|
PureBytes Links
Trading Reference Links
|
Thank
you for your nice comments.
Amibroker evolves so fast that it is virtually impossible to publish
anything: anything written would be obsolete before it could be published
:-)
Regarding Automated Trading there are some discussion groupes... the
EliteTrader site, Interactive Broke forums, AmiBroker-at on Yahoo, ...
best
regards,
herman
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
Please note that
this group is for discussion between users only.
To get support
from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For
other support material please check also:
http://www.amibroker.com/support.html
SPONSORED
LINKS
YAHOO! GROUPS LINKS
--
Janeczko for President!
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
YAHOO! GROUPS LINKS
|