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Re: twsapi: Automatic Trading

Shukrainternationals
 

开云体育

Please tell me how. I think I do not know it. I am new in this site.
?

----- Original Message -----
From: fmoslehi
Sent: Wednesday, July 10, 2002 7:48 PM
Subject: 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 in
that site.
>
>?? ----- Original Message -----
>?? From: fmoslehi
>?? To: twsapi@y...
>?? Sent: Wednesday, July 10, 2002 1:39 PM
>?? Subject: twsapi: 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
>
>
>
>
>
>???????? Yahoo! Groups Sponsor
>?????????????? ADVERTISEMENT
>?????????????
>???????
>
>?? To unsubscribe from this group, send an email to:
>?? twsapi-unsubscribe@y...
>
>
>
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Service.



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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,
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



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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,
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@y...



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Re: twsapi: New File: VB Qcharts sample project. Includes login, and sample chart.

Christian Czirnich
 

Scott,
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@...



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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 in
that site.

----- Original Message -----
From: fmoslehi
To: twsapi@y...
Sent: Wednesday, July 10, 2002 1:39 PM
Subject: twsapi: 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





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ADVERTISEMENT



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Service.


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 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


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
 

开云体育

I tried to see your system. There seems to be no message #620 in that site.
?

----- Original Message -----
From: fmoslehi
Sent: Wednesday, July 10, 2002 1:39 PM
Subject: twsapi: 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






To unsubscribe from this group, send an email to:
twsapi-unsubscribe@...



Your use of Yahoo! Groups is subject to the .


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: twsapi: Charting App using TWS price feed

cprins1408
 

Thanks for the input "shukrainternationals"

However can't find (any) demo software at metaserver.com
perhaps you have a demo for me.

I already own Tradestation 2000i

Thanks
Cees


Re: VB Qcharts Data Feed Integration Module

jerryse98
 

Hello

I am a Qcharts user and will be interested to see this.
Thanks

Jerry

--- In twsapi@y..., "marinindextrader" <marinindextrader@y...> wrote:
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


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 :
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.
-----Mensaje original-----
De: Christian Czirnich [mailto:crocodile_1964@g...]
Enviado el: martes, 09 de julio de 2002 21:45
Para: twsapi@y...
Asunto: twsapi: General VB Question: TOS display


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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twsapi-unsubscribe@y...



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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,
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


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.

-----Mensaje original-----
De: Christian Czirnich [mailto:crocodile_1964@...]
Enviado el: martes, 09 de julio de 2002 21:45
Para: twsapi@...
Asunto: twsapi: General VB Question: TOS display

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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twsapi-unsubscribe@...



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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
?


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 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


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.

----- Original Message -----
From: mickjenks
Sent: Tuesday, July 09, 2002 12:38 PM
Subject: twsapi: Charting App using TWS price feed

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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twsapi-unsubscribe@...



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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