Help with IB TWS API

Discussion in 'Hook Up' started by waterman33, Aug 9, 2020.

  1. 931

    931

    There are worse roles.
     
    #11     Aug 9, 2020
    xandman likes this.
  2. xandman

    xandman

    Well, I guess it is subjective. Also, It could be a totally chill job if the business did not involve strict requirements on fiduciary institutions.
     
    #12     Aug 10, 2020
  3. Thanks all for your feedback. My takeaway is that I shouldn’t use and excel platform for executing trades. You’ve scared me off
     
    #13     Aug 10, 2020
  4. This is simply not true. The entire financial universe literally runs off of Excel. The weak link is the automation and data quality of your provider, be it IB, CQG etc., and your coding quality. You can't beat Excel to quickly automate a simple strategy or to automate simple tasks you do. Try it. If you can't make Excel work, you will probably have much problem with other approaches.
     
    #14     Aug 10, 2020
    waterman33 likes this.
  5. Darth. Have you had success running automated strategies with excel? FYI. I usually hire coders for my strategies. Usually written to ninjatrader, TradeStation, or sometimes C with HFT.
     
    #15     Aug 10, 2020
  6. xandman

    xandman


    No, man. Just the opposite. I was hoping somebody would eventually find a (cheap) way. I know it's just around the corner. It will come from a broke college kid.
     
    #16     Aug 10, 2020
  7. d08

    d08

    The entire static financial world might run on Excel but that's not true these days either. Accounting and automated trading are two very different worlds. Someone's bakery business calculating taxes on salaries vs. querying equity positions in real time and and using that to make adjustments in seconds, not much in similarities.
    It's fine for querying historical data or doing some other non time critical task but that's about it.

    I used Excel for trading ages ago but it's very feeble, I'd never leave it automated in the autonomous sense. The many components can and will break often. @xandman already mentioned that the problem is exception handling, most errors in Excel will be fatal. And if you're going to build handling on top of the original IB components in VB, then what's the point in not just using C++ or Python? Seeing the code itself in the purest form also helps to understand the process.
     
    #17     Aug 10, 2020
  8. Yes, of course you won't write automated trading strategies in Excel. But sub strategies? Like firing off a few orders when conditions match? Yes, I have done it. Yes, exception handing is an issue, but it will not be something I will walk away from. But at the same time, I personally won't write such bad code that when a == b, it will send an order, and again, and again... But do you want to buy AAPL when NQ is such and such? Do you want to buy an option when vol drops to something you specify? And your trading platform doesn't support it but it can interact with Excel? Then Excel is great
     
    #18     Aug 11, 2020
  9. d08

    d08

    It will "work", that's for sure, I've sent hundreds of orders in minutes in Excel. But I wouldn't walk away from the screen when live.

    Failures often come in different forms. IB connectivity can be flimsy at best. I cannot imagine how Excel would handle the data farm issues stemming from nightly IB resets and that's just one example. Order management is another issue.

    I'm suggesting @waterman33 rather learns python or java instead if he's serious about trading automation.
     
    #19     Aug 11, 2020
  10. Here's the disconnect
     
    #20     Aug 11, 2020
    d08 likes this.