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HOW SOLID IS AUTOMATION IN AMIBROKER?
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HOW SOLID IS AUTOMATION IN AMIBROKER?

  #11 (permalink)
Trading Apprentice
Surrey - UK
 
Futures Experience: Intermediate
Platform: IB+SIERRA+AMIBROKER+TOS
Favorite Futures: Futures / Options
 
Posts: 41 since Sep 2015
Thanks: 12 given, 6 received

amibroker

I really want to push amibroker to the limit and see what its capable of doing.


Has anyone tried anything crazy like every ticker over 100 yrs of data with some strategy it be interesting to see how quick and powerful you really can push it


Have people linked it to Matlab ?

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  #12 (permalink)
Trading Apprentice
Belo Horizonte, MG/Brazil
 
Futures Experience: Advanced
Platform: AmiBroker
Favorite Futures: ES
 
Posts: 11 since Mar 2015
Thanks: 0 given, 12 received


alex27 View Post
I really want to push amibroker to the limit and see what its capable of doing.


Has anyone tried anything crazy like every ticker over 100 yrs of data with some strategy it be interesting to see how quick and powerful you really can push it


Have people linked it to Matlab ?

About Matlab: I am not sure.

People have used it with Python to create neural network.

I believe someone used MatLab as well.


About the suggestion of pushing AB

If you code right, using arrays, it will be as fast as possible.

But one speed limitation is the database size.
You can have the size you want but that will take unnecessary time to process.

There is no point of using a lot of years in a database.
As the markets change over time, the strategies should change as well.

In fact, that is the idea of WF (walk forward optimization).

A lot of users believe that store tick by tick on the database is useless.
On a high volume market like ES, it is just unnecessary data to be processed.

A 1-second database would be much smaller with the same accuracy.

What AB can do is much better than processing a century of data (Was there any market data back to 1916?).
It can receive data really fast, process it really fast as well as our code, and, take the decisions necessary.

To do that, it process only the data that matters.
If I am using a 50-period EMA, only the last 50 bars will be computed.

Or, AB can scan all the stock market (in a flash) to see which symbols are with a buy or sell signal, according to the setups programmed.
AB can do that as often as your data arrives (1 time a second, 30 times a minute...).
It is up to your internet connection and Data provider.

Those are the things that really matter to make money on the market.
And that is what AB do.

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  #13 (permalink)
Trading Apprentice
Surrey - UK
 
Futures Experience: Intermediate
Platform: IB+SIERRA+AMIBROKER+TOS
Favorite Futures: Futures / Options
 
Posts: 41 since Sep 2015
Thanks: 12 given, 6 received

amibroker


Pm'ed you

Is there a portfolio feature so you can a watch list weighted by volume and then which ever futures eg the ES is most liquid it can allocate the daily amount for trading capital?

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  #14 (permalink)
Trading Apprentice
Belo Horizonte, MG/Brazil
 
Futures Experience: Advanced
Platform: AmiBroker
Favorite Futures: ES
 
Posts: 11 since Mar 2015
Thanks: 0 given, 12 received

Yes, that is possible.

You can balance or rebalance your portfolio by all futures in the Watch list, or only by the futures that had buy or sell signals, or any rule you would like (balance it only for the 8 most liquid future cause those are the ones I will trade).

If you google "amibroker portfolio rebalancing" it will come up with methods of doing that.

Some use AB CBT (custom backtest feature) to do it on the fly, day by day, week by week, you choose. I consider this a advanced feature.

Others use an exploration (analysis / explore) to generate the volume on a time range, balance the portfolio and backtest or enter the positions with this pre-balanced portfolio. I like this last better and this would be a basic to medium feature.

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  #15 (permalink)
Trading Apprentice
Belo Horizonte, MG/Brazil
 
Futures Experience: Advanced
Platform: AmiBroker
Favorite Futures: ES
 
Posts: 11 since Mar 2015
Thanks: 0 given, 12 received

Oops, just I've just remembered.

I answered your PM about 23hs ago.
If there is another PM, I did not receive it.

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  #16 (permalink)
Trading Apprentice
Surrey - UK
 
Futures Experience: Intermediate
Platform: IB+SIERRA+AMIBROKER+TOS
Favorite Futures: Futures / Options
 
Posts: 41 since Sep 2015
Thanks: 12 given, 6 received

hi

Trying to get hold of your guy that did your api, now email back yet?


Have you got a way to contact him?


I would want the portfolio watch list to update every 1 min or end of trading day.

Sent other pm

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  #17 (permalink)
Trading Apprentice
Belo Horizonte, MG/Brazil
 
Futures Experience: Advanced
Platform: AmiBroker
Favorite Futures: ES
 
Posts: 11 since Mar 2015
Thanks: 0 given, 12 received

I got his email, phone and skype.

I can PM you (but I just did answer another PM so I can only send another message in 1 hour).


I do not know if talking to him will do any good, but feel free to try.
He make an API for Brazilians brokers interface with AB, via API.

If that is what you have in mind, great.

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  #18 (permalink)
Trading Apprentice
Surrey - UK
 
Futures Experience: Intermediate
Platform: IB+SIERRA+AMIBROKER+TOS
Favorite Futures: Futures / Options
 
Posts: 41 since Sep 2015
Thanks: 12 given, 6 received

amibroker ?

How good is he with Amibroker ?

Got comms with him now

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  #19 (permalink)
Trading Apprentice
Belo Horizonte, MG/Brazil
 
Futures Experience: Advanced
Platform: AmiBroker
Favorite Futures: ES
 
Posts: 11 since Mar 2015
Thanks: 0 given, 12 received

He is a 10 in 10.

I still did not get what need do you have but he is very good.

For example, he can code your AFL in C++ so Amibroker would run it hundreds of time faster (if its complex).
Instead of taking 0.35ms, it would tack 0.035ms or so.

But, once again, you should get Amibroker, see how it works, see what would you like to do with it and how and, only, them try to make it.

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  #20 (permalink)
Trading Apprentice
Surrey - UK
 
Futures Experience: Intermediate
Platform: IB+SIERRA+AMIBROKER+TOS
Favorite Futures: Futures / Options
 
Posts: 41 since Sep 2015
Thanks: 12 given, 6 received

amibroker



JFDerzi View Post
I got his email, phone and skype.

I can PM you (but I just did answer another PM so I can only send another message in 1 hour).


I do not know if talking to him will do any good, but feel free to try.
He make an API for Brazilians brokers interface with AB, via API.

If that is what you have in mind, great.

Sounds good need to get him on a call, quite busy I think.

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