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Update. No trades in the last days, since CL was not moving. A couple of orders so far today. Margins: FullInitMarginReq 5,793.23 USD [Max: 8,411.90] FullMaintMarginReq 4,634.58 USD [Max: 6,729.52]

I do not see why you are pissed off GRULSTMRNN. I am simply providing free advice on making the Gateway perfect for automation. The point of view of someone that has been doing this for many years, not to mention being the administrator of trading and IB specific forum, with thousands of users...

Hello Fric_AT, that thread is quite old now and was mainly targeted to large funds: at the time, after 8,000 orders it seemed that the point about this kind of unpredictive approach was made. (There are also broker's statements attached at the final posts.) (And yes, there are also a few...

From the point of view of an automated trader, most of the time, it makes no sense that the Gateway takes the initiative to shut down at a given time. There should be no point of doing that on a daily basis if it were programmed properly. It only makes people laugh about their coding skills...

Thank you vanzandt, very kind of you! Better so! And, if we start looking at the news, probably every time is going to look like the worst :). A statistical algo, "unpredictive" by nature, is "agnostic" of whatever "market conditions", as perceived by us humans, and everything has to...

Update. Not much happening, the "scalper" is basically waiting for the price to move in the right spot to resume activity. (Options quotes have large fluctuations.) PNL curve (including closing cost): Margins: FullInitMarginReq 7,830.29 USD [Max: 8,411.90]...

Ah, yes, you are right: "in the land of the blind, the one-eyed man is king". Not my philosophy though. What automated trading? I have been doing this for about 20 years, and I am looking now at a gateway which needs manual re-login every day (to log with a device). And, not satisfied with...

I just did. We will see if they fix it, and also fix the daily re-login/autorestart nonsense. I will keep this thread posted if a see solutions. As another member (cruisecontrol) rightly pointed out, all this to a programmer's eyes tells only one thing... If not solved in due time...

There is already a thread there. I do not see the point to repeat over there, since it has not been solved in more than1 year. Diversification may help. Also, I like this specific forum ("IB Technical Issues") better. Anyway, in case they may be of some help, here are the messages that the...

I see a total failure at least once a day of the "usfuture" data farm (historical data farm is no problem). There is no way from the client application to make the gateway restart the data flow, apart manually restarting the Gateway (secure device login). The IB gateway has become of no use...

Here is an update about the "scalping" activity so far, and the global PNL: Global PNL: Margins: FullInitMarginReq 5,494.10 USD [Max: 8,411.90] FullMaintMarginReq 4,395.28 USD [Max: 6,729.52]

Ok, lot of interesting stuff in your question. "Trying to catch those fat tails on the cheap" is a sort of "lottery attitude" of those buying strangles/straddles. And we can't deny that lotteries are a lot popular, even though we all know too well that the chance to win is ridiculously small...

Hello qlai. Thank you for your interesting questions. Let me make first a general disclaimer about language usage. Since I learned English in adult age I am often very far from what might sound right to a native speaker, so please excuse me and feel free to correct my terminology and wording...

Here is an update about the automated trading activity (max exp: 1 contract): and global PNL so far (including strangle and closing cost): Margins: FullInitMarginReq 5,930.10 USD [Max: 8,411.90] FullMaintMarginReq 4,744.08 USD [Min: 6,729.52]

What? I just installed the version 976 (btw, there is no point calling any new version "latest": it only creates confusion: just indicate the release number or date, please), and from what I gather from the "settings" section they have added an automatic logoff and restart to the Gateway too? I...

Well, this version is quite recent, it was the one available when I downloaded it just a few weeks ago. This issue has been known for years (as one can gather from various threads on the web), I don't hope they have addressed it in the last week. Anyway, I can go and take a look if there is...

For me, it used to be like you describe several versions ago of the Gateway. No data farm problems [but only a blocking re-login prompt, that after a lot of insistence (even here on ET, as you can see from old posts) they finally removed.] Probably they re-introduced issues in more recent...

Yes, I have seen it. And also seen that nothing has been done about it: https://groups.io/g/twsapi/topic/gateway_969_failing_to/8151520?p=,,,20,0,0,0::recentpostdate/sticky,,,20,2,0,8151520 that is also why was appropriate to make a reminder. here They are making a display about the knowledge...

I am actually indirectly giving pieces of advice to IB, if they wish to keep the clients looking for automation. It should be about time to fix some issues. And yes, this forum is also my preferred place to expose ideas. Particularly, I like the neat layout and also the "directness" of many...

LOL. I posted here because I feel this forum to be more authoritative :) I am myself the owner of 2 trading groups (of which, one specific for IB) for a combined figure of 6,085 total members (and growing), but I am still posting here ... :)