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Ag+bond symbols for IB/Amibroker
- Thread starter adadadog
- Start date
Quote from adadadog:
somewhere on Internet says it should be
zn MAR 10-ecbot-fut
zw MAR 10-ecbot-fut
But they do not work. Please advice if you know.
Thanks.
found it
ECBOT futures symbols have length of 21 characters with 3 spaces between contract symbol and month name and one space between month and 2 digit year
Contract 3 spaces Month space Year - E C B O T - F U T
Z B J U N 0 4 - E C B O T - F U T
Z F J U N 0 4 - E C B O T - F U T
Z N J U N 0 4 - E C B O T - F U T
Y M J U N 0 4 - E C B O T - F U T
wow!
Can't even download and read the broker's manual.
Can't decipher the cryptic code.
Is anyone making a book on this kid being a successful trader?
Can't even download and read the broker's manual.
Can't decipher the cryptic code.
Is anyone making a book on this kid being a successful trader?
Quote from psytrade:
adadog -
I've only backtested equities, how is it backtesting futures in amibroker?
Do you use continuous contract data?
i used to use iqfeed data for backtesting. i only do realtime paper trade testing now. i give two ticks for slippage plus round trade commi. amibroker has a lot of funky and misleading way of caculating p&l in backtesting, e.g. if limit order is out of current's bar range, you get best from the bar. lol and a lot of forward looking in afl.
Quote from psytrade:
ada, i didn't even know you could program limit order backtesting in there... I just do open / close orders with some slippage built in.
limit ordor:
if(OrderType == "MKT") orderID = ib.PlaceOrder(sTicker, "BUY", pContracts, "MKT", 0, 0, "GTC", True, tickMult, "outsideRTH");
else if(OrderType == "STP") orderID = ib.PlaceOrder(sTicker, "BUY", pContracts, "STP", 0, price, "GTC", True, tickMult, "outsideRTH");
else if(OrderType == "LMT") orderID = ib.PlaceOrder(sTicker, "BUY", pContracts, "LMT", price, 0, grdstr, True, tickMult, "outsideRTH");
amibroker is not the best for auto. That may be the reason the Connector with IB is still in beta. I guess IB does not to be liable if ami screws up users. I picked amib without auto in mind long ago.