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I'm having trouble understanding the special variable sigscaleout. I'm
reading from the help file below.... Does this line actually create a sell?
And what exactly is the variable sigscaleout? Thanks in advance
For example to liquidate 50% of position simply use
SetPositionSize( 50, spsPercentOfPosition * ( Buy == sigScaleOut ) );
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, October 18, 2005 6:42 PM
Subject: Re: [amibroker] Re: New Interactive Brokers plugin (1.4.3)
> Hello,
>
> Out of frustration caused by these long backfill times I have included
> a couple of high-resolution timers to get timing profile of various parts
> of the plugin. The plugin timings were great, but... to my surprise
> - speed limiting factor is the TWS API implementation that uses
> one-character-at-time unbuffered socket reading.
> I expect getting some serious speed increase using custom code.
> A very sad thing in that is that one can not rely on other's people code
> (TWS API) and everything needs to be rewritten to get optimum speed.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "ronbo" <ronbo@xxxxxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, October 18, 2005 9:59 PM
> Subject: RE: [amibroker] Re: New Interactive Brokers plugin (1.4.3)
>
>
>> Thanks--TJ. my times are longer than twice.... i'm using 10 symbols.
>> you
>> are also backfilling from a European server, i'm in the US, so a
>> different
>> server and time of day may make a difference.
>>
>> Another funny thing i noticed with 1.43 just a few minutes ago. qmx5 is
>> about to expire so i added a new symbol, qmz5. i did a backfill using
>> 1.42
>> and got 2 days of data. i closed AB and copied 1.43 to the plug-in
>> folder,
>> did a backfill current and it just updated from the time i had closed AB
>> while copying over IB.dll 1.43. i deleted qmz5, and then created it over
>> with new symbol, did a backfill current and now i get 5 previous days
>> plus
>> today.
>>
>> Does the backfill only fill 5 days if it is a new (empty) symbol? or is
>> the
>> problem that it won't backfill a symbol which was created with a previous
>> version of IB.dll? or is it something else?
>>
>> ron
>>
>>
>> -----Original Message-----
>> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
>> Behalf Of Tomasz Janeczko
>> Sent: Tuesday, October 18, 2005 11:54 AM
>> To: amibroker@xxxxxxxxxxxxxxx
>> Subject: Re: [amibroker] Re: New Interactive Brokers plugin (1.4.3)
>>
>>
>> Hello,
>>
>> I have re-tested both. My findings are as follows:
>>
>> When both plugins are set to backfill just one day,
>> 1.4.3 (new one) is FASTER than 1.4.2.
>>
>> When 1.4.3 is set to backill 5 days it is about 2 times slower
>> than 1.4.2 that backfills only one day.
>>
>> So you see "faster" old plugin because it simply does not get
>> as much history as new plugin. This is logical consequence
>> of getting more data that you were crying for all the time.
>>
>> Next version will provide user definable field on how much days
>> to backfill, so you can adjust back to 1 day only.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "me_rayme" <rayme@xxxxxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Tuesday, October 18, 2005 7:09 PM
>> Subject: [amibroker] Re: New Interactive Brokers plugin (1.4.3)
>>
>>
>>> Thanks for 1.42, that fixed it and no hangups
>>>
>>> Ray
>>>
>>> --- In amibroker@xxxxxxxxxxxxxxx, "ronbo" <ronbo@xxxx> wrote:
>>>>
>>>> if u want 1.42 emailed to you, email me directly. ronbo at
>>> highstream dot
>>>> net
>>>>
>>>> i too have slow problems. i never had that with 1.42. i don't
>>> have hang
>>>> problems or crashes though.
>>>>
>>>> TJ, if you read this--is there a way for you to add a selection in
>>> the IB
>>>> plug-in (not database settings) to any backfill say 2 days, or 5
>>> days, or in
>>>> most cases for me---1 day for all RTQ symbols.
>>>>
>>>> hopefully others will add to this request... since we're on the
>>> subject.
>>>>
>>>> ron
>>>>
>>>>
>>>> -----Original Message-----
>>>> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
>>> On
>>>> Behalf Of me_rayme
>>>> Sent: Monday, October 17, 2005 9:38 PM
>>>> To: amibroker@xxxxxxxxxxxxxxx
>>>> Subject: [amibroker] Re: New Interactive Brokers plugin (1.4.3)
>>>>
>>>>
>>>> I have similar problems takes maybe several minutes and is very
>>>> slow. I have only 10 RT futures, if I do one at a time, takes
>>>> several minutes. After that it is Ok.
>>>>
>>>> When I do all six it hangs up and have to do ctl/alt/del .
>>>>
>>>> Can we go back to the old one, I did NOT save it.
>>>>
>>>> Ray
>>>>
>>>>
>>>> --- In amibroker@xxxxxxxxxxxxxxx, "spacetalk123"
>>> <spacetalk123@xxxx>
>>>> wrote:
>>>> >
>>>> > Hello,
>>>> > have tried the update today, backfilling all RT symbols. It works
>>>> for
>>>> > the first 3 symbols, after this computer hangs for about 3
>>>> minutes.
>>>> > Pressing CTRL-ALT-DEL shows:
>>>> > Amibroker (program not responding).
>>>> >
>>>> > Sometimes resources drop from 70% below 20% (WinME, 800MHz). Have
>>>> > tried to set lowest priority for Broker, no result. Backfill must
>>>> not
>>>> > be done very fast, but the other tasks should not be stopped in a
>>>> > multitasking system.
>>>> >
>>>> > After the 3 min., all is running normally again.
>>>> >
>>>> > Any suggestions?
>>>> >
>>>> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
>>>> <amibroker@xxxx>
>>>> > wrote:
>>>> > >
>>>> > > Hello,
>>>> > >
>>>> > > A new version (1.4.3) of Interactive Brokers plugin has been
>>>> > released:
>>>> > >
>>>> > > More information and download link here:
>>>> > > http://www.amibroker.com/ib.html
>>>> > >
>>>> > > CHANGES (since 1.4.2)
>>>> > >
>>>> > > + full 5-day backfill for all symbols
>>>> > > + IDEALPRO now uses MIDPRICE instead of BID to get cleaner
>>>> > backfill, but user can switch back to BID in config screen.
>>>> > >
>>>> > > Best regards,
>>>> > > Tomasz Janeczko
>>>> > > amibroker.com
>>>> > >
>>>> >
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>> Please note that this group is for discussion between users only.
>>>>
>>>> To get support from AmiBroker please send an e-mail directly to
>>>> SUPPORT {at} amibroker.com
>>>>
>>>> For other support material please check also:
>>>> http://www.amibroker.com/support.html
>>>>
>>>>
>>>> Yahoo! Groups Links
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>> --
>>>> No virus found in this incoming message.
>>>> Checked by AVG Anti-Virus.
>>>> Version: 7.0.344 / Virus Database: 267.12.1/136 - Release Date:
>>> 10/15/2005
>>>>
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>>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>> Please note that this group is for discussion between users only.
>>>
>>> To get support from AmiBroker please send an e-mail directly to
>>> SUPPORT {at} amibroker.com
>>>
>>> For other support material please check also:
>>> http://www.amibroker.com/support.html
>>>
>>>
>>> Yahoo! Groups Links
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>
>>
>>
>> Please note that this group is for discussion between users only.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>>
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>>
>>
>>
>> --
>> No virus found in this incoming message.
>> Checked by AVG Anti-Virus.
>> Version: 7.0.344 / Virus Database: 267.12.1/136 - Release Date:
>> 10/15/2005
>>
>> --
>> No virus found in this outgoing message.
>> Checked by AVG Anti-Virus.
>> Version: 7.0.344 / Virus Database: 267.12.1/136 - Release Date:
>> 10/15/2005
>>
>>
>>
>>
>> Please note that this group is for discussion between users only.
>>
>> To get support from AmiBroker please send an e-mail directly to
>> SUPPORT {at} amibroker.com
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>>
>> Yahoo! Groups Links
>>
>>
>>
>>
>>
>>
>>
>>
>>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
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