Re: IB Routinely Misses Stops and Hidden LMTs
Apologies if I'm being slow, the image shows two ES brackets, both of which
have triggered stops. Assuming your last column is the average fill they
did get caught clearing above their trigger level -
By
mark collins
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#49583
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Re: IB Routinely Misses Stops and Hidden LMTs
Does this behavior occur in live trading, or just paper trading? Per IB own
docs (and every other broker I've ever used) a stop-limit "is an
instruction to buy or sell limit order when the stop
By
Rob Tilley Jr.
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#49582
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Re: IB Routinely Misses Stops and Hidden LMTs
If you're using LIMIT stops, that's how they behave. If the market suddenly
leaps over or below your stop, it's marooned. Try using a TRAIL and monitor
it closely.
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jcopp
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#49581
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Re: IB Routinely Misses Stops and Hidden LMTs
Just from yesterday and today.
By
Jenzi
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#49580
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Re: IB Routinely Misses Stops and Hidden LMTs
Do you have an example? I've used IB for years and not seen the behaviour
you describe ( though I've encountered plenty of other weirdnesses)
Best wishes,
M
By
mark collins
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#49579
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Re: IB Routinely Misses Stops and Hidden LMTs
Sad, but still true.
I've seen this behaviour in paper trading, where you can actually specify the trigger method in TWS settings, and during live trading, where the stop order is getting handled by
By
Jenzi
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#49578
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Re: AttributeError: 'TestApp' object has no attribute 'nextValidOrderId'
LOL, now its working... how?
By
Gaether
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#49577
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AttributeError: 'TestApp' object has no attribute 'nextValidOrderId'
from ibapi.client import EClient from ibapi.wrapper import EWrapper, iswrapper from ibapi.contract import Contract from ibapi.order import Order import threading import time ... class
By
Gaether
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#49576
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Re: Can I combine a bracket order with a MOC (Market on close) order - Invalid OCA handling method
Take a look at my sample code in this thread - /g/twsapi/message/49108 to see how I have modeled the FlattenOrder to do what you are doing using the GAT order type.
By
rajeshh
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#49575
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Moderated
Re: Fundamentals Explorer
Ok, I got it,
Once again I am using a Delphi library that can be used in C++ Builder (no python,? C#,? Java or VC++)
so it feels a little like being on a deserted island.? And I was busy in the
By
Colin B Maharaj
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#49574
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Re: Can I combine a bracket order with a MOC (Market on close) order - Invalid OCA handling method
Hi Jürgen,
thanks for your tips. Actually it sounds very obviously that a MOC order can not be part of OCA group if cancelling is not always possible. I wasn't aware about that.
Now I will change
By
johannes.kreckel@...
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#49573
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Re: RealTimeBars for SPX
sorry my bad. i had initially tried for SPX then later was trying to see if SPY is working . hence when i pasted the code snippet it was SPY.
But originally my intention was to get real time bars for
By
Prav
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#49572
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Re: Multiple Price Conditions with "OR"
Hi,
I use Python.. Here is what I am trying to do (I removed the imports and made the code simplified here, so that we can focus on the topic, rather than the full code)
First I create
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nagabrahmam9@...
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#49571
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Re: Multiple Price Conditions with "OR"
Not sure which API language you are referring to, but the isConjunctionConnection field does exist. In the Java API is is defined in the OrderCondition super class that all specialized condition
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Jürgen Reinold
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#49570
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Edited
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Multiple Price Conditions with "OR"
Hi, Been looking around, but couldn't figure it out. So I want to buy an option but only if ONE of the conditions is true (Underlying Price "OR" Time).. Meaning if either price cosses $X "OR" if time
By
nagabrahmam9@...
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#49569
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Re: Can I combine a bracket order with a MOC (Market on close) order - Invalid OCA handling method
MOC orders have many limitations and special requirements that make them incompatible with "One Cancels All" groups, Johannes. And internally, bracket orders are basically OCA groups. Take a look at "
By
Jürgen Reinold
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#49568
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Can I combine a bracket order with a MOC (Market on close) order - Invalid OCA handling method
Hi,
I am wondering if it is possible to add? MOC order to a bracket order group?
Actually currently it doesn't work for me.
Here is what I do:
- Creating the parent order
- Creating three child
By
johannes.kreckel@...
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#49567
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Re: RealTimeBars for SPX
I'm a bit confused by your question. The code snippet is for SPY stock, but the error is for SPX index. SPY trades on a bunch of exchanges, and the SMART exchange collects data for all of them.
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Brendan Caffrey
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#49566
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RealTimeBars for SPX
i am trying t o get realTimeBars for SPX. I have the below snippet of code ,
Contract contract = new
By
Prav
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#49565
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Re: Why does my IBKR (Interactive Brokers) bot sometimes not receive data?
Hello again,
Without seeing the code, it's pretty much useless trying to guess this one.
To debug it, you could place printouts before the failure point/CSV
insertion and see whether it has data,
By
mark collins
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#49564
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