IB API Portfolio Monitor tool

G

Gustaf

Hi.

I have started to build a little lightweight GUI in C++ so one can easily monitor an IB account when performing other tasks without taking up the whole screen.

I have already started to implement functionality like;
*Account Statement
*Option Scanner for some basic strategies (verticals, naked puts)
*Stealth mode (if you quickly want to hide the GUI when someone comes) :)

I need some more ideas, what functionality would be nice to have? Any ideas welcome, other IB folks can also use this thingy later if they would like.

Heres is the current layout: :D

Br Gustaf
 

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Quote from Gustaf:

Hi.

I have started to build a little lightweight GUI in C++ so one can easily monitor an IB account when performing other tasks without taking up the whole screen.

I have already started to implement functionality like;
*Account Statement
*Option Scanner for some basic strategies (verticals, naked puts)
*Stealth mode (if you quickly want to hide the GUI when someone comes) :)

I need some more ideas, what functionality would be nice to have? Any ideas welcome, other IB folks can also use this thingy later if they would like.

Heres is the current layout: :D

Br Gustaf
More...

Cool.

As for additional suggestions: I'm not sure if this fits into the scope of what you had in mind but I've been meaning to build a little utility app to check the connection to IB servers.

Basically, rather than doing a manual ping/traceroute and some other diagnosis stuff when I get a "pink out" with IB to see if the problem is with IB or my ISP or my lan/wifi, I would have just a one-click app which diagnosed the problem and retrieved the status page from the IB website all in one go.

I haven't really thought it through so take it or leave it.
 
Quote from TraderMojo:

Cool.

As for additional suggestions: I'm not sure if this fits into the scope of what you had in mind but I've been meaning to build a little utility app to check the connection to IB servers.

Basically, rather than doing a manual ping/traceroute and some other diagnosis stuff when I get a "pink out" with IB to see if the problem is with IB or my ISP or my lan/wifi, I would have just a one-click app which diagnosed the problem and retrieved the status page from the IB website all in one go.

I haven't really thought it through so take it or leave it.
More...

I have just seen the pink screens a couple of times but here are some messages available in the API for that could perhaps be used to diagnose such errors:

1100 Connectivity between IB and TWS has been lost.
1101 Connectivity between IB and TWS has been restored- data lost.*
1102 Connectivity between IB and TWS has been restored- data maintained.
1300 TWS socket port has been reset and this connection is being dropped.

2103 A market data farm is disconnected.
2104 A market data farm is connected.
2105 A historical data farm is disconnected.
2106 A historical data farm is connected

Its also not very difficult to parse html inside the application for further diagnosis.

All of this in conjunction with some ICMP "ping" would do what you ask for I guess..

Let me know if you wanna beta test or so later..

Br Gustaf
 
I'm curious how you calculate probability of a gain. What type of probability distribution do you use? How well does it hold up in real trading?
 
If TWS is dropping your API connection (1100), there's an exception being thrown somewhere in your code (that will be fun to debug in C++)...
 
Quote from itmediaco:

If TWS is dropping your API connection (1100), there's an exception being thrown somewhere in your code (that will be fun to debug in C++)...
More...

Indeed, perhaps as fun as Ive had debugging strange crashes because of running an old version the .lib file :p
 
Quote from itmediaco:

I'm curious how you calculate probability of a gain. What type of probability distribution do you use? How well does it hold up in real trading?
More...

The method worked well I wrote bull put spread, the market however has been quite bullish since ive started 200608.

You want some code snippets? Drop an email adress by pm if so.
 
I have made a very beta version of the application now.

It connects to directly IB TWS.
I have added support for viewing Iron Condor trades.

Ideally soon there is also functionality to browse around increase / decrease month, widen / narrowing the spread.

There is still a ton of work to do.

Any suggestions or ideas mostly welcome!!

Below is a snapshot of the app connected to my acct.
It depicts a DJX Iron Condor trade 127/129/139/141.

elite.png
 
Hi Gustaf,
Very nice piece of software!

I am programmer myself and wondering how do you scan for the recomended strategies. What criteria do you use?
Could I see some code?

Thanks!
Rob
 
Added some functions. I havent had time but iam taking it up again.

You can now browse around widening/narrowing, sliding, adjust legs indiviually. Profit, return and probabilities (well everything you see) is beeing displayed realtime.

Let me know if you wanna try it out (IB + MFC).
 

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