You got it braincell! By using ctlr alt (^/ì) and selecting EN language, it works! When the mkt closes i will try it on the TWS (now i am using the Gateway to trade with the bot) and will let you know what number it says. For the feed i am not dissatisfied at the moment, even though i have not tried the alternatives, which might make me change feelings ) [ Orders are filled immediately and are all lmt. ] I am going to switch to "cost plus" then, following your valuable suggestion! Thanks a lot! very useful and real great advice!
Sorry about the extra posts - I guess that is my post-count boosting. One more comment about Quote Booster - it works for the real trading account (ie. good for TickGrabber) but not for the paper trading account. There does not appear to be a method to increase the API ticker limit for the paper trading account. Len
Ah, there is this "Quote Booster". Thanks for the info Len! [ Looks like everytime i leave the cave i learn something valuable ;-)) ] Well actually one would expect that the ticker number increase in the real account would be reflected accurately in the paper account too. Isn't that so ?
Tom - I am not sure if you saw my earlier posts today. I have provided it again just above this sentence. I checked again and Quote Booster increased the API ticker limit in my live account (from 117 to 217 now). But for my sim account, the API ticker limit is still 100. Len
Yep Len i read it. The question was meant to sound rhetorical, as something that would be nice and expected by the user ;-) I just selected the "cost plus": " Struttura Prezzi The following pricing structure has been submitted: Azioni (ETFs) Cost Plus () Futures Tariffa Forfettaria ("" ) " Let's see what happens, a 30% saving would not be small thing! ;-)) and could also finance the Quote Booster
Looks like i am receiving several "corporate actions" which sound like this: " NOTIFICATION OF UPCOMING CORPORATE ACTIONS The following company(s) have announced an upcoming corporate action. It appears that your account contains one or more positions, including derivative positions, that may be affected by one of these actions. The list includes: Symbol ; Corp. Action Type ; Effective Date ; OCC Memo Number ; QLD@NYSE ; Forward Split ; May 11, 2012 ; 30574 30575 ; " " DXD@ARCA PROSHARES ULTRASHORT DOW30 announced a reverse split effective 20120511. The terms of the split are 1 : 4. ISIN : US74347R8676 " etc... Do you have any suggestions for best practice to deal with these ?
They're just telling you your shares will be un-split 4 to 1 if you keep holding them. You'll just have 1/4 of the shares and their price will be 4 times greater. It shouldn't affect your account if you do nothing. It will probably affect G-Bot though if the price is suddenly 400% of what it was (it will be stuck in sell mode?). So I suggest you remove that instrument and close the position, that's all.
Yes braincell, if they change the price and position they will put the bot out of sync as to position, and also create a price gap, and it would not be nice. Probably, as you suggest, the simplest thing is just to close them before friday and restart these instruments on monday. I hope this does not happen often! (btw can i close them friday before mkt close, or perhaps should i do it tomorrow ?)
See, this is where a very important feature would also be needed. When you load a new instrument, it has to wait and do nothing until the CT range is established. There is no way to specify how long it waits to "detect" a range. Anyway, the more important thing would be, it would be great if we could input tick data BEFORE the instrument is activated live, so that some range is already established before it starts trading. This would make turning on/off instruments a lot faster and more dynamic. Sometimes if you know a new CT range is good, you can just restart it only from a specified period by including this tick data only (discretionary selection of warm-up period).
Hi braincell, thanks a lot for the insight! I switched to the new COST PLUS plan and seems that commissions went to $1 to $0.64 ! Is the plan convenient with futures and fx too (i have not tried yet) ? I plan to restart a new clean test next week, taking into account the new plan and some new features i am building right now (folio risk allocation). I also bought 1 QUOTE BOOSTER ($30), which should allow to work more confortably. I am going to add a feature to automatically compute a "wise" <b>packet size</b> for each intrument and i will make a few posts later to discuss this new feature with you guys. Actually, I begin to see now <b>diversification and careful risk allocation</b> as the most important thing of all. (Even more important of any strategy "performance" evaluation.) In the next test i want (to try to) keep a rigorous risk allocation. Probably no more than 2% of capital for each instrument (please advise). I will be discussing here the detais for this new interface. About your considerations: <b>>There is no way to specify how long it waits to "detect" a range</b> I think the parameter called "MinDistanceFromAutomaticBoundForFirstEntry_CT" may be doing what you wish (if i understand well). This number expresses how many 0.1% the price has to move from the current automatic bound to make the first entry (when the instrument is flat). Now is set to 5, which means 0.5%. (Maybe too small!) To display automatic bounds, check "CT Bounds" in the trading monitor. If useful, i can add another variable to differentiate, the "very first" entry ever (no fills before), and the "first" entry when instrument is flat (i already thought about that and i will incorporate that in the next update). <b>it would be great if we could input tick data BEFORE the instrument is activated live</b> One does not need to "go auto" immediately. Infact i also keep the instruments <b>under watch for some time</b> before starting it auto. Sometimes i wait days. There is also a check box "Newly launched intruments..." in the start trading panel, to start all in manual so that one can activate the instruments gradually. (I think a gradual start is a good thing.) This would "input some data" before starting autotrading. [Note that in the warm up period the auto bounds may also enlarge the bound "fork" if "AutoExpandAutomaticBounds" is set to true (this will "pull" the auto bounds" near the most recent min and max price at a min distance equal to "TrailingDistanceForAutomaticBounds_CT". ] Also one can use the "discretionary bounds" ("triangle" icon) to somehow "import" "range knowledge", for instance "borrowed" from inspection of an historical chart. I am also currently a little perplexed about the auto bounds for the new layers ("cloned" instruments). Currently i am not inheriting them. But i am thinking now that it would be safer to inherit them, and let the trader in case to reset them ("triangle" icon). I think i will modify this behavior in the next update.