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Well, that is right. It all boiled down to a question of numbers. Simply there were more clients at the time (many years ago) I started working on these solutions. Perfecting a bulletproof trading platform takes several years of hard work and large investments, and once one invests on a given...

LOL ok. On the other hand, asking is a way to go. Sometimes it works :-)

Sure. Mostly futures and related options.

Killing, restarting and logging into the Gateway (without security device) would not be a big programming problem: the program could be written in a few minutes. Certainly, an ugly workaround for something which could be easily fixed by IB. I still believe that the proper solution is to ask the...

Currently, the Gateway needs to be restarted manually to restart the data flow, as we need to log in with the security device. Are you using the device or have you lowered your security? How do you re-login after restarting the gateway?

The point is that if we need to seat in front of the pc, waiting all day long for the Gateway to show its malfunctions, to manually restart it to resume normal data flow, of course, we could do it. As well as we can imagine "workaround" of all types. But why ? Why we do need to devise awkward...

Well, I would sign for the 2 minutes ;-) . Problem is with the Gateway itself, not the client application. If not completely restarted, the Gateway will not resume the data flow (no matter what you do in your application). It will connect fine and whatever, but on request, it will not send any...

I am sure the great chief at IB has not been properly informed. I doubt he would allow something like this to go on, and kill all possibilities of proper and serious automation with IB.

Hi d08, I hope you are joking! Well, the fact that on manual restart it works fine, clearly indicates that on simple automatic reconnection there is "something" that still needs to be reset/restarted or fixed (like a dead thread to be restarted, or some reference/variable which needs to be...

Ref: IB Gateway Build 972.1r, Feb 12, 2019 11:03:55 AM I noticed that, after some Internet disconnections, the Gateway while reconnects fine by itself, it is NOT able to respond to the API requests of restoring the flow of data (2103 "Market data farm connection is broken:usfuture"). The...

Scalping is proceeding as planned. Not really an ideal start with a significant move down on the first days (66 to about 62), but anyway nothing that really matters in the time horizon we consider. As one can well imagine, in general, the scalping algo is programmed to grab as many price...

Continuing the scalping action while the price drops to 64. Total 37 fills so far: building up the "order cloud". Global PNL chart so far: (My PNL computations always include the cost to close all positions at current prices.) Margin info (communicated by IB): FullInitMarginReq...

First day. Not much happening. We have set up the strangle and started the "scalper". About 20 orders so far: the "order cloud" is slowing being created in response to price moves (in the chart it is shown the price of CL and the orders as red (=sell) or blue (=buy) dots). As explained, the...

For this first run I have selected the following instruments: Light Sweet Crude Oil (max +1/-1 contract): CL FUT 201906 NYMEX [ CLM9 ] (was around 66.2 when starting up) Long Strangle (2 fixed): CL FOP 20200514 68 C NYMEX [ LOM0 C6800 ] @ 3.07 CL FOP 20200514 56 P NYMEX [ LOM0 P5600 ] @...

Hi Robert, great to see you here again and benefit from your insight and experience! Thank you for your question. As to the initial orders, I am not using a randomizer to trigger them, but an updated version of a "directional" index that I created a few years ago ("sdx"), which simply indicates...

I will illustrate here a preliminary test of a new trading algo. Will do first a preliminary test on a paper trading account and then move to a real $ account, if ok. This is a new statistical algo that I have just plugged in my own software platform for algorithmic trading and it reflects my...

Hello NGtrader, Happy to hear that you started trading. I am still using my platform with IB gateway for my activity with investors. I must say that after so many times I have been telling them not to put any prompt coming from the Gateway the situation has generally improved (even with some...

No that is not possible. It's not the target amount the issue, nor the number of contracts. The real fallacy is the very idea that one can "make consistently make $anyfigure a month". Always remember, that for any assigned trading method (no matter what it is) there always exists, at least in...

Yesterday, we have been hitting a new high-water mark at $4.979M (after 164 days) with around 130K commissions and almost 8,000 fills. Interestingly, this time I have been able to grow the PnL and especially the G-L (the green dotted curve, which could be interpreted as the "current maximum...

Started a new week. PNL is slowly crawling up, as I have enforced a stricter use of the "hedgers", to avoid other big bumps in the PNL curve: Situation instrument by instrument is as follows: Currently the larger "investment" is on a layer of SIlver (the layer #2). I have active 4 layers...