IB basket trading

Discussion in 'Interactive Brokers' started by STTtrader, Oct 16, 2007.

  1. rwk

    rwk

    I'm doing both buying and selling in an app that I wrote. My app monitors open positions, closing them when certain conditions are met. Sometimes it buys replacements for closed positions. It also monitors total p&l and bails when the loss reaches a threshold. All orders, buys and sells, are market orders for NYSE stocks. The app manages two accounts simultaneously.

    The app was written in Delphi/Pascal and accesses the TWS via sockets. It runs on a clean, fast computer that is used only for trading.

    [rwk]
     
    #11     Oct 16, 2007
  2. Hey Makloda,

    for the 50-100 market orders, are u doing odd lots (such as 74 shares) or even lots (such as 100, 200, etc)?
     
    #12     Oct 16, 2007