提问和回答： 1--提问 quote ============================= Hello, I'm a new user of Amibroker (just purchased the product about 3 weeks ago) and so far I think the product has tremendous potential. Some background: Currently I auto-trade about 800+ stocks using Tradestation's Radarscreen feature. For those that are not familiar with this feature, it essentially allows one to monitor and generate orders for a large number of products on any time interval with any amount of price history in real time. My question is two-fold. 1. Is it possible to generate orders via Amibroker/IB for 100 symbols in real time on a 5 minute bar interval (per IB's data limit on syms)? 2. What is the most effective way to do this? In general my strat. needs 10 days price history on a daily time frame, then I place orders on the current day using a 5 minute time frame. I've written the code to backtest the strategy in Amibroker and my results are consistent with that of TradeStation, hence I would like to see if I can translate this code to a real time order generator and eventually move my operation over to Amibroker/IB alltogether. Thanks for your help. Mike ======================================== unquote 2--回答 quote ======================================= method for autotrading multiple tickers. I haven't tried it with 800 tickers, but it may be adequate. Create the Autotrading AFL as an Exploration rather than as an Indicator. Then use the "Run Every" checkbox to run the Exploration every X seconds. Depending on how quickly you think you need to react to ticks in your 5 minute chart, you could use Run Every 5 seconds or Run Every 1 minute, for example. This way, you can easily issue orders for a large list of tickers without creating a chart for each one and it minimises performance issues. I found that it was also necessary to insert a pause in the AFL code after each new order to allow TWS to process each order before attempting a new order, because of the TWS message per second constraints. In an exploration, it's acceptable to have such a pause whereas in an indicator it might be more problematic. Secondly, I keep it fairly simple by placing a new order with its attached bracket orders for stop loss and profit taking, so all of the order handling for a new signal is taken care of during a single pass through the exploration. Otherwise, the coding will get much more complex in terms of tracking the status of open orders, and taking appropriate action in AFL code as the order progresses, using status variables. Peter ============================================ unquote
第三者提问： tradestation 有何不妥呢？ quote ============================== Mike, out of curiosity, if you are auto-trading already with Tradestation, why are you considering a switch to AmiBroker? =============================== unquote
海外交易者这样用amibroker 进行股票日内交易 mike 回答， tradestation 的不妥之处如下： quote =============================== I'm OK with TS as a software service for charts and systemic signals. I use it mainly to generate orders that I then replicate to several brokers, IB being one of those brokers. Overall their software is quite good - but, during high volume their quotes lag, the software disconnects and as a result my positions/systems get all screwed up. There have been times this year where I spent an entire day not knowing what positions I have in the market and TS is not picking up the phone... meanwhile the software will not start up or it is not generating signals for unknown reasons... I'm basically SOL at the mercy of factors out of my control. I know the above are the costs of doing business, but, at this point, not only do I need a backup system, but, even better, I'd like something I can create myself that just does simple trade execution... I don't need charts or the fancy add-ons, all I need is a robust order generation platform. I'm hoping that with a bit work I can get AB to do this. Also, I can setup data feeds from a variety of sources -- this is a HUGE issue for me - redundant data feeds via Esignal and IB or some other combo. My programming skills are Ok and I know I can create a custom solution that doesn't use the huge amount of resources TS does either (TS really is a hog when it comes to system resources). Mike ===================================== unquote