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[amibroker] Re: How to do Automated trading with amibroker?



PureBytes Links

Trading Reference Links

You have been directed to AB AT for autotrading design. It seems you 
do not use Interactive Brokers. The AB AT interface provides an 
interface to the IB TWS trading platform. It does not support any 
other broker. There are some other applications that may be used but 
there isn't much discussion about them there. If laser provides an 
API that you can use from inside an AB formula then the discussion on 
AB AT may help with some of the design functions you will need to 
write. 

Building the interface to trade a single stock is not a trivial task. 
Don't assume the simple trading examples will suffice, they won't. 
They will just get you started in the right direction. 

What you see on a day trading chart is not the same when a program is 
dealing with live data. You can use simple AFL but the logic needed 
to accomplish auto trading is not simple. Designing one that will 
handle multiple stocks in the same formula is another thing and much 
more difficult. You can do this using a watch list and there are some 
examples of now to do that. Expect to spend many months getting it 
working properly. 

You will need a pretty fast computer to handle multiple stocks 
especially if you formula is complicated. It will be processing ticks 
from each stock as they come in and your trading system can't afford 
to miss any ticks. I haven't tried to handle multiple stocks but some 
on the AB AT forum are doing it so ask them what you need to consider.

Barry

--- In amibroker@xxxxxxxxxxxxxxx, "worthy009" <worthy009@xxx> wrote:
>
> guys, Can any one help me with the first step of auto trading now?
>  
>    I have developed a relative successful daytrading system on 
> amibroker, most of time, it gives out multiple alerts in several 
> seconds, so I would like it to be trade automated. 
> 
>    I use laser as my trading platform and can't change for some 
reason 
> in near future, and I could only learn to write things in simple 
> language like AFL.
>   
>    My plan is to do realtime scanning on amibroker and sending out 
> orders to laser to trade stocks when alerts come out, what should I 
do 
> to fulfill this?
> 
>    Thank you for your advice.
>



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