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Re: [amibroker] Re: Event driven afl with IBController?



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Hello,

1. RequestTimedRefresh works in Indicators only.
In AA there is "Run Every" feature that allows to re-run the AA formula automatically

2. AFL execution is quote driven (when new quote arrives then indicator executes)
+ interval refreshes (that allow you to process other things including status
messages). Implementing formula execution upon every response from TWS
would cause significant extra CPU load. I am not saying no, but it is not planned any time soon,
as querying order status can be done easier using RequestTimedRefresh
plus it gives opportunity to handle situations when TWS STOPS sending anything
(such as internet connection failure). RequestTimedRefresh
works as watch dog and allows to send say alerts to notify that something is wrong.
It is more secure than relying on TWS notification.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Steve Davis" <_sdavis@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, October 18, 2008 12:05 AM
Subject: [amibroker] Re: Event driven afl with IBController?


> Thank you Tomasz for the reply.
> 
> 1. Does RequestTimedRefresh work in AA or only in Indicator windows?
> 
> 2. As a suggestion, it would be nice in a future version if AB could
> execute the afl upon receiving a response from TWS. So the afl could
> do something like this:
> 
> if (Status("ActionEx") == actionOrderResponse) // Future enhancement
> {
>  while ((orderId = ibc.getNextOrderResponse()) != "")
>  {
>    ... process any newly arrived order responses
>  }
> }
> 
> Thanks,
> Steve
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>>
>> Hello,
>> 
>> You can poll the status of any order you have submitted
> differentiating them via OrderId 
>> that you get once you call PlaceOrder.
>> 
>> You can ensure that your formula is executed in constant intervals
> as often
>> as every second using RequestTimedRefresh.
>> 
>> 
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message ----- 
>> From: "Steve Davis" <_sdavis@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Friday, October 17, 2008 11:25 PM
>> Subject: [amibroker] Event driven afl with IBController?
>> 
>> 
>> > I'm just getting started with the IBController. I am planning to run
>> > my afl in the AA, not in an indicator. So the first question is what
>> > event(s) will cause my code to execute? How will my code be notified
>> > of asynchronous responses to my requests? 
>> > 
>> > For example:
>> > How will my code know when IB responds to an order request?
>> > How will my code know when an order is filled?
>> > If I place multiple orders without waiting for responses how will my
>> > code know which order IB is responding to when the response eventually
>> > arrives? I am assuming responses will not necessarily arrive in the
>> > same order as the requests.
>> > 
>> > Thanks,
>> > Steve
>> > 
>> > 
>> > 
>> > ------------------------------------
>> > 
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> 
> 
> 
> ------------------------------------
> 
> **** IMPORTANT ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
> 
> *********************
> TO GET TECHNICAL 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
> 
> *********************************
> Yahoo! Groups Links
> 
> 
> 

------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL 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

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