order based on bar closes

Hi,

Can anyone recommend a trading system that has the option (in the form of a toggle/button) that'll automatically place a limit order on the close of the current bar?

For example, if I'm trading off the 1 min bar, and at the 32nd second, a signal is generated for me to buy at the close of bar no matter what happens, I can hit the button to have an order placed automatically instead of waiting for the bar to close, determine the price, and then manually key in the order.

Thanks!

 

You can do this in tradelink by reading from an excel spreadsheet.

tradelink is free and open source. It works with 12 brokers and data feeds.

http://tradelink.googlecode.com

Here is code to give you an idea how to accomplish this :

Code:

public class ClosingBarOrder : ResponseTemplate
{
   newbarevent(string sym, int interval)
   {
        // ignore if we already sent for this symbol
        if (SYMBOLCOL[sym]) return;
        // grab latest value of excel column in case user changed it
GenericTracker.CSVCOL2Generic<string>(EXCELFILE,ref BUYCLOSECOL,1);    
        // if column has an 'X', buy bar close
        if(BUYCLOSECOL[sym].ToUpperCase()=="X"))
        {
              sendorder(new BuyLimitOrder(symbol,100,blt[symbol][-1].Close));
            // mark as sent
            SYMBOLCOL[sym] = true;
         }
   }
   override void GotTick(Tick k)
   {
        // build bars from market data
        blt.newTick(k);
   } 
   BarListTracker blt = new BarListTracker(BarInterval.FiveMin);
   const string EXCELFILE = "myfile.csv";
   GenericTracker<bool> SYMBOLCOL = new GenericTracker<bool>();
   GenericTracker<string> BUYCLOSECOL = new GenericTracker<string>();

   override void Reset()
   {
         // handle bar events
         blt.NewBar+=new SymIdxDelegate(newbar_event);
         // read excel file
         GenericTracker.CSVInitGeneric<string>(EXCELFILE, ref SYMBOLCOL);
     GenericTracker.CSVCOL2Generic<string>(EXCELFILE,ref BUYCLOSECOL,1);    
        // request market data for all symbols in excel file
        sendbasket(SYMBOLCOL.ToStringArray());
        
   }
   
}

http://tradelink.googlecode.com