|
It can be done but due to quote delays, fill confirmation delays and processing time I expect it'll be a mess and won't match anything you get with the Backtester.
Also i expect you can trim your 100 stocks to about 10, either that or tally your signals and trade an index.
To make this work you have to do a lot of planning.
h
delays
Thursday, May 10, 2007, 11:34:34 PM, you wrote:
> Ok, heres an example of what i wanna do. Monitor 1 min charts of all
> of the NASDAQ 100, buy when 1 minute bar closes above its 20-bar
> moving average, sell when 1 minute bar closes below its 20-bar moving
> average. What is the best way to do this? using Amibroker or
> otherwise. And what datafeed do i need? Note that i am computing
> functions on the 1 minute charts of 100 stocks and deciding when to
> buy/sell with market orders based on those computations on the
> 1-minute charts
> Thanks a lot
> g
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
> <*> To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
> <*> Your email settings:
> Individual Email | Traditional
> <*> To change settings online go to:
> http://groups.yahoo.com/group/amibroker/join
> (Yahoo! ID required)
> <*> To change settings via email:
> mailto:amibroker-digest@xxxxxxxxxxxxxxx
> mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
> <*> To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
> <*> Your use of Yahoo! Groups is subject to:
> http://docs.yahoo.com/info/terms/
>
__._,_.___
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
![]()
SPONSORED LINKS
__,_._,___
|