I use Amibroker every day for AT. I have not used the other programs that are mentioned here so I cannot compare them but I can say that Ambroker is very fast and is as flexible as any.
a_c I have not used ami broker. IMO it's not really about how fast they are, cause they're really all the same speed or if one is faster than the other it accounts for such a small percent of the total latency. if you're basing a strategy on bars etc... all of the ATS's are fine stay with ami broker, however if dig into it more and your strategy requires things like I mentioned Quote, Trade, and OrderBook and everything inbetween you need to have an ATS that works well... especially one that can make a call between the quote and the Trade as I explained why a few posts ago. All I know is that Open Quant's ATS does a great job of this. I run it everyday... it was just my suggestion that if you are starting out you might want to start out with a solid ATS that does have many event handlers which are must have's as you progress later down the road. I ended up downloading the new 6.5 Ninja Trader and was looking at the Ninja script... ugh it is not as nice as open quant as to regard as the layout and everything... but it is nice to know that they are building a better NT, however there are still some key issues lagging <note earlier posts>
Sky, Since you are an everyday user of OpenQuant, please answer the following questions: In case of a broker/internet connection loss, does OQ auto re-connect? At connection loss, does OQ sound an alarm? At reconnection, does OQ automatically retrieve any missing price data due to the connection down time? At reconnection, does OQ automatically synchronize positions/orders/strategy logic? thank you
1) Ask Anton about this one 2) You can do whatever you what they have an event handler OnError which is called whenever there is an error for example OnError { if error.code == 152 <--- say which is the code for connection lost VoiceRecording1.Play(); } I also have voice recording for order filled, order partially filled, position opened, short stock not available, and some others... you can do whatever you want because you get to use ALL the methods contained in the .net framework 3 & 4) What I currently do is I have some trades that are 4 to 5 hours. I run OpenQuant in the beginning of the day it makes the trades and then spits them out to a text file, again you can use all the classes/ methods contained in the .net framework. and then when I reconnect I read the text file. That is the way I do it... there is an easier way. There's a class called Portfolio, which contains ALL the positions you have built / add and I know that there is a feature called Persist, which is used when you log off and log back on so it's still contains all the old positions ~ really the best thing to do is sign onto www.openquant.com and make a screen name on the forums and post the question there, and more likely than not it'll be answered, like I said support has been slow lately, however I do know they are busy with this new release. When I joined I asked millions of questions and he was very very good at answering them usually within an hour, and I have to say I definitely kept him busy. I'm RollTheDice on there
Am I reading this correctly that OpenQuant cannot automate more than 10 total trading models on a single symbol? This seems pretty unbelievable, and would make this platform a complete non-starter for me. M
Up until a few days ago the limit was ONE system. I think OpenQuant looks very good from a programming point of view, but am worried about QuantHouse's institutional grade platform which gives them an incentive to hold back features and not push OpenQuant any further.
If you are trading on an EOD basis, I recommend TradersStudio. Also TradersStudio has an easier trading language to master and is a more intuitive platform. If you need a realtime platform for trading intra-day bars and you need tick, quote, order book events management AND you are proficent in C# then OQ is the recommended platform
No kidding. I run 3 dozen automated futures models each day, and this isn't on the high end of the normal range by a longshot. Limit of 10 is pretty silly if OQ wishes to be taken seriously. M