order based on bar closes

[nicbizz]

Hi,

Can anyone recommend a trading system that has the option (in the form of a toggle/button) that'll automatically place a limit order on the close of the current bar?

For example, if I'm trading off the 1 min bar, and at the 32nd second, a signal is generated for me to buy at the close of bar no matter what happens, I can hit the button to have an order placed automatically instead of waiting for the bar to close, determine the price, and then manually key in the order.

Thanks!

 

[tradelink]

You can do this in tradelink by reading from an excel spreadsheet.

tradelink is free and open source. It works with 12 brokers and data feeds.

http://tradelink.googlecode.com

Here is code to give you an idea how to accomplish this :

public class ClosingBarOrder : ResponseTemplate
{
   newbarevent(string sym, int interval)
   {
        // ignore if we already sent for this symbol
        if (SYMBOLCOL[sym]) return;
        // grab latest value of excel column in case user changed it
GenericTracker.CSVCOL2Generic<string>(EXCELFILE,ref BUYCLOSECOL,1);    
        // if column has an 'X', buy bar close
        if(BUYCLOSECOL[sym].ToUpperCase()=="X"))
        {
              sendorder(new BuyLimitOrder(symbol,100,blt[symbol][-1].Close));
            // mark as sent
            SYMBOLCOL[sym] = true;
         }
   }
   override void GotTick(Tick k)
   {
        // build bars from market data
        blt.newTick(k);
   } 
   BarListTracker blt = new BarListTracker(BarInterval.FiveMin);
   const string EXCELFILE = "myfile.csv";
   GenericTracker<bool> SYMBOLCOL = new GenericTracker<bool>();
   GenericTracker<string> BUYCLOSECOL = new GenericTracker<string>();

   override void Reset()
   {
         // handle bar events
         blt.NewBar+=new SymIdxDelegate(newbar_event);
         // read excel file
         GenericTracker.CSVInitGeneric<string>(EXCELFILE, ref SYMBOLCOL);
     GenericTracker.CSVCOL2Generic<string>(EXCELFILE,ref BUYCLOSECOL,1);    
        // request market data for all symbols in excel file
        sendbasket(SYMBOLCOL.ToStringArray());
        
   }
   
}

http://tradelink.googlecode.com