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I looked through their user's guide or class description and it seems
to be more complicated than ABs auto trading interface, AT. The AB
example is very crude and only discusses how to connect. That is just
the tip of the iceberg. Managing your orders may be a lot more
difficult and you will have to write the code just as you would with
AT. I write AT code and writing to the TWSLink interface does not
seem a trivial task just as it is not a trivial task to write to the
AB AT interface.
The only foible I know of with AB AT is when IB changes their
interface in a way that causes trouble. They did that recently and
Tomasz fixed AT to accommodate that. I will bet TWSLink had the same
problem because IB changed the way TWS returned order status just out
of the blue with no warning at all when I was trading after normal
hours. Blew my program up. It simply quit trading and I had orders
on. That wasn't ATs fault, it was TWS. I had to go back a TWS version
and wait for a fix to AT.
One plus on the AB AT interface is that you manage it and nothing is
hidden from you. If your system does not perform correctly you can
dump all sorts of data, add trace and so on. I put status in the
interpretation window, log all my trades to a file with the reasons
my system acted ( buy/sell conditions ), and trace all the steps in
my program so I can find out why the system did not work as expected.
And believe me it will surprise you!!! What you see on a static chart
after the fact is not what happens while trading with live data.
TWSLink seems to provide that ability but you will have to program
your AB indicators to handle that. If your system is complex, not a
simple cross system or MA direction system you will need all sorts of
extra data to let you know what is going in with your system. Mine is
based on a decision tree with many inputs and if it doesn't trade
when I think it should I want to know why. The data I collect tells
me why. I collect it and dump in a file with time stamps so I can
compare TWS log with mine. That is possible whether using TWSLink or
AT since your formula is controlling the orders with either APO. I
would like to hear from the TWSLink user(s) and see what they think,
especially if they moved from AT to TWSLink.
TWSLink and AB AT are both free. Looking at both interfaces you still
have to write the code between your formula and their interface
yourself, just as you do with AT. The effort may be the same. I have
foibles in my code that cause me grief but I think that would have
been the case had I written to TWSLink too. Managing your orders from
an indicator isn't easy. Since I wrote the trading code myself I will
stick with AT unless there is compelling reason to switch. One nice
thing about AT is when we have a problem Tomasz gets right on it.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "interfool" <02@xxx> wrote:
>
> Barry, actually I was asking about a specific little middleware
called
> TWSLink. It's free and it's supposed to fix some of the AB's IB
> trading interface foibles. I don't know enough yet to know all the
> issues, guess I need to read up on the forums.
> I honestly have no idea about the quality of TWSLink, which is why I
> was asking. FYI, here's the link for
> TWSLink: http://www.trade-commander.org/twslink/twslink.htm
>
> Thanks for the info, Barry.
> _________________________________________________
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@>
> wrote:
> >
> > Are you asking if anyone is using the ABs auto trading interface
> > between AB and IB? The answer is yes. There has been a lot of
> > discussion about this lately on this forum. Also you can look at
the AB
> > AT forum,
> > http://finance.groups.yahoo.com/group/AmiBroker-at/
> >
> > Barry
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "interfool" <02@> wrote:
> > >
> > > Is anyone here using TWSLink to have AmiBroker place trades with
> > > Interactive Brokers? Any gotchas?
> > >
> > > Thanks,
> > >
> > > interfool
> > >
> >
>
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