I loop through a watchlist on every bar and adjust the orders as needed. It takes about 2 seconds to go through 25 symbols. Rajiv
To: [email protected]: [email protected]: Mon, 2 Feb 2009 14:38:03 +0000Subject: [amibroker] automated trading with amibroker on a portfolio basin Hello,I try to seup amibroker for automated trading and have no clue to do it..Up to now, I am able to place orders manually from a chart to IB via the IB-Plugin. Actually, I found very good AFL-Stuff from Barry to automate trading which should be attached to a chart.If you attach an indicator to a chart you are dealing with only one symbol, but I want to handle a lot of symbols.Thus, I want to:- run a script attached to a market (for an example, S&P 500) once a day which delivers a couple of possible trades (for an example, 10 symbols). This can be done manually.- with these couple of symbols, LIMIT orders should be created. This can be done semiautomated.- During the trading hours the portfolio and the orders should be monitored. For an example, after a completion of a limit buy order a limit sell order depending on the real transaction price should be placed. This should be controlled by an automated script.A possible way for this should be an AFL script running every 5 minutes, reading the open orders, reading the completed orders and placing new orders. I do not found a starting point for coding, a fragment of code would be very helpful.Thanks in Advance, Guido _________________________________________________________________ Windows Live™ Hotmail®…more than just e-mail. http://windowslive.com/howitworks?ocid=TXT_TAGLM_WL_t2_hm_justgotbetter_howitworks_012009
