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

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.
 
Quote from Sun Light:


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

Thanks,
Sun Light. [/B]
More...

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.
 
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