Has anyone here using IBC to place trail orders?
I tried different following( I plan to have 3 points above selling price as
trail order):
SellOrderID=ibc.PlaceOrder( "TFM0-NYBOT-FUT", "Sell", 1, "LMT", LastValue(C),
0, GTC, False );
ibc.PlaceOrder("TFM0-NYBOT-FUT", "Buy", 1, "TRAIL", 0, 3, "GTC", True, 1000,
"", SellOrderID );
Or
SellOrderID=ibc.PlaceOrder( "TFM0-NYBOT-FUT", "Sell", 1, "LMT", LastValue(C),
0, GTC, False );
ibc.PlaceOrder("TFM0-NYBOT-FUT", "Buy", 1, "TRAIL", 3, 3, "GTC", True, 1000,
"", SellOrderID );
Or
SellOrderID=ibc.PlaceOrder( "TFM0-NYBOT-FUT", "Sell", 1, "LMT", LastValue(C),
0, GTC, False );
ibc.PlaceOrder("TFM0-NYBOT-FUT", "Buy", 1, "TRAIL", 0, LastValue(Trailprice),
"GTC", True, 1000, "", SellOrderID );//Trailprice=C+3;
All above orders are transmitted and placed by IB, but none of them work as the
way should be. All above trail orders are triggered once the parent order
transmitted. I read the IB "view audit Trail" on all trail orders or peg
order's "place order section": AuxPrice=3 or Trailprice whatever the price
assigned, but they all show "Stopprice=0.1;
If I try manually to place the trail order, it works. I can see "place order"
section from "view audit trail": AuxPrice=3 only (there is no Stopprice=0.1)
Although the sell trail orders do not bust right away, they have the same
problem "Stopprice=0.1"(the trail stop is not 3 points below the current price).
Can anyone here to show me the correct way to place trail orders?
Thanks
--- In [email protected], "Padhu" <ccie8...@...> wrote:
>
> hello,
>
> this is a work in progress for me...but you can get idea from below code.
>
> // CODED BY PADHU ON 08/08/2007
>
> ibc = GetTradingInterface("IB");
>
> STOP=1.3665;
>
> LIMIT=1.3705;
>
> BuySTOP=1.3695;
>
> TICKS=1;
>
> JPY_TICKS=0.01;
>
> Broker_Symbol="EUR.USD-IDEALPRO-CASH";
>
> Quantity=25000;
>
> //
>
> ibc = GetTradingInterface("IB");
>
> if( ibc.IsConnected() ) // check if connection to IB was successfull
>
> {
>
> // BUYSTOP to enter a long position followed by a TRAILINGSTOP LOSS ORDER
>
> //parentID=ibc.PlaceOrder(Broker_Symbol,"Buy", Quantity,
> "STPLMT",Limit,Buystop, "GTC", False,100,"" ); // place order but do not
> transmit yet
>
> // ibc.PlaceOrder(Broker_Symbol,"Sell", Quantity, "TRAIL",0,STOP, "GTC",
> True, 100, "", parentID);
>
> }
>
> if( ibc.IsConnected() ) // check if connection to IB was successfull
>
> {
>
> //parentID = ibc.PlaceOrder(Broker_Symbol, "Buy", Quantity, "STP", 0,
> BuySTOP, "GTC", False,TICKS );
>
> // ibc.PlaceOrder(Broker_Symbol, "SELL", Quantity, "LMT", LIMIT, 0, "GTC",
> False, TICKS, "", parentID );
>
> // ibc.PlaceOrder(Broker_Symbol, "SELL", Quantity, "STP", 0, STOP, "GTC",
> True, TICKS, "", parentID );
>
> // Bracket order // place order but do not transmit yet
>
> //parentID = ibc.PlaceOrder("GBP.JPY-IDEALPRO-CASH", "SELL", 25000, "STP", 0,
> 238.55, "GTC", False );
>
> //ibc.PlaceOrder("GBP.JPY-IDEALPRO-CASH", "BUY", 25000, "LMT", 238.00, 0,
> "GTC", False, 100, "", parentID );
>
> //ibc.PlaceOrder("GBP.JPY-IDEALPRO-CASH", "BUY", 25000, "STP", 0, 239.25,
> "GTC", True, 100, "", parentID );
>
>
>
> //LimitBuy = D1+A1;
>
> //parentIDLong = ibc.PlaceOrder(Name(), "BUY", 1, "LMT", LimitBuy, 0, "DAY",
> False );
>
> //ibc.PlaceOrder(Name(), "SELL", 1, "LMT", LimitBuy+B1, 0, "DAY", False, 1,
> "", parentIDLong );
>
> //ibc.PlaceOrder(Name(), "SELL", 1, "TRAIL", C1, C1, "DAY", True, 1, "",
> parentIDLong );
>
>
>
> // BUYSTOP WITH TRAILINGSTOP ORDER
>
> //parentIDLong=ibc.PlaceOrder("EUR.NZD-IDEALPRO-CASH", "BUY", 25000,
> "STPLMT", 1.9498,1.9488, "GTC", False,1,"" ); // place order but do not
> transmit yet
>
> // ibc.PlaceOrder("EUR.NZD-IDEALPRO-CASH", "SELL", 25000, "LMT",1.9510, 0,
> "GTC", False,1,"",parentIDLong);
>
> // ibc.PlaceOrder("EUR.NZD-IDEALPRO-CASH", "SELL", 25000, "TRAIL",1.9450,
> 1.9450, "GTC", True, 1, "", parentIDLong);
>
>
>
> ----- Original Message -----
> From: dralexchambers
> To: [email protected]
> Sent: Saturday, September 22, 2007 10:42 AM
> Subject: [amibroker] Bracket Order with IB Auto-Trading interface
>
>
> Hello - I am trying to create a Bracket Order with the IB Auto-
> Trading interface. This would be like this:
>
> - Buy if price reaches x
> - If price reaches x and buy order triggered, enter a stop loss sell
> order at y
>
> Can anyone help with how I would do this?
>
> Thank you,
> Alex
>
