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sheepsucker

Registered: Jun 2009
Posts: 213

09-15-12 04:30 PM

Hi,

My strategies are written in R and they generate the desired positions to a textfile.

Does anyone know of a program or script that could take a textfile as input and send the orders to IB TWS? This script/program could be written in any language.

I will schedule the script to run every 5 minutes. I can easily modify the format of the textfile.

This seems such a common need that I decided to ask here before I proceed to write one myself.

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tropicalknight

Registered: Jun 2006
Posts: 44

09-15-12 04:48 PM

Look up "basket trader" on the IB website, you can save orders as a text, and upload in text format.

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sheepsucker

Registered: Jun 2009
Posts: 213

09-15-12 05:17 PM

tnx but the problem with basket trader is that it has to be run manually. Baskettrader cannot AFAIK be run without user intervention.

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Eight

Registered: Mar 2009
Posts: 3355

09-15-12 07:48 PM

People did something like that with Tradestation 2000. I don't recall the details. It was the inelegant solution that worked just fine.

I'm familiar with Sierracharts, a script can indeed read/write text files and interface them to IB's API.

Hyperorder was the thing a few years ago but I don't know if it's supported anymore http://www.hypertrader.it/hyperorder.shtml

Tradelink is open source, it might work for you somehow..

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simsim67

Registered: Dec 2007
Posts: 16

09-15-12 08:43 PM

try checking these:

http://home.cidadevirtual.pt/jBreakoutTrader

http://home.cidadevirtual.pt/jOpenTrader

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fullautotrading

Registered: Mar 2010
Posts: 593

09-15-12 09:38 PM

My application does that (although it's not much used for that purpose).

[
In the "Order enqueuer" (gear icon) you can specify to read a given file called "MyOrders.txt" placed in a given folder. At any change of the file (creation/change), any order not earlier enqueued would be scheduled for execution. It can be executed either at given price or current price. Order format is like:

0001 AAPL STK IBIS_EUR BUY 1 @ 504.15
0002 AAPL STK IBIS_EUR SELL 1 @ 504.95
0003 AAPL STK NASDAQ_USD BUY 1 @ 663.14
0004 AAPL STK NASDAQ_USD SELL 1 @ 663.21
0005 AGQ STK ARCA_USD BUY 1 @ 57.68
0006 AGQ STK ARCA_USD SELL 1 @ 57.71
]

You can request it freely to experiment.

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