I created CL intraday ACD method auto trading tool and put at
http://www.quantcode.com/modules/docmanager/view_file.php?curent_file=458&curent_dir=19
To use this, you need IBS TWS. This is testing purpose only. You may use this with your IBS virtual account. I selected ACD method parameters based on back testing result(meaning ran backtest with various combination and picked the best result parameters).
http://www.quantcode.com/modules/docmanager/view_file.php?curent_file=458&curent_dir=19
To use this, you need IBS TWS. This is testing purpose only. You may use this with your IBS virtual account. I selected ACD method parameters based on back testing result(meaning ran backtest with various combination and picked the best result parameters).