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>From the way I understand it, it reduces the trade size using the
buyprice for that bar. You get a sell based on the buyprice
On 10/19/05, Charles Stangor <cstangor232@xxxxxxxxxxxxxxxxxx> wrote:
> 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
> >>>>
> >>>> --
> >>>> 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
> >>
> >>
> >>
> >>
> >>
> >>
> >>
> >>
> >>
> >> --
> >> 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
> >
> >
> >
> >
> >
> >
> >
> >
>
>
>
>
> 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
>
>
>
>
>
>
>
>
>
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
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