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    How do you emulate slippage in a backtest?

    I daytrade stocks and enter at market. For simulations I use data from (a lot of) previous live trades. Slippage is a big deal for me, so I need to simulate it properly or I'll be wasting my time. The two factors that influence it the most are time of day - slippage is higher closer to the...
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    Interactive Brokers TWS Bug Thread

    Got another bulletin a few minutes ago saying the problem has been resolved (not that it makes any difference to me), maybe check your config Bob111? bs2167 - I simply cancelled all my unacknowledged orders, did you try that?
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    Interactive Brokers TWS Bug Thread

    Same problem for me. All my API trades showing up initally showing up as Not Acknowledged. After a few minutes some seemed to be acknowledged, but none of them filled. That's me done for the day. As I type, just got a bulletin that some clients cannot enter orders....oh well. An afternoon in...
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    IB App Multiple Log-In Problem

    Looking at Account Management again it looks like I can add a second username for my main account, which might do the trick. From the IB website : "Individual account holders have the ability to add multiple users to their IB account. The account holder may wish to add a second user...
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    IB App Multiple Log-In Problem

    OK, so I've got IB's Android App on my smartphone. However, when I log in I am kicked out of the TWS session on my PC, and vice versa. This is bad - ideally I would want to leave the PC autotrading at home whilst I am at the beach/pub/AA meeting, and to be able to occasionally check the app...
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    Online backtesting

    You may well be right, but I'm feeling frisky so in turn I'm willing to bet 1 (one) English Pound, roughly equivalent to 9 (nineteen) of your daft yankee dollars, that I'll have it up and running before 1st of June. 2026.
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    Online backtesting

    Thanks for the replies lads, I'll get cracking and probably have it finished some time in the next 20 years. If anyone has any brilliant ideas for a domain name I'm all ears.
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    Online backtesting

    Soooooo.....I'm thinking of putting some of the PHP / MySQL code I use for backtesting/simulations into a nice pretty website and making it available to all for free. If I decide to go ahead it will doubtless turn out to be a good few weeks of work if not more, so I'm wondering - would anyone...
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    IB/API No Data MSFT/INTC

    Looks like it's fixed. Good stuff IB.
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    IB/API No Data MSFT/INTC

    Thing there is, if you're sending an order via the API then presumably it will only be routed to Island so no guarantee of best execution. Plus you get charged for routing orders to anywhere other than Smart on the API. Anyway, I'll fire things up in a few hours and if I still see the problem...
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    IB/API No Data MSFT/INTC

    I spoke to IB about this earlier. I've found it is affecting INTC, MSFT and CSCO. There is a way round it : use a Primary Exchange (ie. Island) as well as an exchange (SMART) when requesting the Stock ID. If you're not sure how to do that, the sample DDE spreadsheet shows you. I've found the...
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    IB Stop Execution failure - IB Rep??

    OK, sorry for not updating for a while, actually I got my latest reply back from IB on the 14th July which was just a few hours after I questioned them further so no complaints there. Here's what I sent: "1) Due to this issue, is it true that any stop could at any point fail to be executed...
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    IB Stop Execution failure - IB Rep??

    Well in that case you will be overjoyed to hear that, having contacted Def from IB via PM who must have delivered some kind of intercontinental kick up the arse, I got a further reply the next day. Here is is : "My sincere apologies for the delayed response. When the stop order was...
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    IB Stop Execution failure - IB Rep??

    What? Nobody has been gripped by my fascinating tale of incorrect order execution? I can scarcely believe it.
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    IB Stop Execution failure - IB Rep??

    Well, anyone who has used IB for a while will know that customer service can be a bit hit-and-miss sometimes, and I know some IB reps (who seem to be able to get things done) frequent these boards so I'm going to post here as I need clarification on an issue which may also be of concern to other...
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    IB site down (not TWS)

    Working for me now as well, thanks to all those who chipped in with assistance. Torel, sorry to hear you're still having problems - if I could help I would. Good luck.
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    IB site down (not TWS)

    Well, that's kind of what IB told me, but what they couldn't tell me is why only interactivebrokers.com is affected, or why the problem is not specific to just one ISP/country/whatever.....
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    IB site down (not TWS)

    Me too. Which ISP are you using? I'm on Pipex.
  19. L

    IB site down (not TWS)

    Well, thanks for trying. IB told me that just "a few" people have rung in with the same problem, all of them in Europe, so I guess I'm just unlucky in this instance.
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    IB site down (not TWS)

    Just to clarify - I don't have a problem connecting to my ISP, or anywhere else on the net. I can see the IP addresses for my ISP on the router configuration page and all is well. TWS is also fine. It's just interactivebrokers.com which isn't working for me. Thanks again. Incidentally...
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