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Auto-trading is not new... it has been around for some years.
Visit the users' knowledge base to get you started.
you can also subscribe the AmiBroker-at list which has over 1000 subscribers who are, or are interested in, auto-trading. You may be able to find help there.
best regards,
herman
For tips on developing Real-Time Auto-Trading systems visit:
http://www.amibroker.org/userkb/
Sunday, October 28, 2007, 8:17:41 AM, you wrote:
> Hello community,
> I have specific questions about automated trading with Amibroker and
> Interactive Brokers. I read the information on
> http://www.amibroker.com/at/ . Amibroker.org seems to be down so I
> could not get additional information.
> My first question is:
> 1. Does anyone use AB for automated trading? How are your experiences?
> Here is how I understand the workflow:
> I receice realtime quotes via the Ibplugin. There is a short delay in
> the prices which is acceptable.
> 2. Are there any disconnetion/stability issues? Are disconnections the
> rule or the exception? Is AB automatically reconnected?
> 3. Is esignal more reliable for quotes?
> I connect to IB via Ibcontroller. I have the same questions:
> 4. Are there any disconnetion/stability issues? Are disconnections the
> rule or the exception? Is AB automatically reconnected?
> Now I am connected to my quote plugin and Ibcontroller and I can send
> orders to IB when a specific signal appears. I only want to open a
> position if I have no pending or open position. I only want to close a
> position if I have an open position or no pending position.
> 5. Do I get the information with no (or short) delay from IB?
> 6. The entry and exit signals are generated via scans? How short can
> "run every" in the AA-screen be? Do I need this wait until backfill?
> It should be a realtime or neartime solution and run every 5 seconds
> at least. What are your experiences/settings?
> 7. Can I trade two strategies in one ticker? For example my position
> check should only be for the ticker + strategy. If strategy A bought
> ES and strategy B is flat then it should be possible to buy ES for
> strategy B and impossible for strategy B. This is possible with
> JsystemTrader, a opensource project. My idea is to use different
> orderIDs for the strategies. Is this a possibilitiy or do you have
> other ideas?
>
> Another point is flexibility in tickers and strategies:
> 8. Can I trade different strategies in different tickers? I have my
> strategy for ES-mini and I have my strategy for FOREX. Can I trade the
> two strategies with two tickers in one formula?
> I see that quotes are supported for many symbols at the same time. So
> trading many tickers should be possible...
> 9. Is a trading log written automatically from the IBcontoller or do I
> have to program one? A trading log is a txt file with infrormation
> like trade date/time, short/long, entry price, exit price, strategy, .....
> Last question:
> 10. As automated trading is becoming a hot topic in the trading
> environment will there be a focus on this topic? I ask because the
> last version of the IBcontroller is from 07/2006 and IB had some
> updates to the IB-API.
> Regards
> Please note that this group is for discussion between users only.
> To get support from AmiBroker please send an e-mail directly to
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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> http://www.amibroker.com/support.html
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__._,_.___
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
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