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[amibroker] Re: Delayed buy/sell signals in Realtime.



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After I wrote about this before, someone suggested a brilliant
workaround.  Use "Run every", but with shorter time, and wrap your
code with a conditional check for whether it is time to run.  I
haven't implemented this yet (still testing my system), but I can
think of two ways to do this.  

One way is to check whether the current time is past the start time
but within the shorter time interval.  There might be a risk of
missing a start time, however, if there is some delay longer than the
shorter time interval.

Another way is, using a static variable, remember the last time a run
was done, and if the current time is past the next start time, and the
previous run was before that, then it is time for another run.  This
would be more reliable.

dan

--- In amibroker@xxxxxxxxxxxxxxx, "pmxgs" <pmxgs@xxx> wrote:
>
> Hi Dan,
>  I agree with you. "Run every x minutes" might be misleading.
>  Anyway regarding the main subject, as long as the scan doesn't take 5
> minutes to run (which is perfectly possible, since AB runs fast), it
> would be nice to write code (maybe using some script languae) to make
> the scan run every five minutes. 
> I think this is possible, but can you confirm Howard?
> 
> thanks
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "liberte721" <daniel.laliberte@>
> wrote:
> >
> > Note that if you are using the AA Scan "Run every:" 5 min, it will not
> > run every 5 minutes, but delay 5 minutes between each run.  I
> > complained about this as a bug - it is at least a UI design bug since
> > it is not clear.  (It would be more useful if it actually did run on
> > regular intervals, as soon as it could anyway, making noise if it runs
> > out of time.)
> > 
> > I don't know about your delayed buy signals, which might be due to
> > your broker.  But if you are estimating time of the order based on the
> > number of intervals executed, then you will be out of sync.   If your
> > 5 minute intervals take 3 minutes to run, then you will be delayed by
> > about equivalent real time. 
> > 
> > Hope that helps.
> > 
> > dan
> > liberte@
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "j_john66" <j_john66@> wrote:
> > >
> > > Hello, 
> > > 
> > >      I am trying to write AFL code to trade in realtime. 
> > > 
> > > The problem I am facing is this. 
> > > 
> > > I have a watchlist of around 150 stocks.  
> > > 
> > > Buy/sell signals for these stocks in the watchlist get generated 
> > > using common indicators  MACD and stochastics  in a 5 minute 
> > > timeframe on completed bars.    
> > > 
> > > I run this AFL after 10-15 minutes of market opening at regular 
> > > intervals of 5 mins. ( each pass takes around 3 to 3.5 minutes )The 
> > > system lists buy sell signals in the AA window. 
> > > 
> > > what happens is, buy sell signals for some stocks which actually
get 
> > > generated at a earlier time gets listed late.   ie., at 12:00PM
I may 
> > > get a buy sell signal for a stock to be bought /sold at 10:30 AM. 
> > > 
> > > What mistake I may be doing? Have any one faced such situations ? ( 
> > > the current version of amibroker is 5.05 beta).
> > > 
> > > Thanks in Advance.
> > > 
> > > John.
> > >
> >
>



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