Search results

  1. T

    IB API Stop order question

    How did you know... yes, you're dead right. It was last wednesday or thursday (I will try to forget that day). I was long earlier on, but when the system should have exited my trade, it had technical problems (I said it crashed to summarize it) and it didn't exit. Then the market went...
  2. T

    IB API Stop order question

    Ok, guys, another progress was made. I think I figured out a way to send both the real exit order and cancel the emergency exit at once. And also, here's another discovery - it seems that parent and child orders are not necessary for my purpose of sending orders two at a time. All that seems...
  3. T

    IB API Stop order question

    Ok, I solved the problem, and it was easier than I thought. I had forgotten that there is a "CancelOrder" macro within the IB TWS API Excel sheet. So, all I had to do is use these 4 instructions: 1) send the parent entry order with transmit "false" 2) send the child TRAIL order with...
  4. T

    IB API Stop order question

    Ok, I have no idea if it will work because since my account was wiped out, momentarily I still can't test this code. Here's what I have figured out: http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/34260.html The IB expert Richard King says: "If you create a bracket...
  5. T

    IB API Stop order question

    Ok, I think I am getting there... maybe: Below the "parent order", I need to place a "child order", which in my case will be a trailing stop. So, on the first line, the "parent order line", everything will be just as now, except for the "Transmit (0/1)" line, which will have to be "false"...
  6. T

    IB API Stop order question

    Here's another guy asking my same question: http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/32977.html "does anybody know if it is possible to send an order to IB that will - if it is filled - automatically place a stop order for that position? Or is only way to wait...
  7. T

    IB API Stop order question

    Thank you, I will try bracket orders, even though it sounds complicated. I hoped that a trailing order would do, but I don't know if it has to be separate or if you can use the trailing order to also open the position (just like you can do on the web interface). You see, the advantage of such...
  8. T

    IB API Stop order question

    Yes, I knew that, because I saw it even on the web interface and used it. You set a trailing stop when you give the order to open the position. Then you are done. Your connection could go down and you would be fine. I tried looking at the documents, but unfortunately there are no examples...
  9. T

    IB API Stop order question

    I have had an accident on my excel sheet today. My automated system failed to close a position, and as a consequence my loss far exceeded the maximum drawdown expected for the system. I realized that fixing the excel sheet is not enough, and that I must find a way to send a stoploss order to...
  10. T

    Money Management question

    Well, thanks to everyone. Your posts were right to the point, even though quite complicated for my limited knowledge of the subject. I will try to learn more so to be able to understand them.
  11. T

    Money Management question

    Let's say that I have a capital of 3000 $ and that my system's maximum drawdown is 750 $, with 1 contract traded. Let's say we can expect a (future) maximum drawdown of 1500 $, that is twice the maximum drawdown resulting from backtesting the system over x years of data. Now, in order not...
  12. T

    Excel DDE for IB's TWS API problem

    Ok, sorry all. I had a virus. Actually several viruses. I never thought I had to keep an antivirus on all the time. Now I will. I did an xp repair install, spent two weeks fixing this problem and getting rid of the 10 or more viruses I had and now TWS and API both work fine. Thanks to all.
  13. T

    Excel DDE for IB's TWS API problem

    Thanks for the efforts. I haven't tried all of the stuff you listed but most of it. I will reappear on this forum once I have followed the boot in safe mode advice and the rest of it.
  14. T

    Excel DDE for IB's TWS API problem

    Ok, I think I was wrong. I downloaded two utilities here: http://www.angelfire.com/biz/rhaminisys/ddeinfo.html#DDEDownload DDStudio DDE utility and diagnostic tool Sample native Visual Basic DDE server and client Very good web site - I found it after browsing for hours. I think DDE...
  15. T

    Excel DDE for IB's TWS API problem

    Absolutely. Thanks for your help and the info you are giving me. I am having problems with the original, and I have purposely tried the original without making any changes. I tried both mine and the original sample file. I tried all versions available of TWS, all versions available of API, both...
  16. T

    Excel DDE for IB's TWS API problem

    Ok, I have kind of tried already all the things you said, but I will try them again in all details you mention. Unfortunately pretty soon they will shut everything down for the weekend, so I won't know if things don't work for this reason or for the usual reason. Thanks for the advice. I feel I...
  17. T

    Excel DDE for IB's TWS API problem

    Well, but I didn't change anything in your sample sheet (which I am using for the historical data request), and that same sample sheet worked fine for months. I think it is a problem entirely within my computer. Somehow I installed something that is keeping DDE from working properly. I think...
  18. T

    Excel DDE for IB's TWS API problem

    All right, thanks. I did, but I will try it once more. I read a post that taught me that I can also press F8 to check step by step what could be wrong in the VBA. What I see is this: The flow of execution of macros goes back and forth between "sheet12" (request historical data) and module...
  19. T

    Excel DDE for IB's TWS API problem

    Ok, listen. I have tried to understand a little better my problem. I will tell you and maybe you can help me. I have two applications open: 1) excel and 2) tws, plus a 3) third application running in the background, the IB API, which tells excel how to make queries via DDE. I hope so far I...
  20. T

    Excel DDE for IB's TWS API problem

    You know how some IB automated traders use Excel DDE to get data and even implement systems, through IB's TWS API? Well, all of a sudden today (after months working fine) it stopped working and instead of receiving data as usual, excel just freezes (in other words it hangs, it stalls...) and...
Back
Top