Darryl’s Journal

[JulianCohen]

Hmmmm….OK I might hold off on using it then until you have worked this out, you being the guinea pig

Was it because you didn’t have enough funds in the account to cover all the orders being placed do you think?

[JulianCohen]

Hang on 15% for 20mpositions in US or ASX? If it’s ASX I don’t think it will allow that size on margin. I think it has to be 50% margin only even for MOC

[Anonymous]

Julian Cohen wrote:

Hang on 15% for 20mpositions in US or ASX? If it’s ASX I don’t think it will allow that size on margin. I think it has to be 50% margin only even for MOC

US… russell 1000

[JulianCohen]

I think you get that when you are trying to use all the funds in the account. If you have a buffer of 10-15% it probably won’t occur

[Anonymous]

hmmm ok thanks… if i cant find a way to automatically acknowledge the warning dialog i might have to cut back then

[JulianCohen]

Or go analogue old skool stylie :whistle:

[Anonymous]

here is the message i recieved from IB:

Following violation(s) have been detected for you account U*******:
– SMA: Based upon a review of your SMA balance, your account is not projected to be in compliance with the Regulation T initial margin requirement which goes into effect in less than 10 minutes (15:50 ET). Note that accounts which report SMA below USD 0 when Regulation T is enforced are subject to forced liquidation of positions to ensure margin compliance. To avoid this action, please review your account balances within the TWS Account Window and take the steps necessary to reduce margin exposure and restore your SMA balance.

[Nick Radge]

Yes, you’ve exceeded the overnight margin amount. I don’t think you need to cancel or acknowledge that warning – I know I’ve had it before and didn’t take any action.

[Anonymous]

Nick Radge wrote:

Yes, you’ve exceeded the overnight margin amount. I don’t think you need to cancel or acknowledge that warning – I know I’ve had it before and didn’t take any action.

thanks nick yes i didnt have to do anything in reality due to MOC orders liquidiating everything at the end of day anyway… but it did affect the new version of batchtrader auto-loading my asx orders later in the morning.

when i logged in to the hostwinds server it was about 5 mins before the asx opened. i noticed that batchtrader (new version that uses auto-loading and transmission at given times) had auto loaded the asx orders into its table but the orders had not been transmitted into tws.

there was a dialog box in tws requesting me to click OK to acknowledge the reg T requirements (from the us trades made overnight). once i hit ok and reloaded batchtrader i re-transmitted the orders to tws without a problem…

so im assuming it was this dialog box in tws that needed acknowledgement that stopped the auto-transmission of orders from batchtrader.

[Anonymous]

sep results:
[ul]
[li]us mr (retired on 21st): -2.9% [/li]
[li]us mr moc (started 21st): 1.3% [/li]
[li]asx mr moc (started 26th): 1.5% [/li]
[/ul]

[Anonymous]

Julian Cohen wrote:

Darryl have you tried the automatic batch order entry?

It looks like a good idea

ran into a problem with new BatchTrader yesterday morning. batchtrader had filled and sold my max 20 orders in the us market overnight. then in the morning it auto loaded my asx orders but would not transmit the orders due to still having the 20 orders loaded from us market overnight (max positions reached!).

i sent levente an email. solution is:
[li]install and run 2 versions of batchtrader (as mentioned in other posts), one for each market [/li]
[li]restart each installed version once per day to clear the previous days trades[/li]

i tried running windows scheduler to automatically close batchtrader after 8 hours of starting but an annoying dialog box asks “do you really want to close” which must be acknowledged. the quest for fully automated trading continues…

[JulianCohen]

Once you get it all sorted I’ll fly over and you can show me how to do it 😆

[Anonymous]

Julian Cohen wrote:

Once you get it all sorted I’ll fly over and you can show me how to do it 😆

ok sounds good julian… dont buy the ticket just yet! getting it sorted may take a while :whistle:

[JulianCohen]

Darryl Vink wrote:

Julian Cohen wrote:

Once you get it all sorted I’ll fly over and you can show me how to do it 😆

ok sounds good julian… dont buy the ticket just yet! getting it sorted may take a while :whistle:

I’m very patient. Just get a move on!

[Anonymous]

another hiccup in the proceedings… either hostwinds or IB lost my TWS connection on friday, literally 7 seconds before batchtrader issued my sell orders for the closing auction

the connection didnt recover until 15 minutes later when the market had closed. connection was lost at ~16:02:53 EDT. batchtrader is configured to close orders at 16:03
:sick:

[Author]

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