--- In twsapi@y..., "marinindextrader" <marinindextrader@y...> wrote:
Kind of depressing Grozzie....Programming is not difficult at all,
just complex. And it is this sort of nonesense that makes it even
more complex...
What a bummer...
They should just turn over all the source to us and then pay us to
re-
write the whole bloody mess...
Well, it can be made to work, and like i pointed out in the prior
message, if you can live without cross checks, there is always a
way. I cant live without cross checks, and as I press on, i'm
finding ways to get it accomplished. The key to doing reconciliation
between positions and orders, is to only do it at a time, when you
know it'll be a valid result.
I've had full automatic running here now for a few hours, doing lots
of full turn arounds (restart tws now and then to reprime the
balance :) and it's not had an order or position screw up, getting
tons of partials. Hehe, this program is actually lying in wait,
watching for the correct setup to generate lots of 'hard to handle
conditions', and then pasting bids and offers with the maximum size
it can, irrelavent of p/l, just churning orders to generate bad case
trace logs.
If this continues on for another hour like this, then we restart
the 'real' test plan tomorrow, and if it survives that, we'll be on
the 'real money account' test phase before the end of the week.
The model I'm using now, is by no means optimum, but, I think it
crosses over the line to the side of 'reliable'. For our
application, this is key, and essential. If this holds up, then we
can take a step back, and work with optimizing the model.