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



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No problem Fred, good thought.

--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of Fred
| Sent: Friday, July 15, 2005 13:24
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Re: alertif exec - simultaneous trading systems /
| alerts
| 
| Sorry about that ... This is of course simple to do in vbs which in
| turn can be used to control AB but of course not indicators per se.
| It would certainly be nice to be able to use automation to insert
| and delete indicators from the screen.
| 
| --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
| > Thanks Dingo, I'll contact support to see if there's a good time
| delay
| > method.
| >
| >
| >
| > --
| >
| > Terry
| >
| > -----Original Message-----
| > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
| On
| > Behalf Of dingo
| > Sent: Friday, July 15, 2005 11:49
| > To: amibroker@xxxxxxxxxxxxxxx
| > Subject: RE: [amibroker] Re: alertif exec - simultaneous trading
| systems
| > / alerts
| >
| >
| >
| > Terry,
| >
| >
| >
| > I don't think (after consulting Bruce Robinson) this is going to be
| > possible using the wscript.sleep thingy.   It seems that wscript
| is not
| > available outside the WSH.
| >
| >
| >
| >
| >
| >
| >
| > Reference:
| >
| >
| >
| > http://groups-
| beta.google.com/group/microsoft.public.scripting.wsh/brows
| > e_thread/thread/d1af5bc91bfd6c4/2784c78d62f2994b?q=wscript.sleep
| > <http://groups-
| beta.google.com/group/microsoft.public.scripting.wsh/brow
| > se_thread/thread/d1af5bc91bfd6c4/2784c78d62f2994b?
| q=wscript.sleep&rnum=5
| > > &rnum=5
| >
| >
| >
| >
| >
| > Better think of another way - or consult TJ for best solution.
| >
| >
| >
| > d
| >
| >
| >
| >
| >
| >
| >   _____
| >
| >
| > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
| On
| > Behalf Of Terry
| > Sent: Friday, July 15, 2005 10:19 AM
| > To: amibroker@xxxxxxxxxxxxxxx
| > Subject: RE: [amibroker] Re: alertif exec - simultaneous trading
| systems
| > / alerts
| >
| > Fred,
| >
| > Can you please give me newbie instructions on how to use WScript/
| > I checked the docs and tried EnableScript("vbscript"); and a few
| other
| > variations and get the error "Com object not initialized..."
| >
| > I'm pretty sure I have windows scripting installed.
| >
| > Thanks.
| > --
| > Terry
| >
| > | -----Original Message-----
| > | From: amibroker@xxxxxxxxxxxxxxx
| [mailto:amibroker@xxxxxxxxxxxxxxx] On
| > | Behalf Of Fred
| > | Sent: Thursday, July 14, 2005 20:07
| > | To: amibroker@xxxxxxxxxxxxxxx
| > | Subject: [amibroker] Re: alertif exec - simultaneous trading
| systems /
| > | alerts
| > |
| > | The .vbs command would be
| > |
| > | WScript.Sleep(1000)
| > |
| > | Where 1000 is in milliseconds or in this case 1 second.
| > |
| > |
| > | --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
| > | > 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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