Using IB Data Feed - Amibroker (and Other)

[robertm 10]

I'm interested to know of peoples experience using the IB data feed (primarily for FX) with Amibroker specifically, but also how people have found this in general (SR, NT, whatever).

 

Also is anybody using the execution plugin for IB that is available for Amibroker and how have you found it?

 

Thanks again peeps.

Edited September 30, 2010 by robertm
typo

[Automated 10]

I have been using the IB interface to Amibroker for 2+ years with great results. I made some initial coding errors until I really understood Amibroker. Their support is really great. I now have two systems trading using the AB/IB combination. They're not making consistent money yet, but I keep tuning them and have many profitable days. I've actually written about a dozen different systems, all using the Auto analysis/Exploration part of Amibroker.

 

There's nothing out there more elegant and easy to use than Amibroker/Interactive Brokers combo. Very compact code and it's easy to program in, ONCE you understand the data array metholodogy of AmiBroker. for/next loop are verboten, although supported.

[LakerGuy 10]

I am lookiing for a good broker that can accomodate a proprietary trading program written in Visual Basic. The program will need an interface for the visual basic.

[trash 10]

for/next loop are verboten, although supported.

 

Hi Automated, what do you mean by that exactly? Do you mean it's not recommended to use for/next loop? If so, why?

 

Thanks

Edited December 13, 2010 by trash

[luten 10]

I use AB extensively as well, including within an automated system I'm running. Wrt for/next loops, they are discouraged in AB because the fundamental data type is an array. So most operations are performed on an entire timeline of values at once (which is quite elegant, but a little hard to understand at first).

 

For example, if you have the array 'C' that represents closing values on each bar, then

 

TwentyBarHighs = HHV(C, 20);

 

would set the variable TwentyBarHighs to an ARRAY, each element of which is calculated as the highest value of C in the prior 20 bars (inclusive). For/Next loops are absolutely supported, and are sometimes needed, but usually the array operations are far more efficient.

 

I find AB an incredibly productive and well-supported environment. Takes a bit of time investment to learn, but it's a solid platform.

 

L.