Running an automated strategy on multiple instruments - MultiCharts | futures io social day trading
futures io futures trading


Running an automated strategy on multiple instruments
Updated: Views / Replies:2,097 / 1
Created: by tmcdonough10 Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Running an automated strategy on multiple instruments

  #1 (permalink)
Trading Apprentice
Newport Beach, CA
 
Futures Experience: Beginner
Platform: Amibroker, MultiCharts
Favorite Futures: Stocks
 
Posts: 2 since Jan 2013
Thanks: 0 given, 0 received

Running an automated strategy on multiple instruments

Hi all,

Perhaps I am missing something very obvious. Up until now, I've used AmiBroker to backtest trading systems on all (or nearly all) of the currently traded equities in the U.S. This equates to over 5000 stocks. Amibroker is able to scan all of them at the same time without opening new charts for each equity.

I now want to use MultiCharts or a similar software package to set up automated trading. I.e., I want to program in a set of rules regarding entry and exit (both long and short), factor in position sizing, and then have MultiCharts (or similar) do the following: 1) Download data (30-sec or minute are both acceptable) from provider for all 5000+ stocks. 2) Scan the stocks for entries/exits (some of my rules will reference up to 60 days of prior data--though I would only need EOD for those rules. I believe it's possible to use multiple time-frames in your systems in MC?). 3) determine proper position size based on total account equity. 4) enter/exit positions through my brokerage, including stops as per system rules. 5) repeat process every 30-sec or minute.

So far, it seems like you can only run your strategy by opening up a chart. I doubt my computer would be happy with me having 5000 charts open concurrently.

There has to be something I am missing; I have looked, but have yet to find an answer to this seemingly simple question. Any advice is greatly appreciated. Thanks guys.

-Tom

P.S. I had heard that MC .NET could be useful. My friend is proficient in C# and is happy to help me program a .dll that will help me achieve this, if need be. I only need to tell him what to code...

EDIT: I recognize that MC offers the backtested aspect of this feature via Portfolio Backtester--I am wondering if I can apply that same functionality to real time, automated trading.

EDIT2: Also, I can probably limit the number of tickers to around 500 each day by running some scans before the market opens


Last edited by tmcdonough10; January 25th, 2013 at 01:39 AM.
Reply With Quote
 
  #2 (permalink)
Elite Member
North Bay
 
Futures Experience: Intermediate
Platform: NT, ToS, MulitCharts
Broker/Data: NT, TD
Favorite Futures: ES, CL
 
Posts: 39 since Nov 2011
Thanks: 10 given, 9 received

Not yet, but it is confirmed for 9.0

MultiCharts Project Management - Issue MC-114 - Add the ability to auto-trade a portfolio of stocks

Reply With Quote

Reply



futures io > > > > Running an automated strategy on multiple instruments

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Automated Trading: best platforms / markets / instruments? samthetrader Traders Hideout 4 June 7th, 2012 02:59 PM
Combining multiple instruments to a single plot Big Mike MultiCharts 5 April 22nd, 2012 04:53 AM
Multiple instruments BenosBanderos MultiCharts 4 March 16th, 2012 09:38 AM
Account size when trading multiple instruments jstnbrg Psychology and Money Management 39 January 18th, 2011 01:17 PM
Correlation trading multiple instruments Insearch NinjaTrader 5 July 20th, 2010 01:30 AM


All times are GMT -4. The time now is 04:51 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-13 in 0.08 seconds with 19 queries on phoenix via your IP 54.90.92.204