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are you using static variables to ensure only one order is placed?
I never get repeat orders, so you are coding something wrong.
Best to post the section of the code that places your orders, also, you might post it on the Amibroner-at list. That is weher the AT traders are.
h
For tips on developing Real-Time Auto-Trading systems visit:
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Monday, June 23, 2008, 3:59:47 AM, you wrote:
> 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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