Intraday Strategies on Real Market

Hi, i´m just using a VPS for testing small Intraday Strategies 24/7 on AMI with IBController for validating on real market conditions regular strategies.

As on AMI we can use not only OHLC Data but other properly acquired, like OI and Options, Market Breadth and so on, i think we are much better positioned for creating some swing and scalping algorithms with (maybe) a little edge on today market conditions and much better performance and efficciency than that huge offer of fakes EA for MT that do not work on 99%.

I wonder if someone on the forum has experience on this area for reccomendations about best practices guide or performing strategies for succesfull intraday trading and scalping.
I´m now starting this way, testing my own AFL´s on several time frames, from 5m to 1H, for now using regular and simple strategies, from SARS to Averages or OverBought/Oversold conditions.

Has anyone walked this path successfully? I would love to know.

Hi All,

I keep testing several strategies for the IB Controler, the code i´m using is Barry Scarborough´s Autotrading AFL from the Amibroker AFL Library:

The problem i have is not all trades are sended to the IBC and i don´t know why. Here is a capture of the trades done,Green, and not sended, on Red.


The strategy showed here it´s just a double SAR with timings on 5 and 15min. The logic works as i see the signals on the chart, but at random trades are not sended to IB Controller.
Any Help on this would be very appreciated.


First thing to check: IBController ERROR log.

To get better understanding of what is happening in your code and how functions work, use advice given here: How do I debug my formula?

Thanks for your help Tomasz. I´ll check it.