Ag+bond symbols for IB/Amibroker

Discussion in 'Ag Futures' started by adadadog, Feb 25, 2010.

  1. somewhere on Internet says it should be
    zn MAR 10-ecbot-fut
    zw MAR 10-ecbot-fut
    But they do not work. Please advice if you know.

    Thanks.
     
  2. found it

    ECBOT futures symbols have length of 21 characters with 3 spaces between contract symbol and month name and one space between month and 2 digit year
    Contract 3 spaces Month space Year - E C B O T - F U T
    Z B J U N 0 4 - E C B O T - F U T
    Z F J U N 0 4 - E C B O T - F U T
    Z N J U N 0 4 - E C B O T - F U T
    Y M J U N 0 4 - E C B O T - F U T
     
  3. adadog -

    I've only backtested equities, how is it backtesting futures in amibroker?

    Do you use continuous contract data?
     
  4. wow!
    Can't even download and read the broker's manual.
    Can't decipher the cryptic code.
    Is anyone making a book on this kid being a successful trader?
     
  5. i used to use iqfeed data for backtesting. i only do realtime paper trade testing now. i give two ticks for slippage plus round trade commi. amibroker has a lot of funky and misleading way of caculating p&l in backtesting, e.g. if limit order is out of current's bar range, you get best from the bar. lol and a lot of forward looking in afl.
     
  6. ada, i didn't even know you could program limit order backtesting in there... I just do open / close orders with some slippage built in.
     
  7. limit ordor:

    if(OrderType == "MKT") orderID = ib.PlaceOrder(sTicker, "BUY", pContracts, "MKT", 0, 0, "GTC", True, tickMult, "outsideRTH");
    else if(OrderType == "STP") orderID = ib.PlaceOrder(sTicker, "BUY", pContracts, "STP", 0, price, "GTC", True, tickMult, "outsideRTH");
    else if(OrderType == "LMT") orderID = ib.PlaceOrder(sTicker, "BUY", pContracts, "LMT", price, 0, grdstr, True, tickMult, "outsideRTH");

    amibroker is not the best for auto. That may be the reason the Connector with IB is still in beta. I guess IB does not to be liable if ami screws up users. I picked amib without auto in mind long ago.