Ib

I would also like to know if I could attach a market on close order to my original order. Basically have an order like this in the morning:
------------------------------------------------------
Buy 1 contract ES stop 911.00 limit 911.25

-if that fills, submit:

Sell 1 contract ES trailing stop 3 points

-if that does not fill by the close:

Sell 1 contract ES at the market.
------------------------------------------------------
Do you think that is possible with anything? That way when I enter, a trailing stop is automatically set to follow a trend if one develops, and if the trend remains in force until the end of the day, I exit and end the day flat.

Banker
 
Quote from MarathonTrading:

I use Windows 98 and it works.
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Hmm, really? I cannot get quotes from IB. Do you have an idea what might be wrong? I can get quotes via Auto Trader though and via SierraChart as well, so the problem seems to be related to Bracket Trader.
 
Quote from MarathonTrading:

I use version 2.15d

Did you enable ActiveX in TWS under Configure - API?
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The last one I tried was 2.14c. Yes, ActiveX is/was enabled.
 
Quote from wally_:



Sounds interesting. A few questions if you don't mind:
1. Does it work under Windows 98? Some other programs of this kind don't.
2. Can I place a MOC order in an OCA group with it?
3. Can I place more than one order with it? For instance, Auto Trader does not allow you to place a new order when some older order is in or only placed.

Thanks,
Wally
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It may or may not work under win98. Some people have troubles, some don't. You might want to consider getting XP or win2K anyway, it will really improve your system performance. IB upgraded the API lately, and I have had to hand hold a lot of users in getting there systems to work. I have a demo on the site, that should work, but I do have a newer version available by email that works for everyone that the older demo doesn't work for.

2. At first I want to say no, but the documentation for the API lists 3 types of orders, DAY, GTC, and IOC, but doesn't define IOC. If IOC means submit order at close, then yes.

3. Yes, you can run multiple instances of the program, each one can work its own set of orders.
 
Quote from Bankedout:

I would also like to know if I could attach a market on close order to my original order. Basically have an order like this in the morning:
------------------------------------------------------
Buy 1 contract ES stop 911.00 limit 911.25

-if that fills, submit:

Sell 1 contract ES trailing stop 3 points

-if that does not fill by the close:

Sell 1 contract ES at the market.
------------------------------------------------------
Do you think that is possible with anything? That way when I enter, a trailing stop is automatically set to follow a trend if one develops, and if the trend remains in force until the end of the day, I exit and end the day flat.

Banker
More...

Maybe, see my IOC discussion in the previous post. I also see that the API now supports server side auto bracket orders and autotrailing stops too. Are you sure TWS doesn't natively support this?
 
Quote from ctrader:



Maybe, see my IOC discussion in the previous post. I also see that the API now supports server side auto bracket orders and autotrailing stops too. Are you sure TWS doesn't natively support this?
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I honestly don't know, that's why I'm asking. I have seen market on close, and trailing stop orders with TWS, but I have never found a way to combine all of these orders on to one "ticket". It might not be possible.

No big deal on the moc, I can always check in near the close to see if I have to get rid of a position myself. It would be nice to have my exit stop tied to my entry stop. That seems possible. Your site wouldn't open for me earlier, I will try again later.

Thanks,

Banker
 
There is a bracket order feature on the TWS now. You might be able to tweak the individual lines from that order to what you're seeking (i.e modify one of the orders to MOC).
 
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