New Project Uploaded for VB6: AutoConnect
Thanks for the positive feedback, and I'm glad you like it!
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twsapi: My project...
Thanks for the description, Brian. Very interesting.
} [...]
}
} So far it's working great with the demo system (when it's up and
} running that is.. ugh!) I still have to code the section that
} removes the sold stock from the bought grid, and of course I want to
} test it alot this week before going live with my account.
}
This is where a realtime demo mode would be helpful. The ability to
test everything during market hours on real data without risking funds
makes lots of sense.
You know that's the way IB would do their own testing.
Richard
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My project...
3
I wrote my interface this weekend, and I thought I'd post a
screenshot in the files section and let you all know what I'm doing.
Maybe it'll help others with ideas or whatever. Here's the
screenshot...
http://groups.yahoo.com/group/twsapi/files/TradeButler_v1.gif
A quick summary of the program is this.. it monitors a list of stocks
throughout the day, testing for stength with TraderBot's short term
timing tool (traderbot.com), then buys the stocks that pass that
strength test. It also tracks the bought stocks with a trailing stop
based on each stock's 14-day Average True Range and will sell any
stocks that go below the stop price.
Each weekend I'll make a "bucket" of 20 stocks that I want to
consider for trading the following week. These stocks are read from
a text file when TradeButler starts and put in the Bucket grid. It
also gather's account info... Cash Balance and Stock Value.
"Max Held" is how many stocks I want to own at any one time, and
the "Keep %" is the percentage of my total cash account I want to
leave as cash. Based on those figures, the "Next Buy" tells you the
cash that will be spent on each stock. "ATR x" is the ATR mutiple
for the sell stop. The lower the number the tighter the stop will
trail to the stock price.
Once per minute the program grabs the current TraderBot value from
TraderBot.com and places that score in the "Rank" column in the
Bucket grid. 1 is the weakest, 5 the strongest. The +, - and =
symbols in the "Trend" column tracks if the Rank value increases,
decreases or stays the same oer time.
A market buy order is placed if the Rank value is 4 or 5 and the last
trend is a + sign. The stock symbol is then taken from the Bucket
grid and put in the "Bought" grid, then the trailing stop is
calculated and put in the "Sell$" column. Other values there are the
bought price (Buy$), current 14-day ATR (ATR) and shares bought
(Shares).
Each minute the sell stop is updated and checked against the current
price. If the stop is equal or above the current price a market sell
order is sent and then the symbol removed from the Bought grid.
My Bucket stocks this week are picked with other programs. I picked
from the S&P 100, 500, Nasdaq 100 and Dow 30, stocks with...
- Postive EPS Growth over the past year
- Postive Earnings compared to its Industry
- Postive Earnings Suprises Growth over the past year
- Postive Estimates Growth over the past year
- Postive Income Growth over the past year
- Postive Revenue Growth over the past year
- Positive Analyst Target
- TraderBot Short Term Timing score greater than 1
- Positive Quicken.com Stock vs. Industry Evaluator
Here's those picks...
HRB BBBY LTD WLP FDO COF KSS MHP BMET AIG BRCD MERQ FRX MCHP YHOO
CEFT HI ESRX ABC HDI
That's about it... I'm excited to see how this works! I may add lots
of other features into this, like only consider buys starting an hour
after open to an hour before close (an easy time check could
accomplish that). I also may test a few of the major index stocks
(QQQ, etc.) and look at their short term strength before considering
any buys... that's probably my next feature to add.
So far it's working great with the demo system (when it's up and
running that is.. ugh!) I still have to code the section that
removes the sold stock from the bought grid, and of course I want to
test it alot this week before going live with my account.
I hope this helps generate some interest and/or ideas for the group!
I'll post my progress every so often, especially if I uncover any
quirks with the API.
Brian
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Must Have Features
Below are listed some of the features that are critical to a trading
interface (for me). Please add items that are important to you so we
can compile a list of best features.
Order Types:
------------
Market
Limit
Stop
Trailing Stops
Stop Limit
MIT
Cancel All open orders
Buy All (buy predetermined amount of each market)
Sell All (sell predetermined amount of each market)
Exit all open positions (go flat everything)
Simple up/down keys to quickly increase/decrease price and
shares/contracts for open orders.
Always on top option
Compact Mode (to maximize screen real estate)
Ability to Edit/Delete/Manually enter trades
Trade Log including the following fields
---------------------------------------
Symbol
Date/Time
Position
Buy/Sell amount
Price
P&L/Loss
Cumulative P&L/Loss
Max Open Position P&L
Max Open Position Drawdown
Statistics to analyze performance:
----------------------------------
Total Net Profit Profit Factor
Gross Profit Gross Loss
Max Open Drawdown Max Closed Drawdown
Total Trades Percent Profitable
Winning Trades Losing Trades
Scratch Trades Scratch Trades %
Total Commissions Commiss % of Gross
Largest Winner Largest Loser
Average Winner Average Loser
Avg Win/Loss Ratio Average Trade
Max Consec Winners Max Consec Losers
Total Shares Traded Max Shares Traded
Avg Shares Traded Expected Return
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Datafeed TWS to Fibonacci Trader - PLEASE HELP!!!!!
I have problems with a lot of data vendors (inaccurate or no data)
so I want to "grab" the data out of TWS
I know it works with Excel, now I want to use it in Fibonnaci Trader
.
Fibonacci Trader also works with DDE and DDE2 links but I don't have
knowledge of data feeds, api's, dde's at all
In Fibonacci trader I have to specify:
server name
topic
symbol
IB doesn't help, they only gave me the link to this discussion
board.
Do you know a way to get data in Fibonacci Trader? I only need the
last price.
If hope you can help me, many thanks in advance.
Regards,
Cees Prins
The Netherlands
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Charting App using TWS price feed
2
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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General VB Question: TOS display
2
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: General VB Question: TOS display
2
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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Excel or my own VB app
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.
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VB Qcharts Data Feed Integration Module
2
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
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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 http://groups.yahoo.com/group/Trading_Systems and read
message #620 (as well as others in that thread).
-fm
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twsapi: New File: VB Qcharts sample project. Includes login, and sample chart.
3
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 *
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: http://groups.yahoo.com/group/twsapi/files/QchartsExample.zip
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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twsapi: Automatic Trading
4
I tried to see your system. There seems to be no message #620
in that site.
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New File: VB Qcharts sample project. Includes login, and sample chart.
4
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: http://groups.yahoo.com/group/twsapi/files/QchartsExample.zip
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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I am getting a little PO'd
Why in the world do the hyperlinks keep getting cut off?
Do I have to unwrap the message before I send it?
Grrrrrr
Scott
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twsapi: I am getting a little PO'd
They are too long :-)))
* REPLY SEPARATOR *
Why in the world do the hyperlinks keep getting cut off?
Do I have to unwrap the message before I send it?
Grrrrrr
Scott
To unsubscribe from this group, send an email to:
twsapi-unsubscribe@...
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CZIRNICH , WOLF und Kollegen
Rechtsanwaelte
Rechtsanwalt Christian Czirnich
Taetigkeitsbereich EDV- und Onlinerecht
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Tel.: +49-89-17862-112
Tel.: 0700-CZIRNICH
Fax: 49-89-17862-120
E-Mail: christian.czirnich@...
URL: www.onlinekanzlei.de
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Java API, ordering question
3
When I say qty=500, and market order type, price = 20.00,
how does IB fulfill the order if it is not able to find all 500
shares at 20.00 ? How will I know the prices at which different
portions were bought ? What else should I be careful of while using
MKT order type.
Thanks.
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twsapi: Charting App using TWS price feed
22
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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twsapi: Re: Java API, ordering question
Hi,
<When I submit an order of type MKT, it will sell stocks at whatever
<the market bid price happens to be when I submit the order ? and it
<will buy stocks at whatever the market ask price happens to be ?
<Also, I am still curious about what happens if it is not able to find
<all the stocks I am requesting at one price. I assume it will do
<partial fills with different prices. I can tell this because there is
<the average price coming in to orderStatus() event. Is it possible to
<tell how many of the stocks were purchased at what price without
<doing any guessing ?
That's what the market order is expected to do. It will get you in or out of the market on the next available price/prices, regardless of the sharesize. On July 2nd, IDPH gave a great example what happens, if you sell 1 million shares at the market (8 $ down in 2 minutes, back near normal during the next 30 minutes) So with a market order you can be sure, you'r in or out. A market order will also get you in on any short, but it will wait for the next uptick, so you can't know the level you will be filled in advance, if the order is entered on a downtick.
Unless a stock is halted during the execution of your order, there is no partial fill. In comparison a limit order might or might not fill or you might get a partial fill, depending on the shares available at your level.
I'm not sure if the API provides all the details of the executions, but you can get all the details concerning the different fills from the Executions Window on IB's Trader Workstation. IMHO, for P/L calculation it should be sufficient to work with the average price, as this is the price you paid plus one times commission.
Have a nice weekend,
croc
Thanks.
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------------------------------------------------------------------------------------
CZIRNICH , WOLF und Kollegen
Rechtsanwaelte
Rechtsanwalt Christian Czirnich
Taetigkeitsbereich EDV- und Onlinerecht
Fachjournalist fr Rechtsthemen
Noerdliche Auffahrtsallee 65
80638 Mnchen
Tel.: +49-89-17862-112
Tel.: 0700-CZIRNICH
Fax: 49-89-17862-120
E-Mail: christian.czirnich@...
URL: www.onlinekanzlei.de
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