twsapi: Trader Guard - ES NQ - Does it need a specific IB Build ?
Do we need a specific IB Build ? Latest one ?
usually when they update their API some functions do not work properly,
could you please clarify?
eduardo
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VB New Sample Code: Auto Select Expiry For Index Products
VB: This code automatically assigns the correct expiry string based
on the present date. Primarily for Index Futures products that roll
quarterly. Subscribes to the second Thursday rule.
Now in the files section:
http://groups.yahoo.com/group/twsapi/files/
Project requires:
Form1 form
Moudle1 module
Label1, Label2 Label3 labels
Command1 Command button
'Code Starts
'FormCode
Option Explicit
Private Sub Command1_Click()
Label1 = fxExpiry
Label3 = "This Contract Rolls On: " & fxRollOverDate _
& vbCrLf _
& fxDaysRemaining & " Days Left"
End Sub
Private Sub Form_Load()
Label2.Caption = _
"INDEX CONTRACT EXPIRY FINDER" & vbCrLf & vbCrLf & _
"This code will properley return the expiry based " & _
"on the present date." & vbCrLf & vbCrLf & _
"It confroms to the standard that contract trading" & _
" rolls over on the second thursday of the month of
expiration." & _
vbCrLf & vbCrLf & "Todays Date: " & Date
Label1 = fxExpiry
Label3 = "This Contract Rolls On: " & fxRollOverDate _
& vbCrLf _
& fxDaysRemaining & " Days Left"
End Sub
'Module Code
Option Explicit
Private m_qtr As Integer
Private m_ContractDate As Date
Function fxExpiry() As String
Dim firstVBday As Integer
Dim StartDate As Date
m_qtr = DatePart("q", Date)
Select Case m_qtr
Case 1
StartDate = "3/1/" & Year(Now)
firstVBday = Weekday(StartDate)
m_ContractDate = fxContractDate(StartDate, firstVBday)
Case 2
StartDate = "6/1/" & Year(Now)
firstVBday = Weekday(StartDate)
m_ContractDate = fxContractDate(StartDate, firstVBday)
Case 3
StartDate = "9/1/" & Year(Now)
firstVBday = Weekday(StartDate)
m_ContractDate = fxContractDate(StartDate, firstVBday)
Case 4
StartDate = "12/1/" & Year(Now)
firstVBday = Weekday(StartDate)
m_ContractDate = fxContractDate(StartDate, firstVBday)
End Select
fxExpiry = fxNewString()
End Function
Function fxRollOverDate() As String
Dim tempDate As Date
'Call fxExpiry
Select Case m_qtr
Case 4
If Date > m_ContractDate Then
tempDate = fxContractDate("3/1/" & Year(Now) + 1, _
Weekday("3/1/" & Year(Now) + 1))
fxRollOverDate = tempDate
Else
fxRollOverDate = m_ContractDate
End If
Case Else
fxRollOverDate = m_ContractDate
End Select
End Function
Function fxDaysRemaining()
Dim tempDate As Date
'Call fxExpiry
Select Case m_qtr
Case 4
If Date > m_ContractDate Then
tempDate = fxContractDate("3/1/" & Year(Now) + 1, _
Weekday("3/1/" & Year(Now) + 1))
fxDaysRemaining = tempDate - Date
Else
fxDaysRemaining = m_ContractDate - Date
End If
Case Else
fxDaysRemaining = m_ContractDate - Date
End Select
End Function
Private Function fxContractDate(ByVal dStart As Date, ByVal iDay As
Integer) As Date
If iDay = 5 Then
fxContractDate = dStart + 7
Else
Do
dStart = dStart + 1
Loop Until Weekday(dStart) = 5
fxContractDate = dStart + 7
End If
End Function
Private Function fxNewString() As String
Dim strYear As String
Dim strMonth As String
Dim arrMonth(1 To 4)
arrMonth(1) = "03": arrMonth(2) = "06"
arrMonth(3) = "09": arrMonth(4) = "12"
If Date < m_ContractDate Then
strMonth = arrMonth(m_qtr)
strYear = Year(Date)
Else
If Date = m_ContractDate Then
MsgBox "Contract Rolls Today!" _
& vbCrLf _
& " Liquidity At Issue" _
& vbCrLf _
& "Next Contract Selected"
End If
If m_qtr < 4 Then
strMonth = arrMonth(m_qtr + 1)
strYear = Year(Date)
Else
strMonth = arrMonth(1)
strYear = Year(Date) + 1
End If
End If
fxNewString = strYear & strMonth
End Function
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Trader Guard - ES NQ - 23MB program - get it from website.
2
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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WG: twsapi: java api, maximum number of requests at a time ?
2
I think this is something the API is probably not meant for.
I think that IB wants to help their clients to do lots of profitable
trades, and that?s why they developed TWS and the API.
If you want to get a few hundred tickers at a time, my opinion is that you
should subscribe a datafeed somewhere else. eSignal and PCQuote have API?s
that might be useful to you.
They are specialised on providing real time data.
Marcus
-----Ursprungliche Nachricht-----
Von: usernew [mailto:no_reply@...]
Gesendet: Monday, July 01, 2002 11:37 AM
An: twsapi@...
Betreff: twsapi: java api, maximum number of requests at a time ?
I am using the Java API. When I send more than 40 or so requests for
ticker info, I get the following exception:
Error: Max number of tickers has been reached.
Then I tried to do the following:
connect;
for(i=0, i < 40; i++) send requests;
capture info using event handlers;
disconnect;
connect;
for(i=0; i < 40; i++) send requests;
capture info using event handlers;
disconnect;
etc.
But the problem is each time there is a connect() call, someone needs
to manually click on the "Yes" button on the dialog that asks "Accept
incoming connection attempt?"
I want to be able to download info on few hundred tickers at a time,
what should I do ?
Thanks in advance.
|
java api, maximum number of requests at a time ?
2
I am using the Java API. When I send more than 40 or so requests for
ticker info, I get the following exception:
Error: Max number of tickers has been reached.
Then I tried to do the following:
connect;
for(i=0, i < 40; i++) send requests;
capture info using event handlers;
disconnect;
connect;
for(i=0; i < 40; i++) send requests;
capture info using event handlers;
disconnect;
etc.
But the problem is each time there is a connect() call, someone needs
to manually click on the "Yes" button on the dialog that asks "Accept
incoming connection attempt?"
I want to be able to download info on few hundred tickers at a time,
what should I do ?
Thanks in advance.
|
another java dev here, UNIX/Linux questions...
2
Hello everyone, I'm another professional Java developer more than
willing to lend a hand if anyone needs it. I also have more than 5
years of Java dev experience, on all levels but mostly involving UI
development, and especially swing...and data vis. :)
Also have a good bit of C++ experience.
I'm curious about two things as I get started on my own Java
project involving IB and their API. First, I think I'm understanding
that you have to have TWS running locally and that the socket client
checkbox must be checked in order to use the API. Is this correct? It
seems it must be true because the API does not offer any login
support.
Second, does anyone have experience using the Linux/UNIX client or
the Linux/UNIX APIs? Love to hear about any potential problems there.
Thanks!
Randy
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twsapi: Trader Guard - ES NQ futures ready app.
I?m unable to download the prog
anywhere...
?
Can you send it to me via eMail (i have enough
space...)
Or can you give me the link to download
it?
?
?
Thanks
?
Manuel
|
Modifying an order & testing
4
Hi,
First post in this forum. I hope this question han't been posted
before.......
The only thing that I'm really missing is a trailing stop.
Anyone managed to code something like that?
If so please mail me the code or point me to an example.
It would save me huge amounts of time.
Finally away from the screen for a few hours :-)
I can code a bit in VB6. Level... erm... advanced 'Hello world' ;)
But if anyone would be so kind to share a few lines of code that
modifies an order I have enough to build on.
Is their a way to test without placing real trades?
Needless to say a little bug can cost 1000's........
Looking forward to the replies.
And to the founder(s) of this group: Great initiative!
Kind regards.
|
TWS Error Handling
Does anyone have a comprehensive list of all or most of the possible
error strings that are fed through Tws1_errMsg ?
It sure would be nice to have a full list and a cross refrence index
to handle errors...
A library of err text strings if you will that can be refrenced and
then acted on if necessary...very much akin to VB's own error
handling....
If TwsErr = 11 Then
[do stuff]
Else
[do other stuff]
EndIf
Scott
|
twsapi: TWS Error Handling
I've made over a hundred trades with the ActiveX
and VB. So far the api hasn't thrown any errors.
One trade had an invalid order ID and was never
executed. There was no error thrown by the API.
RCarey
|
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
http://members.lycos.co.uk/tguard/trading/TraderGuard 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.
|
LINK to: TraderGuard , IB TWS scalping tool
sorry:
just go here then:
http://members.lycos.co.uk/tguard/trading/
|
TR : twsapi: Re: LINK to: TraderGuard , IB TWS scalping tool
Message
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 a demo for
NQ
or ES
with a limit in time ???
?
that
would have been far smarter....
|
RE : twsapi: Re: LINK to: TraderGuard , IB TWS scalping tool
2
Message
I
can't confirm that it is safe so far...The file is huge for what it does which
is a bit strange for me...
?
Don't
like to see software from a guy that doesn't give his idea and use an alias
and
super
hyper marketing :)
?
Can
someone check the TCP ports that it is using and the files he is using to see if
there is not
a
trojan or a virus in it ?
?
Thanks
|
twsapi: Re: automated login
2
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
|
twsapi: LINK to: TraderGuard , IB TWS scalping tool
I have a feeling you may be playing games with people. Are
you?
|
twsapi: Re: LINK to: TraderGuard , IB TWS scalping tool
2
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
|
Retrieving Market Depth from TWS
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
|
twsapi: Trader Guard - ES NQ - 23MB program - get it from website.
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
|
Trader Guard - ES NQ - NEW URL link
======== Trader Guard - ES NQ - NEW URL link ========
DOWNLOAD LINK:
http://users.lvcm.com/traderguard/TGuardSetup.exe
=====================================================
Website at LYCOS is closed by LYCOS admin. reason:
To many downloads !
DO NOT USE:
http://members.lycos.co.uk/tguard/trading
sorry for that..please use right link now.
AMJ
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