MOC BatchTrader Testing

[Anonymous]

kicking off with first paper trading “MOC-up” tonight! :woohoo:
edit: also running dual batchtraders to manage paper and live account with no problems yet…

[JulianCohen]

Darryl Vink wrote:

kicking off with first paper trading “MOC-up” tonight! :woohoo:
edit: also running dual batchtraders to manage paper and live account with no problems yet…

Daryl how do you run the paper and live accounts at the same time? Can you open two instances of TWS?

[Anonymous]

Julian Cohen wrote:

Daryl how do you run the paper and live accounts at the same time? Can you open two instances of TWS?

yes no problem julian… i used my paper trading username to login with paper and standard login for live… i did have to change the API port setting too for my paper account (you can change either one as long as the port number is unique to that login).

i also setup bachtrader the same as your suggestions… as well as:
– making sure the copy of batchtrader had no spaces in the new folder name. ie: just creating a copy of “C:BatchTrader-v1.2.1 Copy” didnt work until i removed the space in the folder name.
– changing the port number in the “appdata/config/services.xml” file from batchtrader to match the TWS API port change

[Anonymous]

Darryl Vink wrote:

kicking off with first paper trading “MOC-up” tonight! :woohoo:
edit: also running dual batchtraders to manage paper and live account with no problems yet…

some confusion over an order last night with EVHC:

looks like a buy order for another quantity=590 was placed and filled just after the initial buy order was filled.
is it possible a MOC order was mistaken somehow as a buy order. has this happened before to anyone?

the two other orders were successfully bought and sold with MOC orders it seems.

thought id ask here first before emailing levente

[JulianCohen]

I had an issue where the paper trading system double sold an MOC leaving me nett short.

Levent said it happens sometimes in the paper trading but never live. I would bring it up with him any how as you never know you may have found a bug, but my guess is he will say it’s the paper trading that causes the error.

BTW I have now run live MOC on S&P last night and am doing it again now. Looks good so far…

[Anonymous]

Julian Cohen wrote:

I had an issue where the paper trading system double sold an MOC leaving me nett short.

Levent said it happens sometimes in the paper trading but never live. I would bring it up with him any how as you never know you may have found a bug, but my guess is he will say it’s the paper trading that causes the error.

BTW I have now run live MOC on S&P last night and am doing it again now. Looks good so far…

ok thanks julian. ive also seen in other posts around the internet from people using IBPy to talk to a TWS paper trading account that buggy behaviour shows up when placing orders sometimes too… sent off an email to levente regardless.

great news with your live MOC system!

with the large amount of buySetup signals that my MOC system generates, my question is: how much is a reasonable figure to use for the probability (%) of ignoring an entry signal when running a mcs?

results from 50% trade skipping, 500runs, since 01/01/2010, random pscore, still looks trade-able i think:

[Nick Radge]

Don’t use 50%.

25% maximum.

[ScottMcNab]

Julian Cohen wrote:

I had an issue where the paper trading system double sold an MOC leaving me nett short.

Levent said it happens sometimes in the paper trading but never live. I would bring it up with him any how as you never know you may have found a bug, but my guess is he will say it’s the paper trading that causes the error.

BTW I have now run live MOC on S&P last night and am doing it again now. Looks good so far…

It happened in my MOC system paper trading also but has not happened trading live so far

[Anonymous]

Scott McNab wrote:

Julian Cohen wrote:

I had an issue where the paper trading system double sold an MOC leaving me nett short.

Levent said it happens sometimes in the paper trading but never live. I would bring it up with him any how as you never know you may have found a bug, but my guess is he will say it’s the paper trading that causes the error.

BTW I have now run live MOC on S&P last night and am doing it again now. Looks good so far…

It happened in my MOC system paper trading also but has not happened trading live so far

good to know thanks scott… levente replied to my email saying it is strange and also looks like paper trading account problem

[Anonymous]

few more MOC orders not placed correctly with paper trading account last night:
BMRN
COH

[Nick Radge]

I don’t have an issue with those symbols in my live account

[Anonymous]

Nick Radge wrote:

I don’t have an issue with those symbols in my live account

good to know… are you thinking of live trading/testing a MOC system nick?

[Nick Radge]

was going to start today but I gave Levente the wrong account number so have the wrong access key :sick:

So maybe tomorrow!

[Anonymous]

Nick Radge wrote:

was going to start today but I gave Levente the wrong account number so have the wrong access key :sick:

So maybe tomorrow!

sounds good… expect bugs with the paper trading account!

[Anonymous]

i sent an email to levente notifying him of the previous MOC order fails. his search of the logs found the API operated as it should have done and concluded it was probably another IB paper trading account issue and suggested changing IB regions in TWS and seeing if there is a difference.
i have been using Asia as my region and have now changed to Europe to see if there is any change… :dry:

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