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chaz
2014-04-30 19:15:50
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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
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QuantShare
2014-05-01 18:35:52
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Hi Chaz,
Most existing MM scripts can used with ATS.
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chaz
2014-05-02 06:07:26
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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
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QuantShare
2014-05-02 10:24:57
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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.
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chaz
2014-05-05 15:47:17
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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
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QuantShare
2014-05-05 16:37:23
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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.
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