I'd like to use the backtest function of Automatic Analysis to run through a large part of the US Stock database to look for potential signals I might take towards the end of the day. My system works off the eod/close, so what I want to do is run this about 20 minutes before close to see which symbols I need to watch closely to pull the trigger right before close.
So I have Qcharts/esignal with a 200 symbol limit, but I'm trying to get current prices on about 3500 symbols once or twice/day. Esignal seems to be stopping me from getting current prices. I have the "Wait for Backfill" checkbox selected. I called them, they told me that if my program (Amibroker) gets one price at a time, I shouldn't get capped out, but I don't know how Amibroker does it or if the guy I talked to told me the right thing. I can probably use the qcharts plugin/continuum, but I think that'll be discontinued by esignal in a couple of months. Can anyone tell me if I should be able to do this with the esignal and/or another solution on how to get the real time prices once or twice/day? It seems like the data I'm trying to get is so much less than having 200 symbols running with r/t data all day that it should be possible. Thanks!
