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Hello Louis,
I'am stuck in the mud for one month now, my first attempt send EUR 85
millions orders towards ... an IB paper account. An extra security
was active, it was asking to validate manually each order.
At this very moment, it's dificult to find the intraday logic to start
the day with one contract, to reverse with two contracts all day long,
and one minute before the market close to send only one contract.
This logic should include a recover if AB or IB is close during the
day, to not add extra orders when ATS restarts. Then if the trade is
losing, the system should reverse at once, and if the trade is
winning, just continue.
I don't know yet how long is the transmit order for real trading. The
paper order catch the bid ask value but the order is still pending for
30 seconds before the TWS clears the line. What will be the real value
in RT real life ? I am not wildly optimistic for the TWS response time.
ExRem is still a mystery and a deeper one since TJ said that it is
useless...
I understand that most commands are for backtesting and they dont
exist for real orders towards IBC. I'am still searching on that point,
how to be active on the close without ref, how to do the same as
settradelays outside the backtester and many other questions.
Thank you Herman, for the archive link I did not explore yet, as I
found nothing to help until now concerning the real orders. Most of
the templates and comments concern backtest.
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine" <rockprog80@xxx>
wrote:
>
> Hi,
>
> I am curious about the automatic transactions to IB. Does it work
well? Do
> you have to sit and watch all day long to be sure everything works
well or
> can you leave with confidence that everything will go fine? Does it
cost
> more than usual? How much time does it take to get the transaction
> filled? Isn't it risky to do?
>
> Just very curious...
>
> Thanks,
>
> Louis
>
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