e***y
发帖数: 273 | 1 请推荐用Matlab在Interactiver Brokers API上接口的软件
以前看过和试过几个用Matlab开发的，用Interactiver Brokers API的trade的软件，
都不怎么好. 不知大家有没有推荐好的，用Matlab开发的，用Interactiver Brokers
API的软件 ？
多谢 |
m********0
发帖数: 2717 | |
e***y
发帖数: 273 | 3 Thanks,
It seems to be an old tool, any newer and better tool ?
【在 m********0 的大作中提到】
: http://epchan.blogspot.com/2009/07/free-matlab-to-interactive-brokers-api.html
|
m********0
发帖数: 2717 | 4 Sorry, I used C++ and python API for IB.
not matlab:)
【在 e***y 的大作中提到】
: Thanks,
: It seems to be an old tool, any newer and better tool ?
|
g*****u
发帖数: 14294 | 5 The said API is rather shitty based on my limited experience with it.
C++ API is much more reliable. |
e***y
发帖数: 273 | 6 What do you mean "The said API" ?
【在 g*****u 的大作中提到】
: The said API is rather shitty based on my limited experience with it.
: C++ API is much more reliable.
|
e***y
发帖数: 273 | 7 is C++ API same as other API ?
【在 g*****u 的大作中提到】
: The said API is rather shitty based on my limited experience with it.
: C++ API is much more reliable.
|
l******s
发帖数: 1276 | 8 man, forget about matlab, try R. that's the smoothest interface I've used
for IB.
R can do almost everything which can be done in matlab (time series I mean). And R's finance
library is much better than matlab... the drawing packet can produce super
good TA graph...
【在 e***y 的大作中提到】
: 请推荐用Matlab在Interactiver Brokers API上接口的软件
: 以前看过和试过几个用Matlab开发的，用Interactiver Brokers API的trade的软件，
: 都不怎么好. 不知大家有没有推荐好的，用Matlab开发的，用Interactiver Brokers
: API的软件 ？
: 多谢
|
b*******e
发帖数: 6389 | 9 C# interface is not bad. |
e***y
发帖数: 273 | 10 Thanks, I even did not know Matlab has time series.
Is R a difficult language to learn ?
). And R's finance
【在 l******s 的大作中提到】
: man, forget about matlab, try R. that's the smoothest interface I've used
: for IB.
: R can do almost everything which can be done in matlab (time series I mean). And R's finance
: library is much better than matlab... the drawing packet can produce super
: good TA graph...
:
:
|
|
|
e***y
发帖数: 273 | 11 Do you mean C# interface is different from C++ ?
I thought they all use the same ActiveXControl, which is language-
independent.
【在 b*******e 的大作中提到】
: C# interface is not bad.
|
l******s
发帖数: 1276 | 12 I just started R in a week. But it is very quick to learn, especially you
are familier with matlab. I only have C++/SAS backgroud. So it is not easy
for me in terms of time series, vector/matrix operation.
Matlab has financial toolbox, but not as powerful as R, since so many
acadamic finance engineering/stats schools use R. Lots of super good R
package and quant libraries...The TA library is very very good. I can get
nearly same quality diagram as stockcharts.com. And the backtesting lib is
as g
【在 e***y 的大作中提到】
: Thanks, I even did not know Matlab has time series.
: Is R a difficult language to learn ?
:
: ). And R's finance
|
l******s
发帖数: 1276 | 13 I was using C# interface before, but found C# libries is not good at
processing time series, the TALib is not good...
【在 b*******e 的大作中提到】
: C# interface is not bad.
|
b*******e
发帖数: 6389 | 14 C# interface接口 is provided by a third party.
Actually C#.net is easier to build nice interface界面 than VC.net。
【在 e***y 的大作中提到】
: Do you mean C# interface is different from C++ ?
: I thought they all use the same ActiveXControl, which is language-
: independent.
|
b*******e
发帖数: 6389 | 15 Which part? Real-time quotes?
【在 l******s 的大作中提到】
: I was using C# interface before, but found C# libries is not good at
: processing time series, the TALib is not good...
|
M***y
发帖数: 1594 | 16 I use Matlab and IB separately. The standalone Matlab is used to filter the
candidates, to do backtesting and to read the market. so far so good. |
b*******e
发帖数: 6389 | 17 How do you feed the data to Matlab please?
the
【在 M***y 的大作中提到】
: I use Matlab and IB separately. The standalone Matlab is used to filter the
: candidates, to do backtesting and to read the market. so far so good.
|
M***y
发帖数: 1594 | 18 Matlab script to download from yahoo.
【在 b*******e 的大作中提到】
: How do you feed the data to Matlab please?
:
: the
|
b*******e
发帖数: 6389 | 19 Classic way. Thanks!
【在 M***y 的大作中提到】
: Matlab script to download from yahoo.
|
e***y
发帖数: 273 | 20 So that will be only historic data, right?
【在 M***y 的大作中提到】
: Matlab script to download from yahoo.
|
|
|
e***y
发帖数: 273 | 21 Can you download today's data, even not real time using this way ?
【在 M***y 的大作中提到】
: Matlab script to download from yahoo.
|
q**x
发帖数: 1636 | |
e***y
发帖数: 273 | 23 what is good R ?
【在 q**x 的大作中提到】
: good R is
|
