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You can program the IB controller, actually your AB code running as
an indicator, to wait until an order is filled. Putting IBC to sleep
is a bad idea especially if the order is not MKT because you can't
tell how long it will take. Fills for MKT orders are about a second
or less so all the program has to do is wait for a filled status then
until the number of contracts/shares is confirmed and then go on to
the next symbol in your list.
Because TWSLink has a method for this does not mean your AB program
can't do it also, it can. But handling many symbols in AB is not
easy. I don't have any idea how difficult it is in TWSLink. Since
TWSLink already supports functions you would have to code yourself
this it might make it easier to use.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "hf_thief" <eric.q.lee@xxx> wrote:
>
> I use TWSLink for automated trading. TWSLink is useful for
submitting
> hundreds of complex orders that have many orders attached and for
> controlling the attributes thereof, such as whether the order is
> hidden or not, the display size, the trigger method for stops, the
OCA
> identifier, and etc.
>
> IB controller is too fast for this. In particular, the TWS cannot
keep
> up with IB controller and attached orders keep getting dropped
unless
> you put IB contoller to sleep for many milliseconds after each
orders
> is submitted, which is not a very satisfactory solution.
>
> In comparison TWSLink, has a feature where you can wait for order
> status, which is much more effective for getting all of your
attached
> orders properly entered.
>
> I use IB controller for intraday trading where speed is essential.
IB
> controller enters an order and as soon as it gets a fill, it sends
> stop and target orders like bracket trader does.
>
> TWSLink was ahead of IB controller for a long time, but with IB
> controller 1.20, IBC has regained the lead.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "interfool" <02@> wrote:
> >
> > Eric, are you using TWSLink for automated trading or manual? And
do
> > you think AB's IB controller is staying more up to date?
> >
> > Thx,
> >
> > interfool
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "hf_thief" <eric.q.lee@> wrote:
> > >
> > > I use TWSLink almost everyday. The only gotcha that I am aware
of is
> > > that it has not been updated to account for the new RTH flag
like
> > > Amibroker's IB controller.
> > >
> > >
> > > --- 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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