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Dingo, this reply is about IB basket orders, but first, thanks for your recent suggestion for me to buy the Sept. issue of MAXIMUM PC.
I finally found a copy of , at FRYS, but will have no time to start reading it till this weekend.
I do no backtesting, at all. I just run scans, and visually select those that I want to buy.
If it is not too much extra work, I would appreciate it if you could also make a version of the code you are working on that will allow one to simply view the individual charts of a scan or exploration, and then simply click the mouse to cause the selected stocks to be placed in an Interactive Brokers basket order.
Such an automated system will work like this. Run scans on the nightly downloads of EOD stock data from my MSO stock data supplier. Then I will look at the charts, choose those worthy of buying, and then hopefully, I will be able to just use a Mouse click to send them into an Interactive Brokers Basket order to be bought on the open of the following day.
I never use stops, I make sell decisions by viewing the new charts patterns each night. For those that I decide to sell, I would like to use a similar Interactive Brokers automated Basket Order system that will sell the whole Basket on the open of the following day.
I always sell the entire number of shares in any stock that gives me a sell signal, and I never purchase an additional number of shares of any stock that I currently hold a position in.
I have not yet studied up on how to use the Interactive Brokers Basket orders, but when I do start using them, an automated code would be a great way to go. Ron D
----- Original Message -----
From: dingo
To: amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, September 08, 2004 8:09 PM
Subject: RE: [amibroker] creating a basket order file
are you working with eod? what delay are you using?
d
_____
From: ed nl [mailto:ed2000nl@xxxxxxx]
Sent: Wednesday, September 08, 2004 5:57 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] creating a basket order file
hi Dingo,
yes I know these functions but how do I use them and tell them to output
what to buy and sell on the last day of the backtest. For instance the
simple system below. How do I create this particular output using these
functions?
rgds, Ed
// simple sys
SetOption("InitialEquity", 100000 );
SetOption("MaxOpenPositions", 4 );
PositionSize = -25;
SetTradeDelays(1,1,1,1);
Buy = Cross(RSI(14),30);
Short = Cross(70,RSI(14));
BuyPrice = O;
SellPrice = O;
Sell = 0;
Cover = 0;
ApplyStop( stopTypeNBar,stopModeBars,5,ExitAtStop = 1,Volatile = False,
ReentryDelay = 1 );
ShortPrice = O;
CoverPrice = O;
PositionScore = 50-StochK(14);
----- Original Message -----
From: dingo
To: amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, September 08, 2004 11:36 PM
Subject: RE: [amibroker] creating a basket order file
File Input/Output functions
* fclose
<mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fclose.html>
(File Input/Output functions) - close a file (AFL 2.5)
* feof
<mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/feof.html>
(File Input/Output functions) - test for end-of-file (AFL 2.5)
* fgets
<mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fgets.html>
(File Input/Output functions) - get a string from a file (AFL 2.5)
* fopen
<mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fopen.html>
(File Input/Output functions) - open a file (AFL 2.5)
* fputs
<mk:@MSITStore:C:\Program%20Files\Amibroker\Broker.chm::/afl/fputs.html>
(File Input/Output functions) - write a string to a file (AFL 2.5)
From the help file..
d
_____
From: ed nl [mailto:ed2000nl@xxxxxxx]
Sent: Wednesday, September 08, 2004 5:29 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] creating a basket order file
hi,
I am trying to make a basket order file for Interactive Brokers. I use a
portfolio type backtest and I would not know how to be able to influence
the
output. The output file would contain something like this
BUY, 100, MSFT, STK, SMART, LMT, 52.85,
BUY, 100, FITB, STK, SMART, LMT, 58.25,
SELL, 100, AAPL, STK, SMART, LMT, 30.22,
COVER, 100, BRCM, STK, SMART, LMT, 15.55,
SHORT, 100, PETM, STK, SMART, LMT, 22.44,
any ideas?
thanks, Ed
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