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Re: twsapi: Trader Guard - ES NQ futures ready app.
Shukrainternationals
开云体育I do not see any "Files"? link on my screen. I received
your email in the following format. How can I go to your web site from this
email to go to that 'Files" link? This? happened to me once earlier. Can I
be in your web site whenever I get an email from you like the following
one.
Thanks.
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Re: twsapi: Trader Guard - ES NQ futures ready app.
marinindextrader
"Download it from twsapi file area. I'll post it here within 3 days"
He hasnt uploaded it yet...but when he does you can get there from here by clicking on the Files link on the left sidebar <-----------------------------------Over There, see where it says FILES Or you can click this link: Scott --- In twsapi@y..., "Shukrainternationals" <shukrainternationals@c...> wrote: How to go to TWSAPI file area?scalpers to profit from every single trend change with "adaptiveAutomation Engine" monitoring market tick by tick and in real time.i like the most.request to me. I'll be happy to send you a copy.Service. |
Re: twsapi: Trader Guard - ES NQ futures ready app.
Shukrainternationals
toggle quoted message
Show quoted text
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Trader Guard - ES NQ futures ready app.
traderguard
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. Download it from twsapi file area. I'll post it here within 3 days (finishing GUI design only) If you inpatient or file is not there for any reason e-mail request to me. I'll be happy to send you a copy. traderguard@... |
Re: twsapi: Market Making App
Richard Foulk
} Hello. I'm a seasoned vb programmer and I've been trading with IB
} for a long while. I'm thinking about writing a fully automated } Market Making application that posts bids/asks automatically. I have } to admit, although I would have no problem writing the software } (which I don't mind sharing with everyone), I don't think I know } enough about market making. In general, when I try to post a test 10- } share sell/buy on a NASDAQ stock inside the bid/ask spread, it } doesn't seem to show up on the Bid/Ask. Is this because I'm not } posting lots? or is there some other restriction. I would love to } hear from people with similar interest, and get a move on this } project if it is feasible. } } Cheers, } } JS Glad to hear you consider yourself to be `seasoned'. :-) NASDAQ doesn't show orders less than 100 shares. Try Island and the Island book if you want to play with tiny trades. Richard |
Market Making App
fanjacks
Hello. I'm a seasoned vb programmer and I've been trading with IB
for a long while. I'm thinking about writing a fully automated Market Making application that posts bids/asks automatically. I have to admit, although I would have no problem writing the software (which I don't mind sharing with everyone), I don't think I know enough about market making. In general, when I try to post a test 10- share sell/buy on a NASDAQ stock inside the bid/ask spread, it doesn't seem to show up on the Bid/Ask. Is this because I'm not posting lots? or is there some other restriction. I would love to hear from people with similar interest, and get a move on this project if it is feasible. Cheers, JS |
twsapi: Re: VB Sample Project: How To Place An Order
marinindextrader
He was talking about different code Andrew...the footnote
discussion.... The proggie that demos orders is fine...its even customized for your 3030 start point...just download it and check it out Scott --- In twsapi@y..., multicen2002 <no_reply@y...> wrote: could you modify scott example and post it in file area??they will be (the orderid i mean) separated by 1 to 2 seconds(numbersseeing your bit on AI anyway.systemcreation timeanand date, convert it to a long value and then and use this as id.and time:store in a database, the id can be reconverted into its datevalueand reports can be printed on a time basis. and2,147,483,647 Y...type oftrade it was...Long or Short...arbitrary |
twsapi: Re: VB Sample Project: How To Place An Order
multicen2002
could you modify scott example and post it in file area??
i like to test drive it too. Thanks Andrew --- In twsapi@y..., "David" <kotomo@p...> wrote: Scott,after the other, TWS will complain about the duplicate order as they will be (the orderid i mean) separated by 1 to 2 seconds(numbers apart) another way is toDatePart("Y", Date) & IC and you cancel any orders that not filled through the gblOrderId() array. Of course, you would need to monitor it through the OrderStatus event. disturbing... when I helped you i did know that you had something to offer (AI).your bit on AI anyway. creation and value.time and date, convert it to a long value and then and use this as anid. value and reports can be printed on a time basis.2,147,483,647 the symbol...for instance all trades with cisco will be between X andY... of trade it was...Long or Short...arbitrary system is ridiculousService. |
Re: twsapi: TWS API VB - GONE..
David
开云体育cheer up Andrew...
you have got the guts to say sorry...
That's a lot, at least in my eyes.
David
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Re: twsapi: TWS_AP_VB -An addition to twsapi group
Richard Foulk
} Hello
} I just started new group based on great twsapi. } It is not any competition to existing group just extention for } VB programmers and newbies. } TWS_AP_VB will filter users and will focus on VB ONLY supporting } twsapi. } I am seting the TWS_AP_VB as membership only but everyone who } will POST a sample or partial code on twsapi for VB can join. } } I hope this will seperate ppl who want to share from all others } who just want to TAKE. } } Again.. THIS IS NOT A NEW GROUP.. if you just need help or advice } twsapi is the main group for all of us. } } any Q ?? contact me direct multicen2002@... } } That's just plain stupid! Don't be in such a hurry that you cause damage. There is not enough interest to support yet another group. And all the various languages supported by the API are similar enough that they should be discussed together for maximum benefit. So you're not much of a programmer and are trying to get others to do all your learning and work for you ... Well you're doing damage to the exchange of ideas. Back off! Relax. Richard |
twsapi: Re: VB Sample Project: How To Place An Order
marinindextrader
Your right...
Goes to show ya I really am coming up from the bottom on this... I think the premise is sound in terms of time I myself dont (wont) quibble to much on this. I just threw this out there... Probably a whole hell of a lot better to stick another dimension in an array and just time stamp the call Thanks for pointing out the obvious flaw. On the otherhand though, crafty order id assignment could be an advantage i suppose Scott FWIW: I didn't know an IF statment from Jack's Shinola 6 months ago...but I am trying like the dickens to learn fast...its the damn logic that beach slaps me down every time.... Thansk --- In twsapi@y..., "David" <kotomo@p...> wrote: Scott,after the other, TWS will complain about the duplicate order as they will be (the orderid i mean) separated by 1 to 2 seconds(numbers apart) another way is toDatePart("Y", Date) & IC and you cancel any orders that not filled through the gblOrderId() array. Of course, you would need to monitor it through the OrderStatus event. disturbing... when I helped you i did know that you had something to offer (AI).your bit on AI anyway. creation and value.time and date, convert it to a long value and then and use this as anid. value and reports can be printed on a time basis.2,147,483,647 the symbol...for instance all trades with cisco will be between X andY... of trade it was...Long or Short...arbitrary system is ridiculousService. |
Re: twsapi: Re: VB Sample Project: How To Place An Order
David
开云体育Scott,
the problem with your code is that if you put orders
through? one after the other, TWS will complain about the duplicate order
as they will be (the orderid i mean) separated by 1 to 2 seconds(numbers
apart)
another way is to
Public gblOrderId&()
DIM IC%
?
ReDim Preserve gblOrderId(IC)
IC = IC + 9 gblOrderId(IC) = DatePart("YYYY", Date) & DatePart("M", Date) & DatePart("Y", Date) & IC ?
This way you know the day of the year and all orders of that
day, and you cancel any orders that not filled through the gblOrderId() array.
Of course, you would need to monitor it through the OrderStatus
event.
?
Thanks
David
PS Andrew your comments about sharing and not sharing are
disturbing...
when I helped you i did know that you had something to offer
(AI).
Just go with the flow... you may enjoy it. I would not mind
seeing your bit on AI anyway.
?
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order IDs
Robert Carey
开云体育You have to keep track of your trading over time.
You have to keep track of what you or your Automated Trading System is doing.
You need to store what was done, when, and why.
Besides, the IRS is coming on 4/15/2003 for sure,
if not sooner.
That means storage of your trading events on a hard
drive and with backup.
I choose to use the Microsoft .mdb format and
access it from VB?with DAO 3.6.
There is a table of trades. It has an entry order
number and an exit order number in each record. There are lots of other fields
to keep track of when, where, and why.??
A recordset RS.TradesEnter is created indexed on
the openOrderNumber.
A recordset RS.TradesExit is created indexed on the
exitOrderNumber.
They both point to the same table.
? Creating a unique entry order number is as
follows.
RS.TradesEnter.MoveLast
thisEntryOrderNumber =
RS.TradesEnter![openOrderNumber] + 2
thisExitOrderNumber = thisEntryOrderNumber +
1
Now create a new trade record.
RS.TradesEnter.AddNew
??? RS.TradesEnter![openOrderNumber]
= thisEntryOrderNumber
???
RS.TradesEnter![closeOrderNumber] = thisExitOrderNumber
RS.TradesEnter.Update
?
When a fill arrives, whether partial of full,
RS.TradesEnter updates the when,where,why fields.
When you or your ATS decides to close a position,
RS.TradesExit "seeks" this ExitOrderNumber and updates the when, where, why
fields.
That should keep you and the IRS
happy.
Comments?
RCarey
? |
Re: VB Sample Project: How To Place An Order [Code]
marinindextrader
I wrote:
"Put a Text1 textbox on your form. Put a Command1 command button on your form Add a Simple BAS Module" And lamed out by not saying: Make sure you change the multiline property of your text box to True....The default is false Unless multi-line is selected you get these funney looking black box like charecters in your string and it just runs on.. Scott |
twsapi: Re: VB Sample Project: BEER TIME
marinindextrader
I am going to have a beer now.
Thanks to whoever brought up the whole order id question.... I needed to start working on this and his question forced my day to focus on and understand the order process... Scott <----------tossing back a Boddingtion Ale --- In twsapi@y..., "Bruce Hawkins" <hawkinsk001@h...> wrote: Thanks once again Scott,[Code] off for 1 Contract of September " & _in your array"As Long, _As String, _As String, _lmtPrice As Double, _value; 1, 5, 10 etcat it 'you will see that if the next available IB id is greater thanincrament If m_theirID < m_myID Thenorder ReDim Preserve m_arrOrders(12, UBound(m_arrOrders, 2) + 1)make the orderline OrderString = OrderString & "Trade: " & iTemp + 1& ", " & _end of theiTemp) & vbCrLfiTemp) & ", "Service. |
Re: VB Sample Project: How To Place An Order
marinindextrader
Here is the footnote I left off concerning order id's, thier creation
and value. Why choose an arbitrary value for an order id? I might suggest that your order id system be based on time. Using various functions one can extract a string from the system time and date, convert it to a long value and then and use this as an id. Why would one want to do this? If they were (in the future) to decide to capture all trades and store in a database, the id can be reconverted into its date value and reports can be printed on a time basis. Here is a crude example of creating an id based on date and time: Example Date: 6/20/02 10:24:17 AM Private Sub Command2_Click() Dim newString As String Dim newId As Long newString = newString & Month(Date) newString = newString & Day(Date) newString = newString & DatePart("h", Now) newString = newString & DatePart("m", Now) newString = newString & DatePart("s", Now) Text1 = newString 'displays 620102417; a unique number newId = CLng(newString) 'convert to long value 'this value is within the confines of Long type data: 2,147,483,647 End Sub There are other reasons to manipulate the order id... What if you want your id to be based on a conditional check of the symbol...for instance all trades with cisco will be between X and Y... Or...if you trade options you might want an order prefix that describes where in the money you are...or something like that.. I dont know much about options specifications Or...you may want use an ordering system that relates to the type of trade it was...Long or Short... The choices are endless, and to dismiss everything but an arbitrary system is ridiculous If your storing the number...put it to work Scott Owner TWS API Yahoo Discussion Forum "The other Yahoo Board" heheheheh |
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