Not exactly TWS, but suggestions for new order types. (1) a "Market Limit" order, which would submit as a limit order at the bid/ask time in effect when the order was transmitted, so you wouldn't have to keep adjusting the limit price in a fast-moving market. Also allow this order type to have a different discretionary amount from the normal limit order.
(2) Why can't you attach an auto-trail order to a stop order? I would like to be able to buy on a trail and then automatically sell on a trail.
(3) Compound trailing stops, i.e., with more than one adjustment. I like to use a deep stop when I enter a position, move it up to lock in profit once the position has moved in my favour, turn it into about a 10-point trail as the position keeps evolving, and then narrow it to a 1-point trail once it gets to my target price. It would be nice to be able to program all that. Maybe you can do it with conditional orders, but I trade mainly forex and I can't see that you can set up conditional orders for forex.
(4) that kind of thing is kind of laborious to set up. It would be nice to have order-building macros that could also be used, for example, to set alerts.
(5) trailing alerts, i.e. have the alert trigger at a trailing price rather than a fixed price.
In TWS: more ability to annotate. Be able to set up a blank ticker line as a comment line.
Position tracking for IDEALPRO forex, i.e. track the values of both currencies against the base currency and show a p/l; in addition, show each open transaction separately instead of lumping them all together.
It would also be nice for TWS to have the possibility of closing a position at an amount sufficient to zero the position in the denominator currency; otherwise you end up with odd lots of JPY or EUR lying around.
That's all for now ...