目前amibroker只支持IB TWS. 但TWS每天要關機維護,和不穩定。 對自動交易來說,IB gateway 接口可以解決以上問題。 可是amibroker沒有gateway的接口。試過可以連接,就是不能傳送買賣 指令。如開發成功,可以優先分享給海洋的會員。
想法如下: RUNNING TWO AMIBROKERS IN SAME COMPUTER. A. AMIBROKER + IB GATEWAY FOR SIGNAL GENERATION ONLY. THEN PASS SIGNALS TO "B" B. AMIBROKER + IB TWS FOR ORDER PLACING ONLY. 沒有帳戶,未能測試。 誰幫忙測試一下。
你也可以看看TWSLink,如果你直接用amibroker连接IB gateway 的IB API交易有问题,可以参看TWSLink,TWSLink的作者好像说TWSLink不区分IB gateway 的IB API和fix的。 http://www.trade-commander.com/twslink/twslink_en.htm
謝謝各位老大熱情幫助。但是看下面外文,我才知道IB 除TWS外,服務器也重起。 TWS 可以使用TWSSTART 和 IBCONTROLLER 解決。服務器重起沒有辦法。 QUOTE: I think there are a few pieces of information you are missing/misunderstood: 1. IB server reboot and TWS shut down are 2 different things. IB reboots its servers everyday. That's the computers at their end. You will experience temporary disconnect. ie. you will receive no quotes, and cannot access your account or make trades. TWS (the software client sitting in your computer) is timed to shut down every 24 hours. The exact time can be set in the TWS configuration menu. 2. The TWS shut down can be avoided in 2 ways: a) use IB Gateway instead. b) circumvent the TWS 24 hrs limit with a 3rd party program. google TWSStart or ibcontroller more information at IB's forum and their webinar. Hope the above helps.