shaihulud
09-07-2010, 02:01 PM
hi there,
i developed a strategy which scans through a pool of stocks (nasdaq) and selects possible stocks which can be traded with a simple breakout scheme. if the price hits the upper limit (open + limit) of a 60 minute bar the stop will either be the lower limit (open-limit) or the close of this bar. the opposite for short trades. every 60 minutes the nearly 3000 stocks have to be enabled or disabled for trading the next hour. for this selection progress i need 152 hour bars to calculate.
is it possible that ninjatrader handles up to 500 stocks or more which fire trades in this manner ?
maybe there is a programmer out there to do this for me if it is no problem with performance, speed and hardware.
shaihulud
i developed a strategy which scans through a pool of stocks (nasdaq) and selects possible stocks which can be traded with a simple breakout scheme. if the price hits the upper limit (open + limit) of a 60 minute bar the stop will either be the lower limit (open-limit) or the close of this bar. the opposite for short trades. every 60 minutes the nearly 3000 stocks have to be enabled or disabled for trading the next hour. for this selection progress i need 152 hour bars to calculate.
is it possible that ninjatrader handles up to 500 stocks or more which fire trades in this manner ?
maybe there is a programmer out there to do this for me if it is no problem with performance, speed and hardware.
shaihulud