Interactive Brokers API

[syswizard 10]

Is anyone familiar enough with some of the features of the TWS API from Interactive Brokers ?

Here's what I'm trying to do:

1) From a list of 1100 stocks, at the OPEN at 9:30am EDT, determine which from this group have GAPPED (open > previous high).

 

It doesn't sound difficult, but it's tough to do with a DDE quote link....too many symbols....it would hang at the open !

 

2) What I need is a customized SCANNER that runs at 9:30 am and then merges the GAP list in the universe of stocks to those in the group of 1100.

IBI's current scanner does not permit custom scans...only their presets are supported.

 

I looked at Yahoo's scanner, but it's Java-based. I need the raw API so I can do this within Excel.

 

I know Tradestation's Radarscreen can do this, but we can't run that platform.

 

Sheesh....this sounds so SIMPLE....am I missing something ?

Any ideas greatly appreciated !

[Knyyt 10]

Seriously suggest you use this Trade-Ideas.com - Real-Time Streaming Stock Alerts Scanner

 

Heres their help file for what they can do-

Alerts Help

 

Let me know how things turn out.

 

Regards, Knyyt

[syswizard 10]

Thanks much. I sent them a note asking if they have an API available so I can integrate the scanner into Excel.

[Knyyt 10]

Syswizard-

 

Think this is what your looking for.

 

 

Stock Alerts for Developers and Webmasters

[syswizard 10]

Thanks for that.....very interesting ActiveX implementation. Strangely, I was able to cobb together a pretty nifty quote tracker in Excel using the Yahoo Finance quote database. I'll post some pix of it when I clean it up.

[fxadvisory 10]

Could someone advise me how I might create a feature that will close all open orders when a net profit target is hit. I would like to open a small basket of FX cross pairs with Interactive Broker' TSW platform and close all orders when the basket hits a net $ profit. thx

[syswizard 10]

Could someone advise me how I might create a feature that will close all open orders when a net profit target is hit. I would like to open a small basket of FX cross pairs with Interactive Broker' TSW platform and close all orders when the basket hits a net $ profit. thx

 

Very difficult to do with the present version 9.3 because commissions are not available. So best you could do is the basis of GROSS profit. API Version 9.4 will support commissions....but no target date has been set.

[fxadvisory 10]

Very difficult to do with the present version 9.3 because commissions are not available. So best you could do is the basis of GROSS profit. API Version 9.4 will support commissions....but no target date has been set.

Gross profit target sounds fine with me considering I can estimate the commissions up front. I am currently using the MT4 dealer platform for FX and have been able to find programmers to write scripts in C+ for helpful modifications like 'close all' on target profit. But the MT4 'dealer platform' world is getting more unappealing to me and I would like to enter the true interbank setting. I would really like to implement this 'close all on profit' script in a demo Interbank account. (gross profit target, ok) Unfortunately, I do not have any programming contacts for such a modification. thanks

[syswizard 10]

You might want to register and check here:

http://codebase.mql4.com

 

There appear to be a lot of MQL4 experts there.

For you to pull this off, MQL4 must support one of these Windows communication interfaces:

DLL

DDE

ActiveX

My quick search of the above surfaced nothing, but that doesn't mean MQL4 cannot do these. You'll need to contact their tech support or the experts for a definitive answer to the above.

[jimingrapevine 10]

Telechart's spreadsheet can be set up to follow gaps. I'm not certain how much information you want sent to Excel but the basic )ie: Price Hi LO Close etc can be saved to a file. Telechart has a free trial so it could be tested before making a commitment.