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[amibroker] Re: Managing multiple systems - alerts


  • Date: Thu, 21 Jan 2010 03:05:43 -0000
  • From: "gariki" <chetan.gariki@xxxxxxxxx>
  • Subject: [amibroker] Re: Managing multiple systems - alerts

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looks like the code got chopped off..

I like this idea of writing it to a static variable and using another afl to aggregate all the signals.

 For now i have noticed that i am able to run multiple AB instances connected to the same IQFeed and get away with the problem (at the expense of some CPU and memory) but i white boarded a bit of a pseudo code that might help anyone else (or myself when i have to come back to it) who wants to explore this solution.



In the individual system files, add something like:

In place of the alert-in-system1 add:

                                If Ref(Buy,-1)

                                                StaticVarSet("Buy-in-System1",1)

                                Else StaticVarSet("Buy-in-System1",0);

               

                In the new afl file have something like:

                                BuySignal1Sent =0; // using these variables as semaphores

                                SellSignal1Sent =1;

                                If(StaticVarGet(Buy-in-System1)) == 1 and BuySignal1Sent == 0)

                                {

alertif(?..send the alert to email ? );

BuySignal1Sent = 1;

SellSystem1Sent = 0;

                                }

 


--- In amibroker@xxxxxxxxxxxxxxx, "gariki" <chetan.gariki@xxx> wrote:
>
> I like this idea of writing it to a static variable and using another
> afl to aggregate all the signals.
>
> For now i have noticed that i am able to run multiple AB instances
> connected to the same IQFeed and get away with the problem (at the
> expense of some CPU and memory) but i white boarded a bit of a pseudo
> code that might help anyone else (or myself when i have to come back to
> it) who wants to explore this solution.
>
>
> In the individual system files add something like:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "treatmentinprogress" brian5545@
> wrote:
> >
> > another method is to send your signals to a staticvar, then read that
> from another afl.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "gariki" chetan.gariki@ wrote:
> > >
> > > hello folks,
> > >
> > > For single systems i am able to get intraday email alerts using
> alertif
> > > by setting the system to scan every 10seconds or so.
> > >
> > > But how do i run multiple systems in this mode?
> > >
> > > one option would be to create a gigantic code file with all the
> systems
> > > in it but it would be horrible to manage or even create as there
> will
> > > all these name conflicts between multiple systems. What are people
> doing
> > > to manage multiple systems? are there any trick that let me do
> something
> > > like:
> > >
> > > //System-1
> > > Buy = ..
> > > BuyPrice = ..
> > > Sell = ..
> > > SellPrice = ..
> > > //end-system1
> > >
> > > //System-2
> > > Buy = ..
> > > BuyPrice = ..
> > > etc
> > > //end-system2
> > >
> > > Alert if Buy on System1 or System2
> > >
> > > Having slightly different names for arrays is probably not useful;
> as
> > > BuySystem1 and BuySystem2 are ok for generating signal arrays but
> for
> > > the inbuilt BuyPrice arrays if i change the names they might not be
> > > considered by the backtester as they should be.
> > >
> > >
> > > thanks
> > > -gariki
> > >
> >
>


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