Thank you for the "kick-start"... This gives me an idea of Level-Of-Effort for planning and deciding on if I want to spend the time...
I only trade about 4 stocks at a time so the "loop" idea should work...
I currently have a "framework" running in Tradestation which selects the top 4 (after optimizing from a list of top 20 based on ATR and volume) and then "moves" the selections into charts for auto-execution.
This is working but I'm not happy with the way stops/limits are handled...
My only concern is the one connection limit BUT I also have an IB account so I'm thinking of using Tradestation for data history and scanning and then using IB connections to do the trading.
>> I would use IB for everything but their history feed is so slow and tradestation is VERY fast but has NO bid and NO ask on history so, after top 4 selection, I would get the Bid/Ask from IB...
You may ask why not get a data service?; Tradestation data =$10/month, IB data = $14/month.
>> when all is up and running THEN I may switch to a data service but not while in development.
Since I am not really concerned with fancy charts and all the other "fluff", Zorro-S may be the solution
I would be happy to share the code when ready...
Walt
