Hi timekeeper,
a) Use AFL code
b) getrtdata("bid")
c) 1) delay will be what is in the AA Settings Trades window unless you say
otherwise in the .afl
c) 2) Yes, in the scenario you outlined, it would be. That is because you'd be
calculating a value (the average) that uses hi and low from different time
periods, and then plugging it in as, say, your entry price (you'd use buyprice
syntax to do that).
Chris
----- Original Message -----
From: timekeeper_origen
To: amibroker@yahoogroups.com
Sent: Monday, January 26, 2009 7:58 PM
Subject: [amibroker] get Buy/SELL fill px/per each orderID via ibcontroller
(& 2 other questions...)
hi all!
2 naive questions from a new user:
(a) i am working with ibcontroller and would like it to return from tws the
BUY/SELL SHORT fill prices - per each orderID - so that i can later use these
IDs as %gain triggers in
conditional SELL/BUY TO COVER orders. what would i do within either
(1) the AFL code using a pre-existing command, or
(2) write a command in AFL, or
(3) use the C++ DLL builder to achieve my goal somehow, or
(4) some other workaround i don't know enough to inquire about?
(b) how can i work with BID/ASK prices and sizes instead of OHLC or AVERAGE?
(c) changing now for a moment to the amibroker backtest (rather than API)
environment, if I use the default AFL trade delay setting is that default
setting (in the AFL code NOT the
GUI) set to
(1) zero or a one?
(2) if it is zero AND i want the average price as my fill price AND i get my
buy signal at the END of the bar, am i backtesting a scenario that uses forward
information??? - - in that
i am modeling the acquisition of shares at a price (in this example the
average price of the bar) that is chronologically prior to my knowing that i
even have a signal and that i want
to acquire shares at all?
thks for your help, patience and grace when presented with questions from the
naive among us -
=--timekeeper
