Api TWS IB trading software

Discussion in 'Programming' started by james2hunt, Dec 8, 2011.

  1. This is free to down load worth a look if you are starting your own coding in Java. Uses TWS API for data and implements most of the features of that API.



    Historical data on any TWS supported time frame. 30sec-Daily download from TWS and stored. Trade position time frame is defined by UI.
    Charts using JFreeCharts updatable every 5secs, featuring 8/20MA(config), Vwap, Pivots & Hiekin-Ashi bars. Support for any derived indicator. Save and Print in png format. Roll-up from traded timeframe, see dropdown on chart tab.
    Back testing Strategies support. Ability to reassign strategies. Assign indicators to strategies via UI
    Manual order creation and transmission to TWS.
    Portfolio Summary/Detail reports with batting and simple sharp ratio calculations. Click thru to charts. Export reports in csv format.
    Support for Strategies written in java. Next release will feature Drools for strategies i.e user friendly business language to write and maintain rules. Separated strategies for entry and management of positions. Strategies fired on completion of a base candle or on 5sec updates.
    Import symbols in csv format for daily setup and back testing.
    Configurable trade parameter supported i.e. STPLMT amts, roll up/down on whole/half number e.t.c all via UI and generic table support for future parms.
    Time-zone support for local vs market time-zone.

  2. hi Jamies2Hunt, can you please provide some additional details on the steps to go from importing symbols (csv) to running the strategies?

    I did:

    1. Imported the symbols on the first tab (using TWS csv format)
    2. Pressed the Execute Strategy button on the toolbar

    When I moved to the contract details I see the chart but no orders (pending) is that normal?

    Also, would it be possible to provide some guidance on your gap tiers criteria?

    Thanks in advance.
  3. The strategy defined uses the 9:35 bar so you need to import the csv b4 9:30EST and then run strategy it will wait till 9:35 and if the criteria are met will fire orders to TWS IB if filled it will then start managing them. You waant see any action on the chart until 9:30:05 as the setup only trades mkt hours (config settings)

    If you go to the chart you should see the chart refresh every 5sec if orders are created refresh the order panel and you will see them there.