回復 15# simon48
7.對不起 每每凌晨（操外匯 美期）打中文總是漏東漏西
ＷＲＩＴＥ ＳＴＲＡＴＥＧＹ時 對於 multi-time-frame不知是用何 AFL ?
--------我是用ninjatrader 的 multitimefram multi-data-array spec (stk1 2 3 data-arraycheck together but only trade order to stk1 ), 秒殺市場 ＷＡＬＬＳＴＲＥＥＴ 運用
本土拉專線 場內交易員 可迅速處理 ＯＲＤＥＲＳ ,EURUSD 15min 跳升 300 pips (1pip =0.0001) 嘰乎 20pips/min==2 pips/5sec, 5 sec spec. 是如此來 的.
1-2個月前 台指期 開盤就一路拉至漲停 7750~776X而後 在數分鐘內跌掉100~200 點 哪個 ＭＩＮＢＡＲＳ ＢＡＳＥＤ ＳＴＲＡＴＥＧＹ 可以用 ＮＥＸＴＢＡＲＳ 反應 ？
我用閃電下單點7750 後報價滑下到 7700 用手 去點 根本追不上 1minbars 不比閃電下單快
8. AM 是否不能 同時看 1min chart 5 min chart 15 minchartetc .
只說 EOD 和 INTRADAY 需不同DATABASE
回復 11# 綠茶妹
很抱歉 AVAST 沒抓到 應用ＰＣＣＩＬＩＮ ＯＲ ＫＡＰＥＲＳＫＹ ＡＧＡＩＮ！！
下單機 在 ＡＭＩＢＲＯＫＥＲ 官網 http://www.amibroker.com/at/index.html
對全力用 ＩＢ 的我 每個世界角落都支援 ＩＢ
ＡＭＩＢＲＯＫＥＲ ＮＩＮＪＡＴＲＡＤＥＲ 不是特例
ＩＢ 代表76個交易所的通行證（except Taiwan ) 台灣是非國際化的 .
沒關係 用 ＳＩＮＧＡＰＯＲＥ的 摩台指.
intern-market operate 有其必要 example:
ＮＩＫＫＥＩ225 JAPAN close market ---->singapore NK continue ---> USD NK GLOBEX continue
(日本期商快翹掉了）
Ｔaiwan 24 hour running is a must !!
After 24 hour run , no ATS(automatic trading system ) 你睡得著嗎？
當你complain ＡMIBROKER 只支援 ＩＢ 想一想 為何選 ＩＢ ＯＮＬＹ？
我follow ＡＭＩＢＲＯＫＥＲ ＧＵＩＤＥ ＳＥＴＵＰ ＩＢ ＲＴ ＤＡＴＡIN OK by minutes !!
只是限制 backfill work for real account ---no support for paper account (IB 給的 模尼account )
請問你用Amibroker，只針對76個交易所裡的商品嗎？
大台指會用AmiBroker來做自動化交易嗎？
回復 18# 綠茶妹
在目前 大台使用DDE 情況下會延後上線 ,以 IB 為優先
1.AUOTBACKFILL 讓間斷運行 也沒問題.
2. IBcontroller 下BRACKET ORDER (三個單子 : 主單 停利 停損 綁在一起 CANCEL 主單 停利 停損 一 起消失)
3. IBcontroller 回報 戶頭 部位資料 (只下單的都會被淘汰看太多USA order-robot 倒 了)
當然 IBCONTROLLER 一直是BETA VERSION 是大條 問題
回復 1# ezbentley
我快爬完海洋2009部分的POST 找到和這相關的議題re-post 如下 但我需
先做 總結 :
作者 寫于2008-04-29IBcontroller version 不同
但 IBCONTROLLER 一直在BETA VERSION 實在令人懷疑 （1.X always beta ? )
海洋 Joesan 曾回說他用 AMI AUTOTRADINGAUTO AND MANUAL
是否有人可以好好請他詳述 差異 ?( HIS AND BELOW GUYS )
下文的問題是SW ENGINEER的 大忌NONEVENT-DRIVEN
SMARＴＱＵＡＮＴ ＮＩＮＪＡＴＲＡＤＥＲ 都以 ＥＶＥＮＴＤＲＩＶＥＮ稱雄
但ＡＭ還是ＢＡＣＫＴＥＳＴ 的大器 值得玩味
貼文開始"""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""""
海洋部落 > 3? > AmiBroker
有人說Amibroker不适合做自動交易 (??)
Welcome, trendrover.
You last visited: 2009-12-16 at 19:54
jiandte Senior Member Join Date: 2007-02-04Location: HongKongPosts: 217
??自 http://www.elitetrader.com/vb/showth...hreadid=125961
vdareminator Registered: May 2007 Posts: 3 04-29-08 11:05 AM
--------------------------------------------------------------------------------
Quote from mangudai:
I just read on the Amibroker website that they have an automated trading interface. Is there any reason your not using that(Amibroker) instead of OpenQuant? --------------------------------------------------------------------------------
I do still use the AmiBroker auto trader interface for a weekly strategy, where I generate trade signals and submit orders for 10 symbols once per week. It saves me from typing 30 orders (10 entry + 20 bracket order prices).
However, while I ran a 1-minute live system with AmiBroker for about a month last summer, I had to terminate it as I couldn't build a robust stateful (code that remembers what it did, what is next, etc) auto-trading system with the AmiBroker interface.
Here were my issues:
- The AmiBroker auto trader interface works in fire-and-forget mode. You don't receive events when an order executes, is rejected/cancelled, connection is dropped, etc. You need to periodically poll the interface for status.
- You set your AmiBroker code to execute every n seconds. It runs from scratch each time it executes -- you need to rely on static variables to keep your state (entry price, target price, etc).
- When I set the code to execute more than once every 15 seconds, the results from polling occasionally returned false information (it would return "null" for order status when an order was in fact still working).
- When I wanted to trade more than one instrument (say both GBP and EUR futures), polling order info on both of them consecutively would always return erronous information on the second one polled.
At the end I couldn't make even a single strategy-single instrument work reliably enough with the AmiBroker auto trader interface. Multiple strategies, multiple instruments, in 1-minute bars (which can't be considered fast for autotrading) was just not gonna happen.
OpenQuant runs in an event driven way: a bar / quote / trade is received, which triggers my event handlers. An order is filled / partially filled / rejected / etc, which again triggers the event handlers. The logic becomes very simple to implement and a robust end-to-end system can be built.
04-29-08 07:29 AM
I find OpenQuant to be an excellent Automated Trading System (ATS) development and execution platform. Very clean, comprehensive, and well thought out class and event architecture. The online help file is somewhat weak; however there is a good Getting Started guide and lots of sample code to get you going. Reasonable support forum assistance.
However, OpenQuant does not lend itself well to rapid interactive exploration and experimentation. For that I use Amibroker. I use Amibroker as my discovery tool, kind of like Excel, to test tens of ideas, and to run thousands of backtests (AmiBroker backtest is roughly 150 times faster than OpenQuant, and 1 to 2 orders of magnitude faster than any other tool I have tested). Good documentation, large user base, and fanatical customer loyalty (== good support forum assistance).
After I create and refine a trading strategy with AmiBroker, I use OpenQuant as my development platform, for easily and rapidly developing and deploying robust unattended automated trading code.
After many years of trying out almost every platform and tool out there, and writing my own custom Automated Trading Systems applications (first in C++, then C#), I settled on this combination. It works well for me. My copy of OpenQuant currently trades 11 automated & unattended (except for a morning restart) strategies in live mode with real money. So far I am generating a decent return (which makes me happy).
I am posting this message as an extremely satisfied customer of both OpenQuant and Amibroker. I have no relationship with either company (other than having paid for their software). I hope this might save people who are building Automated Trading Systems some time in their search for software tools.
回復 20# simon48
In folder of TWS's user setting save info directory likedhunwwezr(different user different name)
has a file named :executions.txt record every order executed in TWS SW ,
So recall my file's one line (I cut off the tail's userid portion
EUR.USD;CASH;;;;USD;SLD;40000;1.50910;10:52:34;20091202;IDEALPRO XXXXXXXXXXXXXXXXXXXX
Using this file as message returnwill solve partial problems .
哇！好長的討論。
整理一下。
Quote from mangudai:
I just read on the Amibroker website that they have an automated trading interface. Is there any reason your not using that(Amibroker) instead of OpenQuant? --------------------------------------------------------------------------------
我剛剛在Amibroker的網路讀到，他們具有自動程式交易介面。有任何好理由，能捨棄OpenQuant改用Amibroker嗎？
I do still use the AmiBroker auto trader interface for a weekly strategy, where I generate trade signals and submit orders for 10 symbols once per week.
我仍然使用AmiBroker自動交易者介面對來做每週性的交易策略，我每星期會產生10個商品的交易訊號並下單。
It saves me from typing 30 orders (10 entry + 20 bracket order prices).
它讓我省去手動下單30次。(10個進場點+20個bracket order-->前面simon48有介紹，是主單停損停利綁在一起的單子。)
....很晚了…明天再看。
哈
那篇在ET的我有看過
我好像還有回覆
回復 12# gigi
這幾天用 PCCILLIN 掃毒 發現 IBcontroller 下單機從 AB WWW 一DOWNLOAD
就 是判為毒AB WWW 上release毒程式 ?
我看是PCCILLIN 亂叫 ！！
國內券商推出的下單API有辦法整合到AB裡嗎?
回復 25# jamesAB
RightEdge 的open code for plugin要把 api掛入應不難.AM 是否有open source code for plugin develop ？
RE得open source code for plugin 好像反應很好.
有AM管到的和 AMtalk tal to open some for us ,especially IB-controller的code
不要老是betaversion ,open 給大家幫幫忙!!
如果國內期貨商的國外API能整合到AB就好了{:4_196:}
太有趣了~又可以學習~又簡單易懂!!
讚啦~~~~
看髙手“過招”,真的得益不淺!