Trading robot DSL version 0.0.2 released
Changes:
- Plugins support for flexibility
- IB Trader workstation online and history mode for quotes
- IB Trader workstation market and limit order placement
- SMA and EMA functions
List of plugins:
- IBHistoryPlugin - for history quotes IB TWS
- IBOnlinePlugin - for online quotes IB TWS
- IBOrderPlugin - for order placement IB TWS
- TAPlugin - for technical analysis functions
Here some working examples:
1. Online quotes mode:
robot do
# loading plugins, first must be plugin for query
plugin DSL::IBOnlinePlugin, DSL::IBOrderPlugin, DSL::TAPlugin
# online quotes mode configuration with bar duration = 10 seconds
online :duration => 10
# contract specifications YM symbol future on ECBOT exchange with 200712 expiry date
YM.ECBOT FUT, USD, 200712
# main loop: query online quotes for YM
query YM do
if (ema YM, 9)/(ema YM, 25) - 1 > 0.05
# place buy market order with size = 1 for YM future
order YM, BUY, MKT, 1
end
if (ewa YM, 9)/(ewa YM, 25) - 1 < -0.05
# place sell market order with size = 1 for YM future
order YM, SELL, MKT, 1
end
end # query
end # robot