I have trading system, which I run on daily basis (it trades on EOD data). Ive put my trading system into Amibroker Exploration and its working just great. System perform scan against all Russell 3000 stocks and produce MULTIPLE buy and sell signals.
Now I would like to automate my trading - connect Amibroker to Interactive Broker account using IBController. I would like to put IBC code below my exploration code, but what I dont know how to achieve is this - I would like to grab ALL signals from exploration, loop thru them, filter them and process them in custom order - important is that I need to process SELL signals first to close positions, and after this, process BUY signals and open new positions.
How can I achieve this scenario ?