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PureBytes Links
Trading Reference Links
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Tomasz, the last programing that I did was in
Fortran in 1963 on punch cards, so bear with me If this link below is
not related to the (EXTERNAL GLUE SOFTWARE)that is
necessary for the alerts from Amibroker to be able to enter
trades into IB's TWS. This auto-q-tion trading interface program willsend
orders from Tradestation to IB. It will also work with any program that will
print to a text file when triggered by a market signal. This program is
available for free download, they just ask for a donation to PayPal.
I am anxiously awaiting the final joining of Amibroker,(the glue program), and
IB, so I can start trading. I don't yet have Amibroker, but I am in close
contact with a friend who does, and I too am very impressed with it. Ron
D.
<A
href="">http://auto-q-tion.netfirms.com/
The info below is details about the interface
requirements. Ron D
<FONT
face=Verdana,Arial,Helvetica color=#000000 size=2>Yes it works with all
versions of Tradestation as well as esignal 7.0, WealthLab,Ensign andany
software which is able to print to a text file upon your market signals.
It reads the text file and translates the orders for execution on
InteractiveBrokers. the syntax is as follows: Each text line
is comprised of six items separated by commas. Item 1. Action
1). [place] to place a new order 2). [cxlplace] to cancel a
previously placed order and place a new order or to place a new order
where none existed before (cancel previous is ignored) 3). [modify] to
change price or order type on an existing order ( but you may not modify
from buy to sell or vice versa) 4). [cancel] to cancel an existing
order Item 2. Side 1). [BUY] 2). [SELL] 3).
[SSHORT] for stocks Item 3. Quantity Integer quantity of order
eg., 1 ,100 numtostr(numcontracts,0) in the TS strategy code
numtcontracts is an input variable which determines how many contracts or
shares for that trade. numtostr converts the number to a string format for
printing and ,0 tells numtostr to round to no decimals Item 4.
Order Type 1). [MKT] marketorder 2). [STP] stop order 3).
[STPLMT] stop limit 4). [LMT] limit order 5). [REL] relative order
6). [VWAP] volume weighted average price Item 5. Limit price
If you are using a limit or stop limit this item is the limit price
Item 6. Trigger Price If you are using a stop or stop limit
this is the stop price which triggers the order.
numtostr(buystp,2) in my TS code buystp is a variable which holds
the stop price on which to trigger numtostr converts the stop number
to a string for printing and ,2 tell numtostr to round to 2 decimals
because I am trading nq futures which are priced to 2 decimals.
Hope that helps
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