[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Trade Log for Amibroker and IB



PureBytes Links

Trading Reference Links

hi Christos,
 
I'll attach code that I use. It is designed for my system where I track the difference between the entryprice and the openprice so is basicly useless for general use. My system is designed using the openprice but in the practice you will never get the exact open price and I monitor the difference.
 
It contains files:
ts1.afl   this is the main code you run in a chart window
ts_proc.afl   this file is included in ts1.afl. The path you will have to adjust yourself.
 
the main file ts1.afl  reads the IB output file. This is a file I call output.txt and your will have to make this yourself like I explained in my previous Email. The file looks like:
 
ABX 2007-05-09, 11:00:00 ISLAND -56 31.2800 1,751.68 -1.00 0.00 P 
ABX 2007-05-09, 11:00:00 NYSE -100 31.2800 3,128.00 -0.28 0.00 P 
ABX 2007-05-09, 11:00:00 IDEAL -100 31.2800 3,128.00 0.00 0.00 P 
ABX 2007-05-11, 11:01:18 NYSE 156 30.1000 -4,695.60 -1.00 0.00 P 
ABX 2007-05-11, 11:01:18 NYSE 100 30.1000 -3,010.00 -0.28 0.00 P
 
just copy and paste all your trades from the daily statement of IB.
 
If you have al this setup you can run this program and see what it does. Then maybe yu could adjust it for your needs,
 
good luck, Ed
 
 
 
 
----- Original Message -----
Sent: Thursday, June 07, 2007 1:24 PM
Subject: [amibroker] Re: Trade Log for Amibroker and IB

Hi Ed

Ok i tried to understand what you wrote me.
lets assume.
You donwload your daily statements from IB .
I done it also . I donwload it in word format. Then i open it and
copy the data in a textfile.
This is what i get. (from my papertrading account).
The data looks like yours only with some Taps.
I thing until no its ok ...

F 2007-06-06, 13:45:24 NYSE -1,000 8.2500 8,250.00 -5.00 6,108.2175
-3.70195 0.00
F 2007-06-06, 09:30:18 NYSE 1,000 8.2700 -8,270.00 -5.00
-6,123.0253 -3.70195 0.00

Now the proplems start.
You say then i could read this with amibroker ( ok i need a software
for this and i hope you will help me ) .
So when i do all this steps what you telling me i will get something
like a chart in AB what shows me the performance of my trades ..?

I do not have understand how you read this textfile into Amibroker...
Do you mean you Import it ...(import wizard import ascii)
But there you could only import quotes !?

and also this part with the static variables i dont understand.
maybe it would be more clear when i understand how you read this in AB.

But ok now im a little bit confused. i hope you or also the others
cuold help me to solve this.
regards
christos

--- In amibroker@xxxxxxxxxps.com, "Edward Pottasch" <empottasch@...>
wrote:
>
> hi,
>
> I do not have time today and what I have written in AFL is specific
for my system but I can tell what I do. The trades of the previous
day I receive in the daily statement of IB. I copy and paste these
trades into a text file.
>
> Then you can read this textfile into Amibroker but you will have to
do some programming. The "trick" I use is for the software to
recognize if the line it reads is a long entry or a short exit etc. is
to save information for each symbol in static variables. For instance
the IB data may look like:
>
> ABX 2007-05-09, 11:00:00 ISLAND -56 31.2800 1,751.68 -1.00 0.00 P
> ABX 2007-05-09, 11:00:00 NYSE -100 31.2800 3,128.00 -0.28 0.00 P
> ABX 2007-05-09, 11:00:00 IDEAL -100 31.2800 3,128.00 0.00 0.00 P
> ABX 2007-05-11, 11:01:18 NYSE 156 30.1000 -4,695.60 -1.00 0.00 P
> ABX 2007-05-11, 11:01:18 NYSE 100 30.1000 -3,010.00 -0.28 0.00 P
>
> save all relevant information in static variables and check for a
sign() change of the number of shares. If it finds the positions is
closed then the static variables are removed and the relavant
information is stored in Composites at the appropriate date.
>
> Now it is easy to copy and paste info from IB every day and keep
trach of your trades and all kind of statistics you lie to examine.
Maybe tomorrow I can poste some code.
>
> rgds, Ed
>
>
>
>
> ----- Original Message -----
> From: christos_mav
> To: amibroker@xxxxxxxxxps.com
> Sent: Thursday, June 07, 2007 12:19 AM
> Subject: [amibroker] Trade Log for Amibroker and IB
>
>
> Hi.
> I want to ask if somebody has a trade log for his account on IB.
> I want only to see my real trades that i have done at my IB acount in
> a n Excel-File.
> When i buy , how much , Price comissions ( all this in one line).
> The problem is that the Statement of IB is realy bad.
> You couls export for example your dayly statement but they give you so
> much infos that you realy dont need.
> For me its only important to see very fast ma mistake.
>
> There are some softeware what you could buy ( see IB homepage ) .
> But ok .. only for a trade log --they are to expensive.
> Therefore i ask if somebody know something else.
>
> This would be also a good thing to implement in AB.
> To press only one button in AB and import for example your dayly
> trades from IB to AB .
>
> regards
> Chris
>

__._,_.___

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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html





SPONSORED LINKS
Investment management software Investment property software Investment software
Investment tracking software Return on investment software

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___

Attachment: Description: Binary data

Attachment: Description: Binary data