Ways of filtering bad quotes from TWS

mbluhm2001

I have been getting a price quote of zero for some of the stock 
tickers throughout the trading day. So I decided to put in a filter 
and wanted to see if anyone else had any better ideas. The way I'm 
trying it is the following:

IF 
  the current price quote is greater than or less than the previous 
quote by X% and the error counter is less than Y 

THEN 
  throw away the quote and increment the error counter

ELSE
  use the price quote and clear the error counter

The idea is to set some min and max % (i'm starting with 5%) that the 
quote can be outside the previous quote. But to handle gaps, if the 
quote is out of range Y number of times (i'm starting with 5) then use 
that new quote.  Also I don't allow quotes that are a value of zero 
either. 

Any thoughts would be helpful.

Thanks,
Mark

Re: TraderGuard

cyberbri_2000

#275

I like this concept, kinda what I had mentioned earlier about a 
program to monitor my open stock positions, then keep track of a 
trailing ATR stop for each position, then either alert, update an 
existing stop order or send a sell order when triggered.

Ideally such a program would allow mutiple, user selectable stops for 
each position, like moving averages, relative strength, etc.  

I could even see having a "reserve" list of stocks, where the next 
one in line could be sent as a buy order as soon as the last sell 
goes through, or better yet go through that list and select the one 
to buy that has the strongest real time TraderBot short term 
rating... 
txtSymbol=F , which I can easily grab off the web.

I would only have to select the strongest stock candidates and put 
them in that reserve list.  It would work like an automatic  
revolving door of trades... I spend the time in the stock selection, 
using fundamental and/or technical criteria I already use, then 
release them to the reserve list for however long I want to keep them 
there... daily, weekly, etc.

From the API docs and the samples in the Files section, I have most 
everything I need to get something working for stocks.  Shouldn't be 
too long from now before I start transferring it from my brain to the 
keyboard :)

Brian

Show quoted text

FIELDS:
"Acceptable risk" button - how much you are willing to risk in 
points. YOU CAN ADJUST THIS VALUE FREELY WHILE WATCHING THE MARKET. 
Guard will autoadjust itself to your new settings. 
"Risk Monitoring" - is the sell trigger.  If risk 
monitoring=acceptable risk, then Guard will autosell MRK to avoid 
loss or to collect profit.  BUT ONLY IF "ENABLED PROTECTION WITH 
ACCEPTABLE RISK"  BOX IS CHECKED
Thank you,
AMJ

Re: twsapi: Re: automated login

Carl Erikson

#274

Sorry, I was incorrect.  The Password field works just
as you say.

Thanks for the correction,
Carl

--- tripack44 <no_reply@...> wrote:
--- In twsapi@y..., Carl Erikson <carlerikson@y...>
wrote:
A hack is to send keystrokes to the login window. 
Pass your username as separate keystrokes.  Thensend
a tab key.  Then send your password as separate
keystrokes.  Then send a return.  There is asetting
to pre-fill the username in the .ini file (sorry,no
pre-fill for the password):

[Logon]
Username=edemo

Are you sure there is no pre-fill in? I just tried
it with password 
field added such as the following example (:

[Logon]
Username=pfloyd5
Password=darkside

and it worked.

This is the jts.ini file in the &#92;jts directory.



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Re: automated login

tripack44

#273

--- In twsapi@y..., Carl Erikson <carlerikson@y...> wrote:
A hack is to send keystrokes to the login window. 
Pass your username as separate keystrokes.  Then send
a tab key.  Then send your password as separate
keystrokes.  Then send a return.  There is a setting
to pre-fill the username in the .ini file (sorry, no
pre-fill for the password):

[Logon]
Username=edemo

Are you sure there is no pre-fill in? I just tried it with password 
field added such as the following example (:

[Logon]
Username=pfloyd5
Password=darkside

and it worked.

This is the jts.ini file in the &#92;jts directory.

Re: automated login

kevin6502

#272

There is an entry in the IB board that addresses this. The solution 
is to send a carriage return event to the dialog box when it pops up. 
The trick is knowing which window(dialog box) to send it to. His 
solution was to find a window with a certain name (TWS_whatever), 
meaning he would search for 60 seconds, then send a CR to that 
window. Check out the IB board about a week or two back.

Kevin


--- In twsapi@y..., "kgeis" <kgeis@y...> wrote:
If you could keep TWS running 24/7 and login automatically, then IB
wouldn't be able to differentiate its professional service (which
requires $2400 minimum commission per month.)  An unfortunate
situation for us TWS users who want to do a little bit more.

--- In twsapi@y..., "marinindextrader" <marinindextrader@y...> wrote:
You are among a large group of users who would like to be able to do 
this, me being one of them...

I don't know how...

It really is anoying they don't give us a security server to pass 
through. Seems so archaic to have to have a TWS open for each account 
we log on to...

Re: twsapi: TraderGuard GE NQ ES -Quick Reference

Rich

#271

the lycos site was no good...I NEED THAT PROGRAM!

Join Excite! -
The most personalized portal on the Web!

Re: automated login

#270

If you could keep TWS running 24/7 and login automatically, then IB
wouldn't be able to differentiate its professional service (which
requires $2400 minimum commission per month.)  An unfortunate
situation for us TWS users who want to do a little bit more.

Show quoted text

--- In twsapi@y..., "marinindextrader" <marinindextrader@y...> wrote:
You are among a large group of users who would like to be able to do 
this, me being one of them...

I don't know how...

It really is anoying they don't give us a security server to pass 
through. Seems so archaic to have to have a TWS open for each account 
we log on to...

TraderGuard GE NQ ES -Quick Reference

traderguard

#268

This is just a quick manual how to use the program, if you haven't 
figured it out on your own:
Right top corner is where you enter symbol and expiry and exchange- 
Do that manually before clicking "Connect".

You have 2 fields: LONG & SHORT:
BUTTONS:
"Long" button- buy at ask
"Sell" button - sell at bid
"Reverse" button - reverse from +1 to -1 with one click
"Cancel" button - cancel last pending order

FIELDS:
"Acceptable risk" button - how much you are willing to risk in 
points. YOU CAN ADJUST THIS VALUE FREELY WHILE WATCHING THE MARKET. 
Guard will autoadjust itself to your new settings. 
"Bought" button - the price you bought the contract for
"Price now" - the last price 
"Recent profit" - Displays approximate profit or loss
"Guard Scalping Long" - Controlled by program; No user input required
"Risk Monitoring" - is the sell trigger.  If risk 
monitoring=acceptable risk, then Guard will autosell MRK to avoid 
loss or to collect profit.  BUT ONLY IF "ENABLED PROTECTION WITH 
ACCEPTABLE RISK"  BOX IS CHECKED

That's all is.  SHORT works the same way when you're going short.
Sorry for the quick manual, but I don't have the time to write the 
help files at this point.  I hope this helps.  
Try it on IB Commodities Demo, you will easily figure it out and get 
good at it.  
MOST CRITICAL FOR AUTOPROTECTION IS YOUR "Acceptable Risk" SETTING. I 
suggest to go higher before clicking "Long", and then adjust to your 
needs. 
Thank you,
AMJ

Re: twsapi: TraderGuard GE NQ ES -Quick Reference

Eduardo J Motta

#269

Does it requires a minimum IB TWS interface ? What it optized for a 
specific Build. What happens if WE upgrade the TWS interface ?

------------- Segue mensagem original -------------

De: traderguard <no_reply@...>
Data: Wed, 03 Jul 2002 00:25:58 -0000
Para: twsapi@...
Assunto: twsapi: TraderGuard GE NQ ES -Quick Reference

This is just a quick manual how to use the program, if you haven't 
figured it out on your own:
Right top corner is where you enter symbol and expiry and exchange- 
Do that manually before clicking "Connect".

You have 2 fields: LONG & SHORT:
BUTTONS:
"Long" button- buy at ask
"Sell" button - sell at bid
"Reverse" button - reverse from +1 to -1 with one click
"Cancel" button - cancel last pending order

FIELDS:
"Acceptable risk" button - how much you are willing to risk in 
points. YOU CAN ADJUST THIS VALUE FREELY WHILE WATCHING THE MARKET. 
Guard will autoadjust itself to your new settings. 
"Bought" button - the price you bought the contract for
"Price now" - the last price 
"Recent profit" - Displays approximate profit or loss
"Guard Scalping Long" - Controlled by program; No user input required
"Risk Monitoring" - is the sell trigger.  If risk 
monitoring=acceptable risk, then Guard will autosell MRK to avoid 
loss or to collect profit.  BUT ONLY IF "ENABLED PROTECTION WITH 
ACCEPTABLE RISK"  BOX IS CHECKED

That's all is.  SHORT works the same way when you're going short.
Sorry for the quick manual, but I don't have the time to write the 
help files at this point.  I hope this helps.  
Try it on IB Commodities Demo, you will easily figure it out and get 
good at it.  
MOST CRITICAL FOR AUTOPROTECTION IS YOUR "Acceptable Risk" SETTING. I 
suggest to go higher before clicking "Long", and then adjust to your 
needs. 
Thank you,
AMJ



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Trader Guard - ES NQ - NEW URL link

traderguard

#267

======== Trader Guard - ES NQ - NEW URL link ========

DOWNLOAD LINK:

=====================================================

Website at LYCOS is closed by LYCOS admin. reason:

To many downloads ! 
DO NOT USE:

sorry for that..please use right link now.
AMJ

Trader Guard - ES NQ - NEW URL link

traderguard

#266

======== Trader Guard - ES NQ - NEW URL link ========

DOWNLOAD LINK:

=====================================================

Website at LYCOS is closed by LYCOS admin. reason:

To many downloads ! 
DO NOT USE:

sorry for that..please use right link now.
AMJ

Re: twsapi: Trader Guard - ES NQ - 23MB program - get it from website.

Quenton Nolte

#265

开云体育

Do you have any instructions.? I loaded it and I'm not sure how to use it.? It appears to enter orders on the TWS but not execute them.? Is it an alert system?

?

Quenton Nolte

Show quoted text

----- Original Message -----

From: traderguard

To: twsapi@...

Sent: Monday, July 01, 2002 2:19 PM

Subject: twsapi: Trader Guard - ES NQ - 23MB program - get it from website.

Trader Guard - ES NQ - 23MB program Is Done !!! and working really GOOD. Ready to be send to people who asked for it.. BUT.. Is to big to be POST here.. or to be send via E-mails. I am going to setup today some free web site with this useful interface for TWS. And I'll POST link HERE ..download from there, please.. Protective mode work awesome.. I tested new version of TraderGuard today on NQ. It is better than older version. If you like version 1.03.01 Try ver. 2.01.04. You want regret it. New features -????? risk adjustable auto sell with wrong trend -????? no transmit needed -????? quick reverse with 1 click -????? cover short or long with auto cancel pending one -????? display profit of individual trade -????? display risk monitoring limit enjoy I'll POST link here TOMMOROW. traderguard@...???

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Re: twsapi: Re: automated login

Espelly Vincent

#264

You may try WINTASK, it could help you very well ?!!!

tripack44 wrote:

Show quoted text

I have a couple of programs that do this in VB. Unfortunately they 
are coupled into larger programs or have ActiveX components. I may 
try to strip out the relevent code "sanitize it", and put it into a 
project or two and write up some documentation if I find the time 
during the coming weeks.

--- In twsapi@y..., "Michel"  wrote:

Hi,

Does somebody know some way to run the TWS application unattended?
What I need is:
1- Avoid the login screen, passing parameters (UserName and

Password) from

my calling application.
2- Respond to the message window asking 'Accept incoming connection
attempt?' when I connect to the local server.

This is because I'm writting my own program (Visual Basic using TWS

ActiveX)

which allways runs in the background and want it to automatically

launch TWS

few minutes before markets open and perform some automated tasks

when I'm

not at home.

I've tried to launch TWS from my application with a call

to 'ShellExecute',

passing parameters as 'username' or 'user' without success. I

always get the

login screen blank because I ignore if TWS accepts such parameters

and how

they must be coded (I think this must be possible because in the

web demo,

the login screen appears whith such fields pre-filled with 'edemo'

and

'demouser'). Perhaps in some 'ini' file? (I've not found any

section related

to username and password).

Thanks for any help.

Michel.



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Retrieving Market Depth from TWS

groogill

#263

Hi,
Does anyone know if it possible to retrieve the data from the TWS 
market depth window into excel. For example, is it possible to get 
the cumulative bid/ask quantity down to the fifth level ?
Thanks

Re: twsapi: automated login

Carl Erikson

#261

A hack is to send keystrokes to the login window. 
Pass your username as separate keystrokes.  Then send
a tab key.  Then send your password as separate
keystrokes.  Then send a return.  There is a setting
to pre-fill the username in the .ini file (sorry, no
pre-fill for the password):

[Logon]
Username=edemo

.
.
.

If you pre-filled in the username you can just send a
tab and then the password plus a return key.  I send
characters to windows with Perl, but you can do it in
almost any language (Visual Basic, C++).

I believe you can detect when the "Accept incoming
connection" window pops up.  If that is possible you
might just be able to send the enter key to it to
accept the connection.  I haven't tried this yet.

Good luck,
Carl

--- Michel <migurull@...> wrote:
Hi,

Does somebody know some way to run the TWS
application unattended?
What I need is:
1- Avoid the login screen, passing parameters
(UserName and Password) from
my calling application.
2- Respond to the message window asking 'Accept
incoming connection
attempt?' when I connect to the local server.

This is because I'm writting my own program (Visual
Basic using TWS ActiveX)
which allways runs in the background and want it to
automatically launch TWS
few minutes before markets open and perform some
automated tasks when I'm
not at home.

I've tried to launch TWS from my application with a
call to 'ShellExecute',
passing parameters as 'username' or 'user' without
success. I always get the
login screen blank because I ignore if TWS accepts
such parameters and how
they must be coded (I think this must be possible
because in the web demo,
the login screen appears whith such fields
pre-filled with 'edemo' and
'demouser'). Perhaps in some 'ini' file? (I've not
found any section related
to username and password).

Thanks for any help.

Michel.



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Re: twsapi: Re: LINK to: TraderGuard , IB TWS scalping tool

Shukrainternationals

#262

开云体育

Could download the program from the link site?

?

Show quoted text

----- Original Message -----

From: Schindler Trading

To: twsapi@...

Sent: Tuesday, July 02, 2002 1:56 PM

Subject: Re: twsapi: Re: LINK to: TraderGuard , IB TWS scalping tool

?

Thanks, Traderguard.

?

Could someone who tries it post, please?? I'll feel better about running an executable after someone?confirms that it is safe.

?

Regards,

Aaron Schindler

Schindler Trading

?

?

----- Original Message -----

From: traderguard

To: twsapi@...

Sent: Tuesday, July 02, 2002 12:24 PM

Subject: twsapi: Re: LINK to: TraderGuard , IB TWS scalping tool

--- In twsapi@y..., traderguard <no_reply@y...> wrote: > 3th time: sorry: just go here then: >

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Re: twsapi: LINK to: TraderGuard , IB TWS scalping tool

Shukrainternationals

#260

开云体育

I have a feeling you may be playing games with people. Are you?

?

Show quoted text

----- Original Message -----

From: traderguard

To: twsapi@...

Sent: Tuesday, July 02, 2002 1:21 PM

Subject: twsapi: LINK to: TraderGuard , IB TWS scalping tool

From the author: "I am not a good trader. I need all the help I can get. There were no good software to protect me... so I made one.. and it work for me. Try it" AMJ 2.00.7.exe RE: Addition to your existing IB TWS platform. I designed it for scalpers to profit from every single trend change with "adaptive Automation Engine" monitoring market tick by tick and in real time. You will love it. It will automate your profit collection at the topmost point and also auto-escape from bad point of entry. This is what i like the most.

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RE : twsapi: Re: LINK to: TraderGuard

marinindextrader

#259

Matt..........How in the world?

...I completeley agree with you on this post and your subsequent...

How in the world does something so simple end up using or being 23
MB???

A full install of Qcharts is 13 MB
A full install of Erlanger Quote is  9 MB
A full install of WealthLab is 13.5 MB
A full install of TWS is 5.3 MB

I wonder if this was not written using less then Pro VB and is not
optimized?

Anyway...

I believe that no one in their right mind is gonna fork over 150
bucks on a software that they are unable to test on the securities
they trade...hasn't been scrutinized and stressed by a beta
team...and appears to consume resources at a prodigious rate out of
step with the task it accomplishes...is a black box that has no
documentation, no help file, no accompanying test results on
performance....and whose install process attempts to overwrite
duplicate OCX instead of checking mereley for their instance in the
sys files...

etc etc

Hate to blow your bubble...sorry

Scott

--- In twsapi@y..., "Matt" <mbriand@i...> wrote:
Super....You can only trade GE and if you want to try it for NQ &ES you
have
to pay 150 USD....

I don't trade GE and I am not interested in it. Why didn't you do ademo
for NQ
or ES with a limit in time ???

that would have been far smarter....

-----Message d'origine-----
De : traderguard [mailto:no_reply@y...]
Envoyé : mardi 2 juillet 2002 19:25
? : twsapi@y...
Objet : twsapi: Re: LINK to: TraderGuard , IB TWS scalping tool

--- In twsapi@y..., traderguard <no_reply@y...> wrote:
3th time:sorry:
just go here then:

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<> .

twsapi: Re: automated login

marinindextrader

#258

Then again...if you do have the time...

he he

Or

If I get my hands on that code I will make a module for VB that plugs 
in

Scott


--- In twsapi@y..., "Michel" <migurull@t...> wrote:
Thanks 'tripack44'.
If you dont have time, I dont need documentation, nor 'sanitized' code. If
you want, just copy relevant parts of your code and I'll do with it.

Michel
  -----Mensaje original-----
  De: tripack44 [mailto:no_reply@y...]
  Enviado el: martes, 02 de julio de 2002 14:49
  Para: twsapi@y...
  Asunto: twsapi: Re: automated login


  I have a couple of programs that do this in VB. Unfortunately they
  are coupled into larger programs or have ActiveX components. I may
  try to strip out the relevent code "sanitize it", and put it into a
  project or two and write up some documentation if I find the time
  during the coming weeks.

Re: twsapi: Re: automated login

Michel

#257

开云体育

Thanks 'tripack44'.

If you dont have time, I dont need documentation, nor 'sanitized' code. If you want, just copy relevant parts of your code and I'll do with it.

?

Michel

Show quoted text

-----Mensaje original-----
De: tripack44 [mailto:no_reply@...]
Enviado el: martes, 02 de julio de 2002 14:49
Para: twsapi@...
Asunto: twsapi: Re: automated login

I have a couple of programs that do this in VB. Unfortunately they are coupled into larger programs or have ActiveX components. I may try to strip out the relevent code "sanitize it", and put it into a project or two and write up some documentation if I find the time during the coming weeks.