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hi Herman,
yesterday I was testing my auto trade system on two different simulation accounts on two different computers. 1 computer made +2663$ (in theory) and the other around +1823$ (in theory), same system, all because the data is just slightly different on both computers causing some signals not to execute. When I downloaded the data this morning they both made +2443$. I did not experience (yet) that the trade is executed in reality and that it doesn't appear in the chart. I often see it appearing in the chart with some delay but this seems due to delays on my computer.
Last year I gave up eSignal because they were charging me to pay like 20% tax above the normal price (since I am in Europe), even after a dollar collapse the bills I had to pay eSignal were only increasing. IQFeed does not do this. Any ideas if IQfeed is as realiable as eSignal?
Further your work on buttons is very nice. I am using some simple buttons you made and is working great.
regards, Ed
----- Original Message -----
From: Herman
To: Barry Scarborough
Sent: Wednesday, August 20, 2008 12:08 PM
Subject: Re: [amibroker] Re: Amibroker and IB's 100 symbols limit
I agree with Barry and yes, I have seen it happen: trades can be filled before your IB chart even shows the trigger price - if it ever does!!!! I have had fills that never show, even after backfills. While using eSignal you can observe how you make the market, i.e., set a new price. I still remember the excitement when I could see my first ever trades popping up on the eSignal chart, I felt like I was changing the world :-) Good data is a whole new ball-game.
IB is not a data provider; they only provide minimum data backfill to support trading activities. No matter how hard you try, using IB data will eventually cost you in terms of time and money. Not to mention the stress and frustration of working with unreliable data. Sticking with IB for too long may prove to be penny-wise and pound-foolish. IB Realtime data has odd features and if you trade fast you better be aware of the possible problems (see UKB).
If you need backfilled data to run your system the very first thing you should do when your system makes a little money (or before) is to subscribe to quality data. The money is well worth it.
eSignal isn't bad for RT trading and PremiumData has great EOD histories/categories for most popular markets.
Best regards,
herman
Wednesday, August 20, 2008, 3:50:43 AM, you wrote:
> One thing you can do is use two computers, we all have two or more
> right, and process half on each one. You will need more than one
> account. One can be their simulation account. Of course if you are
> trying to auto trade that won't work unless you are writing them to a
> file both computers can access. That is doable.
> IBs back fill is a pain in the butt and is going to drive you nuts. I
> have only 60 symbols and I run into pacing errors all the time. I have
> one formula that scans and plots all of them to keep my data base
> current. I believe that formula has to be on the active chart. If it is
> in a background chart AB will not update it. But you have to keep it
> current or you will run into the pacing errors. When you scan all the
> symbols you can keep your data bases up to date and avoid some of this
> if you do it every day. And make sure you are only back filling one day
> or you will run into pacing errors.
> As soon as your system is making good money, or before you run out of
> hair, switch to a real data feed that supports as many symbols as you
> need and back fills without all the hassle IB gives. IBs back fill
> policy is so stupid it defies description. The 100 limit will be the
> beginning of your woes if you try to use IBs feed.
> Another thing I ran into with IBs data feed, it is slow. I can see
> changes on TWS that do not get posted on my system for a significant
> delay. I have been told that a good data feed will cause AB to trade
> before TWS shows the price. I believe it.
> Barry
> --- In amibroker@xxxxxxxxxps.com, "sonyfanaticsss"
> <sonyfanaticsss@xxx> wrote:
>> Hi,
>> I've just constructed a database with about 200+ symbols and I used
>> Automatic Analysis to scan these symbols in real time and put a few of
>> them in the favorite list for further analysis later.
>> The problem is that in the mid-way Amibroker told me I have hit IB's
>> 100 symbols limit. I'm aware of this limit, and I'm wondering if it is
>> possible to ask Amibroker to cancel the market data subscription after
>> it has scanned a symbol? (so it request data for one symbol, run the
>> afl and then cancel the data subscription, then move on to the next
>> symbol etc...)
>> Thank you.
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