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Chuck,
My understanding is that AA should be able to loop
through any watchlist, process data, place orders etc and keep doing that, so
that you need only one AFL module.
Limitation could be that it can repeat itself only
once per minute (or slower). So if you are trading futures, a minute can be too
long. If your strategy can function by sampling once a minute, then AA method
can work.
Of course if you want to visually monitor each
issue, then you would need some windows for that... one for each ... or just one
that you switch to issue you want to look at.
An additional window for monitoring portfolio
positions etc.
I am in favor of using AA window becuse it
simplified handling watchlists and beleive the that looking at data once a
minute should be OK.
The same thing of course can be done by using an
indicator window, gaining the benefit of sampling data continuously and
paying the price of more complex code. Really not sure which way is
"better".
Running different strategies, of course requires
multiple AFL modules and there is only one AA window, unless you run each
strategy on a separate PC.
Ara
----- Original Message -----
Sent: Sunday, January 08, 2006 9:05
PM
Subject: Re: [amibroker] Autotrade -
IBController
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 -----
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 -----
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 -----
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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