fortyfour
189 posts
msg #103997
- Ignore fortyfour
modified |
12/25/2011 7:40:58 PM
There appears to be recent high correlation with Europe and US stock markets.
The e-mini Sp500 (ES) wakes up with decent volume at about 2AM and by 8AM and of course by 9:30 AM there
recently has been some nice gains.
I have begun to work with Interactive Brokers API ( my choice has to be Excel DDE protocol using
Visual Basic Applications)...as Java and C++ not a thing of mine(VBA barely is).
Anyway, my thinking is to call the "Request Historical Market Data" code ,looking back 6 hours on ES
at about 3AM(an hour or so after EU countries begin to open) ,and, calculate trends in a couple of time frames on this( maybe 1 hour and 4 hour) to get a go/nogo decision on the market(ES).
If it is a GO then use a simple overbought/oversold , entry/exit calculations (williams%r...moving average etc..) to auto trade
only on strong bullish/bearish early mornings.
Has anyone out there used IB's Excel DDE interface using VBA to do auto trading ?
Does it work? ...Is it stable? (assuming solid code)..
Anyone have experience in methods such as "store the real time tick data for calculations rather than use
the unreliable historical call" so I dont have to scrap and re-do code.
Of course I will work/test on the demo account and this will take much time but...that is fine...
Thanks.
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Eman93
4,750 posts
msg #104200
- Ignore Eman93 |
1/3/2012 4:55:55 PM
NO but sounds interesting.
I have always wanted to try and set up an auto system.
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Eman93
4,750 posts
msg #104647
- Ignore Eman93 |
1/26/2012 10:54:34 PM
a place to learn how to code for fee.. interactive... this is something I have been looking for a long time.
codecademy.com
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