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Hey Herman,
your tutorial was so good... ever considered writing a book on the subject? I would certainly buy/read it. As you said AB has matured from then, maybe it's time for a commercial level text on ATS development, those I could find are mostly an endless repetition of the mainstream indicators...
Or maybe you could advise the rest of us on some reading material?
Thanks,
n.
On 12/4/05, Herman van den Bergen <
psytek@xxxxxxxx> wrote:
Ara, I am not sure which doc you refer to. The one on the AB website with 3D excel charts? That is really very old, at the time i was looking into EOD trading, and yes i optimized each stock. The doc did not describe a system i actually used, it was just an exercise prompted by a discussion on the list. AmiBroker has evolved immensely since and such a project could be done much better today. However I haven't tested any EOD systems for some years now and I no longer subscribe to QP EOD data.
Nowadays I work on Automated Trading Systems that may trade 30-50 times a day. The only time I manually enter trades on the TWS is to cleanup a mess made by a malfunctioning AT system.
imho, EOD Predictive trading can give you a small statistical edge but High-Speed Reactive Real-Time trading has greater profit potential (especially with the reduced IB commissions!). Of course there are many ways to trade and I am not discrediting/disputing other ways, this is just my current personal preference. As you know: I
am more of a developer than a trader, I only trade to test ideas or systems that have exceptional promise.
best regards, herman Hi Herman, A while back you wrote a very interesting and educational manual on system development. I gather from it that you optimize for each stock ...
I know you are not a day trader ... don't know how long / short time frame you trade in with the auto trade on IB...
Does the document above also apply to real time trading? If so how often would you optimize? Thanks
Ara
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Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
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