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RE: [amibroker] Re: alertif exec - simultaneous trading systems / alerts



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You are probably correct, but I don't know how to do that.

Suggestions gladly accepted.
--
Terry

| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of Fred
| Sent: Thursday, July 14, 2005 10:49
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Re: alertif exec - simultaneous trading systems /
| alerts
| 
| One comment on the wait function ...
| 
| As written I would think this would max the CPU usage while in
| effect ...
| 
| You might want to instead consider an imbedded or inline vbs sleep
| command which will not use the CPU.
| 
| --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
| > Robert,
| >
| >
| >
| > This will take some coding on your part since only you know what
| you
| > want to do with arbitrating the various rules.
| >
| >
| >
| > You would replace your AlertIF statement in each of your 9 charts
| with
| > code like this:
| >
| > If (Buy) StaticVarSetText("exec_1","script/file to execute goes
| here");
| >
| >
| >
| > In your 2nd chart it would look like this:
| >
| > If (Buy) StaticVarSetText("exec_2","script/file to execute goes
| here");
| >
| >
| >
| > Then you will have a TimerControl.afl that reads each of these. See
| > below for code sample. I have extracted this code from my own,
| working,
| > TimerControl module that sends out email alerts to me at designated
| > times for multiple charts so it's not quite the same, but
| adaptable.
| >
| >
| >
| > You could put your Chart 3 "time" code into TimerControl and
| eliminate
| > Chart 3 from your screen. Maybe someone else has a better time
| delay
| > function than mine.
| >
| >
| >
| > Note: If you're reading data very fast, this may not work as
| expected or
| > it may miss some signals. You'll have to try it out to see.
| >
| >
| >
| > /*************** Timer Control Code ******************/
| >
| > function wait (Seconds)
| >
| > {
| >
| >     end = Now(4) + Seconds;
| >
| >     while (Now(4) <= end)
| >
| >    {
| >
| >        sin(sqrt(123456789)); //Just to kill some time
| >
| >    }
| >
| > }
| >
| >
| >
| > /* Loop through up to 10 charts executing scripts for those with
| data
| > available. This has a roughly 1 second delay between executing each
| > chart that has a signal. This may be inappropriate for you. You
| may also
| > need to collect all 9 charts and make decisions on which to
| execute */
| >
| >
| >
| >     varName = "";
| >
| >     for (i = 1; i <= 10; i++)
| >
| >     {
| >
| >         varName = "exec_" + NumToStr(i,1.0);
| >
| >         //Build the name of the current chart being read.
| >
| >         varMsg = StaticVarGetText(varName);
| >
| >         if (varMsg == "") varName = "";
| >
| >         else
| >
| >         {
| >
| >             AlertIf(True,"EXEC", varMsg, 6,1+2,0); //Check options
| >
| >             StaticVarSetText(varName,""); //blank for next tick
| >
| >             wait(1); //1 second delay before reading next chart
| >
| >         }
| >
| >     }
| >
| >
| >
| > //Chart 3 code. Delete Chart 3 and replace with this module
| >
| >
| >
| > AddColumn(Hour(),"Hour");
| >
| > AddColumn(Minute(),"Minute");
| >
| > function time()
| >
| > {Time = Now(4);
| >
| > Seconds = int(Time%100);
| >
| > Minutes = int(Time/100%100);
| >
| > Hours = int(Time/10000%100);
| >
| > SecondNum = int(Hours*60*60+Minutes*60+Seconds);
| >
| > return Time;}
| >
| > Title ="\nTime: "+NumToStr(Time(),1.0,0);
| >
| >
| >
| > /*************** End Timer Control ******************/
| >
| > --
| >
| > Terry
| >
| >
| >
| > | -----Original Message-----
| >
| > | From: amibroker@xxxxxxxxxxxxxxx
| [mailto:amibroker@xxxxxxxxxxxxxxx] On
| >
| > | Behalf Of livetraderman
| >
| > | Sent: Thursday, July 14, 2005 07:39
| >
| > | To: amibroker@xxxxxxxxxxxxxxx
| >
| > | Subject: [amibroker] Re: alertif exec - simultaneous trading
| systems /
| >
| > | alerts
| >
| > |
| >
| > | Dear Terry,
| >
| > |
| >
| > | thank you very much for your help.
| >
| > |
| >
| > | I am not too deep into AFL coding.
| >
| > |
| >
| > | Could you help me out with a concrete sample for the code ?
| >
| > | Below as an example.
| >
| > |
| >
| > | Thank you !!!!
| >
| > |
| >
| > | Regards
| >
| > | Robert
| >
| > |
| >
| > |
| >
| > | Examle for my current setup:
| >
| > |
| >
| > | Chart 1 (EURUSD)
| >
| > |
| >
| > | Buy = Cross(condition);
| >
| > | Sell = 0;
| >
| > | Applystop...(loss limit)
| >
| > | Applystop...(profit Target)
| >
| > | alertif(Buy,"EXEC" .....,1);
| >
| > |
| >
| > | Chart 2 (USDJPY)
| >
| > |
| >
| > | Buy = Cross(condition);
| >
| > | Sell = 0;
| >
| > | Applystop...(loss limit)
| >
| > | Applystop...(profit Target)
| >
| > | alertif(Buy,"EXEC" .....,1);
| >
| > |
| >
| > | Chart 3 (time)
| >
| > |
| >
| > | AddColumn(Hour(),"Hour");
| >
| > | AddColumn(Minute(),"Minute");
| >
| > | function time()
| >
| > | {Time = Now(4);
| >
| > | Seconds = int(Time%100);
| >
| > | Minutes = int(Time/100%100);
| >
| > | Hours = int(Time/10000%100);
| >
| > | SecondNum = int(Hours*60*60+Minutes*60+Seconds);
| >
| > | return Time;}
| >
| > | Title ="\nTime: "+NumToStr(Time(),1.0,0);
| >
| > |
| >
| > | --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
| >
| > | > Instead of doing separate AlertIf functions for each of your 9
| >
| > | charts,
| >
| > | > write a message to a staticVar. Static var names will
| be "alert1"
| >
| > | > through "alert9". Then create a TimerControl chart which will
| loop
| >
| > | > through each staticVar using a for loop 1 through 9 so you can
| >
| > | recreate
| >
| > | > each of these names in a loop. You will then have all 9 Alerts
| in-
| >
| > | hand
| >
| > | > simultaneously in a single place and can decide how to
| prioritize
| >
| > | and/or
| >
| > | > delay multiple alerts.
| >
| > | >
| >
| > | > Each alert should be cleared by the TimerControl chart after
| it is
| >
| > | read.
| >
| > | > --
| >
| > | > Terry
| >
| > | > | -----Original Message-----
| >
| > | > | From: amibroker@xxxxxxxxxxxxxxx
| >
| > | [mailto:amibroker@xxxxxxxxxxxxxxx] On
| >
| > | > | Behalf Of livetraderman
| >
| > | > | Sent: Thursday, July 14, 2005 01:11
| >
| > | > | To: amibroker@xxxxxxxxxxxxxxx
| >
| > | > | Subject: [amibroker] alertif exec - simultaneous trading
| systems /
| >
| > | > | alerts
| >
| > | > |
| >
| > | > | Hello,
| >
| > | > |
| >
| > | > | I run Amibroker 4.70.5 RT version with esignal forex
| datafeed.
| >
| > | > |
| >
| > | > | There are 9 different 5 minute charts opened simultaneously,
| >
| > | > | each with its own trading system running. The trading systems
| >
| > | > | generate e.g. BUY signals and I use "alterif" function to
| execute
| >
| > | > | different exe files (macros of another application).
| >
| > | > |
| >
| > | > | Once in a while, when the independent trading systems
| >
| > | > | generate a buy signal coincidentally at the same time (hour
| and
| >
| > | > | minute), accordingly alertif tries to execute two or more exe
| >
| > | files
| >
| > | > | simultaneously. This causes an error message of my third
| party
| >
| > | > | application.
| >
| > | > |
| >
| > | > | My question: How can I prevent this to happen ?
| >
| > | > |
| >
| > | > | I would like to implement a solution which prevents this
| >
| > | successfully
| >
| > | > | e.g. with an "OR" function, but still lets me run my 9
| different
| >
| > | > | trading systems on 9 different currency pairs. So to speak
| like
| >
| > | > | a "filter" which controls the 9 different trading systems. I
| >
| > | thought
| >
| > | > | about using the "second()" function to differ the signals
| from
| >
| > | each
| >
| > | > | other, but this leads to unwanted results due to delayed
| order
| >
| > | > | execution (my strategy is scalping very small profit
| targets).
| >
| > | > |
| >
| > | > | Thank you very much for your help in advance.
| >
| > | > |
| >
| > | > | Regards
| >
| > | > | Robert
| >
| > | > |
| >
| > | > |
| >
| > | > |
| >
| > | > |
| >
| > | > |
| >
| > | > |
| >
| > | > |
| >
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| > | > | >
| >
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| >
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| >
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| >
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| >
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| >
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| >
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| >
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| >
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| >
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| 
| 
| 
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| 




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