MBO Stops & Icebergs Tracker

mcpandre
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MBO Stops & Icebergs Tracker

Post by mcpandre » Tue May 12, 2020 5:49 am

Hi forum,
  I have quickly read some topics but I still cannot figure out if what I am asking is possible.

If I buy a license for the MBO Bundle would I be able to call the Stops & Icebergs Tracker indicator inside my own strategy via API?
Would it be possible to create a 100% automatic strategy withouth human intervention? I guess it is based on what I read so far, but I just would like a confirmation.

Forgive me if this question was already asked and answered.

Thanks for your attention.

Andrea

AndreyR
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Re: MBO Stops & Icebergs Tracker

Post by AndreyR » Thu May 21, 2020 8:06 am

Hi Andrea,
sorry for a late response.
1) Currently, you won't be able to call MBO Bundle indicators via API.
2) Yes, you can create a 100% automatic strategy. You'll need to enable launching a trading strategy in Bookmap (disabled by default).
If you have questions about creating your own strategy or need examples let me know.
Best,
Andry

Serg
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Re: MBO Stops & Icebergs Tracker

Post by Serg » Thu May 21, 2020 9:11 am

mcpandre wrote:
Tue May 12, 2020 5:49 am
... would I be able to call the Stops & Icebergs Tracker indicator inside my own strategy via API?
We have thought about offering it also as a jar library, but didn't decide about the model and the pricing. Let me check few things and I will reply. If we open it, the usage will be as simple as this:

Code: Select all

@Override
public void initialize(String alias, InstrumentInfo instrumentInfo, Api api, InitialState initialState) {
    TransactionsGenerator tg = new TransactionsGenerator(this::myTransactionsListener);
    api.addTimeListeners(tg);
    api.addMarketByOrderDepthDataListeners(tg);
    api.addTradeDataListeners(tg);
}
private void myTransactionsListener(Transaction tr) {
    // process transactions here
}
... where the Transaction objects are shown here: here, i.e. they include isStops, isIcebergs, its

Btw., do you intend developing a strategy for your own use or to list it on the marketplace for other traders as well? 
 

mcpandre
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Joined: Tue May 12, 2020 5:28 am
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Re: MBO Stops & Icebergs Tracker

Post by mcpandre » Thu May 21, 2020 11:47 am

Serg wrote:
Thu May 21, 2020 9:11 am
mcpandre wrote:
Tue May 12, 2020 5:49 am
... would I be able to call the Stops & Icebergs Tracker indicator inside my own strategy via API?
We have thought about offering it also as a jar library, but didn't decide about the model and the pricing. Let me check few things and I will reply. If we open it, the usage will be as simple as this:

Code: Select all

@Override
public void initialize(String alias, InstrumentInfo instrumentInfo, Api api, InitialState initialState) {
    TransactionsGenerator tg = new TransactionsGenerator(this::myTransactionsListener);
    api.addTimeListeners(tg);
    api.addMarketByOrderDepthDataListeners(tg);
    api.addTradeDataListeners(tg);
}
private void myTransactionsListener(Transaction tr) {
    // process transactions here
}
... where the Transaction objects are shown here: here, i.e. they include isStops, isIcebergs, its

Btw., do you intend developing a strategy for your own use or to list it on the marketplace for other traders as well? 

Thanks Serg.

About last question, I would need to test it for at least 3/6 months on a demo account before eventually use it on a real account and put it on the market place and to be honest I am not really sure if I want but I can't decide now. I mostly use automatic strategies on Tradestation so I am used to measure everything before let the machine do it :-), otherwise I rather trade it manually.
 

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