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Re: twsapi: Automatic Trading
Shukrainternationals
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Re: twsapi: New File: VB Qcharts sample project. Includes login, and sample chart.
marinindextrader
Here is the key event sequence in the chart code:
Private Sub TRecordSet1_DataChange(ByVal nType As Long, ByVal nParam1 As Long, ByVal nParam2 As Long) Picture1.Refresh End Sub 'Refresh invokes _Paint Private Sub Picture1_Paint() Call PicTradeReDraw End Sub This code fires on a sales event(irrespective wether price AND size change). _DataChange calls Picture1.Refresh, and the _Paint event fires. The Paint event precipitates out of the .Refresh call. Assuming a viable symbol and interval were entered, and in essence ahead of this, an interval specific serverbased recordset is opened..and the live up front interval is appended dynamically and tracked on the client side. In essence, the chart is painted from the semi-static, near term, server sided recordset as returned in FieldArray. You have to deal with the upfront interval dynamically. The FieldArray dimension is controlled in this line of code: If .TRecordSet1.Init(100, 0) > 1 Then .Picture1.Refresh In this case we have a 100 item RecordSet..... ..... I am just scraping the surface....but the dynamics seem pretty straight forward ... Scott --- In twsapi@y..., "Christian Czirnich" <crocodile_1964@g...> wrote: Scott,ContinuumX.ocx file to a more recent one. I have the file attached for everyone to try, if the older one does not work. Replace Scott's version with this one and the project should work. Best regards,is module oriented to afford portability. Much of the module workcould be accomplished in the direct Qcharts calls, but I set it up tokeep your main form clear of superfluous code. All the work is pushedout to the module.but dated documentation, and the Qcharts OCX.isn't enough to have the OCX, it needs to be registered with the systemdirectory. OCX.
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Re: twsapi: New File: VB Qcharts sample project. Includes login, and sample chart.
marinindextrader
Kewl Croc...
I had fun making it...and there is much to learn regarding the Qcharts API and its data thread events...I hope if nothing else it sparks some interest and enthusiasim about integrating secondary data sources into the TWS API...after all...IB is a broker...not a data vendor... If one is to develope a fully fleshed application, it would seem to me that an ancillary data feed is requisite... Just another rabbit hole to explore....much to learn their is Scott --- In twsapi@y..., "Christian Czirnich" <crocodile_1964@g...> wrote: Scott,ContinuumX.ocx file to a more recent one. I have the file attached for everyone to try, if the older one does not work. Replace Scott's version with this one and the project should work. Best regards,is module oriented to afford portability. Much of the module workcould be accomplished in the direct Qcharts calls, but I set it up tokeep your main form clear of superfluous code. All the work is pushedout to the module.but dated documentation, and the Qcharts OCX.isn't enough to have the OCX, it needs to be registered with the systemdirectory. OCX.
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Re: twsapi: New File: VB Qcharts sample project. Includes login, and sample chart.
Christian Czirnich
Scott,
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thank's for your example, which will be of great help. I had some problems to connect to Quote.com until i updated the ContinuumX.ocx file to a more recent one. I have the file attached for everyone to try, if the older one does not work. Replace Scott's version with this one and the project should work. Best regards, croc * REPLY SEPARATOR * On 07/10/2002 at 21:03 marinindextrader wrote:
Qcharts users wishing to integrate Qcharts data into their IB TWS application, their is a new file in the files section. The project is module oriented to afford portability. Much of the module work could be accomplished in the direct Qcharts calls, but I set it up to keep your main form clear of superfluous code. All the work is pushed out to the module. If you are not a Qcharts user, this Zip will be of no interest. Title Name: QchartsExample.Zip Link: Zip Pack Includes: Entire sample project, Exe file, and extensive but dated documentation, and the Qcharts OCX. Let me know if you have OCX issues. The OCX normally ports with Qcharts and QLink, and gets deposited either in the Qcharts directory, or the Program Files/Common Files/Qcharts directory. If you have issues check these locations first. Downloading QLink and installing it usually registers the OCX properley. Remember, it isn't enough to have the OCX, it needs to be registered with the system registry in order for the IDE to see it in the components directory. The project should port with the OCX on form, but I have included a copy of the OCX for those having issues AND savy enough to do a manual registration. Again, an install of QLink should set things in order in terms of OCX. Let me know if you have issues; I would be interested in feed back. Scott Owner To unsubscribe from this group, send an email to: twsapi-unsubscribe@... Your use of Yahoo! Groups is subject to |
Re: twsapi: Automatic Trading
do you know how to look up a message by message number?
--- In twsapi@y..., "Shukrainternationals" <shukrainternationals@c...> wrote: I tried to see your system. There seems to be no message #620 inthat site. TWS API. I already posted some details on another board so I don'twant to cut and paste. If anyone is interested in reading about itand others' comments about this and other automated trading systemstake a look at and readService. |
Re: New File: VB Qcharts sample project. Includes login, and sample chart.
marinindextrader
I also have the C++ headers for Qcharts if anyone wants them...
Private email me... Scott Owner --- In twsapi@y..., "marinindextrader" <marinindextrader@y...> wrote: Qcharts users wishing to integrate Qcharts data into their IB TWSis module oriented to afford portability. Much of the module workcould be accomplished in the direct Qcharts calls, but I set it up tokeep your main form clear of superfluous code. All the work is pushedout to the module.but dated documentation, and the Qcharts OCX.isn't enough to have the OCX, it needs to be registered with the systemdirectory. OCX.
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New File: VB Qcharts sample project. Includes login, and sample chart.
marinindextrader
Qcharts users wishing to integrate Qcharts data into their IB TWS
application, their is a new file in the files section. The project is module oriented to afford portability. Much of the module work could be accomplished in the direct Qcharts calls, but I set it up to keep your main form clear of superfluous code. All the work is pushed out to the module. If you are not a Qcharts user, this Zip will be of no interest. Title Name: QchartsExample.Zip Link: Zip Pack Includes: Entire sample project, Exe file, and extensive but dated documentation, and the Qcharts OCX. Let me know if you have OCX issues. The OCX normally ports with Qcharts and QLink, and gets deposited either in the Qcharts directory, or the Program Files/Common Files/Qcharts directory. If you have issues check these locations first. Downloading QLink and installing it usually registers the OCX properley. Remember, it isn't enough to have the OCX, it needs to be registered with the system registry in order for the IDE to see it in the components directory. The project should port with the OCX on form, but I have included a copy of the OCX for those having issues AND savy enough to do a manual registration. Again, an install of QLink should set things in order in terms of OCX. Let me know if you have issues; I would be interested in feed back. Scott Owner |
Re: twsapi: Automatic Trading
Shukrainternationals
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Automatic Trading
I've finally managed to get a fully automated system going using TWS
API. I already posted some details on another board so I don't want to cut and paste. If anyone is interested in reading about it and others' comments about this and other automated trading systems take a look at and read message #620 (as well as others in that thread). -fm |
Re: VB Qcharts Data Feed Integration Module
jerryse98
Hello
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I am a Qcharts user and will be interested to see this. Thanks Jerry --- In twsapi@y..., "marinindextrader" <marinindextrader@y...> wrote:
Qcharts Users |
Excel or my own VB app
m_c_a98
I'm currently learning VBA for the purpose of the IB API. Should I
stick with Excel/DDE if I want to have my own stop order automation or should I try to learn the full Visual Basic? and does anyone have their own custom Excel Worksheet using the IB DDE connection that you can send me so I can learn from it. Thanks in advance. BTW I'm not a programmer so my learning curve is steep. |
VB Qcharts Data Feed Integration Module
marinindextrader
Qcharts Users
I am busting tail on a Qcharts data feed module right now for my application... Probably be on this phase for through the week... I will make available in the files section when done. You must have a Qcharts subscription to make use of the coming module. Just an update... Scott Owner |
Re: twsapi: General VB Question: TOS display
marinindextrader
I agree with Migurull,
If all you want to do is control the color of text conditionally, PictureBox is a simple solution. However, the ListView control is a powerful weapon when designing killer GUI's More Information on both controls can be had here: 3067/ Click on the MSDN Link and browse the sidebar. Scott --- In twsapi@y..., "Michel" <migurull@t...> wrote: Use a PictureBox, ScaleMode = 4 (Character), and then :ticks into the PictureBox (you have to manage it with its properties Max, Minand Value to print all the lines of the PicturBox into a For...Next loop).ungifted programmer to try its hand on an Order Entry system. I'm used toin more than one month cost me all my earnings.with IB and which I want to recreate better, using some of the ideas presentedhere. the difficulty, that the List.Forecolor method only allows to changethe color of the whole box.downtick lines red.can specify the color each line will be displayed.Service. |
Re: General VB Question: TOS display
marinindextrader
Hello and Welcome,
Just to beat the dead horse again.................................... tickPrice and tickSize are not synced with one another. That is to say they pulse in an atonamous fasion. As an example: 10 trades at the same price but at different sizes will produce 10 size events but not a price event. Understand the serious limitation of the IB data stream when crafting a TOS display. You will have to progromatically create a Faux TOS, and the user must be made aware of the limitiation. 10 trades at at the same price for 100,000k shares will not send 10 events! Unless and until there is change, the display remains static. That having been said, what you need is ListView control, not a ListBox. ListView exposes many more properties and you can color individual list item forecolors. I do believe the back color is limited to an alternating or monochromatic display however. I hope this helps Scott Owner --- In twsapi@y..., "Christian Czirnich" <crocodile_1964@g...> wrote: Hi all,ungifted programmer to try its hand on an Order Entry system. I'm used to Cybertrader, but changed to IB due to the huge cost at cyber, which in more than one month cost me all my earnings. What I really liked was their Order Entry screen, which I miss withIB and which I want to recreate better, using some of the ideas presented here. the difficulty, that the List.Forecolor method only allows to change the color of the whole box. What I want to do is to display the Uptick lines green and thedowntick lines red. Perhaps someone knows of a way to display a 2D-matrix, where I canspecify the color each line will be displayed. Thank's |
Re: twsapi: General VB Question: TOS display
Michel
开云体育Use a
PictureBox, ScaleMode = 4 (Character), and then :
PictureBox.ForeColor = GREEN/RED
PictureBox.Print ...
?
You
must also use a vertical scroll bar to print the apropiate ticks into the
PictureBox (you have to manage it with its properties Max, Min and Value to
print all the lines of the PicturBox into a For...Next
loop).
?
Hope
this help.
Regards.
?
Michel.
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General VB Question: TOS display
Christian Czirnich
开云体育Hi all,
first thank's to all the contributors here, who allow even an ungifted
programmer to try its hand on an Order Entry system. I'm used to Cybertrader,
but changed to IB due to the huge cost at cyber, which in more than one month
cost me all my earnings.
What I really liked was their Order Entry screen, which I miss with IB and
which I want to recreate better, using some of the ideas presented here.
?
Today I ran into a problem with my TOS list, as seen below.
I use a simple Listbox to display upto 100 entries, but now have the difficulty, that the List.Forecolor method only allows to change the color of the whole box. What I want to do is to display the Uptick lines green and the downtick lines red. Perhaps someone knows of a way to display a 2D-matrix, where I can specify the color?each line will be displayed. Thank's croc ?
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Re: Charting App using TWS price feed
marinindextrader
First realize this before you proceed...
The price change event does not occur on each trade, but rather like its namesake implies, a price change event. That is to say that it only updates if it is different. Several trades can occur at the same price and your TWS tickPrice event does not fire. Further, you will need to create a suitable sized array to store OHLC for each period you are tracking. If you want to retain say 30 minutes of of one minute bars, you will need a 2 dimensional array that is 4 columns wide, and 30 rows deep. The implications of this when concerning oneself with charting applications is that you must produce the time stamps via a client timer control on the form, or through a monitoring process of the system clock using DateAdd functions. For instance...if you want a 1 minute chart, you would define your start time as any instance of concurrent period closure, either future or past. That is to say, you define the 1 minute incrament start time as the last 1 minute period to close. As the minute elapses, you update your storage array's last row as defined by the price events you are receiving. A small single row array will be needed to rewrite the master array when the period closes, as you in essence discard the first entry, shift all of the data up one slot, and begin recording again the price events of the current period, in the last array slot. You can manage your array in the reverse order, with the most recent slot the foremost slot. That is matter of prefrence. The array can be displayed in either a PictureBox Control, or an Image Control. I prefer the former to the latter because the Picture Box acts as a true container, and is not a lightweght control. It also affords properties not available in the image control. You can draw lines, candelsticks and shapes as you see fit using the data to produce the chart in Picture Box. Lightweight controls such as shapes and lines coordinate themselves to the pane of the Picture Box...so positioning is fairly easy and intuitive. You can spend a tremendous amount of time learning to program a charting display using picture box...tweaking the display and scaleability take time to program....but in the end, all of your programming skills will have improved greatly. Your question is a broad and sweeping topic...take a look at Picture Box, and build your capture array. When you have some specific questions, then perhaps I could be of more help. Scott Owner --- In twsapi@y..., mickjenks <no_reply@y...> wrote: I was wondering if anyone knowledgeable about VB programming couldthrough the TWS. Looking for advice on what the general structure of such a |
Re: twsapi: Charting App using TWS price feed
Shukrainternationals
开云体育You can transfer IB tick data into TradeStation Charting
program by using Metaserver as interface in between. You have to have Trade
Station charting software. You also have to have Metaserver interface software.
You can get a demo of Metaserver free and you can use it only for two symbols
only. Go to Metaserver.com and check.
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Charting App using TWS price feed
mickjenks
I was wondering if anyone knowledgeable about VB programming could
give some input concerning how to go about developing a real time intraday charting app to be used for charting prices received through the TWS. Looking for advice on what the general structure of such a program should be, etc. Thanks for any help. Mick |
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