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Herman
thanks for your comments... I feel I need to use eSignal feed for decisions,
if for no other reason, just because they provide backfill ... actually
historical data ... that may not be available from IB ... if I recall there
was some discussion about IB providing 5 days of data ... I may wish for
more ... certainly data with time lag is not acceptable.
... but certainly there is not reason not to use eSignal data ... it's not
cheap but if trading seriously, it's a small price to pay...
Ara
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 28, 2004 1:07 PM
Subject: RE: [amibroker] Re: Automated Trading With Amibroker
> 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
>
>
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>
>
>
> Check AmiBroker web page at:
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>
> Check group FAQ at:
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