Re: [amibroker] Re: Trade Log for Amibroker and IB, AmiBroker Email List Archive

Hi Ed

ok this is a good step, ( yes my Data are the same from the Daily statements, and i also tarde in IB.
Yes i have also the symbol ADX in my Database (ADAMS EXPRESS CO-COM)
I take your trades to minimize the failures , but ok i could take also mine becasue they are the same.
so this is not the failure case.
When i execute ts1 in the chart--> Press Parameters--> RunStatistics .. it shows me that "vout" is not been initialized.
So this mean something is missing.

regards
Christos

Edward Pottasch <empottasch@xxxxxxxbe> schrieb:

hi Christos,

I run this code inside the US database. So it will look for the symbols in this database to get the open price of ABX. This code I set up specifically to monitor the difference between the open price and my entry (slippage).

So if your database does not have the stock ABX in it it will not be able to finds its openprice.

If you trade stocks as well with IB you should be getting the same Daily Account Statements with IB and therefor can make a similar output.txt file like I do. If you trade something else then I do not know how the Daily Statement will look like.

So you set it up OK but I think you do not have a database which includes ABX running underneath this code.

rgds, Ed

----- Original Message -----

From: christos_mav

To: amibroker@xxxxxxxxxps.com

Sent: Friday, June 08, 2007 9:28 AM

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

Hi Ed
Thanks very much for sharing your code.
I have try its but i have some problems.
let me tell you:
To dont make mystakes i take your postest trades se below and put them
in a txt file named output.txt. Also i keep your paths.
this mean i copy the output file at C:\IBOutputFiles\output.txt.

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

In the file ts1.afl i keep the path of ts_proc.afl.
This means i copy the file ts_proc.afl at the path
C:\Amibroker Programs\myAFL\tradeStatistics\ts_proc.afl.
There i put also ts1.afl.

So we have all the same.
I open the ts1.afl with the AFL Editor and execute this ( apply
indicator).
in the Amibroker chart i see a new window:
Total Rwetun Practice = 0, Total Return Theory=0.
The chart is empty.

In your email you say that i should run this in a chart window.
i tried to do this . I press Run Statistics.
The answer was that the variable vout has not been initializied.
This variable i serch an dfoud it the the ts_proc.afl file.

I try to explane me steps maybe i done a mistake that you see fast.
I dont want to take you more of your time and nerve you.
but it would relay be fine when you help me.

Asi understand your code shows you the total return practice this
means you will get a chart of your profit and losses of your portofoil.
this is excactly what i need.. ( but ok first i must bring it work
with your help).

regards
christos

--- In amibroker@xxxxxxxxxps.com, "Edward Pottasch" <empottasch@...>
wrote:
>
> 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 -----
> From: christos_mav
> To: amibroker@xxxxxxxxxps.com
> 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
> >
>

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