[ZachSwann]

That makes perfect sense then

[ZachSwann]

The new update to the API delayed MOC orders at a certain time what’s the benefit?

[ZachSwann]

Just wondering how the elimination of selection bias has effected CARG and MDD on MOC Systems?

[ZachSwann]

ASX MR
March – -0.29%
April -+1.17%
May -+ 4.2%
June – -0.53%

US MOC
March – -2.71%
April – -1.73%
May – – 0.6%
June – -0.26%

[ZachSwann]

Nick in the course notes the hyperlink to the MR template selection bias part 3 it says MOC should MR

[ZachSwann]

What’s the catch?

[ZachSwann]

if (LimitPrice <= LowPrice)

I think there should be no = ? (as wouldn’t this exclude the low of the day)

[ZachSwann]

NT == 0;
In the LE Line where does it get initialized ?

Julian have you tried using Volatility i.e H/L

[ZachSwann]

API not the problem TWS is only capable of 50 messages per second I placed over 500 orders and it tripped on a 504 connection error I had 180 messages a second according to IB Support

[ZachSwann]

Findings TWS can only handle 50 messages a second from the API
I fixed my MOC by reducing the universe and increased the trades using switching on the buy limit.
MOC – -2%
MR – -3%

[ZachSwann]

WTT I thought this was a rotational system and therefore no selection bias only start date dependancy

[ZachSwann]

I found out why this happened when I duplicated the API I didn’t create a separate shortcut to the copied api exe file

Problem solved

[ZachSwann]

MOC System on US what time is everyone using to cancel entry orders?

[ZachSwann]

us

[ZachSwann]

Had problem where the API where MOC didn’t go through couple of days ago but on that day I had played with preference tab after I sent the orders to TWS
I made sure to set the preference before sending the orders seems to be the solution

[Author]

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