AmiBroker Auto-Trading Interface For Interactive Brokers 1.3.8 Beta Read Me

AmiBroker Auto-Trading interface for Interactive Brokers 1.3.
8 Beta Read Me
May 29, 2014 21:03
June 3, 2013: The auto-trading interface is now open-source. For the details see
: http://www.amibroker.com/devlog/2013/06/03/ibcontroller-1-3-8-source-codes-rel
eased/
THIS IS A BETA VERSION OF THE SOFTWARE (see FAQ section for an answer "why is it
marked as BETA?")
AUTOMATIC TRADING BRINGS CERTAIN RISKS !
PLEASE TEST CAREFULLY YOUR CODE USING FIRST DEMO TWS AND THEN PAPER TRADING ACCO
UNT !
AUTOMATIC TRADING INTEFACE IS INTENDED TO MAKE TRADING EASIER AND FASTER BUT IT
IS NOT INTENDED TO BE RUN WITHOUT SUPERVISION.
DON'T LEAVE AUTOMATIC TRADING UNATTENDED AS CERTAIN CIRCUMSTANCES MAY OCCUR LIKE
INTERNET FAILURE, POWER FAILURE, OTHER UNEXPECTED SITUATION THAT MAY LEAD TO SE
RIOUS FINANCIAL LOSS.
INSTALLATION INSTRUCTIONS
Just run the installer and follow the instructions.
See CHANGE LOG below for detailed list of changes.
REQUIREMENTS
AmiBroker 4.70 or higher. Recommended AmiBroker 5.30 especially on Vista and
Windows 7.
TWS workstation (DEMO, PaperTrading is OK) from http://www.interactivebroker
s.com/ . Preferred version: 907 or higher.
DO NOT use TWS version 945.1 - it is buggy, especially web version.
Use standalone TWS 944.3 or earlier instead.
Enable ActiveX and Socket Clients turned ON in TWS (Configure->API menu in T
WS)
DOWNLOAD
The most recent version of IBController (1.3.8) can be downloaded from:
http://www.amibroker.com/at/at1380beta.exe
USAGE INSTRUCTIONS
Introduction
The IB Controller (BrokerIB.EXE) is a separate application that acts as a buffer
between AmiBroker and Interactive Brokers TWS. It accepts commands from AmiBrok
er and send orders to / retrieves information from TWS. It also allows to cancel
/transmit orders manually. The IB controller application is run automatically by
AmiBroker if the formula contains the following call:
ibc = GetTradingInterface("IB");
After this call the BrokerIB.EXE (IB Controller) application is launched and the
ibc variable contains the pointer to OLE automation object that has several met
hods (functions) that allow to place/modify/cancel orders via TWS and to query p
ortfolio information. Those methods (functions) are called as any automation obj
ect methods, for example:
if( ibc.IsConnected() ) // check if connection to IB was successfull
{
ibc.PlaceOrder("MSFT", "BUY", 100, "MKT", 0, 0, "DAY", False ); // place orde
r but do not transmit yet
}
Note that this is low-level interface for advanced users that is made available
in so called phase-one of implementing automated trading via IB. There will be h
igher-level interface that will be implemented later.
IB Controller Methods (Functions):
PlaceOrder( string Ticker, string Action, number Quantity, string Type, numb
er LimitPrice, number StopPrice, string TimeInForce, bool Transmit, [optional] n
umber TickSize = 100, [optional] string Attributes = "", [optional] string Paren
tID = "", [optional] string OCAGroup, [optional] number OCAType, [optional] stri
ng FAParams, [optional] string Account)
This function places a new order
Return value:
The function returns the OrderId (string) that can be later used to modify/c
ancel/query status of the order
Parameters:
Ticker - string that specifies the symbol of security/contract to be pur
chased. The symbol should follow the symbology defined in detail at: http://www.
amibroker.com/ib.html
Action - specifies action to be taken, possible values are:
"BUY", "SELL", "SSHORT"
Quantity - the number of shares/contracts to buy/sell
Type - specifies order type, possible values are:
"MKT", "MKTCLS", "LMT", "LMTCLS", "PEGMKT", "STP", "STPLMT", "TRAIL", "R
EL", "VWAP"
- consult the documentation of Interactive Brokers TWS for more informat
ion on order types
LimitPrice - this defines the limit price for limit and stop limit order
s
StopPrice - this defines stop price for stop orders
TimeInForce - defines the time in force of the order, possible values ar
e: "DAY", "GTC", "IOC","GTD"
Starting from v1.0.8 TimeInForce field in PlaceOrder/ModifyOrder accepts
GTD and GAT specifications
GTD - Good Till Date - indicates that the order should remain workign un
til
the time and date set.
Good Till Date specification
GTD YYYYMMDD HH:MM:SS TZONE
where:
YYYY is 4 digit year
MM is 2 digit month
DD is 2 digit day
HH is 2 digit hour
MM is 2 digit minute
SS is 2 digit second (OPTIONAL)
TZONE is time zone (OPTIONAL)
After regular TimeInForce specifications (DAY, GTC, GTD) you may add ext
ra
GoodAfterTime (GAT) part. GAT part comes AFTER semicolon. It indicates t
hat
trade should be submitted after the time and date set:
GAT specifications:
DAY;GAT YYYYMMDD HH:MM:SS TZONE - day order valid after specified date/t
ime
GTC;GAT YYYYMMDD HH:MM:SS TZONE - good till canceled order valid after s
pecified time
GTD yyyymmdd hh:mm:ss tzone;GAT YYYYYMMDD HH:MM:SS TZONE - GTD order val
id after specified time
where:
YYYY is 4 digit year
MM is 2 digit month
DD is 2 digit day
HH is 2 digit hour
MM is 2 digit minute
SS is 2 digit second (OPTIONAL)
TZONE is time zone (OPTIONAL)
Note: there must be NO SPACE characted between semicolon and GAT string.
Examples:
ibc.PlaceOrder("MSFT", "BUY", 100, "LMT", 27, 0, "DAY;GAT 20051214 18:00
:00 GMT", True );
- day limit order good after Dec 14,2005, 18:00 GMT
ibc.PlaceOrder("MSFT", "BUY", 100, "LMT", 27, 0, "GTD 20051215 17:00:00
GMT;GAT 20051214 18:00:00 GMT", True );
- limit order valid from Dec 14,2005 18:00 to Dec 15,2005 17:00 GMT
GMT", True );
- limit order valid from now until Dec 15,2005 19:00 GMT
Transmit - boolean flag that specifies if given order should be actually
transmitted to the exchange.
if this flag is set to FALSE then order is NOT transmitted but appears i
n the TWS workstation so you can press transmit it manually later
additional parameters for IBController 1.0.4 or higher:
TickSize - defines minimum price fluctuation allowed for given symbol ex
pressed in pips (= 0.0001). For most US stocks it is 100 (represents 0.01 move),
for most currencies: 1 (represents 0.0001 move), if minimum move is less than 0
.0001 you can use fractional values for example 1/100 for 0.000001 move.
additional parameters for IBController 1.0.8 or higher :
Attributes - is a string that allows to specify additional order attribu
tes (comma separated list).
Supported attributes:
outsideRTH - if specified means that order will trigger not only during
Regular Trading Hours (RTH), but also in extended trading (pre/after market); th
is applies to stop orders, conditional orders, and alerts; it is used by the tri
ggering logic. If not specified (false) orders will trigger ONLY during RTH.
allOrNone - fill all or nothing at all
eTradeOnly - trade with electronic quotes only
firmQuoteOnly - trade with firm quotes only
Version 1.1 ignoreRth / rthOnly flags are OBSOLETE now and not supported
as TWS API dropped support for those.
By default all those flags are INACTIVE (OFF)

Example:
GMT", True, 100, "allOrNone" );
(Note that optional parameter TickSize MUST be specified if you want to
use Attributes)
ParentID - is a string that specifies parent order identifier (returned
by previous PlaceOrder call)
allowing you to place BRACKET orders.
Example:
parentID = ibc.PlaceOrder("MSFT", "BUY", 1000, "LMT", 27, 0, "GTC", Fals
e );
ibc.PlaceOrder("MSFT", "SELL", 1000, "LMT", 28, 0, "GTC", False, 100, ""
, parentID );
ibc.PlaceOrder("MSFT", "SELL", 1000, "STP", 26, 26, "GTC", True, 100, ""
, parentID );
Note that TRANSMIT flag is set to FALSE on all bracket orders except the
last one. This ensures that orders wait until bracket order set is completed. S
etting Transmit flag to TRUE on the very last one transmits entire bracket.
OCAGroup - optional string parameter (new in 1.1.0) that allows to defin
e OCA (One-Cancels-All) group of orders
OCA group orders work in conjuntion with one another so when one order w
ithin the group is executed the remaining orders are canceled. For more info see
: http://www.interactivebrokers.com/php/webhelp/Making_Trades/Create_Order_Types
/oca.htm
Example:
ibc.PlaceOrder("MSFT", "SELL", 1000, "LMT", 28, 0, "GTC", True, 100, "",
0, "MYGROUP" );
ibc.PlaceOrder("MSFT", "SELL", 1000, "STP", 26, 26, "GTC", True, 100, ""
, 0, "MYGROUP" );
OCAType - optional numeric parameter (new in 1.1.0) that allows to contr
ol the way OCAGroup orders are handled when one order in the group is partially
filled.
Possible values are:
1 = CANCEL_WITH_BLOCK - other orders are cancelled
2 = REDUCE_WITH_BLOCK - other orders are reduced in size and overfill pr
otection is ON
3 = REDUCE_NON_BLOCK - other orders are reduced in size and overfill pro
tection is OFF
Default value is 3
FAParams - optional string parameter (new in 1.1.0) - for use with FA (F
inancial Advisor aka Family&Friends) accounts.
Allows to specify FA account allocation group, profile, method and perce
ntage. These four parameters should be provided as semicolon separated string:
"FAGroup;FAProfile;FAMethod;FAPercentage".
If some parameter is not necessary it may be left empty but you need to
keep semicolons if there are any further parameters required. For example to spe
cify order that uses "All" group and uses "EqualQuantity" method the FAParameter
should look like this:
"All;;EqualQuantity":
ibc.PlaceOrder("MSFT", "BUY", 1000, "LMT", 27, 0, "GTC", True, 100, "",
0, "", 0, "All;;EqualQuantity" );
If you want to use custom allocation profile you can use:
ibc.PlaceOrder("MSFT", "BUY", 1000, "LMT", 27, 0, "GTC", True, 100, "",

0, "", 0, "All;MyCustomProfile" );
If FAParams is not provided and you are using FA account than IBc will u
se default allocation of "All;;AvailableEquity"
Note that by default IB Controller logs into "All" account which is "agg
regate", i.e. holds the sum of all positions on all sub-accounts.
Account - optional string parameter (new in 1.3.5) - for use with FA (Fi
nancial Advisor aka Family&Friends) accounts.
This allows to specify destination account for order for F&F/FA IB accou
nts in single call, instead of relying on SetAccount/PlaceOrder sequence.
Single-call PlaceOrder/ModifyOrder with account specification allows to
specify account without worrying that other threads/processes can switch the acc
ount between SetAccount() and PlaceOrder().
ModifyOrder( string OrderId, string Ticker, string Action, number Quantity,
string Type, number LimitPrice, number StopPrice, string TimeInForce, bool Trans
mit, [optional] number TickSize = 100, [optional] string Attributes = "", [optio
nal] string ParentID = "" , [optional] string OCAGroup, [optional] number OCATyp
e, [optional] string FAParam, [optional] string Account)
This function modifies the order that was placed before but not yet filled.
This function can be used also to modify orders that were sent with "Transmit" f
lag set to False. Also when OrderID parameter is empty this function works exact
ly like PlaceOrder (so you can place and modify orders using ModifyOrder() funct
ion alone)
Return value:
The function returns the OrderId (string) that can be later used to modify/c
ancel/query status of the order
Parameters:
OrderId - string specifying the orderID to be modified (returned by earl
ier PlaceOrder or ModifyOrder call). If this parameter is empty then the functio
n places a new order
all remaining parameters are the same as in PlaceOrder function
In version 1.1.0 one improvement was added to the ModifyOrder function that
if some of optional parameters like ParentID, OCAGroup, OCAType, FAParam are not
specified - then it uses previously provided values (during PlaceOrder). This p
revents from for example losing ParentID when calling ModifyOrder on a child ord
er without currect parentID.
CancelOrder( string OrderId )
This function cancels pending order.
Return value:
True - if pending order was found and cancel request has been sent, False -
if there is no pending order with specified OrderId
Parameters:
ier PlaceOrder or ModifyOrder call).
GetAccountValue( string FieldName )
(new in 1.0.2)
This function retrieves account values.
Return value:
String representing the value. Note that if you need number in AFL you shoul
d use StrToNum conversion function that will convert string returned by this fun
ction to the number.
Empty string is returned if field does not exist or is empty.
Parameters:
FieldName - defines the value to query
List of available fields (case sensitive):

1. The fields that are either currency-independent or expressed in BASE acco
unt currency (usually totals):
AccountCode
AccountReady
AccountType
AccruedCash
CashBalance
Currency
DayTradesRemaining
DayTradesRemainingT+1
ExchangeRate
FuturesPNL
Leverage-S
LookAheadNextChange
NetLiquidationByCurrency
OptionMarketValue
PNL
RealizedPnL
StockMarketValue
TotalCashBalance
UnrealizedPnL
2. Fields that are provided separately for EACH currency held on the account
, [CUR] in the list below means currency symbol, so for USD denominated funds an
d securities you will see [USD] prefix. Note IDEALPRO spot Forex positions are i
ncluded in [CUR]CashBalance here.
[CUR]AccruedCash
[CUR]AccruedCash-C
[CUR]AccruedCash-S
[CUR]AvailableFunds
[CUR]AvailableFunds-C
[CUR]AvailableFunds-S
[CUR]BuyingPower
[CUR]CashBalance
[CUR]Currency
[CUR]EquityWithLoanValue
[CUR]EquityWithLoanValue-C
[CUR]EquityWithLoanValue-S
[CUR]ExcessLiquidity
[CUR]ExcessLiquidity-C
[CUR]ExcessLiquidity-S
[CUR]FullAvailableFunds
[CUR]FullAvailableFunds-C
[CUR]FullAvailableFunds-S
[CUR]FullExcessLiquidity
[CUR]FullExcessLiquidity-C
[CUR]FullExcessLiquidity-S
[CUR]FullInitMarginReq
[CUR]FullInitMarginReq-C
[CUR]FullInitMarginReq-S
[CUR]FullMaintMarginReq
[CUR]FullMaintMarginReq-C
[CUR]FullMaintMarginReq-S
[CUR]FutureOptionValue
[CUR]FuturesPNL
[CUR]GrossPositionValue
[CUR]GrossPositionValue-S
[CUR]InitMarginReq
[CUR]InitMarginReq-C
[CUR]InitMarginReq-S
[CUR]Leverage-S
[CUR]LookAheadAvailableFunds
[CUR]LookAheadAvailableFunds-C
[CUR]LookAheadAvailableFunds-S
[CUR]LookAheadExcessLiquidity
[CUR]LookAheadExcessLiquidity-C
[CUR]LookAheadExcessLiquidity-S
[CUR]LookAheadInitMarginReq
[CUR]LookAheadInitMarginReq-C
[CUR]LookAheadInitMarginReq-S
[CUR]LookAheadMaintMarginReq
[CUR]LookAheadMaintMarginReq-C
[CUR]LookAheadMaintMarginReq-S
[CUR]LookAheadNextChange
[CUR]MaintMarginReq
[CUR]MaintMarginReq-C
[CUR]MaintMarginReq-S
[CUR]NetLiquidation
[CUR]NetLiquidationByCurrency
[CUR]NetLiquidation-C
[CUR]NetLiquidation-S
[CUR]PreviousDayEquityWithLoanValue
[CUR]PreviousDayEquityWithLoanValue-S
[CUR]OptionMarketValue
[CUR]OptionMarketValue
[CUR]RealizedPnL
[CUR]SMA
[CUR]SMA-S
[CUR]StockMarketValue
[CUR]TotalCashBalance
[CUR]TotalCashValue
[CUR]TotalCashValue-C
[CUR]TotalCashValue-S
[CUR]UnalteredInitMarginReq
[CUR]UnalteredMaintMarginReq
[CUR]UnrealizedPnL
When currency is NOT specified IBc first looks for values specified in BASE
currency and if not found then uses USD as default,
so you can use old-style GetAccountValue("AvailableFunds") and it will retur
n the same as GetAccountValue("[USD]AvailableFunds")
- because there available funds are not specified in base currency.
If you however call GetAccountValue("TotalCashBalance") it will report in BA
SE currency and it may be different from GetAccountValue("[USD]TotalCashBalance"
) which will represent USD cash only. Differences will occur if you have cash po
sitions in many currencies so "base" currency shows gross total of all positions
in all currencies as if they were exchanged into base currency
GetExecInfo( string OrderId, , string Field)
(new in 1.3.0)
This function retrieves the value of the Field of OrderId order from the exe
cution list
Return value:
the numeric or sting value of the requested Field for OrderId. Null if no fi
eld or no such position available
Parameters:
OrderId - string that specifies the order (returned by PlaceOrder functi
on or retrieved by GetExecList).
Field - one of column names found in "Executions" page of IB Controller.
For example "Avg. price" gives average price of purchase of given security, "Fi
lled" gives number of shares/contracts filled
GetExecList( number Type, string Filter )
(new in 1.3.0)
Returns comma separated list of orders from executions list
Parameters:
Type - specifies what should be returned 0 - gives ORDERIDs (currently this
is the ONLY value accepted)
Filter - when not empty it tells IBc that only orders with specified status
should be returned when empty - all orders from pending list are returned.
Examples:
symbols = ibc.GetPendingList( 0, "Filled" );
- returns comma separated list of completely filled order IDs
symbols = ibc.GetPendingList( 0, "" );
- returns list of all orderIDs present in the "executions list"
To extract symbols from the list use this kind of loop:
for( i = 0; ( symbol = StrExtract( symbols, i ) ) != ""; i++ )
{
printf("Symbol: " + symbol + "\n" );
}
Example usage:
execlist = ibc.GetExecList(0,""); // list all orders from executions page
execinfo = "";
for( i = 0; ( OId = StrExtract( execlist, i ) ) != ""; i++ )
{
execinfo = execinfo + OID + " Symbol: " + ibc.GetExecInfo( OID, "Symbol"
) +
" Filled: " + ibc.GetExecInfo( OID, "Filled" ) +
" Avg. price: " + ibc.GetExecInfo( OID, "Avg. price" ) + "\n";
}
_TRACE( execinfo );
GetLastError( string OrderId )

(new in 1.0.2)
This function returns the text of last error message
Return value:
string representing the error message. Empty in case when there was no error
message or there is no such order
Parameters:
OrderId - specifies the order id to query last error information from. There
is a special value that you can pass: 0 (zero) and it has a special meaning: it
retrieves last error message for ANY order. This is exactly this message that a
ppears on the top of the error list in IBController user interface.
GetStatus( string OrderId, [optional] boolean InclFilled )
This function retrieves status of pending order.
Return value:
string that describes the status, it can be:
"NotYetTransmitted", "PreSubmitted", "Pending", "Cancelled","Submitted", "Fi
lled", "Error" (new in 1.0.2), "Inactive" or empty when matching order was not f
ound
Depending on InclFilled field some statuses are intermittient.
If InclFilled is not specified or equal to false (zero) then only "NotYetTra
nsmitted", "Pending", "PreSubmitted", "Submitted" statuses are reported consiste
ntly. "Cancelled" and "Filled" statuses are intermittient because such orders ar
e removed from pending orders list within one second from cancelling/filling the
order (this will change in the future). "Error" status means that there was an
error during processing last request to place/modify an order and you can query
detailed error information using GetLastError function.
If InclFilled is set to True then also statuses of orders listed on "Executi
ons" list are reported and this means that you can get "Cancelled", "Filled", "E
rror", "Inactive" consistently.
Note: InclFilled parameter has been introduced in 1.0.8.
Parameters:
GetPositionInfo( string Ticker, string Field)
(new in 1.0.3)
This function retrieves the value of the Field of Ticker symbol held current
ly in the portfolio
IMPORTANT CHANGE in 1.1.0 : the function does NOT report positions with zero
sizes anymore
Return value:
the numeric value of the requested Field for Ticker. Null if no field or no
such position available
Parameters:
Ticker - string that specifies the symbol of security/contract. The symb
ol should follow the symbology defined in detail at: http://www.amibroker.com/ib
.html
Field - one of column names found in "Portfolio" page of IB Controller.
For example "Avg. cost" gives average cost of purchase of given security, "Unrea
lized PNL" gives unrealized profit and loss.
GetPositionSize( string Ticker )
This function retrieves the number of shares/contracts of Ticker symbol held
currently in the portfolio
Return value:
the number that descibes the currently held position size for Ticker. Positi
ve numbers mean long position, negative numbers mean short position, zero means
that given ticker is not held in the portfolio
Parameters:
Ticker - string that specifies the symbol of security/contract. The symb
ol should follow the symbology defined in detail at: http://www.amibroker.com/ib
.html
IsConnected()
This function retrieves the connection status to TWS.
Return value:
0 - NO connection
1 - connection in progress
2 - means connection OK, no messages
3 - connection OK, but TWS generated some warning/error messages (see "Messa
ges tab)
IsOrderPending( string OrderId )
This function checks if given order is pending (or not yet transmitted).
Return value:
True - if order is still in the pending list, False if order was Filled, can
celled or there is no such order at all
Parameters:
GetPositionList()
(new in 1.0.8)
Returns comma-separated symbol list of currently open positions.
IMPORTANT CHANGE in 1.1.0 : the function does NOT report positions with zero
sizes anymore
Example:
list of open positions and their sizes
openpos = ibc.GetPositionList();
for( i = 0; ( symbol = StrExtract( openpos, i ) ) != ""; i++ )
{
printf("Position " + i + "\tSymbol: " + symbol + "\tSize: " + ibc.GetPosit
ionSize( symbol ) + "\n" );
}
GetPendingList( number Type, string Filter )
(new in 1.0.8)
Returns comma separated list of orders from pending list
Parameters:
Type - specifies what should be returned 0 - gives ORDERIDs, 1 gives symbol
lists
should be returned when empty - all orders from pending list are returned.
Examples:
symbols = ibc.GetPendingList( 0, "Pending" );
- returns comma separated list of pending order IDs
- returns comma separated list of SYMBOLS that have pending orders
symbols = ibc.GetPendingList( 0, "Error" );
- returns list of orderids that have errors
symbols = ibc.GetPendingList( 0, "Cancelled" );
- returns cancelled orderids (please keep in mind that cancelled order are a
utomatically removed from
the list after few seconds)
- returns list of all orderIDs present in the "pending list" (may be pending
/error/cancelled/partially filled/submitted, etc)
To extract symbols from the list use this kind of loop:
for( i = 0; ( symbol = StrExtract( symbols, i ) ) != ""; i++ )
{
printf("Symbol: " + symbol + "\n" );
}
CloseAllOpenPositions( [optional] string Ticker )
(new in 1.0.8)
Sends orders to close all currently open positions.
sends MARKET SELL/BUY order for each and every LONG/SHORT position in the po
rtfolio page - should effectively close all open positions (provided that closin
g orders will fill correctly), note however that it may happen that these closin
g orders may fail (for example when markets are closed)
New in 1.1.0: now function accepts optional parameter. When it is provided,
the function closes positions only on specified ticker. If it is not specified -
it operates as previously (closes positions on all symbols).
CancelAllPendingOrders( [optional] string Ticker )
(new in 1.0.8)
Cancels all pending orders
Sends cancel for each and every order displayed in the Pending orders page (
with the exception of orders with Errors)
New in 1.1.0: now function accepts optional parameter. When it is provided,
the function cancels orders only of specified ticker. If it is not specified - i
t operates as previously (cancels all pending orders on all symbols).
Transmit( string OrderID )
(new in 1.0.8)
Modifies transmit flag on NotYetTransmitted order
Paramters:
OrderID - string specifying the orderid returned by PlaceOrder
Returns non-zero (true) when orderid has been found on the pending order lis
t and zero otherwise. It does not necesarily mean that transmit was successful.
Transmit( orderid) is used to transmit orders previously placed with transmi
t flag set to false.
Transmit internally is handled by calling "modify order" function (so you do
n't need to specify the same parameters again) but note that TWS has problems wi
th handling modify requests coming too quickly, so you will NOT be able to call
modify/transmit immediatelly after placing order with transmit = false.
In such cases we recommend using manual trigger that is slow enough not to c
ause problems.
Example:
ibc.Transmit( orderid );
Sleep( number Milliseconds )
(new in 1.0.8)
This is EXPERIMENTAL function.
Suspends the execution for specified number of milliseconds.
Please do NOT use this function unless you really have to, because it locks
both IBController and AmiBroker for specified period of time and both applicatio
ns won't respond to user actions (such as mouse/keyboard input). If you suspend
execution for more than few seconds AmiBroker will complain about OLE server not
responding.
Example:
ibc.Sleep( 1000 ); // sleep for 1000 milliseconds = 1 second
ClearList( number ListNo )
(new in 1.1.0)
Clears specified display list.
where ListNo can be:
0 - pending order list
1 - execution list
2 - portfolio list
3 - account information list
4 - error message list
-1 - special meaning (new in 1.3.5) - clear ALL lists
ibc.ClearList( 4 ); // clears error message list
Note that this function only affects the display, it does NOT affect the sta
tus of orders. So if you have any active orders the "pending orders", "execution
s" lists will be re-filled with currently active orders during next status updat
e (usually within fraction of second - so it may not be visually noticeable) It
also applies for portfolio and account information lists - they will be re-fille
d with next account update - usually within few seconds.
SetAccount( string Account )
(new in 1.1.0, changed in 1.3.5)
IMPORTANT: Functionality of this function has CHANGED IN 1.3.5
ONLY FOR FA (financial advisor) accounts.
Sets active account for next PlaceOrder()/ModifyOrder() calls. Note that it
is also possible now to specify destination account directly via parameter passe
d to PlaceOrder/ModifyOrder instead of relying on SetAccount().
SetAccount() does NOT clear lists anymore and does NOT change 'viewing' acco
unt as it did in pre-1.3.5 versions.
Clearing execution and pending list was problematic because when switching a
ccounts the information about previously sent orders on different account was lo
st on F&F accounts. So SetAccount() does not clear lists automatically. If you w
ant to do this, you can call ClearList( -1 ) explicitely.
Also this function does NOT change the account which is displayed in the "ac
count information" window and "portfolio" tabs.
To change account displayed in the "account information" page and "portfolio
" tabs use new function SetInfoAccount().
Separation of order and viewing accounts allows directing orders to any acco
unt withing changing any views, i.e. you can monitor/view "All" account - that d
isplays cumulative information for all F&F/FA accounts or any other account whil
e placing orders for other accounts.
By default viewing information is the "ALL" account and in most cases there
is no need to change it as it receives updates from all sub-accounts.
SetInfoAccount( string Account )
(new in 1.3.5)
This function changes the account which is displayed in the "account informa
tion" window and "portfolio" tabs.
It does NOT change account used for orders.
Note that IB uses "A" subscript to designate "All" account that is aggregate
of all subaccounts. So if your FA account has a number of F1234, you need to ad
d "A" suffix to it to get aggregate data:
ibc.SetInfoAccount("F1234A");
Reconnect()
(new in 1.1.0)
Closes connection to TWS and re-opens it, clears all lists and requeries for
pending orders. Essentially gives the same effect as you would achieve by termi
nating and re-running IB Controller.
Examples:
1. Placing and transmitting Market Buy Order for 100 shares when MACD crosses ab
ove Signal line:
Buy = Cross( MACD(), Signal() );
if( LastValue( Buy ) )
{
// check if we are connected OK
if( ibc.IsConnected() )
{
// check if we do not have already open position on this stock
if( ibc.GetPositionSize( Name() ) == 0 )
{
// transmit order
ibc.PlaceOrder( Name(), "Buy", 100, "MKT", 0, 0, "Day", True );
}
}
}
2. Placing/modifying a limit order on current price plus $0.10 but without trans
mitting it (manual transmit required).
This code can be run many times and it will modify existing order as long as it
is not transmitted. It uses static variables to store orderId from last run.
Buy = L > Ref( H, -1 ); // buy when prices gap up

if( LastValue( Buy ) )
{
{
// place orders only if we do not have already open position on this symb
ol
if( ibc.GetPositionSize( Name() ) == 0 )
{
// retrieve orderID from previous run, will be empty if no order was pl
aced before
OrderID = StaticVarGetText("OrderID"+Name());
// place or modify the order - don't transmit yet
OrderID = ibc.ModifyOrder( OrderID, Name(), "BUY", 100,
"LMT", LastValue( C ) + 0.10, 0, "Day", False )
;
// store orderID for next run so we know which order to modify
StaticVarSetText("OrderID"+Name(), OrderID);
}
}
}
3. Placing/modifying manually from Parameters dialog. Code to be applied in Indi
cator Builder. (Modified to use new features in 1.0.2)
This code can be run many times and it will modify existing order as long as it
is not transmitted. It uses static variables to store orderId from last run.
// Param block
TriggerOrder= ParamTrigger("Place order","Click here to place order");
Mode=ParamToggle("Mode","Modify existing|Always place new order");
ACT = ParamList("Action", "BUY|SELL|SSHORT");
OT = ParamList("Order Type", "MKT|LMT|STP");
TIF = ParamList("Time In Force", "DAY|GTC|IOC");
Ticker = ParamStr("Ticker",Name());
NumShares = Param("Number of Shares",10,10,100,10);
LimitPrice = LastValue(C) + Param("Limit Price offset",0,-0.1,0.1,0.01);
StopPrice = LastValue(C) + Param("Stop price offset",0,-0.1,0.1,0.01);
Transmit = ParamToggle("Transmit","Do NOT transmit|Transmit",0);
TriggerCancel = ParamTrigger("Cancel Order","Click here to Cancel order");
Msg = ""; // this variable stores error message text
// create instance of trading interface
// retrieve orderID from previous run, will be empty if no order was placed befo
re
OrderID = StaticVarGetText("OrderID"+Ticker);
if( TriggerOrder )
{
{
if( Mode == 1 ) OrderID = ""; // if mode set to 'always new' then clear order
id
// place orders only if we do not have already open position on this symbol
// place or modify the order - don't transmit yet
OrderID = ibc.ModifyOrder( OrderID, Ticker,
ACT, NumShares, OT, LimitPrice, StopPrice, TIF, Transmit);
// store orderID for next run so we know which order to modify

StaticVarSetText("OrderID"+Ticker, OrderID);
if( Mode == 1 )
Msg = "New order has been placed with ID = ";
else
Msg = "Order placed/modified with ID = ";
Msg = Msg + OrderID + " on " + Now();
}
else
{
Msg = "Placing order failed because of no connection to TWS";
}
}
if( TriggerCancel )
{
if( OrderId != "" )
{
if( ibc.CancelOrder( OrderId ) )
Msg = "Request to cancel order " + OrderID + " sent successfully";
else
Msg = "Request to cancel order " + OrderID + " failed.";
}
else
Msg = "Can not cancel order becase OrderID is empty";
}
execlist = ibc.GetExecList(0,""); // all
execinfo = "";
for( i = 0; ( OId = StrExtract( execlist, i ) ) != ""; i++ )
{
execinfo = execinfo + OID + " Symbol: " + ibc.GetExecInfo( OID, "Symbol" ) +
" Filled: " + ibc.GetExecInfo( OID, "Filled" ) +
" Avg. price: " + ibc.GetExecInfo( OID, "Avg. price" ) + "\n";
}
// monitoring code
Title =
Msg +
"\nLast TWS message: "+ ibc.GetLastError(0) +
"\nAvailable funds: " + ibc.GetAccountValue("AvailableFunds")+
" Gross Pos. Value: " + ibc.GetAccountValue("GrossPositionValue")+
"\nOrderID = "+OrderId+
"\nTicker = "+Ticker+
"\nAction = "+ACT+
"\nShares = "+NumToStr(NumShares,1.0)+
"\nOrderType = "+OT+
"\nLimitPrice = "+NumToStr(LimitPrice,1.3)+
"\nStopPrice = "+NumToStr(StopPrice,1.3)+
"\nTimeInForce= "+TIF+
"\nTransmit = "+NumToStr(Transmit,1.0)+"\n"+
"\nGetStatus = "+ibc.GetStatus( OrderID )+
"\nGetPositionSize = "+ibc.GetPositionSize( Ticker )+
"\nIsConnected = "+NumToStr(ibc.IsConnected(),1.0) +
"\nExecInfo\n" + execinfo;
4. Placing bracket order
// create instance of trading interface
parentID = ibc.PlaceOrder("MSFT", "BUY", 1000, "LMT", 27, 0, "GTC", False );
ibc.PlaceOrder("MSFT", "SELL", 1000, "LMT", 28, 0, "GTC", False, 100, "", parent
ID );
ibc.PlaceOrder("MSFT", "SELL", 1000, "STP", 26, 26, "GTC", True, 100, "", parent
ID );
Note that TRANSMIT flag is set to FALSE on all bracket orders except the last on
e. This ensures that orders wait until bracket order set is completed. Setting T
ransmit flag to TRUE on the very last one transmits entire bracket.
5. Iterating through open positions:
{
printf("Position " + i + "\tSymbol: " + symbol + "\tSize: " + ibc.GetPositionS
ize( symbol ) + "\n" );
}
6. Placing OCA group orders:
ibc.PlaceOrder("MSFT", "SELL", 1000, "LMT", 28, 0, "GTC", True, 100, "", 0, "MYG
ROUP" );
ibc.PlaceOrder("MSFT", "SELL", 1000, "STP", 26, 26, "GTC", True, 100, "", 0, "MY
GROUP" );
FAQ
1) Why IBController has BETA status?
The reason is simple - because it relies on IB API we have no control upon. You
need to be aware of the fact that Interactive Brokers may and actually do change
TWS and API quite often and any future changes in the API/TWS may produce incom
patiblities without any warning. We try to adjust IBController as soon as such i
ncompatibilities surface, but we can only do that "after the fact". Due to this
there can be periods when IBController does not work properly with certain versi
on(s) of TWS. That is the only reason why IBController is marked as BETA.
2) What exactly is the OrderID, where is the number stored? How does it incremen
t? Can we assign our own OrderIDs?
OrderID is a string that represents the unique order number that is assigned by
IB Controller (for orders placed via IB Controller) or TWS (for orders placed in
TWS) when you place the order. It is automatically incremented on each NEW orde
r. The implementation takes care that generated ID is unique for given session o
f TWS. You should NOT assign your own IDs because you may risk generating duplic
ates that will be rejected by TWS.
3) The IB Interface contains a lot of useful information, can we access this inf
ormation in afl?
GetAccountValue() function (introduced in 1.0.2) allows that.
4) IMPORTANT. During development i often "lose" my connection to the TWS and can
not get it going again. Under what conditions can/does this happen?
This is probably caused by placing ModifyOrder calls too often so TWS is not abl
e handle them and sends error messages ("Unable to modify this order as its stil
l being processed") and it results in IsConnected() returning false. This should
be addressed by next version. If such thing happens you can simply close IB Con
troller window.
5) Is it possible to read IB Last/Bif/Ask prices while running a eSignal databas
e?
Right now there is no access to price data via IBController but maybe in the fut
ure
6) Why do we have a PlaceOrder() and a ModifyOrder(), if ModifyOrder can be used
in both cases?
Just for completeness. Indeed ModifyOrder alone would be enough.
7) Can we retrieve the "Executions" and "Pending" page (string) from the IB Cont
roller window, for display on the chart?
Pending - yes you can retrieve the status of the order while it is on "Pending"
page using GetStatus. As for "execution" tab - as it is already described in the
read me this is in the works.
8) It appears the startup sequence of TWS and AB is significant, is it?
Not actually TWS and AB - they are independent. But what is important to run TWS
before running IB Controller. If you however have your trading code in indicato
r then it may be auto-refreshed at AB start and in this individual case you woul
d need to run TWS before AB. Anyway if something fails you can simply close IB c
ontroller window and it will re-open automatically and reconnect on next call to
GetTradingInterface.
9) When the TWS/AB connection is broken during trading, what is the best way to
restore it?
Close IB Controller manually. It will re-open automatically and reconnect on nex
t call to GetTradingInterface.
10) What is the consequence of repeated PlaceOrder() or ModifyOrder() execution
due to AB Refresh? What happens when, instead of using Cross() with use ">" or "
<"?
Franly auto-trading interface is NOT indented to be used in indicators. It is in
tended to be used in AA window. But if you prefer to run it in IB you can do thi
s too, but then you should check pending orders and check portfolio position siz
e for given symbol not to buy too many shares. To answer your question: multiple
PlaceOrder calls will result in multiple orders placed. Multiple ModifyOrder()
calls may result in the same (if OrderID is empty) or may just result in updatin
g the values of already exisiting, pending order if you specify correct OrderID
of order placed before (see the example 2.)
11) A "clear" Message button would be nice in the IBc window, i have to scroll d
own continuously to see the latest message (perhaps last-on-top scrolling?)
It is already available in version 1.0.2
12) What is the best way to write a single-(user initiated)-execution line of co
de? ... this is where the ParamTask() i suggested earlier would come in handy.
Use new AFL ParamTrigger function
ParamTrigger( "Name", "Button text")
- to be used in indicator builder - to create triggers (buttons).
If you place ParamTrigger in the indicator code it will create a "button" in Par
ameter dialog that can be pressed.
Normally ParamTrigger will return zero (0) but when button in the param window i
s pressed then it will refresh the chart and ParamTrigger will return 1 (one) fo
r this single execution (further refreshes will return zero, until the button is
pressed again)
Example:
trigger = ParamTrigger("Place Order", "Click here to place order");
if( trigger )
{
// your one-shot code here
}
13) When placing orders from an indicator (the thing to do in RT trading) and ed
iting the code will result in additional afl executions, how can i prevent rando
n order placement from the extra passes? Parameters and Signals may not be the s
ame as a result of using loops, DLLs, and things.
Use static variables as given in example 2 to MODIFY existing order instead of p
lacing many new orders. Or use code given in response to question 10
14) I got an warning from TWS that is treated as error in Pending list. How can
I solve that?
You can put specific TWS code onto "Ignore list" (use File->Error code ignore li
st to enter codes in comma separated list). Any code entered here will be ignore
d by Pending List page, but still will be displayed in the messages window.
15) some message in the IBc are not clear/precise in their meaning ...
Well these messages come from TWS and I have no influence on their wording :-)
CHANGE LOG
CHANGES FOR VERSION 1.3.8
removed the workaround introduced in 1.3.5 for symbol translation because it
caused problems for symbols like 6EU0-GLOBEX-FUT where symbol is not equal to l
ocal symbol less expiration code (EUR vs 6E). Instead symbol translation now rel
ies solely on method introduced in 1.3.6
GetPositionList() returned empty symbol part for non-stocks. Fixed
PlaceOrder failed on Financial advisor accounts when non-master Account was
passed in a parameter without preceding SetAccount call. Fixed.
IBController now uses more reliable way to translate from local symbol to TW
S symbol/expiry pair based on information sent back by TWS. (It is not as simple
as one may think because sometimes local symbol does not contain TWS symbol, so
one can not derive TWS symbol from local symbol in general case, for example FE
SX SEP 10 local symbol translates to ESTX50,20100917, therefore IBController nee
ds to get info from TWS)
New SetInfoAccount( account )
This function changes the account which is displayed in the "account informa
tion" window and "portfolio" tabs.
It does NOT change account used for orders.
To workaround recent change in TWS, for futures (FUT) 'symbol' field is set
by IBController as localsymbol without expiration month/year. This is temporary
workaround which may be broken by other TWS releases. Tested to work with TWS 90
7.7
Pending Orders/Executions/Portfolio/Account info tabs now have additional co
mmand "Account" that specifies the account given item refers to
PlaceOrder and ModifyOrder now accept optional Account parameter
This allows to specify destination account for order for F&F/FA IB accounts
in single call, instead of relying on SetAccount/PlaceOrder sequence.
Single-call PlaceOrder/ModifyOrder with account specification allows to spec
ify account without worrying that other threads/processes can switch the account
between SetAccount() and PlaceOrder().
Now SetAccount() only sets account for NEXT order(s). It does NOT clear list
s anymore and does NOT change 'viewing' account
Clearing execution and pending list was problematic because when switching a
ccounts the information about previously sent orders on different account was lo
st on F&F accounts. So SetAccount() does not clear lists automatically. If you w
ant to do this, you can call ClearList( -1 ) explicitely.
Also this function does NOT change the account which is displayed in the "ac
count information" window and "portfolio" tabs.
To change account displayed in the "account information" page and "portfolio
" tabs use new function SetInfoAccount().
ClearList() method accepts -1 as listno - then it clears ALL lists
fixed compatibility issues with TWS version 904+
added configuration file to support AmiBroker 5.30 trading from chart functi
onality
added GetExecList and GetExecInfo functions.

The IBc now accepts new symbology convention with 4th part defining currency
: SYMBOL-EXCHANGE-TYPE-CURRENCY. When currency is not specified USD is used as d
efault. For more info see http://www.amibroker.com/ib.html
The IBc also accepts single letter type codes
IBc now allows to define which error codes should be ignored using File->Err
or code ignore list
upgraded to use latest TWS API 9.41 (tested with latest TWS 885.7, requires
at least 879)
following TWS API changes ignoreRth and rthOnly flags are removed and replac
ed with single flag: outsideRTH
Quote from TWS DOC http://www.interactivebrokers.com/en/software/apiReleaseN
otes/api94.php?ib_entity=llc
"OutsideRTH Flag Replaces "Ignore Regular Trading Hours" and "Regular Tradin
g Hours Only" Flags
Supported in: All API Platforms
A new, single order atttibute, bool OutsideRTH(), replaces two flags: ignore
RTH and rthOnly in the Order class/struct. If set to true, this new extended ord
er attribute allows orders to trigger or fill outside of regular trading hours.
"
primaryExchange is now set to empty. This solves "invalid symbol" problem oc
curing for some accounts during last 2 weeks following apparent changes in IB.
Added handling of error codes 2100, 1100, 1101, 1102, 1300
Financial advisor Account support (FC Issue #69) :
Added FA-only fields to PlaceOrder/ModifyOrder
When run on FA account IBc automatically queries for account list and uses "
All" account by default
GetAccountValue now allows to query values separately for each currency.
Currency specific values are available using this syntax:
[CUR]FieldName
where CUR is currency symbol for example:
[USD]AvailableFunds
[EUR]AvailableFunds
When currency is NOT specified IBc first looks for values specified in BASE
currency and if not found then uses USD as default,
so you can use old-style GetAccountValue("AvailableFunds") and it will retur
n the same as GetAccountValue("[USD]AvailableFunds")
- because there available funds are not specified in base currency.
If you however call GetAccountValue("TotalCashBalance") it will report in BA
SE currency and it may be different from GetAccountValue("[USD]TotalCashBalance"
) which will represent USD cash only. Differences will occur if you have cash po
sitions in many currencies so "base" currency shows gross total of all positions
in all currencies as if they were exchanged into base currency.
added limit of error messages to be displayed (File->Configure)
added re-querying for positions after reconnect
an option to restart/reconnect (File->Reconnect), new method Reconnect()
CancelAllPendingOrders( [optional] Ticker )
now CancelAllPendingOrders method takes optional parameter Ticker.
If it is specified - it cancels orders only for specified symbol.
If it is NOT specified - it cancels all orders for ALL symbols.
ClearList( iListNo ) method added
ClearList( ListNo )
where ListNo can be:
0 - pending order list
1 - execution list
2 - portfolio list
3 - account information list
4 - error message list
ibc.ClearList( 4 ); // clears error message list
Note that this function only affects the display, it does NOT affect the sta
tus of orders. So if you have any active orders the "pending orders", "execution
s" lists will be re-filled with currently active orders during next status updat
e (usually within fraction of second - so it may not be visually noticeable) It
also applies for portfolio and account information lists - they will be re-fille
d with next account update - usually within few seconds.
CloseAllOpenPositions( [optional] Ticker )
now CloseAllOpenPosition method takes optional parameter Ticker.
If it is specified - it closes positions only for specified symbol.
If it is NOT specified - it closes all positions.
exchange is reported correctly for non-US stocks in Portfolio page
GetPositionList() - returns only symbols with positions <> 0
OCA groups support added to PlaceOrder/ModifyOrder
user-definable port and IP number (File->Configure)
SetAccount( AccNo ) - for FA accounts
Warning 2107 (Historical Market Data Service inactive) and 2104 (market data
OK) is silently ignored now

GetStatus() function now has optional parameter InclFilled
GetStatus( string OrderId, [optional] boolean InclFilled )
when InclFilled is provided and set to true GetStatus function provides stat
uses for filled, cancelled and error orders that may have been already deleted f
rom pending list.
TimeInForce field in PlaceOrder/ModifyOrder allows now to specify "Good Till
Date" and "Good After Time" date/times)
TimeInForce field in PlaceOrder/ModifyOrder accepts GTD and GAT specificatio
ns
GTD - Good Till Date - indicates that the order should remain workign untilt
he time and date set.
Good Till Date specification
GTD YYYYMMDD HH:MM:SS TZONE
where:
YYYY is 4 digit year, MM is 2 digit month, DD is 2 digit day, HH is 2 digit
hour, MM is 2 digit minute, SS is 2 digit second (OPTIONAL), TZONE is time zone
(OPTIONAL)
After regular TimeInForce specifications (DAY, GTC, GTD) you may add extraGo
odAfterTime (GAT) part. GAT part comes AFTER semicolon. It indicates thattrade s
hould be submitted after the time and date set:
GAT specifications:
DAY;GAT YYYYMMDD HH:MM:SS TZONE - day order valid after specified date/time
GTC;GAT YYYYMMDD HH:MM:SS TZONE - good till canceled order valid after speci
fied time
GTD yyyymmdd hh:mm:ss tzone;GAT YYYYYMMDD HH:MM:SS TZONE - GTD order valid a
fter specified time
where:
YYYY is 4 digit year, MM is 2 digit month, DD is 2 digit day, HH is 2 digit
hour, MM is 2 digit minute, SS is 2 digit second (OPTIONAL), TZONE is time zone
(OPTIONAL)
Note: there must be NO SPACE characted between semicolon and GAT string.
Examples:
ibc.PlaceOrder("MSFT", "BUY", 100, "LMT", 27, 0, "DAY;GAT 20051214 18:00:00
GMT", True );
- day limit order good after Dec 14,2005, 18:00 GMT
ibc.PlaceOrder("MSFT", "BUY", 100, "LMT", 27, 0, "GTD 20051215 17:00:00 GMT;
GAT 20051214 18:00:00 GMT", True );
- limit order valid from Dec 14,2005 18:00 to Dec 15,2005 17:00 GMT
ibc.PlaceOrder("MSFT", "BUY", 100, "LMT", 27, 0, "GTD 20051215 19:00:00 GMT"
, True );
- limit order valid from now until Dec 15,2005 19:00 GMT
Portfolio page should now display correct exchange for futures (now it uses
reqContractDetails to query for exchange string that is not sent via accountUpda
tes by TWS)
new Transmit( orderID ) method
Transmit( string orderid )- returns non-zero (true) when orderid has been fo
und on the pending order listand zero otherwise. It does not necesarily mean tha
t transmit was successful.
Transmit( orderid) is used to transmit orders previously placed with transmi
t flag set to false. Transmit internally is handled by calling "modify order" fu
nction (so you don't need to specify the same parameters again) but note that TW
S has problems with handling modify requests coming too quickly, so you will NOT
be able to call modify/transmit immediatelly after placing order with transmit
= false.In such cases we recommend using manual trigger that is slow enough not
to cause problems.
GetPositionList() method added - returns comma separated list of currently o
pen positions
Example:
list of open positions and their sizes
{
printf("Position " + i + "\tSymbol: " + symbol + "\tSize: " + ibc.GetPosit
ionSize( symbol ) + "\n" );
}
GetPendingList( Type, Filter ) - retrieves comma-separated list of orders fr
om pending list
where:
Type - specifies what should be returned 0 - gives ORDERIDs, 1 gives symbol
lists
should be returned
when empty - all orders from pending list are returned.
For example:
- returns comma separated list of pending order IDs
- returns comma separated list of SYMBOLS that have pending orders
symbols = ibc.GetPendingList( 0, "Error" );
- returns list of orderids that have errors
symbols = ibc.GetPendingList( 0, "Cancelled" );
- returns cancelled orderids (please keep in mind that cancelled order are a
utomatically removed from
the list after few seconds)
- returns list of all orderIDs present in the "pending list" (may be pending
/error/cancelled/partially filled/submitted, etc)
added experimental Sleep() method
Sleep( [number] Milliseconds )
- suspends the execution for specified number of milliseconds.Please do NOT
use this function unless you really have to, because it locksboth IBController a
nd AmiBroker for specified period of time and both applicationswon't respond to
user actions (such as mouse/keyboard input). If you suspendexecution for more th
an few seconds AmiBroker will complain about OLE server not responding.
added CloseAllOpenPositons(), CancelAllPendingOrders methods and Panic butto
n
CloseAllOpenPositions() method - sends MARKET SELL/BUY order for each and ev
ery LONG/SHORT position in the portfolio page - should effectively close all ope
n positions (provided that closing orders will fill correctly), note however tha
t it may happen that these closing orders may fail (for example when markets are
closed)
CancelAllPendingOrders - sends cancel for each and every order displayed in
the Pending orders page (with the exception of orders with Errors)
Panic button in the toolbar - sends CancelAllPendingOrders() and then CloseA
llOpenPositions()
Bracket orders support. PlaceOrder and ModifyOrder methods have two addition
al optional parameters: Attributes and ParentID
PlaceOrder( string Ticker, string Action, number Quantity, string Type, numb
er LimitPrice, number StopPrice, string TimeInForce, bool Transmit, [optional] n
umber TickSize = 100, [optional] string Attributes = "", [optional] string Paren
tID = ""
Attributes - is a string that allows to specify additional order attribu
tes (comma separated list).
Supported attributes:
rthOnly - (OBSOLETE NOW in 1.2.0) if specified means that the order will
only be _filled_ during RTH; this applies to any order type including limit.
ignoreRth - (OBSOLETE NOW in 1.2.0) if specified means that order will t
rigger not only during Regular Trading Hours (RTH), but also in extended trading
(pre/after market); this applies to stop orders, conditional orders, and alerts
; it is used by the triggering logic. If not specified (false) orders will trigg
er ONLY during RTH.
allOrNone - fill all or nothing at all
eTradeOnly - trade with electronic quotes only
firmQuoteOnly - trade with firm quotes only
By default all those flags are INACTIVE (OFF)
Example:
GMT", True, 100, "allOrNone" );
(Note that optional parameter TickSize MUST be specified if you want to
use Attributes)
ParentID - is a string that specifies parent order identifier (returned
by previous PlaceOrder call)
allowing you to place BRACKET orders.
Example:
parentID = ibc.PlaceOrder("MSFT", "BUY", 1000, "LMT", 27, 0, "GTC", Fals
e );
ibc.PlaceOrder("MSFT", "SELL", 1000, "LMT", 28, 0, "GTC", False, 100, ""
, parentID );
ibc.PlaceOrder("MSFT", "SELL", 1000, "STP", 0, 26, "GTC", True, 100, "",
parentID );

now IBController does not require API installation
re-compiled with TWS API 8.41 BETA
fixed problem with GetPositionSize() reporting zero for SMART routed symbols
in 1.0.4
fixed symbology used in Order, Status and Porfolio pages so now futures and
currencies work nicely
added optional TickSize parameter that defines minimum price fluctuation all
owed for given symbol (expressed in pips, i.e. 0.0001). For stocks usually 100 (
i.e. 0.01), for Forex: 1.
automatic reconnect implemented - IBc now attempts to reconnect to IB every
5 seconds when case connection is lost or IB has crashed and was restarted
Now works with "Fire OpenOrder on status change" setting turned off as well
as turned on.
Order once marked with "Error" status keeps last error message
compiled with TWS API 8.30
added GetPositionInfo method
added unlock code dialog (File->Enter Unlock code). IBController by default
does not transmit orders automatically. Transmission can be enabled by entering
unlock code that is made available to the user after accepting the agreement.
IBC: Now pending order list features new status code "error" and new column:
Last error
IBC: New toolbar button: auto-cancel orders with errors - when turned on, al
l orders with errors are cancelled automatically
IBC: Error messages now show order id and error code
IBC: Repeating messages are now displayed once with appropriate repeat count
and last update time
IBC: Most recent error messages now appear on the top of the "message" list,
so you don't need to scroll
IBC: "Duplicate order ID" problem solved
[Now when TWS sends "duplicate order" message, appropriate order line is mar
ked in IB Controlled as "error" and such order ID is no longer used. When new Mo
difyOrder is placed then new order id will be assigned]
IBC: GetAccountValue function in IB interface
CancelOrder() removes "NotYetTransmitted" orders from the pending list
IsConnected() funcition now returns integer values 0..3 (not bool)
'Clear Messages' toolbar button added
first beta release
HOW TO REPORT BUGS
If you experience any problem with this beta version please send detailed descri
ption of the problem (especially the steps needed to reproduce it) to bugs at am
ibroker.com

AmiBroker Auto-Trading Interface For Interactive Brokers 1.3.8 Beta Read Me

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

AmiBroker Auto-Trading Interface For Interactive Brokers 1.3.8 Beta Read Me

Uploaded by

Copyright:

Available Formats

AmiBroker Auto-Trading interface for Interactive Brokers 1.3.

By default all those flags are INACTIVE (OFF)

ibc.PlaceOrder("MSFT", "BUY", 1000, "LMT", 27, 0, "GTC", True, 100, "",

List of available fields (case sensitive):

GetLastError( string OrderId )

Buy = L > Ref( H, -1 ); // buy when prices gap up

// store orderID for next run so we know which order to modify

CHANGES FOR VERSION 1.2.1

CHANGES FOR VERSION 1.0.8

CHANGES FOR VERSION 1.0.7

You might also like