- ago
Hi,

I potentially want to use WL as an intraday scanner based on various criteria I build using building blocks, which extension should I have?

Data extensions
IQFeed
Interactive Brokers (I do have an account with them)

Thanks
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- ago
#1
Hi,

You should have an extension for the intraday data feed you're subscribed to. Then, if you're looking to generate signals and not backtest results, here's the next step:

How to turn a strategy into a screener?

Of course this assumes converting the strategy to C# code ("Open in new C# code strategy window") and editing it.
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Cone8
 ( 24.56% )
- ago
#2
Method 2: Automatically Screen for each interval
1. Create your strategy - (Building Blocks works here without modification)
2. In Preferences > Trading, check "Use Live Positions".
3. Add / Set up the strategy in the Strategy Monitor with the DataSet, sizing, intraday interval, etc. Use Streaming Bars.

Notes:
1. This assumes the selected account does not have a position in any of the DataSet symbols.
2. The basic IB Streaming Bundle will only work with a DataSet with 100 symbols - and less if you're using IB TWS to monitor quotes too.

Optional:
Enable Stage if you want to "save" the results of the screen for each interval in the Order Manager .
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