After some more testing, I found that a trade at the very start of trading hours, 09:30:00 for example, can't be generated. The fix is:...
If you play around with TestJavaClient, I think you'll see that tws does send back something when an order is submitted. It sends a message to...
Even if tws doesn't queue the orders, there may be enough buffer space in its network layer to hold the incoming order messages until tws gets...
I don't know whether tws accepts multiple outstanding requests. If it can't, you'd have to queue the requests, sending the next after you got...
retrying the attachment ... It made it, and reading it, I realized that the assertions about the 'hours', 'minutes' and 'seconds' of 'open'...
For some testing, I've been using randTime.java, which I've attached as randTime.txt. With it, you can see where I'm headed with a change to...
I have made RandomTIme an extension of Random -- not yet finished testing. It seemed that a lot of time was spent somewhere, if the exchange...
Here are some more issues with RandomBot: 1. The 'client' code throws exceptions. Which exceptions are thrown? What is their impact on the...
here is RandomBot.java -- inside RandomBot.txt. Also, these need 'Wrapper.java', attached earlier. To build: javac Wrapper.java javac...
here is RandomTime.java -- in RandomTime.txt
The random bot is starting to work. There are four files: Wrapper.java, RandomTime.java, RandomBot.java, and Main.java. These, too, wherever...
retrying the attachement ... I forgot to mention, all the '.java' files in the 'client' subdirectory need to be part of package client...
chameleontrader: I agree that it isn't easy to post code here -- later in this post, I'll try attaching a Java file as a '.txt' file. I'll look...
Here are some interesting questions about testing a bot: 1. Could historical data be converted into tws->api messages? If so, what...
Maybe $500 margin lets a trader trade more contracts, which gets the broker more commissions.
At some point we have to consider the implications of what we contemplate. I have realized that I am contemplating distributing tws -- I don't...
Raul: Thanks. I went to see the Ruby project, but could only see snippets of code. I'll have to get an svn client running, I guess. I have...
Hi, Maverick What do you consider mean reversion on ES to be at this time? I know recently that it has been trading in a 3 year long up...
retrying the attachment ...
I've attached dirorg1.jpg, which shows how I've started populating the 'ATS' directory. I've also changed the name of 'data provider' to...
Separate names with a comma.