Recent content by Sabia

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    Pair Trading Strategy Journal

    Thanks! Just got PTF and had another look at the manual to if there was anything on "Data View" but nothing. One other thing, at first I thought the backtester maybe testing using intraday buy/sell prices but by the look it's EOD. Is this correct please? ie: is delayed one day and...
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    Pair Trading Strategy Journal

    Hi Jonny, About using =sum function in Excel for the Profit column, this is total profit for each pair and not trade-by-trade so I can't understand how this could be used as an equity curve unless I'm missing something? Do you know if there's a way to view the trade entry and exit prices...
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    IB - Market order cancelled

    Sorted it out OK. No problem, thanks for the replies.
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    IB - Adjusting Position Size (impossible?)

    Thanks forex - I maybe wrong but jeez there are some fantastically sarcastic posts on ET. Sorry if I have msundstood your intentions/big text! Did you miss the word - Automated? Cheers Sabia.
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    IB - Adjusting Position Size (impossible?)

    Thanks giggollo! :D Does this work without market data and using "Good After Time?" I didn't mention that in my post above. Is this "Default Amount to Calculate Size" used as a quick way to have the quantity calculated for a trade made straight away? Thanks.
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    IB - Adjusting Position Size (impossible?)

    Hi, I think I am wishing something that is impossible to do but is there any way to adjust the "Quantity" based on a fixed position $dollar size while placing market (MKT) orders? In other words, say I want a position size of $10,000 can I adjust the "Quantity" of shares to this $ value...
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    IB - Market order cancelled

    Thanks RL8093, Your reply tells me so much! It seems that I'm not going mad and this is not normal of a MKT order! :D Again, the above problem is with the PaperTrader. No idea if the "real" TWS is the same as I have not used it. Cheers Sabia
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    IB - Market order cancelled

    OK, I've tried that and today a couple of trades were only partially filled (MKT order). The left over portion of the position was cancelled. What am I doing wrong please - any ideas? Thanks, Sabia.
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    IB - Market order cancelled

    Hi, OK I think I know what the problem was and I didn't see this option documented anywhere. When I place an order at market, there is a box below it "Limit". I'm guessing if I do not enter a limit then TWS buys the first available amount of stock at whatever price and cancels the rest...
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    IB - Market order cancelled

    Hi, Using GAT I placed a few orders to "Close Position" at Market and a message "Partially Executed and xxxx Cancelled". I'm using PaperTrader and was left with xxxx amount of stock remaining. How can you get the whole lot filled across whatever price is available? Thanks, Sabia.
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    Interactive Broker Order filled alert

    This is an old post but is this possible please? Seems as benysl mentioned the alerts are only price based, not if trades have been filled. Thanks Sabia
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    IB - Combined order possible?

    Thanks again MajorUrsa, Yes, see what you mean! :) It's rare in past testing that buying at the close is below the initial stop. I think easiest is to create a price alert at the initial stop (it's very wide). If alerted, check prices and cancel the order. Cheers Sabia.
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    IB - Combined order possible?

    Hi, Been reading up on OCA and was wondering if it is possible to still do as mentioned above: BUT also - only buy the Market On Close if the price is above an initial stop value? I understand that the STP LMT could be partially executed but do not want more at the close! ie: If the STP...
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