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I am planning to begin forward testing here one of my (latest) strategy starting from now. It's an algorithmic strategy carried out through a .net autotrader coded by me. It is supposed to run completely unattended h24, sending orders to IB gateway. I will keep here a diary with...

In the order status event you receive also the clientId (it's one of the properties of the DTwsEvents_orderStatusEvent). So orders of other clients can simply be ignored. Each client will clearly deal with its own orders. Tom

IMHO, It won't work. The mean is defined on collected data. There is no such a thing as a "reversion to" the unknown (future) mean. The "reversion" is an illusion created "a posteriori", by the fact that you compute averages on known data. (It's conceptually equivalent to making...

Still have no clue. I restored the computer to a previous point in time and the application is working again, as usual (receiving tick data from IB, via API). Same identical problem have 2 friends of mine (win7 and xp). I am wondering if it might be something related with Java update or...

Hi, I am experiencing something I have never seen before, and i am wondering what could be wrong. After updating java (6 update 20), latest version of TWS and API (964), the same application which was running perfectly fine (using IB API) just before these updates, no more receive the...

Right! Ultimately it is the user who determines the actual trades. User code or parameters, is always a way to provide the user (by more or less flexibility) with just a software which allowing him to determine his own trades. And even if a black box had no parameters, there is always an...

You need 3) More work initially, but will catch up, eventually. And have total flexibility. Tom

Might take a look <a href=http://coreyhoffstein.com/2009/01/08/automated-trading-resources/ >here</a> for a list of resources, or <a href=http://www.datatime.eu/public/gbot/ >here</a> for a system Tom

I agree with that. No reason to crash. It may (quite rarely) freeze, but crashing the pc... actually never seen it. Try doing a clean installation of operating system. Use a light antivirus, like avira (can use House Call weekly for deeper scan). Do no install unnecessary software... ckeck...

IB is the best broker to me. But for forex I would suggest to stick with (cme) futures (traded through IB). I gave up with forex with IB. Had too many problems with the size/value contraints and the idealpro/ideal dicotomy. Also seemed that if you are left with some unfilled under 25K...

One strange, but totally minor, thing that happened to me (win7) is that the Gateway does not seem to show in the program menu at the first installation. If you repeat the installation it shows. This happened also to friend of mine (xp). Have you, by any chance, experienced the same? Tom

I have kept it running continuosly since my first post in this thread. (201 securities). No problems so far. Will let you know if it crashes... (that machine has 1 Gb ram, win7) Tom

** I agree. IB has done a GREAT thing releasing the Gateway. Could not be more thankful and the guys need to be praised. ** Now, if you really want to be on top of the world, please take these suggestions, which are easy to implement (1 and 2 are crucial): - 1. Add simple realtime account...

That need to be necessarily done with orders created realtime (robotically). Cannot be realistically done with prespecified lmt orders, which woud be skipped most of the time, resulting in a massacre (not to talk about mkt orders)... We are talking of scalps a little bigger than spread here I...

Thanks Tony, I read and that message some time ago. That suggested method does NOT work. Have you tried it ? I did. I can assure you that it does not work. Maybe worked with past versions of the tws (??). But not now. Anyway. That's not the point. We must not restort to "hack" to have...

No no. Just account info (pos, p&L, etc): that's it. Nothing more I would ask. It's important to double check that robots are in sync. ** IB wants autotraders right ? ** People using this stuff are only those with robots or downloading data. So no danger of tranforming this into a...

Anyway, very good job guys! :-) If I can offer a quick suggestion, for next releases, to IB, I would not mind at all having in the Gateway the possibility to show account information (position, P&L, Unr, Real, ...). (And, possibly, updated realtime). That way it would be just perfect...

Hmmm, That is the reason why had the logoff ?? Nooo! :-)) Makes me sad to hear that. I hoped there were a more important and profound reason for such highly annoying (and ridiculous) feature :-) I run robots which keep data practically for any number of instruments and they can run...

FINALLY!!!!!!! Great news! At last you did it! Very good! I am up and running now. Now you guys at IB finally did something really right. No longer that ridiculous logoff (right??). Very good! Keep going! :-)) Tom

Right, you need to go the tick-by-tick way to test very tight scalping. Need precision and care in formulating lmt prices with respect to bid/ask and very carefully watch the spread. [In my experience you will have little chance to make it workable] Anyway, also, try the simulation with...