[IBrokers] From 0 to Algorithmic Trading

Demo account up $900 PNL. Made 43 trades.

Any tips in IB how to set a cutoff for PNL for the day would be appreciated. I rather have it reset at 8pm.
 
jarjar said:
Demo account up $900 PNL. Made 43 trades.

Any tips in IB how to set a cutoff for PNL for the day would be appreciated. I rather have it reset at 8pm.
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Blimey that's a lot of trades. I'm curious as to what strategy you're trading. Do you think the demo account is giving you realistic fills?

GAT
 
I think the demo account maybe realistic enough, I am not sure. But I have seen cases on the demo account where the price hits my Ask for a SELL and the order in the demo does not get filled. Meaning the demo account on IB has some kind of respect for the queue.
 
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Huge losses today ($5000+) due to the market going down. The strategy cannot exit in the program as I have not coded it right yet. Going to try to get some ninjatrader stats posted with backtests as that is more reliable.

So far I have this backtest:

KAEXz0m.png


But no account for slippage as the NT backtester seems to not consider ticks, only bars.
 
K the ninja trader backtester is terrible terrible terrible. So inaccurate. It appears I will have to buy the 15$ per symbol per year full tick data and replay the market on my own. NinjaTrader does not even do a market replay.
 
Hi Jarjar, sounds like you were up to something, so 18 months later how is the strategy doing % return wise?
 
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jar jar how did you connect to ibkr using erlang? is there a library for erlang to ibkr
 

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i am a long time lurker and had a quick query and was wondering if someone might have encountered a similar problem ie trying to ibkr api from erlang beam vm and might have a possible pointer or solution
https://www.elitetrader.com/et/threads/ibrokers-from-0-to-algorithmic-trading.298125/
the link shows erlang being used to place orders
but i cannot find an erlang based library to access the ibkr tws api
i was wondering if you had access to such a solution even home brewed and are not unwilling to share
if not would be good to have pointers as erlang has nice soft real time guarantees that would be beneficial to our order management system
 
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