They do... but this would not be a nice and reliable solution... As the exported trade history is delayed ... if the two indicators would produce signals at the same time, I could not find out which was filled ...
does someone else have a solution or ever thought about that problem? --- In [email protected], "Mike" <sfclimb...@...> wrote: > > 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 [email protected], "dubi1974" <gonzales74@> 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 > > >
