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The situation is currently fine with almost all instruments in profit. After the large move of CL, ES is the instrument currently absorbing the larger "investment" (=DD). In fact, this can be seen in map of current drawdowns: since I dislike a significant short position on this...

Starting a new week (146 solar days) and we are just hitting a new high-water mark. Time to freeze the situation in another complete broker report (zip file attached) (IB is reporting, as usual, a slightly larger profit than the application, because we also include the projected closing...

Too kind eves_banished_children. However, capital is decisively the most important factor (once one has his automation and trading "logic" in place), because when "relatively" scarce (or in any case the DD perceived as too large relative to own assets), usually one does not get to see the light...

Today we just hit a new high-water mark. This was a well deserved achievement, after having suffered a sharp DD loading up on CL. (It's, however, just the "same story" every time.) Profit so far $2.6M in about 137 days, 4,598 fills, about 59K commissions. "Full Maint Margin Req"...

I have been busy upgrading to the new C# API (973.07). As always, a bit painful doing these kind of changes, but overall the project feels now even more manageable. I also caught a couple of (minor) bugs, which so far had gone unnoticed (in the rollover/information transfer procedure). In the...

Neither, I just work on my own project and share it (not the source, obviously) with a few, on their explicit request, in a private form. Let's not derail this interesting thread... I have noticed, if I am not getting mixed up, there is another release of the Gateway (971.1b)... time to try...

For sure HobbyTrading. As you are making this nice suggestion to IB, I would even add that the Gateway which has been disconnected, by opening a session from another location, should use the ability to automatically reconnect, of course without any prompt to the user, and without asking for a...

Yes, I think it warns you that there is another session going and that you will disconnect it. The behavior you describe seems acceptable (although it could be improved). (If one is doing automation, I think he would easily avoid that kind of disconnection. In fact one can just access the...

You are right rb7. I (and the people who trade with my app) have been working and using with this stuff for years. And in the years, I have managed to make it relatively very stable. Personally, I did not see significant problems with the feed (at least for the kind of approach I consider). So...

I have been looking at it for another day and it seems the situation for the moment is as follows. * Gateway * real $ and paper trading: do not ask for a login confirm- Behavior seems fine. demo trading: it asks for login confirm (around time 00:03 edt). If this is actually so, imho it's ok...

Thank you tommcginnis. I do not doubt that IBController is a great application, even if personally I never needed it. However, in general, the whole idea to build an entire application just to fix possibly unreasonable behaviors - which the original coder (or team) can fix in seconds - is...

Automation must be supervised, obviously. But one cannot spend all day with the finger on the mouse waiting a random prompt. If you wish that to fulfill your life, you can just use the previous version. So you can live happy with a purpose.

Well, actually the #1 issue has not been solved (at least not completely). The IB Gateway (Build 971.1a, May 7, 2018 9:33:30 AM) is still asking for re-login, thus breaking everything. It did not ask on a simulated Internet disconnection I tried yesterday, but it's asking now (I am running on...

I just checked, and the latest gateway (Build 971.1a, May 7, 2018 9:33:30 AM) does not have the two issues above :thumbsup::thumbsup: great! (I will do more tests...) wow, I just noticed there is also online a new API version (973.07)...

Thank you rb7. Well, I am not sure about that version. I also had running the version 949.3e and it worked fine (but I have been disconnected as obsolete version). However, now they are distributing ... 963.3m ... oops I just checked and, apparently, there now is an even newer version (Version...

Since they asked to update, I downloaded what they refer to as "latest". And I am talking about the latest releases available. GW 9.66 ? Can you provide a link for the product you mention? Are you talking about the Gateway or the API ?

I am pointing out some important issues with these 2 fundamental pieces of software for Interactive Brokers automated trading. I am asking the IB developers to fix these issues, especially the Gateway re-login (which is a deal killer), and I hope that you can also contribute by indicating...

Talking of endless... I have been graciously kicked out abruptly by the IB Gateway, with a message saying that that version was not supported anymore. Well, thanks a lot. It worked fine for me. I installed the "latest" available (Build 963.3m, Dec 20, 2017 10:15:55 AM), just to find out with...

Thank you eves_banished_children. It is certainly important to do actual trading, because it's the only way to really understand the meaning of "curve fitting" in algotrading, and also the pain of drawdown. In my experience, the two things always go hand in hand. When you trade you find endless...

We have been running our logic for about 16 weeks now, on a "suitable" set of instruments. It seems that the best folio would include liquid stuff such as ES, CL, SI ... and maybe a few others. It turns out, that, instead of introducing other instruments, not really suitable for algorithmic...