请教做IB上的自动交易系统，谢谢！ - 未名空间MITBBS历史存档

请教做IB上的自动交易系统，谢谢！# Stock

d*r2014-02-02 08:02

1 楼

各位大侠，我打算自己写程序在IB上交易Stock, Futures, and FX，主要是做量化策略
。大概看了IB附带的API sample, 觉得不够用呀，不知哪里有例子可以看看整个流程怎
么弄的。另外，很多常用的技术指标有没有啥package可以调用的。我打算用Java写。
PS: 曾经用过MetaTrader测试过策略，感觉挺方便的，函数很丰富，但是那只是FX的。
谢谢!

s*m2014-02-02 08:02

2 楼

你可以请教一下牛刀（bullblade）

【在 d****r 的大作中提到】

: 各位大侠，我打算自己写程序在IB上交易Stock, Futures, and FX，主要是做量化策略
: 。大概看了IB附带的API sample, 觉得不够用呀，不知哪里有例子可以看看整个流程怎
: 么弄的。另外，很多常用的技术指标有没有啥package可以调用的。我打算用Java写。
: PS: 曾经用过MetaTrader测试过策略，感觉挺方便的，函数很丰富，但是那只是FX的。
: 谢谢!

c*y2014-02-02 08:02

3 楼

1. forget about MT, period. it has lots of backdoor configs.
2. I used to share some basic code of an IB auto trading sys here. unable to
find it now
3. forget about indicators. I doubt you could be consistently profitable by
using
indicators. if you really want to use them, try TAlib, should have free
version, or code yourself. Implement indicators should be very straight
forward. Way easier than other aspects of a good trading system.
one friend uses a blend of indicators and "works quite well for him". He
claims to made 1000% in less than a year on FX. I don't doubt 1000% but I am
pretty sure he is just a beginner.

【在 d****r 的大作中提到】

: 各位大侠，我打算自己写程序在IB上交易Stock, Futures, and FX，主要是做量化策略
: 。大概看了IB附带的API sample, 觉得不够用呀，不知哪里有例子可以看看整个流程怎
: 么弄的。另外，很多常用的技术指标有没有啥package可以调用的。我打算用Java写。
: PS: 曾经用过MetaTrader测试过策略，感觉挺方便的，函数很丰富，但是那只是FX的。
: 谢谢!

C*U2014-02-02 08:02

4 楼

技术指标自己写也不是很难吧

【在 d****r 的大作中提到】

: 各位大侠，我打算自己写程序在IB上交易Stock, Futures, and FX，主要是做量化策略
: 。大概看了IB附带的API sample, 觉得不够用呀，不知哪里有例子可以看看整个流程怎
: 么弄的。另外，很多常用的技术指标有没有啥package可以调用的。我打算用Java写。
: PS: 曾经用过MetaTrader测试过策略，感觉挺方便的，函数很丰富，但是那只是FX的。
: 谢谢!

s*m2014-02-02 08:02

5 楼

如果你找到了IB auto trading sys，能再贴一次吗？
谢谢啦！

to
by
am

【在 c*******y 的大作中提到】

: 1. forget about MT, period. it has lots of backdoor configs.
: 2. I used to share some basic code of an IB auto trading sys here. unable to
: find it now
: 3. forget about indicators. I doubt you could be consistently profitable by
: using
: indicators. if you really want to use them, try TAlib, should have free
: version, or code yourself. Implement indicators should be very straight
: forward. Way easier than other aspects of a good trading system.
: one friend uses a blend of indicators and "works quite well for him". He
: claims to made 1000% in less than a year on FX. I don't doubt 1000% but I am

d*r2014-02-02 08:02

6 楼

非常感谢您的回复。
我主要是想有一个大概的模板，这样我可以根据Price, Volume等信息自行编写
Indicators to generate Buy and Sell orders，或者有时是Option Portfolio的
Hedging。毕竟我们不大可能啥时都看着屏幕，所以希望做比较自动的系统，当然会根
据情况手工调整下参数。
如果您找到以前的Code,或者知道那个网站有，请不吝赐教。
再次感谢！
---------------------------------------------

to
by
am

【在 c*******y 的大作中提到】

: 1. forget about MT, period. it has lots of backdoor configs.
: 2. I used to share some basic code of an IB auto trading sys here. unable to
: find it now
: 3. forget about indicators. I doubt you could be consistently profitable by
: using
: indicators. if you really want to use them, try TAlib, should have free
: version, or code yourself. Implement indicators should be very straight
: forward. Way easier than other aspects of a good trading system.
: one friend uses a blend of indicators and "works quite well for him". He
: claims to made 1000% in less than a year on FX. I don't doubt 1000% but I am