Search found 92 matches
- Thu Oct 19, 2017 3:30 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Placing Adaptive Algorithmic orders
- Replies: 35
- Views: 38771
Re: Placing Adaptive Algorithmic orders
I found the log -- you can see that it sent in VXX Alloc instead of VXX Algo Alloc. I have verified that VXX Alloc is not anywhere in the code, but it is running in a separate window -- it's almost as if the algo order is picking up setfa instructions from teh other window 20171019 09:45:02:546 [IN]...
- Thu Oct 19, 2017 3:16 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Placing Adaptive Algorithmic orders
- Replies: 35
- Views: 38771
Re: Placing Adaptive Algorithmic orders
The code is exactly what you see above in the algo version -- the "VXX Algo Alloc" has been validated and there is no problem that I can see. The code without the algo is as follows: uidOfOrderVXX=PLACE_ORDER(uidVXX,0,"BUY","MKT",PosSizeVXXX,0,0.0,"DAY",-1,0); setFAVXX = SET_FA_MEMBERS(uidOfOrderVXX...
- Thu Oct 19, 2017 2:23 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Placing Adaptive Algorithmic orders
- Replies: 35
- Views: 38771
Re: Placing Adaptive Algorithmic orders
It almost worked, but not quite: Here is my code -- I think my question is about the set_FA_members section: The order was placed correctly and the Adaptive algo was recognized correctly. The order was filled correctly, but was allocated incorrectly -- it went to "VXX Alloc" instead of VXX Algo Allo...
- Thu Oct 12, 2017 10:43 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Placing Adaptive Algorithmic orders
- Replies: 35
- Views: 38771
Re: Placing Adaptive Algorithmic orders
I want to test this over the next couple of weeks, but before I do, is everything working OK if I follow each step exactly ??
Also, once I get this to work, can I try some of the other IB algos, or is this only for the Adaptive Algo ??
Thank you
Rick
Also, once I get this to work, can I try some of the other IB algos, or is this only for the Adaptive Algo ??
Thank you
Rick
- Fri Jun 02, 2017 1:53 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
Everything seems to be working fine -- thanks for all your help. I will run as is for a couple of weeks, and assuming no problems, I will try working with two processors to see what happens.
Rick
Rick
- Thu Jun 01, 2017 6:08 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
OK -- we are back to the simple stuff -- I will tackle the multi processor case after everything is running. It its simplest mode, I want to run a single desktop with three work spaces open, and each work space has its own script. Do I run Connection = CONNECT("",7498,2,500) in each work space with ...
- Thu Jun 01, 2017 3:22 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
Where can I find a list of exchanges to be used in the Register_Contract statement??
Thank you
Rick
Thank you
Rick
- Wed May 31, 2017 7:42 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
I read more about how TS assigns charts to processors, and it is a round robin allocation -- chart 1 goes to processor 1, chart 2 goes to processor 2, chart 3 goes to processor 1, and so forth until all the charts are assigned. I might be able to trick it by manually loading the charts -- I will nev...
- Wed May 31, 2017 7:04 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
I am running on a virtual machine at a large data center, and it appears that it is emulating a single processor, so I couldn't test multi processors to see what happens. However I turned on two processors on a local machine, and TS did start a second orchart process, but I don't have TWSLInk on tha...
- Wed May 31, 2017 5:41 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
You have been great -- can't fix a problem until we know where it is. TS allows charts to run on multiple processors, although they warn that many DLL's will become erratic when using multiple processors -- I will give it a try after the close to see if it launches multiple orchart's when I turn on ...
- Wed May 31, 2017 5:28 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
both TS desktops are running and there is just one orchart.exe
- Wed May 31, 2017 5:22 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
The process id is 4004 -- it is for the paper account and there is nothing in the tray for the live account
PID 4004 is associated with orchart.exe which is the TS charting component
PID 4004 is associated with orchart.exe which is the TS charting component
- Wed May 31, 2017 4:51 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
there is just one log file -- twslink -- nothing starting with a p
there is only one tray icon which is connected to the paper account, but the live IB account is offline until after the close when I can check again
there is only one tray icon which is connected to the paper account, but the live IB account is offline until after the close when I can check again
- Wed May 31, 2017 3:36 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
Here are teh two separate processes TradeStation 9.1 (32 bit) (2) -- and then both copies are spelled out in detail Live - Merion Live ----- and Paper -- SPX Paper ----- But I would have expected two background processes as well. I am going to experiment a little, but unless something looks promisin...
- Wed May 31, 2017 2:54 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
I wanted to see exactly what was happening at IB -- I assumed it was the CONNECT issue, but wanted to see it for real. We are using sockets 7498 for paper and 7499 for live accounts. When running both accounts, IB says that all the orders are coming in only trough 7498 -- the paper account -- includ...
- Wed May 31, 2017 2:25 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
Actually TeamViewer is not allowed on that machine since it has access to all our live IB accounts -- maybe you can tell me what to look for once IB is finished
- Wed May 31, 2017 2:22 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
IB is using that machine at the moment -- I'll get back to you when they are done
- Wed May 31, 2017 1:49 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
Didn't work -- same as running in a single desktop yesterday. Both the real and paper trades were executed in the paper trade account at IB. The signals were generated correctly on the TS end in the separate desktops just as they were yesterday in a single desktop with multiple windows.
- Wed May 31, 2017 1:14 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
I am setting it up right now -- will be back to you with the outcome after the open -- thank you
- Wed May 31, 2017 12:53 pm
- Forum: Twslink - universal Interactive Brokers API plugin
- Topic: Multiple strategies
- Replies: 53
- Views: 57859
Re: Multiple strategies
Here is what TS says about multiple desktops -- what do you think ?? You may want to have multiple open desktops depending on the way you want to organize windows on your screen or to support more than one monitor attached to your computer. Each desktop may be thought of as a separate instance of Tr...