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Hi..
I am trying to implement a basic Amibroker auto trader order routine
and am
having difficulties. On bactests, when AB see's the BUY
array, it executes it. When it see's the SELL array, it gets executed
subsequently. Moreover, when AB see's the SHORT array, it gets
executed, and when AB see's the COVER aray, it also gets subsequently
executed and thus closing out the prior SHORT position. Does the auto
trader work the same way? Anyway, this the basic objective I am trying
to achieve. Here is the code I am trying implement, and it does not
work with IB's Demo TWS. Can someone please proof it for me and give
me a pointer or two on how to make it effective?
Thank you
Dennis
// ---------------------------------------
z=cci(14);
// Filters
Filter = (zlrlong OR zlrshort OR famirlong OR famirshort OR Vtlong OR
Hfelong OR Vtshort OR gb100long OR gb100short OR Hfeshort) OR (A OR
bars) AND 1 AND MA(V,50) > 100000;
Buy = (zlrlong OR famirlong OR Vtlong OR gb100long);
Sell= (z<Ref(z,-1) AND Ref(z,-1)<Ref(z,-2) AND C<O);
Short = (zlrshort OR famirshort OR Vtshort OR gb100short);
Cover = (z>Ref(z,-1) AND Ref(z,-1)>Ref(z,-2) AND C>O);
// AutoTrader
// Buy
if(LastValue(Buy))
{
ibc= GetTradingInterface("IB");
// check if we are connected OK
if(ibc.IsConnected())
{
//check if we do not already have open position on this future/stock
if(ibc.GetPositionSize(Name())==0)
{
//transmit order
parentid=ibc.PlaceOrder(Name(),"Buy",1,"MKTCLS",0,0,"Day",True);
if(LastValue(Sell))
{
ibc.placeorder(Name(),"SELL",1,"MKTCLS",0,0,"Day",True,parentid);
}
}
}
}
// Short
if(LastValue(Short))
{
ibc= GetTradingInterface("IB");
// check if we are connected OK
if(ibc.IsConnected())
{
//check if we do not already have open position on this future/stock
if(ibc.GetPositionSize(Name())==0)
{
//transmit order
parentid=ibc.PlaceOrder(Name(),"Sshort",1,"MKTCLS",0,0,"Day",True);
if(LastValue(Cover))
{
ibc.placeorder(Name(),"Buy",1,"MKTCLS",0,0,"Day",True,parentid);
}
}
}
}
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