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[amibroker] Re: IB Auto-Trading AFL code



PureBytes Links

Trading Reference Links

Is there actually any automatic trading software that works with IB 
and actually works(is easy to set)? www based proxytrader.com 
sounded good but it only works with etrade.com broker

--- In amibroker@xxxxxxxxxxxxxxx, "Daniel Ervi" <optim@xxxx> wrote:
> There seems to be a renewed interest in using Amibroker with 
automatic trade
> execution lately, which is why I am posting the following.
> 
>  
> 
> I bought DynaOrder a couple of months ago and was trying to 
integrate it
> with AB for awhile before I won a free copy of software similar to 
AB, and
> switched to using it to trade my strategies in real time instead.
> 
>  
> 
> I did however spend considerable time trying to tie together AB and
> DynaOrder, and I figure why let that go to waste.  I have attached 
to this
> message the code that I was working on, which could form a basic 
structure
> to integrate the two.  You need to plot it as an indicator so it 
will then
> be refreshed continuously based on what you have your Realtime 
Chart Refresh
> Interval set to in preferences.
> 
>  
> 
> It is far from complete, and suffers from a bug which causes it to
> continuously fire new orders to DynaOrder.  If anyone wishes to 
use it they
> will have to figure out a way to set a flag to ignore any 
additional orders
> once the first is received.  I thought I could store the Date/Time 
of the
> current bar when a signal is issued as a global variable in 
DynaOrder and
> then compare any new signals issued to it.  By ignoring the same 
Date/Time
> you would only fire once per minute if using 1 min data.  Anyway, 
I never
> got around to doing it, because the other software worked out of 
the box and
> it was easier for me to just my switch my trading system over for 
execution.
> 
>  
> 
> By the way, I wrote the enclosed code before loops and if/then 
structures
> were available in AB.  It is therefore written in Jscript, and 
I've tried to
> use functions wherever possible to simply following the flow of 
the code.  I
> also code in C++ so Jscript was just easier for me.  :)
> 
>  
> 
> Please be aware that I can't support this code, and neither should 
Tomasz,
> as it is using a third-party application of which he has no 
experience with.
> So, please don't ask Tomasz or myself to help you get this 
working.  I'm
> just offering it up in the hopes that it might save some others 
some time.
> 
>  
> 
> Good luck to those that decide to take up the challenge!
> 
>  
> 
> Daniel


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