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I'm a little confused by the multitude of account value statistics
exposed by the TWS API and the IB Controller. There are so many
different metrics, I'm not sure which metrics I should be using.
I will like to do a couple things with this data.
First, I will like to control position size using the account equity
in the same way my AFL controls position size as a percentage of equity.
Secondly, I will like to monitor the consumption of cash as orders are
executed and cancel all unfilled buy orders upon crossing some
configurable threshold. The idea here is to avoid violating the
overnight margin requirements.
Any suggestions?
Thanks,
Steve
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