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RE: [amibroker] Re: Simulating the trading of a system in real time.



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Angelo,

If you're just watching one symbol, it updates with every data value
received from your data vendor. The "current bar", be it 1 minute, 5
minute or an hour, is continually updated. 

Please note that, all though you can see what's going on, you really
can't trade until the entire bar is history because that is when your
signal, if you get one, is final (assuming your code depends on more
than just the open of the bar).

How much data is saved by AB is a function of the File->Database
Settings and what interval you setup your database as. I use one minute
and IB, but trade on 15 minute bars. Also note that Tomasz has explained
that IB does not provide true tick data, but rather periodic
"snapshots". The periods are quite frequent, like 1 second or maybe
faster, I don't know. Just be aware it is not a true tick data source
(which doesn't sound like a problem for your intended purpose).
--
Terry

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of Angelo
Sent: Friday, August 25, 2006 09:37
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Simulating the trading of a system in real
time.

--- In amibroker@xxxxxxxxxxxxxxx, jppt0k <jppt0k@xxx> wrote:
>
> Angelo,
> 
> if you need to generate buy or sell signals, the Scan option with 
Run  
> every (you may set it to run every n seconds) is what you need. I 
don't  
> think you are looking for a continuous backtesting of your system, 
do you?
> 
> Load your trading system in Automatic Analisys, add AlertIf( 
buy/sell )  
> and choose Run every n sec.
> 
> I'm sure it's what you're after.
> 
> j
> 
> 

Hy J,

What I'm really looking for?
Check if AMB can control if there is a BUY/SELL signal on every tick 
of price change (and not using historical price series, but in real 
time, with prices coming from my broker platform).

I settled for a scan every 10 seconds (thanks for reminding that one 
minute was not the minimum of the range) and this is probably as 
near I can go to reality (or at least, to my idea of reality), 
without the IB demo account.











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