AmiBroker Users' Knowledge Base

Wordpress upgrade

Tomasz Janeczko — Tue, 15 Apr 2008 10:56:18 +0000

Due to vulnerability found in previous version of Wordpress (2.2) and attack attempts this site experienced and the compatibility issues with Windows Live Writer that surfaced after quick security fix was applied, I was forced to perform upgrade to newest version of Wordpress.
This results in old Table-of-content plugin not working anymore and the need for rewrite. The new version produces ill-formatted output. Please be patient when TOC plugin is under rewrite.

Also note that although read experience does not change (the site looks identical from reader perspective), the author control panel has changed and looks different. It requires some time to adjust to new design, but after a while I think it is better. I am sorry about this mess but it was not caused by me.

US-Stocks Database (v2)

brian_z — Thu, 27 Mar 2008 22:03:03 +0000

Jim, who is a long term AmiBroker user, regularly provides an updated template that automatically sets up a database of all US stocks available from Yahoo!Finance.

The stocks are initially categorized by Market and then as Stocks, Indexes or Funds at the Group level. They are also organized into Sectors, using the Hemscott classification system.

A link to the latest message from Jim is available at AmiBrokerYahooGroup message # 119057 - "AmiBroker/Yahoo Database File": http://finance.groups.yahoo.com/group/amibroker/message/119057

Or link directly to the site to obtain the download:

http://www.icc-az.com

Go to Links >> AmiBroker at that site (instructions are available at the download page).

After the database is setup, use AmiQuote to download data from the Yahoo Historical server (allow approximately 1/2 - 1 hour download time, using a mid speed broadband connection, per year of history).

The length of back history available varies with each symbol (the author has downloaded up to 10 years history using this template).

Typically the ticker list, as setup, will contain a couple of hundred redundant symbols (symbols that return an error message when attempting to download historical data for them). Most of the redundant symbols are .OB (over the counter stock) and are not relevant to the majority of traders. Users can elect to delete them from the database or go to the Yahoo site, or other sites, to find the cause of the ‘download error’ e.g. the stock may have been de-listed or undergone a name change .

Instructions on how to find and delete the redundant (NoQuotes) symbols can be found in the UKB post >> Setup A Custom Database - Nasdaq

Information, or discussion, on the pros and cons of using Yahoo data is included in articles in the Yahoo sub-category at the Users’ Knowledge Base:

http://www.amibroker.org/userkb/?cat=99

Further information, about using the US-Stocks database, can be obtained by searching the AmiBrokerYahooGroup message board (use an Advanced Search and enter Subject contains "US-Stocks" OR "AmiBroker/Yahoo Database" as the search criteria .

_{Version 2 - Feb 02/2008 - by Brian_z - written using Windows Live Writer - updated links to current message and new download site}

ASCII Import - Standard and Poor’s Global 1200

brian_z — Tue, 25 Mar 2008 09:44:08 +0000

Objective

The objective, for this post, is to outline a basic method for setting up a custom database, using ASCII importation to install the categorized structure.

A Global 1200 database, suitable for use with Yahoo data, is used as the example.

Note: it is an outline only and the procedure is not taken to completion i.e. it is not set-up as a working database (interested readers can complete that task for themselves).

Pre-Requisites

It is assumed that readers are familiar with earlier posts in the UKB >> Database Management series (the basic skills introduced there are not recapped in this post) and also the ASCII Importer Reference (from the Users Guide).

http://www.amibroker.com/guide/d_ascii.html

Introduction

"American Standard Code for Information Interchange (ASCII) allows digital devices to communicate with each other and to process, store, and communicate character-oriented information" ¹.

It is the format used to import data into AmiBroker, via AmiQuote, or manually, via the ASCII Import function.

In this example, a list of the Global 1200 constituents, including Market and Sector categorization, is downloaded from the Standard and Poors (US) site and pre-conditioned into an ASCII compliant format, before importing it into AmiBroker.

Note: the example is a basic one, but, users can easily extend the method to more complex databases.

Preparation

Step1

A constituent list, in Comma Separated Value (CSV) format, can be downloaded from the Standard and Poors Homesite (US):

http://www2.standardandpoors.com/portal/site/sp/en/us/page.home/home/0,0,0,0,0,0,0,0,0,0,3,0,0,0,0,0.html

Go to Indices >> + Equity Indices >> S and P Global Indices >> S and P Global 1200

OR follow the link below to go directly to the page:

http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_gbl1200/2,3,2,1,0,0,0,0,0,0,3,0,0,0,0,0.html

Step 2

Click on Download Table, at the top of the page, to save a local copy of the Constituent List (save it in a spreadsheet compliant format)

Note: not all of the Countries, with stocks in the Global 1200, are supported by Yahoo!Finance (refer to the following link for a list of Yahoo’s international exchanges - http://finance.yahoo.com/exchanges)

Step 3

Prepare the file for ASCII Import, using the spreadsheet functions:

a) Trim excess ‘whitespace’ from the symbols, manually enter Yahoo exchange suffixes and append them to the symbols, sort by Market (Country) and manually add a column for the Market ID (0-23).

b) Delete symbols that are from unsupported exchanges, sort by Sector and manually add a column for the Sector ID’s (0-9).

c) Copy the Fullname, Ticker, Market ID and Sector ID columns to a separate Global1200.CSV file, ready for importing.

Note: Refer to the attached files 24-March-2008_GBL1200.xls and Global1200.xls (the Global1200 file is attached in .xls format as the UKB does not permit uploading of .csv files).

Step 4

Prepare a broker.industries and broker.sector file, using the template in the 24-March-2008_GBL1200.xls file, and save them in the root of the Programs/AmiBroker directory (overwrite the existing broker.industries and broker.sector files).

Step 5

Prepare an ASCII formats file and save it in the Programs/AmiBroker/Formats folder.

The file, for this example, needs to be in the following format (the file can be written in a plain text editor, like NotePad, and saved as Global1200.format):

Note: The file name will be automatically added to the import.types list, which is also in the Programs/AmiBroker/Formats folder.

Step 6

Create a new EOD database, called Data_Global1200

Go to File >> Import ASCII and elect to Open the Global1200.csv file as file type Global1200(*.*)

Note: the import.types (formats file) list will be the default Files of type list in the file browser window that opens.

The symbol list and database structure, as defined in the Global1200.csv file, will now be set-up in the current database.

Note: the Markets and Groups categories will remain as the default settings (they can only be renamed manually via Symbol >> Categories).

Step 7

Data can now be downloaded, for the database, from the Yahoo historical server.

On downloading some symbols will return a 404 error.

In some cases the errors can be repaired by ‘researching’ via the Yahoo sites e.g. Hong Kong stocks use four digits and require leading zeros, which are not included in the symbols used by Standard and Poors.

In other cases there are multiple exchanges, supported by Yahoo, for a given country, so the ticker may need an alternative suffix (for this example the author assumed all tickers included in the Global 1200 were listed on the constituent countries major exchange).

ATTACHED FILES:

24-mar-2008_gbl1200.xls
global1200.xls

_{Browse the spreadsheet files on line, or, right click and select}_{Save As}_{to download them as an editable version.}

REFERENCES:

1 - http://en.wikipedia.org/wiki/ASCII

AmiBroker Supported Sites

brian_z — Sun, 23 Mar 2008 06:44:40 +0000

This post contains a list of AmiBroker ’supported’ sites (most of the sites are officially supported by AmiBroker but some are not).

Search the main sites by using Google’s "Advanced Search" feature at http://www.google.com (search within a site, or domain, by using the URL address).

AmiBroker’s Homesite - http://www.amibroker.com/
AmiBrokers third party site - http://www.amibroker.org

Alternatively visit any of the ’supported’ sites for categorized information on AmiBroker features, purchase, installation, testimonials, news, FAQ’s, downloads, documents, knowledge bases, tips, code and mailing lists.

For personal support please email - support [at] AmiBroker.com

1) AmiBroker’s Homesite

This site is searchable using the "Search" box in the top left corner of the "Welcome" page.

Welcome - http://www.amibroker.com/index.html
Features - http://www.amibroker.com/features.html
News - http://www.amibroker.com/news.html
Download - http://www.amibroker.com/download.html
Order - http://www.amibroker.com/order.php
Support - http://www.amibroker.com/support.html
FAQ - http://www.amibroker.com/faq.html
Wishlist - http://www.amibroker.com/todo.html
Links - http://www.amibroker.com/links.html

Links to specific pages at the AmiBroker Homesite

a) A downloadable PDF version of the Users’ Guide (Help Manual).

Note: the PDF version has superior search features compared to the other available versions.

http://www.amibroker.com/bin/UsersGuide.pdf

b) An online version of the Users’ Guide (Help Manual).

http://www.amibroker.com/guide/

c) FAQ’s.

http://www.amibroker.com/faq.html

d) AmiBroker Knowledge Base (KB).

The ‘official’ Knowledge Base site with tips & usage hints from AmiBroker.com

http://www.amibroker.com/kb/

e) AmiBroker Tips Newsletter.

http://www.amibroker.com/newsletter/

NOTE: The Newsletter has been now replaced by the AmiBroker Knowledge Base at: http://www.amibroker.com/kb/

f) AmiBroker support page.

The support page features additional documentation and videos.

http://www.amibroker.com/support.html

g) AFL Library.

The AFL on-line library provides a very convenient way to share formulas, including descriptions and comments, between AmiBroker users. You will not only be able to get the formula you need here but also contribute your own ideas.

http://www.amibroker.com/library/

h) Members Area.

This provides additional material for registered AmiBroker users, including the newest issues of Stocks & Commodities Traders tips for AmiBroker

http://www.amibroker.com/login.html

i) The online version of the AFL Function Reference (searchable).

http://www.amibroker.com/guide/afl/

j) AmiBroker Development Log.

http://www.amibroker.com/devlog/

k) Feedback Centre.

You can submit your ideas and suggestions and see the list of features planned for the next few releases (registered users only).

http://www.amibroker.com/todo.html

2) AmiBroker User’s Knowledge Base (UKB)

This site is owned and operated by AmiBroker but its contents are entirely contributed by users.

It was was created to save you time, raise your productivity, aid you in your Amibroker Formula Language (AFL) learning experience, and help you become a more successful trader.

http://www.amibroker.org/userkb/

UKB features:

Automated Trading, by Herman van den Bergen

Intelligent Optimization, by Fred Tonetti.

3) AmiBroker third party site

An unstructured FTP site, sponsored by AmiBroker.com, to facilitate file sharing between Amibroker users.

http://www.amibroker.org/3rdparty/

4) The AmiBroker mailing list

The list is provided to help Amibroker users to share ideas, tips and other related information. This is the place where you can meet other AmiBroker users, ask questions and share ideas (searchable archive and file uploading).

http://finance.groups.yahoo.com/group/amibroker/

5) The AmiBroker Trading Systems mailing list.

This group is for discussion on developing and testing trading systems, using AmiBroker (searchable archive and file uploading).

http://finance.groups.yahoo.com/group/amibroker-ts/

6) The AmiBroker Automated Trading mailing list.

This group is for discussion on Automated Trading, using AmiBroker (searchable archive and file uploading).

http://finance.groups.yahoo.com/group/AmiBroker-at/

Using a GFX Include file

Herman — Fri, 21 Mar 2008 13:07:03 +0000

Important note: The AmiBroker 5.09.0 Beta introduced the following new GFX functions:

Status(”pxchartleft”) - returns x-coordinate of top-left corner of chart area
Status(”pxcharttop”) - returns y-coordinate of top-left corner of chart area
Status(”pxchartright”) - returns x-coordinate of bottom-right corner of chart area
Status(”pxchartbottom”) - returns y-coordinate of bottom-right corner of chart area
Status(”pxchartwidth”) - returns width chart area (right-left)
Status(”pxchartheight”) - returns width chart area (bottom-top)

Since this release appeared after this post was published these functions are not used in the examples below. This post has been left unchanged for educational purposes. For examples using the new functions please see the 5.09.0 Read Me file.

=====

While the post Creating GFX Chart-Overlays (v2) may have clarified a few of the more important aspects of using GFX functions, it doesn’t really give you a “quick Start” template to get started. Using a GFXInclude file can remove some of the burden of having to define pixel and charting parameters. The Include file at the bottom of this post contains most definitions as well as these common functions that you may want to call from your GFX application:

GetVisualBarIndex( ); // Returns array containing index for visible bars
gfxPlotHLine( YPixels, Color ); // Plots horizontal line at level YPixels
gfxPlotVLine( XPixels, Color ); // plots vertical line at level XPixels
GetYPixels( Y ); // Convert a vertical price number to the pixel equivalent
GetXPixels( X ); // Convert a horizontal DateTime number value to the pixel equivalent

Of course you can, and should, add additional functions of your own. Here is an example of how to call the above functions to draw a GFX cross-hair cursor (Red in the capture):

Here is the code that produced the above image:

GraphXSpace = 5; // See the AmiBroker help on how to init these variables
GfxSetBkMode( bkmode = 2 );
GfxSetOverlayMode( mode = 0 );
GfxSelectPen( colorRed );
 
Plot( C, "", colorBlack, styleLine ); // To define miny and maxy
#include  // Located in your default Include folder
 
// Example to draw cross-hair cursor
Yprice = GetCursorYPosition(0);
XIndex = SelectedValue(GetVisualBarIndex( ));
gfxPlotHLine( GetYPixels( YPrice ), colorRed );
gfxPlotVLine( GetXPixels( XIndex ), colorRed );

The include file listed below defines the following variables:

1	// pxwidth, pxheight, Miny, MinX, YRange, VisBarIndex, NumBarsVisible, pxPaneWidth, pxPaneheight, PixelsPerBar, PixelsPerPrice

You may want to copy the above comment line below the #include statement in your code to refresh your memory. You should copy the Include file to your default AmiBroker Include folder.

// GFXInclude-001.afl copy to default include folder
 
function gfxPlotHLine( YPixels, Color )
{
    global pxwidth;
    GfxSelectPen( Color ) ;
    GfxMoveTo( 0, YPixels );
    GfxLineTo( pxwidth, YPixels );
}
 
function gfxPlotVLine( XPixels, Color )
{
    global pxheight;
    GfxSelectPen( Color ) ;
    GfxMoveTo( XPixels, 0 );
    GfxLineTo( XPixels, pxheight );
}
 
function GetVisualBarIndex( )
{
    lvb = Status( "lastvisiblebar" );
    fvb = Status( "firstvisiblebar" );
    bi = BarIndex();
    StaticVarSet( "NumberbarsVisible", Lvb - fvb + 1 );
    return bi - bi[ 0 ] - fvb;
}
 
function GetYPixels( Y )
	{
	global PixelsPerPrice, pxTopArea, MaxY; 
	return (MaxY - Y) * PixelsPerPrice + pxTopArea;
	}
 
function GetXPixels( X )
	{
	global PixelsPerBar, pxLeftArea;
	return X * PixelsPerBar + pxLeftArea;
	}
 
_SECTION_BEGIN("GFX INITIALIZATION");
// These Parameters will change depending on screen layout/fonts
pxRightArea = Param( "Right Axis Area", 93, 0, 200, 1 ); // Depends on font
pxDateArea = Param( "Date Axis Area", 11, 0, 100, 1 ); // Depends on font
DateaxisOn = ParamToggle( "Date Axis", "HIDE|SHOW", 1 );
 
pxLeftArea = 5; 
pxTopArea = 5; 
pxBottomArea = 5; 
if ( DateaxisOn )
{
    pxBottomArea = pxDateArea + pxBottomArea;
    SetChartOptions( 2, chartShowDates );
}
else
    SetChartOptions( 3, chartShowDates );
 
pxwidth = Status( "pxwidth" );
pxheight = Status( "pxheight" );
 
// clalculate charting area width and height
Miny = Status( "axisminy" );
Maxy = Status( "axismaxy" );
YRange = MaxY - MinY;
VisBarIndex =  GetVisualBarIndex( );
NumBarsVisible = StaticVarGet( "NumberbarsVisible" );
 
// Calculate Pane width and height
pxPaneWidth = pxwidth - pxLeftArea - pxRightArea;
pxPaneHeight = pxHeight - pxTopArea - pxBottomArea;
 
// calculate conversion factors
PixelsPerBar 	= pxPaneWidth / NumBarsVisible;
PixelsPerPrice = pxPaneHeight / YRange;
_SECTION_END();

Edited by Al Venosa.

Creating GFX Chart-Overlays (v3)

Herman — Thu, 20 Mar 2008 20:10:00 +0000

Important note: The AmiBroker 5.09.0 Beta introduced the following new GFX functions:

=====

Creating an exact chart overlay using GFX functions can be a daunting task for the non-professional programmer. The solutions presented here were derived through experimentation; if there is a better way, please make a comment. Once the pixel layout is fully understood, GFX becomes an extremely powerful tool and may just give you an additional trading edge. The first and most important step in using GFX functions is to understand how pixels make up your display. In AmiBroker the width and height of your charting pane can be retrieved using the following two functions:

1 2	pxwidth = Status("pxwidth"); pxheight = Status("pxheight");

Horizontal pixels count left to right, 1 to pxwidth; vertical pixels count top to bottom, 1 to pxheight. The area covered by these two numbers is shown in Yellow below. For a high resolution monitor this area may cover about 2000 (H) x 1000 (V) pixels. This pixel area includes the areas used by the X and Y axis, and the blank top and bottom margins.

Next is the standard charting area, which is the area where your price charts are located. This area excludes the surrounding blank margins and the areas used for axis labeling. If you want to keep your overlay within the standard chart boundaries, you have to place your images within the above boundaries. This area is highlighted in Blue in the image below:

The boundaries for this area can be determined by running the example code listed in Finding Pixel Boundaries. Eight parameters must be known to create pixel overlays:

pxwidth = Status( "pxwidth" );
pxheight = Status( "pxheight" );
pxLeftArea = Param( "Left Blank Margin", 5, 0, 100, 1 ); // Constant
pxRightArea = Param( "Right Axis Area", 93, 0, 200, 1 ); // Depends on font
pxTopArea = Param( "Top Blank Margin", 5, 0, 100, 1 ); // Constant
pxDateArea = Param( "Date Axis Area", 11, 0, 100, 1 ); // Depends on font
pxBottomArea = Param( "Bottom Blank Margin", 5, 0, 100, 1 ); // Constant
DateaxisOn = ParamToggle( "Date Axis", "HIDE|SHOW", 1 );

Since adding date labels to your DateTime axis changes the size of your pixel plotting area, you need to compensate for this:

if( DateaxisOn ) 
	{
	pxBottomArea = pxDateArea + pxBottomArea;
	SetChartOptions(2,chartShowDates);
	}
else 
	{
	SetChartOptions(3,chartShowDates);
	}

The pixel plotting area’s width and height can now be calculated:

1 2	pxPaneWidth = pxwidth - pxLeftArea- pxRightArea; pxPaneHeight = pxHeight - pxTopArea- pxBottomArea;

The dimension of the Blue area shown earlier changes when you resize AmiBroker, open additional windows or panes, change the fonts in your axis, or turn On/Off date labels. When this happens you will have to recalibrate the boundaries. To convert prices to pixels, so that you can create an exact overlay, you also need to define the width and height of your regular chart pane. These are expressed in DateTime and Price units. They will change when you zoom your chart. When you have at least one price plot displayed, so that the values for miny and maxy are defined, you can calculate these boundaries as follows:

Miny = Status("axisminy");
Maxy = Status("axismaxy");
YRange = MaxY - MinY
BarsVisible = Status("BarVisible");
NumBarsVisible = Cum(BarsVisible);

You now have all the information needed to calculate the Pixels/Price and Pixels/Bar conversion factors:

1 2	PixelsPerBar = pxPaneWidth / NumBarsVisible; PixelsPerPrice = pxPaneHeight / YRange;

Putting it all together in a demo program (listed at the end of this post) produces the price-chart overlay shown below. The regular price plot is plotted using dots, so that the overlay is clearly visible. When you plot both traces in lines, you will see minor deviations that are probably due to rounding to the nearest pixel. The pixel price plot is shown in Red. The purpose of this exercise is to learn to work with pixels and be able to produce an exact overlay on the price chart. The Param window below the charts shows typical parameters; they will likely be different for your screen layout.

function gfxPlotHLine( YPixels, Color )
{
    global pxwidth;
    GfxSelectPen( Color ) ;
    GfxMoveTo( 0, YPixels );
    GfxLineTo( pxwidth, YPixels );
}
 
function gfxPlotVLine( XPixels, Color )
{
    global pxheight;
    GfxSelectPen( Color ) ;
    GfxMoveTo( XPixels, 0 );
    GfxLineTo( XPixels, pxheight );
}
 
function GetVisualBarIndex( )
{
    lvb = Status( "lastvisiblebar" );
    fvb = Status( "firstvisiblebar" );
    bi = BarIndex();
    StaticVarSet( "NumberbarsVisible", Lvb - fvb + 1 );
    return bi - bi[ 0 ] - fvb;
}
 
function GetYPixels( Y )
	{
	global PixelsPerPrice, pxTopArea, MaxY; 
	return (MaxY - Y) * PixelsPerPrice + pxTopArea;
	}
 
function GetXPixels( X )
	{
	global PixelsPerBar, pxLeftArea;
	return X * PixelsPerBar + pxLeftArea;
	}
 
GraphXSpace = 5;
SetChartOptions( 0, chartHideQuoteMarker );
 
pxwidth = Status( "pxwidth" );
pxheight = Status( "pxheight" );
 
// These Parameters will change depending on screen layout/fonts
pxRightArea = Param( "Right Axis Area", 93, 0, 200, 1 ); // Depends on font
pxDateArea = Param( "Date Axis Area", 11, 0, 100, 1 ); // Depends on font
DateaxisOn = ParamToggle( "Date Axis", "HIDE|SHOW", 1 );
 
// These Parameters appear constant and can probably be hardcoded
pxLeftArea = Param( "Left Blank Margin", 5, 0, 100, 1 ); // Constant
pxTopArea = Param( "Top Blank Margin", 5, 0, 100, 1 ); // Constant
pxBottomArea = Param( "Bottom Blank Margin", 5, 0, 100, 1 ); // Constant
 
if ( DateaxisOn ) // Size of bottom boundary depends on whether dates are shown
{
    pxBottomArea = pxDateArea + pxBottomArea;
    SetChartOptions( 2, chartShowDates );
}
else
    SetChartOptions( 3, chartShowDates );
 
// Test Plots to help line up boundary lines
Color = colorWhite;
gfxPlotVLine( pxLeftArea, color );
gfxPlotVLine( pxwidth - pxRightArea, color );
gfxPlotHLine( pxTopArea, color );
gfxPlotHLine( pxHeight - pxBottomArea, color );
 
// Calculate Pane width and height
pxPaneWidth = pxwidth - pxLeftArea - pxRightArea;
pxPaneHeight = pxHeight - pxTopArea - pxBottomArea;
 
// clalculate charting area width and height
Plot( C, "", 1, styleDots );
Miny = Status( "axisminy" );
Maxy = Status( "axismaxy" );
YRange = MaxY - MinY;
VisBarIndex =  GetVisualBarIndex( );
NumBarsVisible = StaticVarGet( "NumberbarsVisible" );
 
// calculate conversion factors
PixelsPerBar 	= pxPaneWidth / NumBarsVisible;
PixelsPerPrice = pxPaneHeight / YRange;
 
// For verification: Overlay pixel on price plot
FVB = Status( "firstvisiblebar" );
LVB = Status( "lastvisiblebar" );
GfxSelectPen( colorRed );
for ( b = FVB + 1; b <= LVB AND b < BarCount; b++ )
{
    PrevPixelY = GetYPixels( C[b-1] );
    PixelY = GetYPixels( C[b] );
 
    PrevPixelX = GetXPixels( VisBarIndex[b-1] );
    PixelX = GetXPixels( VisBarIndex[b] );
 
    GfxMoveTo( PrevPixelX, PrevPixelY );
    GfxLineTo( PixelX, PixelY );
}

Edited by Al Venosa.

Setting prices with your cursor

Herman — Sun, 16 Mar 2008 23:20:52 +0000

To place LMT or STP orders quickly is easiest done by moving the horizontal cursor-line over the desired price and making a left mouse click. The demo code below shows how you can lock in prices this way. To Chart-Trade additional code must be added to make the click perform one task of many, and only do so when required. When you Apply the code below to an indicator you will see a dashed line at the cursor price. This dashed line refreshes only once per second with a local database, however, it will speed up when your chart is refreshed more frequently when working with live data.

Suppose you want to place a LMT order at $60.00 on the chart below. To do this you move the dashed line over the $60.00 price and click the Left mouse button. This will place a stationary solid line. You can now move your cursor to another price and click again, the solid line will move to this new location. In actual trading you can follow the price in real time and adjust your Limit prices so that they stay exactly where you want them. The chart produced by this demo code looks like this:

In Chart-Trading the first click that places the solid line would also place your order on the TWS. Each subsequent click would modify the order to the new price. This way you can adjust several prices on your chart, setting and moving around Entries, Targets, Stops, etc.

RequestTimedRefresh( 1 );
SetChartOptions( 2, chartHideQuoteMarker );
LButtonDown = GetCursorMouseButtons() == 9;
MousePrice = GetCursorYPosition();
 
if ( MousePrice )
{
    StaticVarSet( "MousePrice", MousePrice );
    if ( LButtonDown )
        StaticVarSet( "ClickedMousePrice", MousePrice );
}
 
LB = BarCount - 1;
MousePrice = Nz( StaticVarGet( "Mouseprice" ), Null );
ClickedMousePrice = StaticVarGet( "ClickedMousePrice" );
 
Plot( C, "", 1, 128 );
Plot( MousePrice, "", colorWhite, 1 | styleNoRescale | styleDashed | styleNoLabel, 0, 0, 2 );
PlotText( "CURSOR " + NumToStr( MousePrice[LB], 1.2 ), LB - 5, MousePrice[LB], colorBlack, colorWhite );
Plot( ClickedMousePrice, "", colorBlack, 1 | styleNoLabel | styleNoRescale, 0, 0, 2 );
PlotText( "ORDER PLACED $" + NumToStr( ClickedMousePrice[LB], 1.2 ), LB - 5, ClickedMousePrice[LB], colorBlack, colorWhite );

Parsing TWS Error messages

Herman — Sun, 16 Mar 2008 17:05:37 +0000

Here is some simple code you can use to enable you to start developing your own error-parsing functions. In this example, error messages are hard-coded to facilitate code development, i.e. you don’t have to be live with IB to test it. I suggest that you inspect the IB list of error messages, copy the errors that are important to you, and add them to the hard-coded list. Since IB doesn’t list the error messages in the exact format you will receive them, you may have to place some orders with errors to see their exact format. When Applied to an Indicator, the code can be exercised by selecting the Error Message with the slider in the Param window. It will display the current error and parsing results in the Chart Title. Be sure to set Parameter properties to wrap the Title.

S = Param( "Example Error Msg", 0, 0, 10, 1 );
switch ( S )
{
case 0:
    TWSLastErrorMsg = "ID=15071. Error 135. Can't find order with id =:15071";
    break;
case 1:
    TWSLastErrorMsg = "ID=2094, Error 103, Duplicate ORder id";
    break;
case 2:
    TWSLastErrorMsg = "ID=-1, Error 1102, Connectivity between IB AND TWS Has been restored - data MAintained";
    break;
case 3:
    TWSLastErrorMsg = "ID=-1, Error 2100, New account data requested";
    break;
case 4:
    TWSLastErrorMsg = "ID=-1, Error 1100, Connectivity between IB AND TWS has been lost";
    break;
case 5:
    TWSLastErrorMsg = "Connection established OK, Next Order Id=2080";
    break;
case 6:
    TWSLastErrorMsg = "ID=6125. Error 202. Order Canceled - reason:";
    break;
default:
    TWSLastErrorMsg = "";
    break;
}
 
function GetErrorCode( TWSLastErrorMsg )
{
    p = StrFind( TWSLastErrorMsg, " Error " );
    ErrStr = StrMid( TWSLastErrorMsg, p + 6, 4 );
    ErrNum	= StrToNum( ErrStr );
    ErrStr	= NumToStr( ErrNum, 1.0, False );
    return ErrStr;
}
 
function ExtractErrorID( TWSLastErrorMsg )
{
    p = StrFind( TWSLastErrorMsg, "ID=" );
    IDStr = StrMid( TWSLastErrorMsg, p + 2, 5 );
    IDNum	= StrToNum( IDStr );
    IDStr	= NumToStr( IDNum, 1.0, False );
    return IDStr;
}
 
TWSErrorCode = GetErrorCode( TWSLastErrorMsg );
TWSErrorOrderID = ExtractErrorID( TWSLastErrorMsg );
Title = "\n" +
        "Extracting OrderIDs and Error codes from TWS Error Messages" + "\n" +
        "Example Error Msg: " + TWSLastErrorMsg + "\n" +
        "        Error Code: " + TWSErrorCode + "\n" +
        " TWS Error OrderID: " + TWSErrorOrderID;

Introduction to Real-Time Chart-Trading

Herman — Sun, 16 Mar 2008 15:03:13 +0000

IMPORTANT NOTE: DO NOT USE ANY OF THE PROGRAMS PRESENTED HERE TO TRADE REAL MONEY. Most of the programs presented will only work with live data, execution reports, and market conditions. They will NOT work using the AmiBroker Bar Replay or the IB eDemo account.

Traditional Day-Trading by looking at TWS prices may still work for experienced traders who, probably over a period of many years, developed rapid interpretation skills. However, for less experienced traders graphical representations are much easier to interpret than spreadsheets or tables. Setting prices by clicking on your chart is much faster than entering prices in little windows. Trailing the price with your cursor is much faster than entering and modifying parameters in a GUI. All this is especially true when you are trading in real-time, where every second counts.

Posts in this category will introduce techniques that you can use to create your own custom designed Chart-Trading GUI. If you Google Chart-Trading you will find many examples of the many ways you can layout your personal interface. If you aim for maximum simplicity and automation you will end up with the most efficient GUI. Tentative topics that will be covered are:

1) Laying out buttons and controls (Param() Or Button())
2) House keeping functions (AutoTrading, CancelAll, CloseAll, etc.)
3) Automating setup for different trading methodologies (minimizing setup procedure)
4) Auto placement of orders
5) Auto Modification of Orders
6) Displaying order and system status
7) Performance reporting (Profits, Wins, etc.)