Click here to Login





                                                   AMM ATS script

  1

0
chaz
2014-04-30 19:15:50


Hi QS wizards,
QS A. Money Management recently added ATS option.
Is there a description of requirements and an example of the AMM script to use with ATS ?
If anyone has one please make it available.

Thx in advance
Chaz



QuantShare
2014-05-01 18:35:52

  0

Hi Chaz,

Most existing MM scripts can used with ATS.



chaz
2014-05-02 06:07:26

  2

Hi QS,
Thx for a prompt reply,
I was expecting existing AMM scripts to work with ATS.
However, those scripts do not have any code that is used or showing how to use 4 new events that are added in ATS.
It would be great help for users of QS to have example how to use AMM/ATS with interface to broker (ex IB) that provides real-time intraday data feed and executes orders generated by QS trading system.
I'd like to know how designers/developers of QS expect the system to be used effectively.

Currently, there is no documentation about it except Ctr_Space showing APIs and painful guess work in front of blank editor page.
We need more information to make QS a useful investment & trading tool.

Thx in advance for more information,
With Warm regards
Chaz




QuantShare
2014-05-02 10:24:57

  0

Best Answer
We will have more info about this soon.
All events works exactly the same and a description is provided for each event. Note that a minimum knowledge of C# is necessary.

As an example, the "OnMarketData" event is fired each time a new tick occurs for one of the securities that are referenced by your trading system.
Inside that event, you can use any function available (CONTROL+SPACE) like you would do with the "OnEndPeriod" event for example.

"how to use AMM/ATS with interface to broker (ex: IB)"

Just select "IB" as data provider for you portfolio. That is it.
As you may know only simulated mode is available now, so orders are simulated and not sent to IB.
If you are interested we have an alpha release of the live ATS version. Contact us by email for more info.




chaz
2014-05-05 15:47:17

  0

Thx for the reply,
I'm programming in C# ... that's not an inhibitor.
Examples of the code for ATS events would great help.

I'm running ATS in Test Mode & it looks v. promising.
Great job.


I'll contact QS support re Alpha release of 'live ATS'

Warm Regards
Chaz



QuantShare
2014-05-05 16:37:23

  0

Thank Chaz. If there is anything you want us to improve or any feature you want us to add to the ATS, please send us an email.



No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"










QuantShare

Trading Items
Minimum Variance Optimization with Solver V1.1- AMM
Adaptive Asset Allocation Butler V1.3 AMM
Sector Surfer AMM Model
Identify Spilts Screener Script
Custom Trading System Rebalancing

How-to Lessons
How to run a screen or a watchlist from a script
How to get stocks for a particular index using the global script
How to execute a script at regular intervals
How to create a custom trading indicator
How to add a metric in the trading system simulation report

Related Forum Threads
AMM script global variables do not appear to be thread safe
Equity to Symbol - AMM / Script
Adjust the Entry and exit prices of trades in AMM script
Allow AMM inputs to be set programmatically in script
AMM scripting - error and some questions

Blog Posts
QS Trading Software: Global Script
Charting & Scripts - Manage stock charts using the global script
QuantShare Trading Software: New Features in the 3.4.0 Version
Trading Items: Data Download using .Net Scripts
Step by step on how to get free realtime/delayed data for stocks,...









QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.