private void requestData()
{
//Define contract
TWSLib.IContract Contract = Tws1.createContract();
Contract.symbol = "USD";
Contract.secType = "CASH";
Contract.exchange = "IDEALPRO";
Contract.currency = "JPY";
//Make request
Tws1.reqMktDataEx(1, Contract, "", 1);
}
private void btnReconnect_Click(object sender, EventArgs e)
{
axTws1.connect("", 7496, 0);
/*
* listOfPrices.Clear();
* OurChart.Series["Price"].Points.Clear();
* // Cancel the Initial Market data Connection when pressing connect
* axTws1.cancelMktData(0);
* // Create a new contract object
* TWSLib.IContract ContractInfo = axTws1.createContract();
* // Create a new TagValueList object (for API version 9.71)
* TWSLib.ITagValueList mktDataOptions = axTws1.createTagValueList();
* // Now fill the ContractInfo object with the necessary information
* // Contract identifier (use a unique number for each security)
* ContractInfo.conId = 0;
* // Stock symbol
* ContractInfo.symbol = tbSymbol.Text;
* // Type of instrument: Stock=STK,Option=OPT,Future=FUT, etc.
* ContractInfo.secType = "STK";
* // The Options or Futures expiration data in the format YYYYMM
* ContractInfo.expiry = "";
* // The Options Strike Price
* ContractInfo.strike = 0;
* // The Options "PUT" or "CALL" rights
* ContractInfo.right = "";
* // The contract multiplier for Futures or Options
* ContractInfo.multiplier = "";
* // The destination of order or request. "SMART" =IB order router
* ContractInfo.exchange = sMARTToolStripMenuItem.Text;
* // The primary exchange where the instrument trades.
* // NYSE, NASDAQ, AMEX, BATS, ARCA, PHLX etc.
* ContractInfo.primaryExchange = tbExchange.Text;
* // The currency of the exchange USD or GBP or CAD or EUR, etc.
* ContractInfo.currency = "USD";
*
* // Make the request for streaming market data
* // TickerID - use a unique number for each request
* // ContractInfo - the Contract object containing the financial instrument
* // genericTicks - Can be used to get different tick types (use "" for now)
* // Snapshot (0 for streaming, 1 to get a single data point)
* axTws1.reqMktDataEx(0, ContractInfo, "", 0, mktDataOptions);
* // Note: If you receive an error asking for 5 parameters, try passing mktDataOptions
* // as the fifth parameter - this may have been fixed in newer version of the API
* // axTws1.reqMktDataEx(0, ContractInfo, "", 0, mktDataOptions);
*/
listOfPrices.Clear();
listOfHighs.Clear();
listOfLows.Clear();
histCloses.Clear();
OurChart.Series["Price"].Points.Clear();
OurChart.Series["SMA-20 D"].Points.Clear();
OurChart.Series["EMA-20 D"].Points.Clear();
chtStocks.Series["Closing Prices"].Points.Clear();
// Cancel the Initial Market data Connection when pressing connect
axTws1.cancelMktData(0);
// Create a new TagValueList object (for API version 9.71)
TWSLib.ITagValueList mktDataOptions = axTws1.createTagValueList();
// Create a new contract object
TWSLib.IContract ContractInfo = axTws1.createContract();
// Now fill the ContractInfo object with the necessary information
// Contract ID
ContractInfo.conId = 0;
// Stock symbol
ContractInfo.symbol = tbSymbol.Text;
// Type of instrument: Stock=STK,Option=OPT,Future=FUT, etc.
ContractInfo.secType = "STK";
// The destination of order or request. "SMART" =IB order router
ContractInfo.exchange = sMARTToolStripMenuItem.Text;
// The primary exchange for the stock.
ContractInfo.primaryExchange = tbPrimaryExchange.Text;
// The currency of the exchange USD or GBP or CAD or EUR, etc.
ContractInfo.currency = "USD";
// Make the request for Real Time Bars. Parameters are:
// TickerID Use a unique number for each request
// ContractInfo The Contract object specifying the financial instrument
// barSize The size of a data bar - 5 seconds is the current setting
// whatToShow Use "TRADES" to show OHLC trades. Can also use
// "BID", "ASK" or "MID" for quotes
// useRTH Use Regular Trading Hours only (set to 1)
// Get open, high, low, close every ~ 5 sec.
axTws1.reqRealTimeBarsEx(0, ContractInfo, 5, "TRADES", 1, mktDataOptions);
// Get real time/streaming prices
axTws1.reqMktDataEx(0, ContractInfo, "", 0, mktDataOptions);
// Now call reqHistoricalDataEx with parameters:
// tickerId, Contract, endDateTime, durationStr, barSize, WhatToShow,
// useRTH, formatDate
// for api version 9.71
TWSLib.ITagValueList ChartOptions = axTws1.createTagValueList();
axTws1.reqHistoricalDataEx(1, ContractInfo,
this.tbDate.Text,
this.tbDuration.Text,
this.tbBars.Text,
"TRADES", 1, 1, ChartOptions);
listBox1.Items.Add("You have viewing a different Stock. CURRENTLY VIEWING: " + ContractInfo.symbol);
listBox1.SelectedIndex = listBox1.Items.Count - 1;
}// end Reconnect code segment.
}// end comboStrategy_SelectedIndexChanged
private void btnSubmit_Click(object sender, EventArgs e)
{
// For Ta-Lib
double[] priceArray = listOfPrices.ToArray();
int timeFrame = Convert.ToInt32(nbTimeFrame.Value);
// For IB
TWSLib.IContract ContractInfo = axTws1.createContract();
TWSLib.IOrder OrderInfo = axTws1.createOrder();
ContractInfo.conId = 0;
ContractInfo.symbol = tbSymbol.Text;
ContractInfo.secType = "STK";
ContractInfo.exchange = "SMART"; // Needs work
ContractInfo.primaryExchange = this.tbPrimaryExchange.Text;
ContractInfo.currency = "USD";
OrderInfo.orderId = int.Parse(this.tbOrderId.Text);
OrderInfo.action = this.tbAction.Text;
OrderInfo.totalQuantity = int.Parse(this.tbQuantity.Text);
OrderInfo.orderType = this.tbOrderType.Text;
OrderInfo.lmtPrice = double.Parse(this.tbLimitPrice.Text);
OrderInfo.timeInForce = "DAY";
int n = 0;
while (true) // Keep looping
{
// Run if a new price has been appended to the list
if (n != listOfPrices.Count())
{
if (strategyToApply == "smaCrossover")
{
int outBegIdxSma, outNbElementSma;
double[] outputSma = new double[priceArray.Length];
Core.Sma(0, listOfPrices.Count - 1, priceArray, timeFrame, out outBegIdxSma, out outNbElementSma, outputSma);
if (outputSma.Last() < listOfPrices.Last())
{
this.axTws1.placeOrderEx(int.Parse(this.tbOrderId.Text), ContractInfo, OrderInfo);
}
}
else if (strategyToApply == "smaCrossunder")
{
int outBegIdxSma, outNbElementSma;
double[] outputSma = new double[priceArray.Length];
Core.Sma(0, listOfPrices.Count - 1, priceArray, timeFrame, out outBegIdxSma, out outNbElementSma, outputSma);
if (outputSma.Last() > listOfPrices.Last())
{
this.axTws1.placeOrderEx(int.Parse(this.tbOrderId.Text), ContractInfo, OrderInfo);
}
}
else if (strategyToApply == "emaCrossover")
{
int outBegIdxEma, outNbElementEma;
double[] outputEma = new double[priceArray.Length];
Core.Ema(0, listOfPrices.Count - 1, priceArray, timeFrame, out outBegIdxEma, out outNbElementEma, outputEma);
if (outputEma.Last() > listOfPrices.Last())
{
this.axTws1.placeOrderEx(int.Parse(this.tbOrderId.Text), ContractInfo, OrderInfo);
}
}
else if (strategyToApply == "emaCrossunder")
{
int outBegIdxEma, outNbElementEma;
double[] outputEma = new double[priceArray.Length];
Core.Ema(0, listOfPrices.Count - 1, priceArray, timeFrame, out outBegIdxEma, out outNbElementEma, outputEma);
if (outputEma.Last() < listOfPrices.Last())
{
this.axTws1.placeOrderEx(int.Parse(this.tbOrderId.Text), ContractInfo, OrderInfo);
}
}
else if (strategyToApply == "rsiOverSold")
{
int outBegIdxRsi, outNbElementRsi;
double[] outputRsi = new double[priceArray.Length];
Core.Rsi(0, listOfPrices.Count - 1, priceArray, timeFrame, out outBegIdxRsi, out outNbElementRsi, outputRsi);
if (outputRsi.Last() < 30)
{
this.axTws1.placeOrderEx(int.Parse(this.tbOrderId.Text), ContractInfo, OrderInfo);
}
}
else if (strategyToApply == "rsiOverBought")
{
int outBegIdxRsi, outNbElementRsi;
double[] outputRsi = new double[priceArray.Length];
Core.Rsi(0, listOfPrices.Count - 1, priceArray, timeFrame, out outBegIdxRsi, out outNbElementRsi, outputRsi);
if (outputRsi.Last() > 70)
{
this.axTws1.placeOrderEx(int.Parse(this.tbOrderId.Text), ContractInfo, OrderInfo);
}
}
n = listOfPrices.Count();
} // end: if (n != listOfPrices.Count())
} // end: while (true)
} // end btnSubmit_Click
