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Hi Ed,
Since IB data does not have a time stamp your systems have to be at
the same time. Forget trying to get the clocks the same as TWS. I
can't do it. A few seconds will change your bar values, especially
open and close, which will change your results. Getting the systems
exactly at the same time may require a program like atomic clock.
That does not explain why your results are so different. Are you sure
your systems are the same? I have so many I get them mixed up and
think I am comparing the same system when I am not. I started
displaying the name with a version level to make sure they are the
same.
I added this to all my programs to prevent getting confused:
_N(SectionName = "TraderMaBands");
_N(Ver = "Ver1_2"); // this is my version number
_SECTION_BEGIN(SectionName);
EnableTextOutput(False); // prevents incidental text from being
displayed in the interpretation
Filename = StrLeft(_DEFAULT_NAME(),StrLen(_DEFAULT_NAME())-2) + " " +
Ver; // the name of the program and is displayed on the title line
// CAUTION: VarPfx is used to make the static variables unique to
prevent bizarre results if you use multiple versions of the trading
program simultaneously.
VarPfx = Filename + Ver; // static var prefix
_N(Title = Filename + StrFormat(" - {{DATE}} \nOpen %g, Hi %g, Lo %g,
Close %g (%.1f%%) Vol " + " {{VALUES}}", O, H, L, C, SelectedValue(
ROC( C, 1 )) ));
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> system I am testing currently is no high frequency system, makes
around 30 trades a day and I am reasonably confident it will perform
on the real account similar as on the simulation account .... but
time will tell.
>
> Good to hear about the buttons. The pull down buttons are very nice
although the code for them I believe is not on UKB. But I do not
really need very advanced bottons. Now I can turn auto trading
on/off, transmit on/off and buy / short / close position / reverse
position / cancel order buttons to overrule the auto trade system.
I suggested in the feedback center to make it possible to embed the
parameter window inside the chart as a quick way to make buttons.
>
> I'll have a look at what UKB says on IQFeed,
>
> rgds, Ed
>
>
>
> ----- Original Message -----
> From: Herman
> To: Edward Pottasch
> Sent: Wednesday, August 20, 2008 1:11 PM
> Subject: Re[2]: [amibroker] Re: Amibroker and IB's 100 symbols
limit
>
>
>
> Yes, we also have trouble matching performance for different
locations using the sim account. I suspect that snapshots are time-
shifted to preserve bandwidth. If they didn't, their servers would
operate extremely inefficient. this also means that snapshots
received on different computers may not be the same. Also, snapshots
are like intraday bars... the prices are arbitrary samples. I used to
collect a limited number of tickes to create a rolling "bar-window"
based on the real-time from my system clock, i.e., start a new 'bar'
immediately after you've gone cash. You don't need tick charts to do
this. If you trade fast you'll get a lot more trades and profits - if
your system is profitable.
>
>
>
>
> And, of course, when you trade real money the whole thing changes
again. For final and serious system testing you have no choice but to
trade real money.
>
>
>
>
> I have never used IQFeed. You can run the tests outlined on the
UKB to see how they process their data...
>
>
>
>
> Re Buttons... I have a wide assortment of new button functions...
just haven't had the time to fully test and publish them.
>
>
>
>
> herman
>
>
>
>
>
>
>
> Wednesday, August 20, 2008, 6:51:53 AM, you wrote:
>
>
>
>
> >
> 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@xxxxxxxxxxxxxxx, "sonyfanaticsss"
>
> > <sonyfanaticsss@> 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.
>
>
>
>
>
>
>
>
>
>
>
>
>
> > ------------------------------------
>
>
>
>
> > Please note that this group is for discussion between
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>
>
>
>
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>
> > SUPPORT {at} amibroker.com
>
>
>
>
> > For NEW RELEASE ANNOUNCEMENTS and other news always check
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>
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>
>
>
>
> > For other support material please check also:
>
> > http://www.amibroker.com/support.html
>
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>
>
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