Many answers in the forum "Auto Trading":
[email protected]
Best regards
Le 13/04/2010 16:58, XIAOFEI a écrit :
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] <mailto:amibroker%40yahoogroups.com>,
"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] <mailto:amibroker%40yahoogroups.com>
> 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
>
