Description

This solution provides a start for automated trading execution on Interactive Brokers (IB) Trader Workstation (TWS).

The download comes complete with:

• Installation package:
  • TWS API Installer [TWS API Install 971.06.msi]
  • TWS Installer [tws-latest-windows-x86.exe]
  • Step-by-step Installation Instructions [_installation_instructions.pdf]
• Excel Spreadsheet [TwsDde_971.06_20160906_2222_QB001.xls]

It provides the following user-configurable trading strategy sequences:

• Strategy Sequence Buy (SSB)
  • Upon initiation, a buy market order is sent, and filled.
    • If market falls to some pre-determined stop level, a sell market order (SSB00) is sent to mitigate losses.
    • If market rises to some pre-determined target level 1, a sell limit order (SSB01) is sent to capture unrealized profits-s0-far.
      • If market falls back to the limit, we close to take profit at target level 1.
    • If market continues to rise to a pre-determined target level 2, a sell trailing limit order (SSB02) is sent to capture any further profits, with a trailing limit that preserves unrealized profits so far, while not limiting any further profit potential.
• Strategy Sequence Sell (SSS)
  • Upon initiation, a sell market order is sent, and filled.
    • If market rises to some pre-determined stop level, a buy market order (SSS00) is sent to mitigate losses.
    • If market falls to some pre-determined target level 1, a buy limit order (SSS01) is sent to capture unrealized profits-s0-far.
      • If market rises back to the limit, we close to take profit at target level 1.
    • If market continues to fall to a pre-determined target level 2, a buy trailing limit order (SSS02) is sent to capture any further profits, with a trailing limit that preserves unrealized profits so far, while not limiting any further profit potential.

Please contact us
if you have requests to customize the spreadsheet, or request for a demonstration/walk-through via skype.

Requirements:

• Interactive Brokers (IB) Trader Workstation (TWS)
• Microsoft Excel 2013/2010/2007