Darryl’s Journal

[Anonymous]

Darryl Vink wrote:

ive written a script to do the following:
– automatically run an exploration of a choice of systems in amibroker using the latest account balance and export the results to a csv file.
– automatically start and login to tws using IBController
– automatically start BatchTrader

i found a bug with the code i posted earlier. the account balance was not being used correctly in the exploration so i have modified it to also update the account balance in the afl code used for the exploration (you should create a backup version of your code if you use/test this ).

also i setup an smtp server on my hostwinds account so i can auto-generate an email showing the orders that will be placed by batchtrader.

i have attached the updated code below for anyone interested. hack to suit your own needs.

[JulianCohen]

Hi Darryl,

With the new Batchtrader 1.4 how do you set it to autoclose at market if too many orders are filled but not to close at the end of the day.
Mine has just closed out the positions it entered.

[JulianCohen]

I’m guessing you don’t add anything in the exchange configurations, just leave that blank, and change the “number of orders allowed to fill” box only?

[StephaneFima]

Hi Julian,

One little question for you: in the picture you are showing, I can see a box called “Auto order entry configuration”, what is it for? (I have version 1.2.1) Thanks!

Stephane

[JulianCohen]

Stephane Fima wrote:

Hi Julian,

One little question for you: in the picture you are showing, I can see a box called “Auto order entry configuration”, what is it for? (I have version 1.2.1) Thanks!

Stephane

Darryl can answer that better than me, but I believe it’s something to do with automated uploading through scripts…

I saw this in one of his posts

new batchtrader arrived today… take it for a spin tonight.
now has auto order entry configuration allowing input for time and name of csv file to load orders from and send at given time

So maybe you can point to the .csv file and set a time and Batchtrader will automatically upload and enter the orders. If that’s the case that is a handy function

[Anonymous]

Julian Cohen wrote:

I’m guessing you don’t add anything in the exchange configurations, just leave that blank, and change the “number of orders allowed to fill” box only?

yes i assumed the same julian… but batchtrader didnt start when i tested that by deleting the exchange configs. i havent mentioned it to levente yet… not much experience with it yet as i am only runing MOC systems on US and ASX.

[Anonymous]

Julian Cohen wrote:

Stephane Fima wrote:

Hi Julian,

One little question for you: in the picture you are showing, I can see a box called “Auto order entry configuration”, what is it for? (I have version 1.2.1) Thanks!

Stephane

Darryl can answer that better than me, but I believe it’s something to do with automated uploading through scripts…

I saw this in one of his posts

new batchtrader arrived today… take it for a spin tonight.
now has auto order entry configuration allowing input for time and name of csv file to load orders from and send at given time

So maybe you can point to the .csv file and set a time and Batchtrader will automatically upload and enter the orders. If that’s the case that is a handy function

exactly as julian mention stephane. it allows for loading the given csv files at given times and sending the trades automatically. works without a fault for me so far. edit: its assumed that TWS is already running

[JulianCohen]

Yes I had the same thing.

I’ll write to him. I asked him if we can set the close time to after the close of the exchange instead. That could be a work around

[Anonymous]

Julian Cohen wrote:

Yes I had the same thing.

I’ll write to him

ok great.

[Anonymous]

looks like you got the same trades i did julian… thanks PRG!

[JulianCohen]

Darryl Vink wrote:

looks like you got the same trades i did julian… thanks PRG!

Yes that was a blinder! I should be closing it on tomorrow’s open according to my system but Batchtrader closed at 3:50 instead.

[Anonymous]

Julian Cohen wrote:

Darryl Vink wrote:

looks like you got the same trades i did julian… thanks PRG!

Yes that was a blinder! I should be closing it on tomorrow’s open according to my system but Batchtrader closed at 3:50 instead.

at 3:50 it was not much different from the close which is where i got it… money in the bank

[JulianCohen]

From Levente:

I have intentionally left out the “don’t auto close positions” option from the last release, but if it is needed I can certainly bring this feature back.
For the moment, as you said, the only workaround is to specify a closing time which is after the actual close.
I will create a patch by the end of the week.

[Anonymous]

Julian Cohen wrote:

From Levente:

I have intentionally left out the “don’t auto close positions” option from the last release, but if it is needed I can certainly bring this feature back.
For the moment, as you said, the only workaround is to specify a closing time which is after the actual close.
I will create a patch by the end of the week.

bringing it back will probably be a good thing… otherwise another workaround is to run 2 versions. the older version for “don’t autoclose” and the new for MOC.

[Anonymous]

have continued working on getting things to run semi-automatically. so far:
[ol]
[li]Hostwinds server setup and running all software needed with consistent timezone being maintained (sor far…)
[li]IBController (auto login for TWS) being started automatically and and kept running via windows task scheduler [/li]
[li]BatchTrader now being automatically started and kept running via windows task scheduler[/li]
[li]Amibroker explorations run automatically (to generate trades lists for csv files used in BatchTrader) via scripts at given times using windows task scheduler [/li]
[li]Emails with html output of trade lists generated and sent at same time as Amibroker exploration using scripts at given times using windows task scheduler [/li]
[/ol]

unsolved problems:
[ol]
[li]If the server restarts and BatchTrader is restarted it does not keep list of previously managed trades. potentially leaving previously managed trade orders before a crash or server restart now unmanaged :unsure: [/li]
[/ol]

[Author]

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