anyone used the adaptive algo function in TWS

Discussion in 'Interactive Brokers' started by theakson, Sep 11, 2020.

  1. theakson

    theakson

  2. zdave83

    zdave83

    I have not used it ... but don't believe it works for options spreads.
     
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  3. theakson

    theakson

    WOW seems we REALLY screwed up AGAIN!!! Thanks for the heads up on that, we missed that little factoid completely.
     
  4. zdave83

    zdave83

    If you find out differently please let me know. It's been awhile since I've checked back with them ... I've been trying to convince IB to include spreads in their algos ... so far I've seen no interest.
     
  5. theakson

    theakson

    will do but we're already looking at tastyworks. gotta say they are pretty impressive and VERY responsive.
     
  6. If you are trading listed stocks, IBALGO>>VWAP is actually a decent way to passively piece out an order over time.

    I rarely trade options, and have not found anything at IB that I like yet.
     
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  7. zdave83

    zdave83

    Just curious ......

    Does Tastyworks have API's ?
    Do they have Adaptive Algos's that support option spreads ?
     
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  8. theakson

    theakson

    never trade stocks, always options. sometimes options on futures.
     
  9. theakson

    theakson

    no to both. They have a linked educational arm called www.tastytrade.com that we like watching. Part of their concept is to make DARN sure that the underlyings you chose have narrow bid ask spreads. We kinda screwed that up hence the interest in adaptive algo. Tastyworks doesn't have an api but IB's is pretty darn good.
     
  10. I use it in most of my orders (options and stocks) and i'm quite sure that the few orders where I've gotten a rebate (positive commission), or crazy low commission had the ibalgo instruction on it.

    As other user replied it doesn't work for spreads but the fills in general are fantastic in IB.

    Another inconvenience is that I plan a big part of my trades with predefined exits, so I usually like to leave GTC limit orders and IBALGO only works for day orders.
     
    Last edited: Sep 12, 2020
    #10     Sep 12, 2020
    theakson likes this.