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I concur with Jürgen and Hilmar Paper account is pretty accurate, I don't know how IB simulate it accurately on "big orders" as they may influence the book in real life, rather hard on AAPL or TSLA

In case you wonder, by the asynchronous nature of the API (which is good) you should never assume instantaneous execution. Sending the request is just queuing and intent. (more about callback below)

The ultimate decision rests on the extent to which you are willing to leverage the IB platform. Have you conducted a comprehensive comparison of scalability, flexibility, response time, maintenance,

David, thank you for giving your point of view, is it possible to develop a system to trade option contracts through TradingView sending the orders to IB? [email protected]>) escribió:

Hi,? Testing both platforms, I dont really find any advantage of IB over TradingView. TradingView provides an interfaz to develop strategies and test in a quick manner with Pine Script , backtesting

Sorry im only canceling the parent order by order Id. Shall I also cancel the sl and tp by order id too? wrote:

Yes I have added 2 seconds lag after cancel prior to sending new bracket. In each case I cancel the bracket only. Should I also by order number cancel tp and sl too?

In certain instances adding a 100ms sleep between cancelOrder requests has helped, especially when cancelling a large amount of orders.

step 1: cancel bracket order - see key 135 step 2: send new bracket order - see key 136 what happens is - there can be a reasonable lag in time maybe 2 seconds when the order is lingering there. Youl

What you wish to implement is effectively a stop-limit order to be placed into the market center official opening auction. That is not possible. LOO/MOO orders are totally special exchange orders, as

I have repeated the test and I attach here the audit log. Thank you !

An update, I use TSW 10.19.2a The answer from the support: " That issue is not related with your account, the market data subscription or trading hours. That kind of scenario is related with the fact

The missing subscription to exchanges can be indeed a valid explanation of what is happening, so even if I do 'SMART' is actually only 'ISLAND', but anyway is strange that the first order is

I have found that paper trading is realistic. It has issues with volatile prices (when the prices moves several cents at a time. For example, if I place an order to BUY at $10.15 and the price jumps

I noticed that in the properties when TWS installs an icon on the desktop. From the start menu (Windows 10) there isn't a properties option so I guess it's buried in the registry. The "starting"

A quick Web search (not with Google) for "ibkr tws chart study intraday vwap" brings up this: https://ibkrguides.com/tws/usersguidebook/technicalanalytics/intradayvwap.htm It sounds to me as if the

Gordon, thank you for your reponse. Since I am only looking at vwap of the intraday trading session, I am using the 5sec bars' wap and volume of the RTH since open. So at least in my case the

Thank you Jurgen for your detailed response. I downloaded the latest stable TWS. About TSLA, I used it as an example, but I have the same experience with everything excepting Forex CFDs :). As far

Nothing is impossible, but we have found the Paper Account to be remarkably realistic and accurate and we don't experience trade delays during liquid hours for liquid instruments and marketable

Thanks for your suggestion, I will do that, until now I've raised only a ticket but I've received the 'default' answer that can be found on IBKR page, saying that paper trading is a simulation... etc.