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Hi,
Does IB offer access to the trade history? Using BarsSince from AmiBroker you can determine the order in which your signals fired. If IB offers the API, you can iterate through the trade history of the symbol and match the trades to the signals.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "dubi1974" <gonzales74@xxx> wrote:
>
> Hi guys,
>
> how do you solve this problem?:
> I would like to use different indicators for opening/closing a position.
> I would like the orders to be executed automatically.
> I don't want the positions (let's say the mini S&P) of the different indicators to interfere each other?
> I am working with ibc.GetPositionSize... but here I cannot get any information of the indicator which placed the positions.
> Example:
> indicator 1 gives me a signal to buy 10 ES contracts. 10 ES are filled
> 5 min later indicator 2 gives me a signal to buy 10 ES contracts. But just 5 ES are filled.
> So I am long 15 contracts... If indicator 2 gives me an exit signal e.g. 1hour later, how should the the AT system know that it should sell just 5 contracts as just 5 were filled?
> ibc.GetPositionSize can't solve this problem...
>
> Does someone know a solution for this problem?
>
> Many thanks, dubi
>
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