Recent Content by Warren

  1. How to trigger a function when a new minute bar comes in.

    Yes, I know this trick as it appears in the example codes. The problem now is, your_function() defined this way, can not take extra variables such...
    Post by: Warren, Feb 25, 2023 in forum: Automated Trading

  2. How to trigger a function when a new minute bar comes in.

    Hi, As I am using ibapi in Python to retrieve minute data, I need some mechanism to trigger the data processing function when a new minute bar...
    Thread by: Warren, Feb 23, 2023, 3 replies, in forum: Automated Trading

  3. Python - Backtesting library with variable position sizing

    Well, as for your need, I guess you may try the backtrader library, which has a more comprehensive functionality than backtesting.py.
    Post by: Warren, Feb 23, 2023 in forum: Automated Trading

  4. A Semi-automated system with Python and IB api

    Some recent experience to share(1): Tossing around with IB's native package ibapi and the third party package ib_insync these days. Like people...
    Post by: Warren, Oct 6, 2022 in forum: Automated Trading

  5. Which one to take as 'tick' price from the IB snap-shot?

    And at this moment, this is becoming even more ridiculous: Ticker(contract=ContFuture(conId=497954518, symbol='MES',...
    Post by: Warren, Aug 24, 2022 in forum: Interactive Brokers

  6. Which one to take as 'tick' price from the IB snap-shot?

    So, when the bar updates, for example 1 minute, IB cleansed ticks that look ridiculous? And if I use a third party data source, could there be a...
    Post by: Warren, Aug 24, 2022 in forum: Interactive Brokers

  7. Which one to take as 'tick' price from the IB snap-shot?

    As I am trying to retrieve tick data from IB through python API. I encountered a 'definition' problem. As far as I know, IB does not offer real...
    Thread by: Warren, Aug 24, 2022, 12 replies, in forum: Interactive Brokers

  8. Tick Charts and IB - possible?

    So, the 'tick' you get from IB is a 250ms snap shot, that has its open, high, low, close, or a mini bar. If it is not high frequency trading, I...
    Post by: Warren, Aug 24, 2022 in forum: Interactive Brokers

  9. A Semi-automated system with Python and IB api

    Well, I guess it is because many traders here are from a programming background. At this moment, I am working on bokeh server to get the IB real...
    Post by: Warren, Aug 24, 2022 in forum: Automated Trading

  10. Getting Started with Algorithic Trading and the IB API

    Anyone Well, I am up to a similar endeavor. While for someone like me who does not have a programming background, it is not that...
    Post by: Warren, Aug 20, 2022 in forum: Educational Resources

  11. A Semi-automated system with Python and IB api

    finplot seems to be a great package. pity that it does not work in Jupyter Lab. As this far, all my work are done in jupyter lab. For charting, I...
    Post by: Warren, Aug 19, 2022 in forum: Automated Trading

  12. A Semi-automated system with Python and IB api

    That's a lot of information in it. Thank you Steve !
    Post by: Warren, Aug 19, 2022 in forum: Automated Trading

  13. A Semi-automated system with Python and IB api

    Step 1: I chat with a technical assistant with IB. It is impossible to integrate python code in the back ground of TWS. So, it can only be...
    Post by: Warren, Aug 18, 2022 in forum: Automated Trading