orders exclusively and prefer to miss a trade
to getting a bad entry, which i worry about if I were to use TWS data for
calculations. When AB introduces AT it will be the first time I use AT, so
all this is new to me.
best regards,
herman
-----Original Message-----
From: Ara Kaloustian [mailto:ara1@xxxxxxxxxx]
Sent: Tuesday, September 28, 2004 3:52 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Automated Trading With Amibroker
Does the IB interface include a (future) simulation capability with IB
real
time data feed?
Thanks
Ara
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 28, 2004 10:29 AM
Subject: Re: [amibroker] Re: Automated Trading With Amibroker
> Hello,
>
> > Saw my wildest dreams become true, and to wake up was too hard i think
> > :) so big sorry for the hard reaction.
> >
> > But it's just a part of the whole thing.
> > At least for me, it is nothing to betatest then in a month or so.
> > Would just cost me a lot of money as i can't run a profitable system
> > with it.
>
> No, it would not cost any penny because you can run it either
> on demo account or with "transmit" flag set to false.
>
> > Before getting a sort of interface for betatest i would like to have
> > the MM-functions first.
> >
> > How far away are the MM-functions?
>
> I do not know what MM functions you are after.
> If simple position sizing - it is already available (see PositionSize
variable
> in Backtester documentation)
>
> If pyramiding positions - you can simulate this already
> http://groups.yahoo.com/group/amibroker/message/21048
> and 81 other messages on this mailing list.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
----------------------------------------------------------------------------
--
Yahoo! Groups Links
a.. To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
b.. To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
[Non-text portions of this message have been removed]
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|