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


  • Date: Tue, 02 Mar 2010 09:08:41 -0000
  • From: "dubi1974" <gonzales74@xxxxxxxxx>
  • Subject: [amibroker] Re: High Frequency Automated Trading with more than 1 Future Contract possible?

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Hi Aron,

again you are right. Could be a kind of solution. But if you want to filter 24hours or show just trading hours time, you will come to a limit. Have you ever created some systems with the logic you adviced? And if yes, are you comfortable with the speed performance?

Thanks and regards, dubi

--- In amibroker@xxxxxxxxxxxxxxx, Aron <aron.groups@xxx> wrote:
>
> On 2/28/2010 1:57 PM, dubi1974 wrote:
> > 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.
> Not necessarily, only your code will be more complex. Just an example of 
> using different entry strategies for different intervals:
> 
> |
> tmf1 = *inDaily* ;
> tmf2 = *inHourly*;
> tmf3 = *in5Minute*;
> 
> *for* ( n = 1; n < 4; n ++ )
> {
> TimeFrameSet( VarGet( "tmf" + n ));
>      {
> *switch* ( n)
>          {
> 
> *case* 1:
> //  buy  rule1
> 
> *break*;
> 
> *case* 2:
> //  buy  rule 2
> 
> *break*;
> 
> *case* 3:
> //  buy rule 3
> *break*;
> 
> *default*:
> //Buy= 0;
> *break*;
> 
>          }
> 
>      }
> TimeFrameRestore();
> }
> |
>




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