IB plugin blackbox

Discussion in 'Automated Trading' started by james2hunt, May 10, 2011.

  1. You might find that network latency is a much bigger problem.

    1 thread may do just as well.
     
    #11     May 22, 2011
  2. p.s. I meant drag-and-drop GUI design, within the IDE, to layout the screen controls..
     
    #12     May 23, 2011
  3. Cburg

    Cburg

    Sounds really good!
    Would it be possible to interface to the AmericanBulls.com site to auto trade their signals?
    Sincerely,
    Mike
    :)
     
    #13     May 23, 2011
  4. Eclipse does have a GUI layout plugin and Google also provide tool kits to do this. But for me I have enough experience that I can stack the layout managers in my head!! Eclipse will come with a layout manager in the next release.

    One thread would not be much use when back testing. All the latency is not network as I run the App on on a local network. Now if your talking Latency from TWS to their servers well there's not much I can do about that.

    I had it running this afternoon with around 45 threads with 20 symbols drawing the charts(candles every 1/2second), running strategies and managing open positions. Didnt get any DB locks so I think I have that nailed for back testing (yes realtime threads not the issue). Remember my strategies are for candle stick charts on a 5min basis. So the chart updates are 5sec.

    Now need to run more testing. I also found updating an order in TWS works fine for single orders but with OCA orders it always tries to update the last order of the two even though I send the order id of the first. So I had to cancel and resubmit as a new order. This is a pain as I end up creating alot of orders in my DB.

    Anyone found this and is there a solution ?
     
    #14     May 24, 2011
  5. The way I have it designed you could interface to any data provider who can provide mkt data and has an API to send orders to. You just need to implement the functionality the app needs via the provided interface.
     
    #15     May 24, 2011