Ctrader interactive brokers
A stop limit order is imperative to any professional trader. I am coming from Interactive Brokers. IB has cut loose their FX clients I used the Ctrader interactive brokers Trader platform which was similar to what market makers use. What I would like to see on another trading platform is the ability to place a ctrader interactive brokers and then a limit at different prices so that once the stop is triggered then a limit order goes into effect.
So for example, price increases to breakout point where a buy stop is triggered but the buy is not placed unless the buy limit is satisfied. Ctrader interactive brokers for sell side. I just expressed the need for such a feature - that feature would be everything!! When Pirce gets to point x - order is automatically set waiting to be filled.
One target alarm or such was satisfied causing order to be set. If spotware were to add this feature as they can and already done in market price opening position ctrader interactive brokers will instantly grain trader a new profitable way to start trading on news. And if this feature were to be add I believe that we will get a perfect platform that can guarantee a broker using it. This is like a stop order but when the price goes to the intended stop order, limit order will be sent.
So this is a stop order limit. Can ctrader interactive brokers include this in ctrader? This is very important for big traders trying to trade bigger amount without slippages. Enter slippage tolerance for entering a stop or limit order. If the server can't enter within the slippage border specified, it doesn't take the trade. We've just sent you an email to. Click the link to create a password, then come back here and sign in.
Stop Limit Orders A stop limit order is imperative to any professional trader. Vote Vote Vote Vote Sign in ctrader interactive brokers. Your email address Check! I agree to the terms of service. Signed in as Sign out. Stop Limit Orders have been delivered. It leave most broker away from it.
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C-Trader Pro provides a level of power, flexibility, and robustness difficult to find elsewhere. It is appropriate for use by CTAs, hedge funds and professional traders.
While the software package still contains everything required to replicate and expand the research presented in the book, it has undergone substantial evolution since its first release. Because the enhancements are quite extensive, it is now called C-Trader Professional. As the only trading system development platform used by Dr.
Katz, the software is under constant development; bugs are aggressively sought and fixed, and new capabilitities frequently implemented.
C-Trader Professional is reasonably priced and does not require any commitment to expensive brokerage or data services. There are no hidden fees or monthly charges, and no additional cost for live technical support—the developer himself is a just an email or phone call away. C-Trader Professional is designed to run on Unix and Unix variants e. It can be run under Windows with Cygwin, an emulator that provides a Unix-like toolset and environment, some Posix compliance, and an X-Windows interface.
Many TradeStation users have indicated that C-Trader is more effective for system development and testing than TradeStation. Among other things, C-Trader is far faster and more robust than TradeStation and can easily accommodate cross-sectional as well as longitudinal trading rules. Therefore, many TradeStation users opt to develop their systems using C-Trader and then port them over to TradeStation for real-time trading.
Warp Speed Speed matters when optimizing multiple systems on very large data sets. C-Trader Pro is extremely fast: And, unlike TradeStation, multiple instances of C-Trader can execute simultaneously under script control enabling you to take full advantage of cluster computing and multi-core processors! C-Trader running on a small Linux cluster of multi-core processors can achieve mind-bending terraflop throughput when optimizing multiple systems on a modest portfolio of securities.
Try that with TradeStation. Easy to Use If you have a working knowledge of the C programming language and can read and understand the code in The Encyclopedia of Trading Strategiesthen you'll find C-Trader Pro very logical and a pleasure to work with.
The software even includes a searchable online manual! Readily Extended The software is designed to be highly modular and easily extended.
By leveraging the standard Unix toolchain and other freely available software, coupled with the excellent interprocess communication mechanisms available in Posix-compliant operating systems, new capabilities are fairly painless to implement.
One can even execute, control, and exchange data with other programs directly from the C-Trader command prompt or from within C-Trader scripts! All Trading Vehicles You can develop and optimize systems for entire portfolios of options and derivatives, as well as for stocks, futures, and spot forex, on any timeframe from seconds to years. Even models that must select trading vehicles on the fly, such as those that dynamically choose which options on a given underlying to employ at any instance, can be implemented and tested with ease.
Want to backtest a Gamma-scalping model that involves multiple stock and option positions that have to be repeatedly rebalanced and otherwise modified? No problem with C-Trader Professional; one can even make use of synthetic or modeled prices in simulated derivatives trades! Multiple systems can be tested together as system portfolios. Overlapping trades, scaling into and out of positions, and multiple entries and exits are also fully supported.
Built-In Scripting The software includes a scripting language that is used for giving commands and for automating optimization and testing protocols. The commands allow you to easily load data, examine performance summaries and equity curves, run optimizations, generate graphics, even execute operating system commands and other programs, all from within C-Trader Pro! Extended Performance Summaries Performance summaries can now be obtained in basic or extended forms. The performance summaries display several variations on the Sharpe ratio, drawdown, net equity, average dollars per trade, number of trades, largest win, largest loss, average win, average loss, wins, losses, correlation of equity with a straight line, correlations between in-sample and out-of-sample performance over variations in system parameters, and a host of other useful statistics, some quite unique and simply not available elsewhere.
The extended reports even display performance as a function of day-of-month, days-until-expiration, and day-of-week. When it makes sense to do so, all performance statistics are provided for both in-sample and out-of-sample periods. Better Online Reports Thanks to the pager, searching, and sorting utilities found on Posix-compliant systems Unix and Unix variants like Linuxextended summaries and other reports may be viewed, scrolled, and searched without disrupting your workflow; likewise, optimization reports may be sorted according to various criteria, scrolled, and saved to files for future reference.
All of this can be done directly from within C-Trader Professional without needing to manually open files in other software applications or text editors—it is all clean and seamless, as well as extremely fast.
Graphics Capability C-Trader Professional includes a newly developed module for generating various kinds of charts using Gnuplot. The scripting language now provides commands that allow you to display a variety of high-resolution charts. These charts may even be saved as JPEGs or in other formats for publication, printing, or future reference. In addition, the software features a scan mode with single keystroke commands that enables you to easily scan through and examine charts for hundreds, or even thousands, of securities.
All code is supplied as source and may easily be extended to provide additional charting capabilities. This code is under active development. Greater Trading Model Flexibility The new C-Trader Professional makes it feasible to backtest systems that trade individual series, as well as those that trade multiple series, e. Such multiple-series situations occur, for example, when trading delta-neutral hedges, engaging in gamma scalping, exploiting skew in options or distortions between different expirations in futures, and in other similar contexts.
Even systems that trade different stocks, futures, or currencies, depending on comparisons amongst them, can readily be implemented in C-Trader Pro. To provide these new capabilities, the software uses a simulation model and an architecture for defining trades that differs significantly from the original C-Trader and from other available platforms. If your model only requires trading in one series at a time, C-Trader Pro provides a translation layer that allows you to write your system in a simpler TradeStation-like style closer to that used by the original C-Trader.
Ability to Implement Complex Trading Rules Trading systems can make use of both longitudinal and cross-sectional rules in all contexts. For example, if you want to implement a pairs trading strategy or an option hedging model, this is the software you need. Trading rules can involve comparisons over time i. It is even possible to have a trading model that sells one option short while buying another, the particular options depending dynamically on volatility characteristics, and to have the backtest treat such combined positions as unitary trades!
Database Management Tools The package now comes with a variety of database management tools. Among these are a Yahoo downloader that can quickly and automatically retrieve end-of-day stock data from Yahoo and place it into standard comma-delimited files. Similar utilities for handling data from Pinnacle end-of-day futures and from Worden Brothers end-of-day stocks are included. With the aid of some third-party software that downloads data from Interactive Brokers into shareable comma-delimited files on a real-time basis, C-Trader Pro can even generate live trading signals and charts!
The same software can be used to download historical data from Interactive Brokers on timeframes all the way down to 1-second bars for use in system development. Several utilities to store data from comma-delimited files into the software's native high-speed binary database formats are also provided; among these is a program to save raw options data from Stricknet.
This latter program is so efficient that data for every equity option well overper day on every stock several thousand in the Stricknet data set going back several years can be saved in a fast-reading file that is well under 1 gigabyte in size! Like C-Trader Professional itself, all data management tools have the ability to handle extremely large data sets efficiently.
These programs all contain detailed internal documentation and are easily modified to handle other input data formats so that they can be customized to work with your favorite data sources.
You can now even use data from TradeStation to build models in C-Trader! Live Charts and Trading Signals C-Trader Professional will soon include a component with the ability to generate real-time charts and trading signals for live trading on any desired timeframe. All you need is a good third-party "data daemon" that can run your data feed into sharable files. These Java utilities can download historical data as well as maintain the necessary "live" files for those who use Interactive Brokers TWS as their trading platform.
Trading Systems Included as Examples The software comes with examples that illustrate how trading systems are implemented and tested in C-Trader Professional. You can run these examples, optimize them, and modify them to get a feel for developing your own strategies using this platform.
Among the examples are a simple moving average system and a simple delta-neutral hedging strategy with simulated Black-Scholes option prices.
Disk and memory requirements beyond the minimum depend on your data. Once you order, you will be provided with a password that will enable you to immediately download the software and sample data from our ftp server.