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thanks a lot. Will start testing
tomorrow,
rgds, Ed
----- Original Message -----
Sent: Wednesday, December 14, 2005 5:15
PM
Subject: [amibroker] IBController 1.0.8
beta released
Hello,
A new version of IBController 1.0.8 automatic
trading interface for AmiBroker has been released.
Documentation & download:
Direct download link:
PLEASE READ ENTIRE DOCUMENTATION BEFORE
DOWNLOADING.
CHANGES FOR VERSION
1.0.8
- GetStatus() function now has optional parameter InclFilled
GetStatus(
string OrderId, [optional] boolean InclFilled )
when InclFilled is
provided and set to true GetStatus function provides statuses for filled,
cancelled and error orders that may have been already deleted from pending
list.
- TimeInForce field in PlaceOrder/ModifyOrder allows now to specify "Good
Till Date" and "Good After Time" date/times)
TimeInForce field in
PlaceOrder/ModifyOrder accepts GTD and GAT specifications
GTD - Good
Till Date - indicates that the order should remain workign untilthe time and
date set.
Good Till Date specification
GTD YYYYMMDD HH:MM:SS
TZONE
where:
YYYY is 4 digit year, MM is 2 digit month, DD is 2
digit day, HH is 2 digit hour, MM is 2 digit minute, SS is 2 digit second
(OPTIONAL), TZONE is time zone (OPTIONAL)
After regular TimeInForce
specifications (DAY, GTC, GTD) you may add extraGoodAfterTime (GAT) part.
GAT part comes AFTER semicolon. It indicates thattrade should be submitted
after the time and date set:
GAT specifications:
DAY;GAT YYYYMMDD
HH:MM:SS TZONE - day order valid after specified date/time
GTC;GAT
YYYYMMDD HH:MM:SS TZONE - good till canceled order valid after specified
time
GTD yyyymmdd hh:mm:ss tzone;GAT YYYYYMMDD HH:MM:SS TZONE - GTD order
valid after specified time
where:
YYYY is 4 digit year, MM is 2
digit month, DD is 2 digit day, HH is 2 digit hour, MM is 2 digit minute, SS
is 2 digit second (OPTIONAL), TZONE is time zone (OPTIONAL)
Note:
there must be NO SPACE characted between semicolon and GAT
string.
Examples:
ibc.PlaceOrder("MSFT", "BUY",
100, "LMT", 27, 0, "DAY;GAT 20051214 18:00:00 GMT",
True
);
- day limit order good after Dec 14,2005, 18:00
GMT
ibc.PlaceOrder("MSFT", "BUY", 100, "LMT", 27, 0, "GTD
20051215 17:00:00 GMT;GAT 20051214 18:00:00 GMT",
True
);
- limit order valid from Dec 14,2005 18:00 to Dec
15,2005 17:00 GMT
ibc.PlaceOrder("MSFT", "BUY",
100, "LMT", 27, 0, "GTD
20051215 19:00:00 GMT", True );
-
limit order valid from now until Dec 15,2005 19:00 GMT
- Portfolio page should now display correct exchange for futures (now it
uses reqContractDetails to query for exchange string that is not sent via
accountUpdates by TWS)
- new Transmit( orderID ) method
Transmit( string orderid )- returns
non-zero (true) when orderid has been found on the pending order listand
zero otherwise. It does not necesarily mean that transmit was
successful.
Transmit( orderid) is used to transmit orders previously
placed with transmit flag set to false. Transmit internally is handled by
calling "modify order" function (so you don't need to specify the same
parameters again) but note that TWS has problems with handling modify
requests coming too quickly, so you will NOT be able to call modify/transmit
immediatelly after placing order with transmit = false.In such cases we
recommend using manual trigger that is slow enough not to cause
problems.
- GetPositionList() method added - returns comma separated list of
currently open positions
Example:
list of open positions and
their sizes
ibc = GetTradingInterface("IB");
openpos =
ibc.GetPositionList();
for( i = 0; ( symbol = StrExtract( openpos, i ) ) !=
""; i++ )
{
printf("Position " + i + "\tSymbol: " + symbol + "\tSize: " + ibc.GetPositionSize( symbol ) + "\n" );
}
- GetPendingList( Type, Filter ) - retrieves comma-separated list of
orders from pending list
where:
Type - specifies what should be
returned 0 - gives ORDERIDs, 1 gives symbol lists
Filter - when not empty
it tells IBc that only orders with specified status should be
returned
when empty - all orders from pending list are
returned.
For example:
symbols =
ibc.GetPendingList( 0,
"Pending"
);
- returns comma separated list of pending order
IDs
symbols = ibc.GetPendingList(
1, "Pending" );
-
returns comma separated list of SYMBOLS that have pending
orders
symbols = ibc.GetPendingList(
0, "Error" );
-
returns list of orderids that have errors
symbols = ibc.GetPendingList( 0, "Cancelled" );
-
returns cancelled orderids (please keep in mind that cancelled order are
automatically removed from
the list after few seconds)
symbols = ibc.GetPendingList( 0, "" );
- returns
list of all orderIDs present in the "pending list" (may be
pending/error/cancelled/partially filled/submitted, etc)
- added experimental Sleep() method
Sleep( [number] Milliseconds
)
- suspends the execution for specified number of
milliseconds.Please do NOT use this function unless you really have to,
because it locksboth IBController and AmiBroker for specified period of time
and both applicationswon't respond to user actions (such as mouse/keyboard
input). If you suspendexecution for more than few seconds AmiBroker will
complain about OLE server not responding.
- added CloseAllOpenPositons(), CancelAllPendingOrders methods and Panic
button
CloseAllOpenPositions() method - sends MARKET SELL/BUY order
for each and every LONG/SHORT position in the portfolio page - should
effectively close all open positions (provided that closing orders will fill
correctly), note however that it may happen that these closing orders may
fail (for example when markets are closed)
CancelAllPendingOrders -
sends cancel for each and every order displayed in the Pending orders page
(with the exception of orders with Errors)
Panic button in the
toolbar - sends CancelAllPendingOrders() and then
CloseAllOpenPositions()
- Bracket orders support. PlaceOrder and ModifyOrder methods have two
additional optional parameters: Attributes and ParentID
PlaceOrder(
string Ticker, string Action, number Quantity, string Type, number
LimitPrice, number StopPrice, string TimeInForce, bool Transmit, [optional]
number TickSize = 100, [optional] string Attributes = "", [optional] string
ParentID = ""
- Attributes - is a string that allows to specify
additional order attributes (comma separated list).
Supported
attributes:
rthOnly - if specified means that the order will only be
_filled_ during RTH; this applies to any order type including limit.
ignoreRth - if specified means that order will trigger not only during
Regular Trading Hours (RTH), but also in extended trading (pre/after
market); this applies to stop orders, conditional orders, and alerts; it
is used by the triggering logic. If not specified (false) orders will
trigger ONLY during RTH.
allOrNone - fill all or nothing at all
eTradeOnly - trade with electronic quotes only
firmQuoteOnly - trade
with firm quotes only
By default all those flags are INACTIVE (OFF)
Example:
ibc.PlaceOrder("MSFT", "BUY", 1000, "LMT", 27, 0, "GTD 20051215 19:00:00 GMT",
True,
100, "allOrNone,rthOnly" );
(Note that optional parameter TickSize MUST be specified if you want to
use Attributes)
- ParentID - is a string that specifies parent order
identifier (returned by previous PlaceOrder call)
allowing you to place
BRACKET orders.
Example:
parentID = ibc.PlaceOrder("MSFT", "BUY", 1000, "LMT", 27, 0, "DAY", True );
ibc.PlaceOrder("MSFT", "SELL", 1000, "LMT", 28,
0, "GTC", True, 100, "", parentID );
ibc.PlaceOrder("MSFT", "SELL", 1000, "STP", 0,
26, "GTC", True, 100, "", parentID
);
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
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