OpenQuant + AmiBroker: my recipe for building robust Automated Trading Systems

Discussion in 'Trading Software' started by dareminator, Apr 29, 2008.

  1. Dareminator,

    By far the best thread on ATS.
    Though I have started independently sometime back, unaware of this thread, I see that i am following similar path.

    I am using Anmibroker, Iqfeed and IB as my software/feed and broker. I don't have openquant yet in my toolkit.

    Few questions:

    1. How many streaming quotes are you dealing with? How many strategies do you run live using amibroker?
    I am using 1000 streaming quotes and about 10 strategies and already see speed issue to scan/explore live using AB.
    I have aboiut 50 columns in my exploration window. out of which 10 are for signal and others are just some data that I glance manally before placing a trade.

    2. How do you differentiate the trade initiated by a particular strategy? Some kind of tag? How do verify performance of a particular strategy that you are trading live? I am assuming IB is your broker.

    3. Does openquant works with Iqfeed? or some kind of montly lisc fees to Iqfeed needed?

    Thanks,
    Sun Light.
     
    #71     Sep 27, 2010
  2. Good question,

    From what I can gather, openquant can use IQ feed but you need a plug-in. Would be interested to hear from anyone using these two in combination.
     
    #72     Sep 28, 2010
  3. #73     Mar 25, 2011
  4. Anybody knows if i can use the plugin or whatever provided by the dotnetforab folks to say run my AB systems and call the Sterling API?


    Or if there is any other plugin/software piece that i can use to call sterling API directly from my AB programs without having to recode them in some other language.


    Sterling api doc:
    https://docs.google.com/viewer?url=...documents/Documentation/ActiveX_API_Guide.pdf



    Thanks!
    -gariki
     
    #74     Dec 29, 2011