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  • #16
    I also have been tearing my hair out but I have made some progress.

    I am using the dynaorder calls and I can get a market buy, mkt sell and stop limit buy/sells to work. I am trying to get the close open order function to work but like each step it is painstaking.

    I am up to about 200 lines of code and have a LOT more to go.

    What can I do to help you get to where I am, maybe you can figure out the next steps.

    Comment


    • #17
      Going Live.....

      OK. We'll let's pull together and try to help everyone out here. I think we need to place a few select phone calls to the prokerage firms regarding the "passing of data" and maybe bug Matt Gundersen a bit about the necessary functions. Thanks goodness we have resources to turn to resolve this.

      BTW, the largest EFS I've created is over 1100 lines of code (WooHoo).

      I've writen everything into the EFS to handle all of the entry and exit logic. So, my EFS knows when to enter, how many contracts, places stop and profit target orders and tracks exits (profit targets) using price confirmation. Maybe we need to do this in your code as well. If we can access the trade information, then it will be easy, but we need to make sure the EFS trading logic is being passed correctly to the broker. NO #$%@-UPS ARE ALLOWED!! I've also asked Matt to create a feature where a "dummy" trading account can be created for testing this logic. This way, a user can create and test an automated trading system without having to risk REAL CAPITAL (working out the bugs).

      The phone has been really busy today, so email me if you can't get through... [email protected]

      Talk later...

      Brad
      Brad Matheny
      eSignal Solution Provider since 2000

      Comment


      • #18
        It would be great if you could come up with a list of needed and/or desired functions, and divide them into two catagories:

        1) Generic to all brokers
        2) Platform specific

        I assume most (all?) of the needed functions will fall into catagory 1, while catagory two will have OCA and other such functions that are nice, but not all brokers support them.

        When Matt and Co. first started to ask what functionality should be included in the broker intergration, my first pass of comments had a huge laundry list of features. After looking at them, I changed my mind and said keep the first pass really simple and clean, and let the users tell you what they need and desire. It looks like that is the path they took.

        So I suspect very much that you can have a huge impact on the feature list - and that such requests are not unexpected.
        Garth

        Comment


        • #19
          All hail Garth!!

          Garth,

          Thanks for the quick post. Sam and I have been working with these features (or future features) and I think the user base is climbing the walls looking for them.

          I will post a message to Matt ASAP (within a day or two) to get an idea of his time-line and possible work-around solutions.

          In the mean time, don't be surprised if you start getting lots of posts about this...

          Talk later,

          Brad
          Brad Matheny
          eSignal Solution Provider since 2000

          Comment


          • #20
            Lots of posts are great. Even better if they are constuctive and even better yet if we can build consensus. You guys are pushing into area's I have only glanced at...so I will stand aside as you lead the charge.
            Garth

            Comment


            • #21
              Re: Reply to post 'IB question'

              The dynaorder system has a paper trader that works (supposedly) like IB.
              Just flip a switch from papertrading to live trading.

              Lots of functionality. You might want to take a look - but if yours works
              now, may not be a good idea to re write.



              ----- Original Message -----
              From: "eSignal Bulletin Board Mailer" <[email protected]>
              To: <[email protected]>
              Sent: Wednesday, December 04, 2002 7:20 PM
              Subject: Reply to post 'IB question'


              > Hello dloomis,
              >
              > ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
              >

              Comment


              • #22
                http://www.dynaorder.com/Help/Dots5es/ has the documentation I try to follow

                Comment


                • #23
                  Dynaorder &amp; Papertrading...

                  Thank you very much for pointing me in this direction. I looks like I will be able to work out all of the bugs before committing real money to this system. This is the sugggestion I am going to make to everyone.

                  This is also a big help because I am trying to write a "guide to developing Live Trading systems with eSignal". What a better way to do this than with the papertrading option.

                  Printing documentation and checking all of my code...

                  Brad
                  Brad Matheny
                  eSignal Solution Provider since 2000

                  Comment


                  • #24
                    I went live with an eSignal to Dynaorder to Interactive Brokers system this week. It is an embarrassingly simple system but I wanted to start with something simple (and my system is as simple as I can conceive of) and then build up from there.

                    Dynaorder has a robust feature set and the paper trader function is a great way to test systems. The Dynaorder web site also has a number of examples.

                    I've been learning a lot from you guys so I look forward to seeing more. Even problems can be really informative.

                    Comment


                    • #25
                      UnderDog

                      Do you have any snippets of code to demonstrate your usage of the dots5.dll functions?

                      Comment


                      • #26
                        Arbifox....

                        Thomas,

                        I just checked my messages (phone) and I guess you did not get a chance to call me. Please let me know how I can help. Printed everything from dynaorder and will try to put something together in the next few days.

                        My code is quite big without all the gynaorder stuff. I'm going to have to re-do the logic portion of it because it is designed to operate with setcomputeonclose ON. So, I may have to do some funny TIME stuff to make it work properly - or segment the code into logical processes.

                        Into the great virtual wonder - huh??

                        Brad
                        Brad Matheny
                        eSignal Solution Provider since 2000

                        Comment


                        • #27
                          Re: Reply to post 'IB question'

                          brad please put me on the list to be sure I get your documentation--I don't
                          look at this site very often--thanks

                          Janice
                          ----- Original Message -----
                          From: "eSignal Bulletin Board Mailer" <[email protected]>
                          To: <[email protected]>
                          Sent: Wednesday, December 04, 2002 8:26 PM
                          Subject: Reply to post 'IB question'


                          > Hello tigerwings,
                          >
                          > ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
                          >

                          Comment


                          • #28
                            Re: Reply to post 'IB question'

                            thanks for your reply--I have some great codes from Ensign user group--but I
                            will never get them transferred over unless I find a really smart e-signal
                            writer/user.

                            janice
                            ----- Original Message -----
                            From: "eSignal Bulletin Board Mailer" <[email protected]>
                            To: <[email protected]>
                            Sent: Wednesday, December 04, 2002 5:51 PM
                            Subject: Reply to post 'IB question'


                            > Hello tigerwings,
                            >
                            > ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
                            >

                            Comment


                            • #29
                              Re: Reply to post 'IB question'

                              Brad

                              Are you the guy that was on Ensign--after my experience there I got really
                              frightened--whoever that day trader guy was really got upset over the
                              simplicity of the program I submitted--right after that I recieved 2 e-mails
                              with virus--Fortunately I deleted when I saw certain words. Found out later
                              it was a major virus--maybe just coincidence but who knows!!!

                              Janice
                              ----- Original Message -----
                              From: "eSignal Bulletin Board Mailer" <[email protected]>
                              To: <[email protected]>
                              Sent: Wednesday, December 04, 2002 5:13 PM
                              Subject: Reply to post 'IB question'


                              > Hello tigerwings,
                              >
                              > ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
                              >

                              Comment


                              • #30
                                Re: Reply to post 'IB question'

                                I did not call because I did not look at the system till this morning--I
                                think I am too stupid to call anyone right now--don't even know the right
                                questions to ask. but I may call any way!!!

                                Janice
                                ----- Original Message -----
                                From: "eSignal Bulletin Board Mailer" <[email protected]>
                                To: <[email protected]>
                                Sent: Wednesday, December 04, 2002 11:04 PM
                                Subject: Reply to post 'IB question'


                                > Hello tigerwings,
                                >
                                > ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
                                >

                                Comment

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