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January 5, 2017 at 11:28 am #106022SaidBitarMemberDarryl Vink wrote:I have put together a charting tool for the free live data from yahoo and google as well as a batch trader that is still in the works.
Just an idea (been working on it recently) adding two additional features to the API :
1- sending emails in case the connection to the TWS is lost/ recovered.
2- recovery mode. so in case for some reason the computer restarted or TWS switched off what you can do is just switch everything on after you receive the emails saying that the connection is lost and you will load the recovery files and then the API will continue from where it was stopped.i decided to do this after i had the remote server restarted and it was impossible for me to manage the trades and the open orders manually
January 5, 2017 at 11:42 pm #106035AnonymousInactiveSaid Bitar wrote:Darryl Vink wrote:I have put together a charting tool for the free live data from yahoo and google as well as a batch trader that is still in the works.Just an idea (been working on it recently) adding two additional features to the API :
1- sending emails in case the connection to the TWS is lost/ recovered.
2- recovery mode. so in case for some reason the computer restarted or TWS switched off what you can do is just switch everything on after you receive the emails saying that the connection is lost and you will load the recovery files and then the API will continue from where it was stopped.i decided to do this after i had the remote server restarted and it was impossible for me to manage the trades and the open orders manually
sounds good said… what language are you coding in ? im using python
i have setup auto emailing trade lists, latest account balances and an email when the server starts.
a great idea to have a recovery mode that picks up from where it left off… i havnt thought too much about that yet. im still finishing off the batchtrader. its been a great distraction from making changes to my system and letting it run.January 6, 2017 at 11:47 am #106037SaidBitarMemberI use C# and windows forms the only reason is that i know them and still I struggled a bit with multithreading.
I hear that python is powerful but i am so lazy to learn new tricks
Regarding recovery mode it depends on your code.January 6, 2017 at 4:25 pm #106039AnonymousInactiveSaid Bitar wrote:I use C# and windows forms the only reason is that i know them and still I struggled a bit with multithreading.
I hear that python is powerful but i am so lazy to learn new tricks
Regarding recovery mode it depends on your code.i only starting picking up python a few years ago with some simple projects at work but decided to put all my effort in with it due to large growth in python quants… there is already alot of resources available for building an api with python and interactive brokers. its really an addictive hobby :unsure:
January 8, 2017 at 11:09 am #106030AnonymousInactiveTrent Rothall wrote:Darryl Vink wrote:Trent Rothall wrote:Is that 27% or 2.7%?!Sounds like you have some interesting projects in the pipeline!
unfortunately there is no decimal point trent! its near 27%
yep im getting close to finishing a few programs for upload… shall post when finished.
Bugger!
That souns good!
OK my bad! Apparently my calculations were completely off… (I have not updated STT for a long time due to holidays). Its more like 19% or 20%. Still not great but actually much closer to backtest results (Systems were started around July 2016). Have also had various problems in the past with TWS / BatchTrader / technical glitches failing to sell trades at MOC or the occassional unwanted shorting rampage. The glitches account for about 3% of the loss so all up my combined account is down about 16% or 17% running MR/MOC systems over the US and ASX.
Ill be back in Australia in 1 week so will have more time then to analyse the results more carefully. -
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