Dynaorder

[spamula]

I have an efs nearly ready for Dynaorder automation. Is this dyna system reliable with efs and interactive brokers? Who is best to code the efs would it be dynaorder themselves or someone else?

I also hear there maybe an interface that has similar features of dynaorder that esignal may release to transmit orders directly to IB; has anyone got any info? Also how good is current efs formula to transmit orders directly to IB does it work ok or do you still have to hit a final transmit button?

Regards
Spam

[FibbGann]

Check out this linkhere

Read through the posts, I beleive it may answer questions you have and lead you closer to what you are seeking.

Fibbgann

[Doji3333]

IB and EFS...

Spam,

If you would like, I can show you the routines that I use to code the IB stuff in efs. I've created a "TradeMarket" function that handles most of it.

function TradeMarket(TradeType) {
 var host=dots5.call("IsHostRunning");
// var conn=dots5.call("IsHostConnected");
var conn = 1;
// debugPrintln("Host :"+host+"Conn :"+conn);
 if ((host == 1) && (conn == 1)) {
// debugPrintln("Host/Conn/vRT Connected!");

//  format symbol...
  var tsymbol = getSymbol();
   PosCount = tsymbol.split(" ");
    if (PosCount[0]) { tsymbol = PosCount[0]; }
//  debugPrintln(tsymbol)

  if (TradeType == 1) {
  //  New Buy Order
 debugPrintln("Executing BUY Order");
    // Enter New LONG Trade
    EntryOrderID=dots5.call("BuyMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",DefEntryContracts);
    debugPrintln("Stop Level "+nStopPrice);
  //  StopOrderID=dots5.call("SellStop","ES","FUT",ExpText,"",0,"GLOBEX","",DefEntryContracts, nStopPrice);

    StrategyisInTrade = true;
    StrategyisLong = true;
    StrategyisShort = false;
         nEntryPrice = close();
         nStopPrice = nEntryPrice-Stop1Level;
     //    PTMode = 0;
    StopStage = 0;
    TrailingStopPriceLevel = 0;
    TrailingStopBar = BLBarOffset;
    testcheckstops();
    OpenContracts += DefEntryContracts;
  }
  if (TradeType == 2) {
  // New Sell Order
 debugPrintln("Executing SELL Order");
    //  Enter New SHORT Order
    OrderID=dots5.call("SellMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",DefEntryContracts);
    debugPrintln("Stop Level "+nStopPrice);
 //   StopOrderID=dots5.call("BuyStop","ES","FUT",ExpText,"",0,"GLOBEX","",DefEntryContracts, nStopPrice);

    StrategyisInTrade = true;
    StrategyisLong = false;
    StrategyisShort = true;
         nEntryPrice = close();
         nStopPrice = nEntryPrice+Stop1Level;
    //     PTMode = 0;
    StopStage = 0;
    TrailingStopPriceLevel = 9999999;
    TrailingStopBar = BLBarOffset;
    testcheckstops();
     OpenContracts += DefEntryContracts;
  }
  if (TradeType == 3) {
   if (PTMode == 0) {
    //  New Long PT Exit #1
    debugPrintln("Executing LONG PT#1 Order");
    PTOrderID=dots5.call("SellMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",OpenContracts);
    OpenContracts = 0;
   } 
   if (PTMode == 1) {
    //  New Long PT Exit #2
    debugPrintln("Executing LONG PT#2 Order");
    PTOrderID2=dots5.call("SellMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",OpenContracts);
    OpenContracts = 0;
   } 
//    dots5.call("CancelOrder",StopOrderID);
   // OpenContracts -= Exit1Contracts;
    //  Enter New Stop Order
    if (OpenContracts > 0) {
 //    StopOrderID=dots5.call("SellStop","ES","FUT",ExpText,"",0,"GLOBEX","",OpenContracts,nStopPrice);
    } else {
     StrategyisInTrade = false;
     StrategyisLong = false;
     StrategyisShort = false;
    }
  }
  if (TradeType == 4) {
   if (PTMode == 0) {
    //  New Short PT Exit #1
    debugPrintln("Executing SHORT PT#1 Order");
    PTOrderID2=dots5.call("BuyMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",OpenContracts);
    OpenContracts = 0;
   } 
   if (PTMode == 1) {
    //  New Short PT Exit #2
    debugPrintln("Executing SHORT PT#2 Order");
    PTOrderID2=dots5.call("BuyMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",OpenContracts);
    OpenContracts = 0;
   } 
 //   dots5.call("CancelOrder",StopOrderID);
  //  OpenContracts -= Exit1Contracts;
    //  Enter New Stop Order
    if (OpenContracts > 0) {
 //    StopOrderID=dots5.call("BuyStop","ES","FUT",ExpText,"",0,"GLOBEX","",OpenContracts,nStopPrice);
    } else {
     StrategyisInTrade = false;
     StrategyisLong = false;
     StrategyisShort = false;
    }
  }
  if (TradeType == 5) {
  // Long Stop FailSafe
 //   dots5.call("CancelOrder",StopOrderID);
    //  Enter New Stop Order
 //   StopOrderID=dots5.call("SellStop","ES","FUT",ExpText,"",0,"GLOBEX","",OpenContracts,nStopPrice);
  }
  if (TradeType == 6) {
  // Short Stop FailSafe
 //   dots5.call("CancelOrder",StopOrderID);
    //  Enter New Stop Order
 //   StopOrderID=dots5.call("BuyStop","ES","FUT",ExpText,"",0,"GLOBEX","",OpenContracts,nStopPrice);
  }

  if (TradeType == 7) {
  // Long Stop Exit
    OrderID=dots5.call("SellMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",OpenContracts);
 //   dots5.call("CancelOrder",StopOrderID);
    //  Enter New Stop Order
  }
  if (TradeType == 8) {
  // Short Stop Exit
    OrderID=dots5.call("BuyMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",OpenContracts);
 //   dots5.call("CancelOrder",StopOrderID);
  }


  if (TradeType == 12) {
       if ((StrategyisLong) && (close() < nEntryPrice)) {
         LossCount += 1;
       }
       if ((StrategyisShort) && (close() > nEntryPrice)) {
         LossCount += 1;
       }
  //  Close All Open Positions
   if (StrategyisLong) {
    EntryOrderID=dots5.call("SellMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",OpenContracts);
   }
   if (StrategyisShort) {
    EntryOrderID=dots5.call("BuyMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",OpenContracts);
   }
    OpenContracts = 0;
 //   dots5.call("CancelOrder",StopOrderID);
 //   dots5.call("CancelOrder",PTOrderID);
 //   dots5.call("CancelOrder",PTOrderID2);
    StrategyisInTrade = false;
    StrategyisLong = false;
    StrategyisShort = false;
    StopStage = 0;
    OpenContracts = 0;
  }
  if (TradeType == 13) {
  //  Close All Open Positions
    OpenContracts = 0;
 //   dots5.call("CancelOrder",StopOrderID);
 //   dots5.call("CancelOrder",PTOrderID);
 //   dots5.call("CancelOrder",PTOrderID2);
    StrategyisInTrade = false;
    StrategyisLong = false;
    StrategyisShort = false;
    StopStage = 0;
    OpenContracts = 0;
  }

//  New Multiple Position ADD/REMOVE Contract Code
  if (TradeType == 21) {  // Buy
    EntryOrderID=dots5.call("BuyMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",DefEntryContracts);
  }
  if (TradeType == 22) {  //  Sell
    EntryOrderID=dots5.call("SellMarket",tsymbol,"FUT",ExpText,"",0,"GLOBEX","",DefEntryContracts);
  }
 } //  End if Host & Conn are true
} 

From my experience, Dynaorder and EFS work fine. You'll need to spend some time working out the details of your system's logic. But DO works very well with EFS.

Brad

[andreid]

I am a non-programmer who has been trying to put a simple automated trading script for IB but to no avail. Basically the buggers at eSignal Support are not interested to help you RE: the IB plug-in. They leave it to Consultants who, of course, have other objectives than hold your hand.

Despite adding a layer, Dynaorder , has worked perfectly and I am up and running.
Download the soft, install it and try for yourself. www.dynaorder.com

If someone is interested, I could share ithe script despite it being still a work in progress.

Cheers.

Andrei

[spamula]

What type of orders do you find work best for Dynaorder and automated trading in general. Obviously limit orders are preferable but fills I assume will be a problem. What happens if you don't get filled for the total amount of shares required?

Are market orders best for automated trading?

How good is current efs formula to transmit orders directly to IB does it work directly or do you still have to hit a final transmit button to complete the order?



Regards
Spam

[Doji3333]

Spam...

It depends on your system..

I use market orders for "I want in" or "I want out" type of situations.

Limit order can also be used, but are more dependant on price action and order size. DO provides the features to poll the order for filledprice and silledsize. So you can check everything once the order is filled.

B

[spamula]

Ok but what happens when the order is not filled. Do you fill the rest manually? Or will dynaorder realise this and complete a number of trades untill the order is filled?

Regards
Spam

[Doji3333]

Spam,

In the event you place a LIMIT order and it does not get filled, then you would have to CANCEL the open limit order and/or replace another order at a different price.

With DO, you have complete control of the orders. After you place an order, you continue to check it for a "filled" status. If, let's say a certain amount of time has elapsed and the order is now filled, then you could cancel it and place a MARKET order to get in - or just replace another LIMIT order with a new price level.

It is all up to you. Visit, www.dynaorder.com and check it out. Once you see the functions you will use, you will see how to create a function to accomplish all that you want.

B

[hjackson]

Dynaorder code

I have been trying to get in touch with Dynaorder for some time now to review my code...

Can you help me out.

Thanks,

Jack.

[Doji3333]

What's up with your code??

DB (from Dynaorder) wrote to me a week ago and told me he was under the weather. So he might be away for a while.

What's up with your code?? is it working or not? I'll be happy to try to help.

B