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Re: [amibroker] Autotrade - IBController



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Interesting.  I have 3 or 4 AFLs (strategies), each running 3 or 4 tickers at the same time.  I figured I needed an open window for each combination (say 9-16 windows), but perhaps that is not so.   the AA window can only run 1 AFL though, right?  I also have a master window that displays, via static vars, the operations occurring in each of the windows.
 
chuck
 
 
 
----- Original Message -----
Sent: Sunday, January 08, 2006 10:51 PM
Subject: Re: [amibroker] Autotrade - IBController

I think I saw a comment by TJ somewhere that the ibController was really designed to work from AA window. As far as connectivity to ibc, it's immaterial where the code resides ... as long as you make the call to ibc via AFL ... you get the connection.
 
The advantage of using AA is that, for me anyway, you can let the AA scroll through a watchlist, without any special code for it.
 
Ara
----- Original Message -----
From: cstrader
Sent: Sunday, January 08, 2006 5:55 PM
Subject: Re: [amibroker] Autotrade - IBController

Ara. 
 
How can you use the AA window to send the buy / sell signals to the IBc?   I didn't know that was possible. 
----- Original Message -----
Sent: Sunday, January 08, 2006 8:45 PM
Subject: Re: [amibroker] Autotrade - IBController

Chuck
 
With method #1, I would work off a watchlist and do all the data precessing in the AA window (to create the buy / sell signals).
 
Would have one window dedicated to monitoring portfolio parameters (open positions, account balance etc) which would get its information via static variable.
 
A second window,totally independent) would monitor any issue of interest, but is not necessary for the operation. Of course you could have a window for each issue. Ideally computer would function with no "supervision", but for an initial period it would be necessary for the learning period.
 
Ara
----- Original Message -----
From: cstrader
Sent: Sunday, January 08, 2006 5:04 PM
Subject: Re: [amibroker] Autotrade - IBController

Ara. 
 
I use your choice 1.  I'm not sure exactly what 2. is or how it would work.  You'd still have to have the same number of charts open, right? 
 
----- Original Message -----
To: AB-Main
Sent: Sunday, January 08, 2006 7:59 PM
Subject: [amibroker] Autotrade - IBController

I have been playing with ibcontroller paper trading ONE issue for about a week and got the flavor for it...
 
Now starting to design a portfolio trading system...  nor sure which way to go...
 
1. Run the trading code inn AA window and have an indicator window to monitor portfolio status (via static variables from trading code)
 
2. Run trading code from indicator window and have charts for individual issues create trading signals and pass them to the trading code window as static variable.
 
3. Any other suggestiion?
 
 
Method #1 - I beleive Herman had found this too slow for the number of issues he wanted to trade.
 
Method #2  - In order to assure data integrity, I beleive that each window will have to be hard coded (by use of foreign() ) in order to insure data does not change if window is selected for some reason. If I am right, this is very cumbersome.
 
 
Appreciate any feedback
 
Ara
 
 
 


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