Yes for historical data you need another feed but for real time futures you can't beat QT-IB combo (but a redundant feed is wise). I keep forgetting that not everyone has years of historical data accumulated like I do.
I just thought of something, you can get real-time equity quotes which includes 15min delayed futures quotes for $25/month through www.nextrend.com I don't know how far back they provide, but I use this for a backup, and the quotes are quite good (fast) and I can't remember the last time they went down (reliable) But you can't interface nextrend w/ AB or Sierra to my knowledge. Well for what it is worth..
I use myTrack with both SierraChart and Amibroker. The verdict is still out on the myTrack datafeed. One thing to keep in mind is that their intraday data only goes back for 15 days only. Also, I have noticed some gaps in their futures intraday data. As well, I occasionally get bad or incomplete backfill data depending when I try to connect to the myTrack server, especially in after-hours . On the yahoo amibroker discussion group, the stated timeframe for IB datafeed support is Feb 2003.
You mean you can use myTrack with Amibroker? Interesting, I did not know about it. How much do you pay for that? ES from myTrack via SC is $55 a month, how much is that with Amibroker. I might switch to Amibroker once it starts interfacing with IB (not via QT), but that option with myTracker sounds interesting as well. How about the speed? Do you see any difference between IB quotes and myTrack quotes displayed on the charts? I assume that you use IB for your broker so you can answer this question.
Yes, you can use myTrack with AmiBroker. ES from myTrack via AB would also be 55$/month. (+ one-time only AB s/w fee) As for myTrack datafeed performance, it seems similar to IB, although I have yet to start trading much and haven't really been paying very close attention... Depending on how well AB interfaces with IB, I will probably only use myTrack for historical data backfill, which will be 20$/per-month cheaper.
Thanks for your info. I will look into Amibroker as a possible replacement to SierraCharts if I see that it offers more as far as charting goes. I just recalled that one more (or rather two) reason why I subscribed to Ensign was that it offers a playback and a trading simulator. I have recently been working on some semi-scalping strategy that would get me 2 ES pts per trade with losses that could be limited to 2 ES pts (initially) but lowered when the trade progresses. I have noticed a very high rate of winnings for this strategy, however I believe that the best way to test it is by simulation because the way to play it in real life would be by market orders as I would probably not have enough time to use stop orders whenever an opportunity arises.
Hello, It seems that there is some confusion about RT feeds supported by Amibroker. So to clarify I want to provide you with some facts: AmiBroker currently supports direct RT feed from 1. eSignal http://www.amibroker.com/esignal.html 2. myTrack http://www.amibroker.com/mytrack.html Indirectly any quote source supported by QuoteTracker via QT plugin http://www.amibroker.com/qtracker.html (lots of cheap sources) Quote.com users can use QCollector software and AmiBroker's built-in MS plugin to get intraday quotes from Quote.com. Soon there will be DDE plugin available that will allow to lots of DDE-enabled sources. All sources mentioned above provide FUTURES quotes.
Hello Tomasz , When I posted this question , I was originally interested in the ability to customize and automate task with Ensign vs. Amibroker. I am very impressed with AmiBroker's abiltity to utilize so many different sources of data . It appeared , however , at first glance that Ensign might have a slightly more powerful programaitic interface by which to automate all the different task that one might want to accomplish. AmiBroker offers access to the Windows Scripting Host which is a huge tool to have on your side. I realized you are biased , but if you have any knowledge of the Ensign product can you comment on the the pros and cons of the programatic interface offered by each. thanks.
Hello, Sorry I can not comment Ensign inteface but just want to point out that AmiBroker's interface was enhanced significantly (v.4.24.0) about month ago and in addition to accesing the database it now allows full contol over automated execution of batch backtests/scans/explorations/optimizations See http://groups.yahoo.com/group/amibroker/message/30035 This is of course not the end. In AmiBroker new version comes out every week so one month is a lot of time (in Amibroker-time ) now we have 4.28.1 (released yesteday)
I am happy to say that eSignal works with both Ensign & Amibroker as 3rd Party Software add ons. eSignal is designed so that a customer can run both eSignal and the 3rd Party program at the same time. In fact the majority of our users who have a 3rd Party package run it with the eSignal program. Chuck http://www.eSignalCentral.com - All Welcome & No Ads!