Need help with a scanner

Discussion in 'Strategy Development' started by chris8sirhc, Oct 26, 2012.

  1. I am trying to find some software similar to Ninjatrader that will let me do a scanner. I have some background in C++ so working with a scripting language isn't difficult. The only problem with ninjatrader is that it does not support options at all. Basically I need the ability to do a custom scanner that I can load these variables and play around with them in the code:

    float call3bid = //load the 3rd closest call to the current stock price's (above the current stock price) best bid
    float call3ask = // load the 3rd closest call to the current stocks price's best ask
    float call2bid = // load the 2nd closest call to the current stocks price's best bid
    float call2ask =
    float call1bid = // load the closest call to the current stock price's (while still being above the current stock price) best bid
    float call1ask =

    float stockbid = // load the current stock prices best bid
    float stockask = // load the current stock prices best ask

    float put1bid = // load the closest put to the current stocks price's (while still being below the current stock price) best bid
    float put1ask
    float put2bid
    float put2ask
    float put3bid
    float put3ask

    int average daily volume = //load the stocks average daily volume

    9EMA = // load the current 9 period EMA based on 5 minute bars

    Also, if the software can work with interactive brokers that would be another plus.
     
  2. also, what do you guys do to place multi leg option trades easily on interactive brokers?
     
  3. 2rosy

    2rosy

    you can do this with IB's api. for multileg option trades use a bag order
     
  4. I'm a programmer and can do that job for you