[amibroker] Re: High Frequency Automated Trading with more than 1 Future Contract possible?

["dubi1974" <gonzales74@xxxxxxxxx>]

Hi,

this is an alternative. You are right. But this would be a solution for one system (one kind of rule). Let's say you have one system which works with swing entry rules, the other system is a scalping method and so on. And one is working on tick basis, the other on 5min basis... So I want to trade different ideas on different futures at the same time. So I would need more than 1 instances of Amibroker open. Maybe also more desktops (if one CPU is already averloaded) which implies different databases. But one problem would be IB TWS and IB Controller which would be limiting because of ClientID = 0 and a next problem would be different databases (as Amibroker first just uses the cache). I was wondering if anyone made already some thoughts about a bigger scheme or has ever tried such a step. Maybe Amibroker is the wrong approach for such ideas. But I think it should be somehow possible.

Regards, dubi

--- In amibroker@xxxxxxxxxxxxxxx, Aron <aron.groups@xxx> wrote:
>
> You can experiment with smth like this:
> 
> |ticker1 = "6AH0-GLOBEX-FUT-USD";
> ticker2 = "6EH0-GLOBEX-FUT-USD";
> ticker3 = "ESH0-GLOBEX-FUT-USD";
> 
> *for* ( n = 1; n < 4; n ++ )
> {
> 
>     symbol = VarGet("ticker" + n);
> SetForeign(symbol);
>     {
> //Your entry rules here
> *Buy* = ......;
> *Short* = ......;
> 
> 
> 
> 
>        ibc = GetTradingInterface("IB");
> *if*( ibc.isConnected())
>        {
> ||// your autotrading sequence here|
> |      }
> 
>     }
> 
> RestorePriceArrays();
> } |
> 
> 
> On 2/26/2010 2:59 PM, dubi1974 wrote:
> > Hi,
> >
> > was anyone in this forum ever successful in HF trading more than 1 Futures contract at the same time with Amibroker, Interactive Brokers and let's say eSignal or made any thoughts about it? I am not asking about the problem of time stamp (which I know), but would like to know, if anyone thought about a solution having just one or more instances of Amibroker open, using one ore more databases, one or more data supplier (as eSignal) and one ore more IB Sessions open. With one future contract there should be a solution, but how would it be if I would like to trade 10 different Future contracts at the same time? If you use AA for scan (let's say every 5sec) this could be a kind of solution but not an ideal one. And my next question would be also to have more than one system running parallel. So more than one Amibroker session running parallel.
> >
> > Hope I could made my thoughts clear and can start a discussion about this topic.
> >
> > Regards, dubi
> >
> >
> >
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------------------------------------

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This is *NOT* technical support channel.

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