Fully automated futures trading

op how are you handeling the automatic logout each day with ib? it drove me insane when i tested it.

 

Use a software called IBController.
Create another alias/ username with IB if necessary which doesn't use 2factor auth

 

that controller didn't work with the version i was running i guess. i tried it many times i think ib has problems running on 64 bit os. if it wern't for that stupid logout i would be doing all my development trading at ib.

 

I am using IBController (by the way: the name of the actively maintained fork is IBC). It keeps me logged on to IB's Gateway for the entire week.
It is available here: https://github.com/ibcalpha/ibc

 

yes, that's that old link.
https://fundseeder.com/trading_account/1246

 

Winton’s David Harding on Turning Away From Trend Following

https://www.winton.com/news/2018/risk-net-wintons-david-harding-on-turning-away-from-trend-following

After 20 years, Harding is steering the $30 billion firm he built increasingly away from trend following. Winton is cutting the weight of the strategy in its main fund – the Winton Fund – by half, from 50% to around 25%.

Trend following might have worked “fantastically well” for more than three decades, but the wane of the strategy underscores Winton’s view that “there are no immutable laws in finance”, he says.

 

Mr. Carver,
If you were to expand your method of trading (the one you automated via IB) to trade more than one system what heuristics/method would you use to determine what % of your account to allocate to each system? This assumes that you wouldn't just divide your account size by the number of systems (which you might). Thanks

 

See my book or anything I've written on portfolio construction in my blog.

GAT

 

I think this only affects TWS? The gateway remains connected all the time.

GAT

 

I am finding if I manually restart the server after the daily reset times(a few minutes during the 0445 -0545 window - UK time), Gateway is pretty stable. However if I let it run overnight, the reconnect does NOT always survive the resets (1100 errorcode is not always followed by 1102) and I am building a try/except script to handle the error and restart Gateway using IB Controller.

I guess from your response, GAT, you have not experienced any disconnection issues in your live trading, which is interesting. Just speculating, could it be because you use cronjobs to restart the Gateway prior to commencing your daily trading sessions, and this occurs well after the reset time?