Re: Bracket Order help
Just got the trailing stop working this morning.
Can someone send the link to the doc for a profit exit auto rising % profit exit?
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Stuart Cracraft <smcracraft@...>
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#46282
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Re: Bracket Order help
Sending the bracket initially means you always have exit orders even if you experience an outage. Seems worth it since it's not really any more work because you have to do the second set of
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Nick <news1000@...>
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#46281
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Re: tickOptionComputation and impliedVolatility
Ok, than I will do same ;)
Thanks & have nice weekend.
Am Fr., 22. Jan. 2021 um 23:01 Uhr schrieb Mikhail Ershov <
misha-ershov@...>:
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Matthias Frener <matthias.frener@...>
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#46280
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Re: Bracket Order help
Thank you JG!
That's what I was confused about,? the real question I should of asked is about the fill price and if it can be used to set the child orders.? Thank you how you said it helped clarify
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adamsmail54321@...
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#46279
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Re: tickOptionComputation and impliedVolatility
In some happy future we should receive a tickAttrib = 1 when it's needed.
But right now it's not working, so I had to use a list of assets with Bachelier model.
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Mikhail Ershov
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#46278
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Re: tickOptionComputation and impliedVolatility
I think it's not fixed number of assets, it's just an assets I've looked at.
NY Harbor USLD and RBOB Gasoline, for example, also use price-based volatility.
You can make a data request for some FOP
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Mikhail Ershov
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#46277
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Re: tickOptionComputation and impliedVolatility
Many thanks!
Do you know if that "string[] bachAssets = new string[] { "COIL", "CL",
"NG", "BZ" };" is fixed? Or do need to cross-check with CME webpage from
time to time?
(was looking for some kind
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Matthias Frener <matthias.frener@...>
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#46276
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Re: tickOptionComputation and impliedVolatility
If I remember correctly, they introduced that in TWS 980th version.
If you want to convert that number into typical Black Scholes volatility,
probably you can use smth like this (C# code):
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Mikhail Ershov
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#46275
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Re: tickOptionComputation and impliedVolatility
CME switched their pricing model to Bachelier for some futures:
https://www.cmegroup.com/notices/clearing/2020/04/Chadv20-171.html
As I understand, IB made the same,
so for CL (Crude Oil), NG
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Mikhail Ershov
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#46274
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tickOptionComputation and impliedVolatility
Hi all.
I'm using?reqMktData with FOP contracts and have capture geeks and IV on the tickOptionComputation.
For most contracts those numbers make sense, however there some where IV is a multiple of
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Matthias Frener <matthias.frener@...>
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#46273
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Re: Adding delta information to positions in ApiDemo (java)
Jos,
It looks as if the exchange (FTA) for open positions is only missing for options, I tested with an option for the AEX index (ticker EOE).
RDSA - a stock on the dutch exchange (AEB) - did have the
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Herman Vanderheyden
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#46272
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Re: Adding delta information to positions in ApiDemo (java)
Thanks Herman!
Your answer helped me a lot: now it works!
The main thing was that the returned "contract" in
@Override
public void positionMulti(String account, String modelCode,
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Jos van de Werken <josvandewerken@...>
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#46271
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Re: IB Amibroker auto order
Hanu
Please don't pester members. They will help if they can. If no-one helps, it's probably because they can't.
Why might they not be able to help here? Well, perhaps because you're using the
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Richard L King
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#46270
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Re: IB Amibroker auto order
Hi,
brd1=Pivot resistance1 ( (2 x PP) ¨C Low)
bpd = Pivot point (pp)
Please help.
If you have code to place Buy, Exit and Stop loss orders please share.
Thank you,
Hanu
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hanumba@...
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#46269
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Re: cleared
Yeah that looks about right.
They canceled my POC account for lack of funds. Shrug. I'm going to
probably just move on, there were far too many long running disconnects.
Very unreliable
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Blaze Spinnaker
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#46268
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cleared
This proved very helpful for setting the system able to trade Penny Stocks.
Very pleased with IB and plan to continue the paper-trading POC (now up 275% annualized as of the 12 trading days prior to
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Stuart Cracraft <smcracraft@...>
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#46267
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Re: How to get longer historical data?
Hi,Dmitry,
Thank you for your sharing about details of how to run 2 TWS.
I learn a lot from your sharing.
I have downloaded whole 28 pairs of FX 3m from 2005 or 2008 till now.It's great help to
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david03kimo@...
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#46266
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Re: Rate Futures - No security definition has been found of rthe request
Thanks. This does work.
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aalpay@...
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#46265
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Re: Rate Futures - No security definition has been found of rthe request
ZF is on the ECBOT exchange, not GLOBEX.
SMART is not valid for futures: use the proper exchange name and don't set primaryExchange.
For local symbols in that three-part format, the first part
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Richard L King
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#46264
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Rate Futures - No security definition has been found of rthe request
Hi all, I'm trying to get historical data for the rate contract below. It works perfectly for ES and NQ but for some reason I can't get it to work for ZF or F1U. The data is in Workstation. What am I
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aalpay@...
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#46263
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