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hi all!
2 naive questions from a new user:
(a) i am working with ibcontroller and would like it to return from tws the BUY/SELL SHORT fill prices - per each orderID - so that i can later use these IDs as %gain triggers in
conditional SELL/BUY TO COVER orders. what would i do within either
(1) the AFL code using a pre-existing command, or
(2) write a command in AFL, or
(3) use the C++ DLL builder to achieve my goal somehow, or
(4) some other workaround i don't know enough to inquire about?
(b) how can i work with BID/ASK prices and sizes instead of OHLC or AVERAGE?
(c) changing now for a moment to the amibroker backtest (rather than API) environment, if I use the default AFL trade delay setting is that default setting (in the AFL code NOT the
GUI) set to
(1) zero or a one?
(2) if it is zero AND i want the average price as my fill price AND i get my buy signal at the END of the bar, am i backtesting a scenario that uses forward information??? - - in that
i am modeling the acquisition of shares at a price (in this example the average price of the bar) that is chronologically prior to my knowing that i even have a signal and that i want
to acquire shares at all?
thks for your help, patience and grace when presented with questions from the naive among us -
=--timekeeper
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