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[amibroker] Re: How dose AFL auto-trading works?



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Under the same topic about parameters should be/shouldn't be mentioned in RT ATS formula,

I was looking at the RT trading article. I am facing one of the issues mentioned in the article-

9. Data flaws. RT Data may arrive out of sequence, contain errors, and be corrected at a later time by the data provider. This means that after an EOD Backfill, your bars may look different. This often leads to highly misleading and overly optimistic profit performance by the backtester.

I have seen buy/sell signals triggered but at the end of the day the signals are not consistent, some signals disappeared after day closing. What can be done to minimize this?

Thanks

 


--- In amibroker@xxxxxxxxxxxxxxx, "markedme9" <markedme9@xxx> wrote:
>
>
> Hello,
>
> How dose auto trading works in AFL, if I have a scanning AFL formula
> that scans for buy/sell signals and also controls trades then do I need
> to run the formula with Automatic Analysis Window, and run it on
> intervals to trigger trades?
>
> Dose the parameters mentioned in the Automatic Analysis window
> (StopLoss/margin/position numbers and size etc) take precedence over any
> values mentioned in the formula?
>
> Which trade parameters should be or should not be mentioned in the
> formula?
>
> Which is the best way to implement ATS, by mentioning all trade
> parameters in the formula? Or by mentioning in AA window? What are the
> benefits of either way?
>
>
>
> Thanks
>



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