Solution for Referencing Multiple Symbols and Timeframes

[robertm 10]

Hi guys,

 

So I've coded up my expert in Amibroker with far less pain than anticipated (although I haven't started pushing the hard points on the to do list yet).

 

My next step involves how to handle the alert outputs. I'm running around 20 symbols on various timeframes on RT feed. My early steps involved simply plotting the expert on the chart and tying this to an early warning alert, and a close of bar alert (output goes to alerts list, and I get a nice visual reference for early stages of building and checking the system as well as handy things like changing the chart background when a trade is about to confirm).

 

With around 20 symbols on a single 5m timeframe Amibrokers resource meter is screaming 200% of capacity already, but time wise still processing everything fine, and CPU/Memory load is nothing. Do I need to worry about this? Opening a new Amibroker window for each timeframe seems one solution as the load is window specific as they the load drops as timeframes increase.

 

Even so, loading up 100 or so charts obviously isn't the optimal solution given I just need alerts. Part of doing this is to cut back the number of screens and minimize the information I need to deal with. Thus an alert list telling me what chart to look at is somewhat ideal (ultimate goal is reduce it to smartphone capability to receive/act on alerts, but that's for later).

 

So I'm thinking the following solutions :

 

1. I run it as a scan set to repeat say every 1 minute as this would be required to set off my alert which is timed for 60 seconds before bar close. Output results to a watchlist but this means keeping a close eye on it, or can I just tell the scan to output alerts as well?

 

2. Somehow reference the multiple timeframes from the AFL code within a single symbol chart (possibly using TimeFrameCompress function and giving it a hard list of what times to scan what timeframes). This would allow me to keep the graphical display alerts on the chart (color change) and address the trades from the alert list or text output in the chart header telling me what timeframe is confirming. It will substantially increase the AFL code load though.

 

3. I go to another platform better suited to this. Is anybody doing this successfully on other platforms?

 

4. Turn it over to something like Strategy Runner and automate it (a probable future side project exploration but not what I want at this point).

 

Suggestions and advice appreciated :-)