----- Original Message -----
Sent: Wednesday,
December 14, 2005 5:34 PM
Subject: RE :
[amibroker] IBController 1.0.8 beta released
Thank
you,
But I do not understand how to use this.
I suppose it is a plugin that we have to
load.
But if I load that plugin I do not see
anything opening....
Probaly missing something....
Regards,
A. Martinod
-----Message d'origine-----
De : amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] De la part
de Tomasz Janeczko
Envoyé : mercredi 14 décembre
2005 17:15
À :
amibroker@xxxxxxxxxxxxxxx; AmiBroker-at@xxxxxxxxxxxxxxx
Objet : [amibroker]
IBController 1.0.8 beta released
A new version of IBController 1.0.8
automatic trading interface for AmiBroker has been released.
Documentation & download:
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 = ""
o 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)
o 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