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Showing results for tags 'tws'.
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DOM -- Excel / IB Author: mikeytrader 1. This DOM uses IB feed through standard IB DDE connection. 2. Data is replaced instantly in each cell. -- The performance is good because there is no excessive calculations. 3. Left most section shows the DOM Ladder, 3 columns, price, size, accumulated size. I colored the ask side with green and the bid side with red, but only colored to the largest size in each level. This allows you to see the wall easily. The yellow color is used to show which side has the largest accumulated size. 4. Middle section, For each of the 5 levels of the DOM a Horizontal bar expands or contracts base on the corresponding size. 5. Right section, Similar to the DOM ladder on the left side, this only shows the biggest wall amongst the 5 levels of each side, plus the immediate inner pair. Instructions: 1. Save xls to hardrive 2. Launch IB 3. Make sure IB under configure>>api>>enable dde and enable active-x are turned on 4. Open xls; when prompted to "update" just say no 5. type in your IB user id in cell B47 and make sure B48 is the current contract and hit enter 6. save the xls 7. click on the setup button 8. ib data should start to update. The next time you open the xls you can chose "update". p.s. 1. you will need a basic knowledge of Microsoft Excel to use this. 2. this worksheet is a few years old, you will need to update the symbol to the current contract. (see #5 above) . domib.xls
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After paper trading (again) for some time, I'm evaluating brokers/platforms. Using the TWS feed for the first time (with ZeroLine trader front end) it looked like WWIII had broken out on the YM contract. 1m bars were ranging 100 ticks. My buy stop netted 400 ticks in 5 minutes! Woohoo! Sadly, not only was the range offset from reality by ~ 1000 ticks, the volume of each bar was almost identical, a la constant range/volume bars. As far as I know demo data is delayed, but the YM September contract had the correct time stamp on the T&S. Are they using fantasy data? I made a movie this morning of TOS vs. IB Dom and T&S. I'd appreciate a nudge in the right direction if I've completely missed the boat on this. It's difficult to make a meaningful eval under these conditions. http://www.screencast.com/users/Brookwood/folders/Jing/media/58abed6a-5d6a-4f47-a04f-786ac75fce50
