Forums › Trading System Mentor Course Community › AmiBroker Coding and AFL › Append suffix .AU to _ASX in explorations
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February 1, 2020 at 11:28 pm #101976AnonymousInactive
Anyone got a sneaky piece of code to append the symbols during exploration such that it strips the .au Norgate nomenclature suffix and replaces it with the _ASX nomenclature suffix as needed by IB TWS?
February 2, 2020 at 1:23 am #110880JulianCohenParticipantCheck the first line
Code:Width = 65;
Width1 = 75;
if(Status(“action”)==4)
{
SetSortColumns(1);
}
AddTextColumn(WriteIf(LESetup,”” + StrReplace(Name(), “.au”, “” ),””),”Symbol”,1.3,29,55,90);
AddTextColumn(WriteIf(LESetup,”STK”,””),”Type”,1.3,29,55,80);
AddTextColumn(WriteIf(LESetup,””,””),”Expiry”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Strike”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”P/C”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Multiplier”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Trading Class”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,”SMART”,””),”Exchange”,1.3,29,55,80);
AddTextColumn(WriteIf(LESetup,””,””),”Primary Exchange”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,”AUD”,””),”Currency”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Comb Legs”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Leave This Empty”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,”BUY”,””),”Action”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””+Shares,””),”Quantity”,1.0,29,55,Width);
AddTextColumn(WriteIf(LESetup,”LIT”,””),”Order Type”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””+BuyLim,””),”Lmt Price”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””+BuyLim,””),”Aux Price”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Ctrl”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Id”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Status”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Filled”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Remaining”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Ave Fill Price”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Last Fill Price”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Parent Id”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,”DAY”,””),”Time in Force”,1.3,29,55,Width1);February 2, 2020 at 1:28 am #110882AnonymousInactiveYeah just worked it out myself. I should stop being so lazy.
AddTextColumn(WriteIf(BuySetup,”” + StrReplace(Name(),”.au”,” asx”),””),”Symbol”,1.3,29,55,90);
February 2, 2020 at 1:33 am #110883AnonymousInactiveBy the way, I noticed in your code (and you also commented recently) that you were trying LIT orders.
How have they been going? Are you still confident they are working better for you in AU market than LMT orders?
FYI, as part of my small redesign of my MR MOC system in last week or two, I thought that along with much of the discussion here recently regarding “stable systems are useable across markets” I have given my slightly redesigned systems a test on AU market and it seems to be testing well, which is a good sign for both the system used in US and some new potential of using cash in AU. Before, I was struggling to have my US based MR MOC system showing good results in the AU market. Now it seems to be holding water, so I think I will try some AU market trades this week to see how I go.
February 2, 2020 at 1:44 am #110884JulianCohenParticipantI think it might have been Trent that was using LIT I only use limit orders.
I don’t trade ASX at all for mean reversion. I also tested my MOC systems on the ASX and they crapped out totally. They work perfectly well on any US market I choose to apply them to though
February 2, 2020 at 2:49 am #110886AnonymousInactiveSorry for LIT mixup. Also noticed the LIT in the exploration code you posted, so thought you must have been using that type.
February 2, 2020 at 3:26 am #110891JulianCohenParticipantYou’re right! It’s old code from a few years ago. I did try LIT for a little bit before I gave up with ASX MR
February 3, 2020 at 1:00 am #110893TrentRothallParticipantyeh i use LIT orders, but to be honest I can’t really tell if they are helping. One thing they do allow me to do is place more orders in the market than cash available because I only have a cash account with Ib now so that is a handy side-effect of using LIT orders. One downside is that they are only sent to the market after the opening auction, so if price opens below your limit and races higher you can miss a fill, these tend to be good trades too.
February 3, 2020 at 4:43 am #110902ScottMcNabParticipantI was looking at this link yesterday Trent…seems margin may be ok again for Aus customers trading US shares (click Australia/US/shares) ?
February 3, 2020 at 5:52 am #110903Nick RadgeKeymasterExcept for the following…
“Eligibility requirements vary according to the investor’s personal information, region, and exchange.”
February 3, 2020 at 10:50 am #110881ScottMcNabParticipantyup….just found this in small print…
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