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You mean 100 orders each minute throughout the day? Tough call as orders are acknowledged with a delay.
Each 3-min could work. I once had a similar problem and ended up staggering my orders, 50 first minute, 50 the next. Or stagger the at 50orders/30 seconds. The minute-boundery has no significance anyway.
It gets more difficult when you start transmitting brackets, or stops/targets...
herman
Wednesday, May 9, 2007, 11:34:18 AM, you wrote:
> I would like to implement a system that issues buy and sell signals on
> 100 stocks simultaneously at the close of the 1 minute bar, based on
> today's 1 minute chart for each stock. I am looking for different
> ideas on how to do this using Amibroker, and whether it is practical
> to use Amibroker in such a case.
> If anyone has implemented a system using Amibroker (or otherwise) that
> trades 100 stocks or more, i would love to know how they implemented
> it, what datafeed they're using, what API and trading software etc
> Thanks a lot
> g
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