Interactive Brokers A.P.I.

This is a discussion on Interactive Brokers A.P.I. within the Brokerages forums, part of the Commercial category; Dear Henry I am in the process of opening a/c with ib. How do I simulate for testing purposes. Thanks ...

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Old May 29, 2003, 10:05am   #9
 
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Dear Henry

I am in the process of opening a/c with ib. How do I simulate for testing purposes. Thanks for helpful advise
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Old May 29, 2003, 10:54am   #10
 
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Quote:
Originally posted by JonnyT
I'm currently on step -1, Bankrupt quicker than I imagined possible.
Very sorry to hear that, JT. Was the problem with the system or the automation?

Peter
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Old May 29, 2003, 11:36am   #11
 
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Hi Peter,

It was a joke!

But I am currently in an evaluation/testing phase before committing further funds.

I have an automated system that over the past 4 FTSE contracts averages between 4 and 5 points a trade but I need to fund my account correctly before implementing.

However the system doesn't work on other markets which concerns me a little.

The focus of my current research is a system to daytrade the ES and position trade the ES. This is rather more difficult than people imagine, I just cannot seem to achieve an edge that I think is plausible.

What I will say though is forget CCI...

JonnyT
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Old May 29, 2003, 11:47am   #12
 
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JonnyT - can I ask what system you are using to backtest? thanks.
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Old May 29, 2003, 12:19pm   #13
 
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Hi mmillar,

Just Excel with VBA I'm afraid.

JonnyT
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Old May 29, 2003, 12:29pm   #14
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Osho, have PM'ed you.

H.
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Old May 29, 2003, 12:39pm   #15
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mmillar - for your interest, I am using TradeStation 2000i to backtest with eSignal for real-time data and Genesis for EOD data; IB for trading and have used TradeBolt to automate the trades from TradeStation. Beware the bug though, whereby TS mistakenly issues multiple orders and you end up in 4 contracts instead of one. Nasty Have to keep an eye on it all the time.

PM me if you want the technical details.

Paul
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Old May 29, 2003, 1:47pm   #16
 
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JonnyT - so when you say CCI doesn't work, you have actually programmed a CCI indicator in Excel? that sounds like hard work to me How many other indicators have you programmed in VBA? I don't suppose you would like to make your VBA indicators available to us mere mortals?

fowkesp - thanks for your reply but you are confusing me even more now Why use eSignal and TS 2000i? Doesn't TS 2000i support real time data? And I've never heard of Genesis. Did you know you can pull the data out of eSignal into flat files using QCollector - I assume (but am probably wrong) that TS2000i can import flat files. FYI I'm using eSignal but now they've done the 'our server crashed and we lost all our historical data' thing I'm looking for something else to do backtesting. It's either going to be TS2000i, TS 7.2 (when it's out in June), or nice Mr JonnyT is going to be very charitable with his VBA stuff.
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