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Ed Said>> I am trying to make a basket order file for Interactive Brokers.
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Dingo, the only things I study a lot are the chart behaviors of RSI(14) and Stochk(14), so when I saw Ed's post that mentioned Interactive Brokers, and Basket in the same sentence, I just assumed that It might involve coding similar to what would be required to facilitate the creation of Interactive Brokers basket orders automatically.
Regarding the fast computer, yes the answers are very useful. After I read MAX PC, I am sure that I will be thoroughly flumoxed . Ron D
----- Original Message -----
From: dingo
To: amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, September 08, 2004 9:08 PM
Subject: RE: [amibroker] creating a basket order file
Re: Max PC - You're welcome - I look forward to each issue. How's the
purchase of your new system going? Did you get any answers that helped? Or
did you get flummoxed by them?
Re: " the code you are working on " - is this directed at me? If so, I'm
not working on any code to do this.. I had surveyed the group about rolling
backtests and have that (or something even better) in the "to do" basket.
d
_____
From: mrdavis9 [mailto:mrdavis9@xxxxxxxxxx]
Sent: Thursday, September 09, 2004 10:02 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] creating a basket order file
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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