Fully automated futures trading

Discussion in 'Journals' started by globalarbtrader, Feb 11, 2015.

  1. op how are you handeling the automatic logout each day with ib? it drove me insane when i tested it.
    #1671     Jul 23, 2018
  2. traider


    Use a software called IBController.
    Create another alias/ username with IB if necessary which doesn't use 2factor auth
    #1672     Jul 23, 2018
  3. 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.
    #1673     Jul 23, 2018
  4. 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
    #1674     Jul 23, 2018
    MarkBrown likes this.
  5. #1675     Jul 24, 2018
  6. Winton’s 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.
    #1676     Jul 25, 2018
  7. 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
    #1677     Aug 15, 2018
  8. See my book or anything I've written on portfolio construction in my blog.

    #1678     Aug 20, 2018
  9. I think this only affects TWS? The gateway remains connected all the time.

    #1679     Aug 20, 2018
  10. Elder


    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?
    Last edited: Aug 20, 2018
    #1680     Aug 20, 2018