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apfx

Registered: Jun 2005
Posts: 28

04-15-12 09:55 AM

Does anyone know if any other retail platform besides Amibroker is capable of Autotrading 500+ symbols simultaneously .

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REI_Chris

Registered: Mar 2012
Posts: 30

04-16-12 03:49 PM

At that point, why not just choose a basket or narrow your trades dramatically? Your broker will love you..

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abattia

Registered: Dec 2008
Posts: 983

04-16-12 03:55 PM

Daily/weekly/monthly bars, or intraday bars/ticks?

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apfx

Registered: Jun 2005
Posts: 28

04-16-12 06:10 PM

Quote from REI_Chris:

At that point, why not just choose a basket or narrow your trades dramatically? Your broker will love you..

The number of trades is significantly lower depending on system parameter Max Open Positions but the signal calculation and ranking is performed on all 500 symbols.

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tradelink

Registered: Feb 2008
Posts: 577

04-16-12 06:16 PM

IB can do this no problem.

seperately IB's data feed is sampled, so if this impacts your strategy you can combine another feed (nanex/iqfeed or feed from another broker) with IB's execution.

tradelink allows you to run in both scenarios out of the box. (feed from broker, or split feed where you use feed from another broker or feed provider).

google tradelink project or tradelink.org for more info

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apfx

Registered: Jun 2005
Posts: 28

04-16-12 06:40 PM

Quote from abattia:

Daily/weekly/monthly bars, or intraday bars/ticks?

Daily/ Intraday bars.

Just curious if any other platform such as MultiCharts, OpenQuant, RightEdge, or NinjaTrader can handle this better

In Amibroker I'm getting code execution times around 500 ms
to complete the whole cycle

calculate signals
perform ranking
handle orders

for 500 symbols 300 bars/symbol
on a Core2, 2.1GHz, 8GB machine.

code exec speed.png
This has been downloaded 262 time(s).

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