Fully automated futures trading

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

  1. I'd been having IBC / Gateway crashing issues that were very frustrating as well.

    When I was running out of a Docker image it was frequent, but switched to hardware and moved around some of my settings - seems more infrequent now.

    I try to make sure gateway is always running in case of a crash, and moved the auto-restart to midnight. Someone said IBC auto restarts there gateway instead? Not sure I was making use of that.

    Code:
    # Gateway should auto-restart at midnight, but we try manually if there is an error
    */5 * * * * /home/trader/start_ib_gateway.sh
    
     
    #4251     Sep 6, 2024
  2. #4252     Sep 6, 2024
    Kernfusion and newbunch like this.
  3. newbunch

    newbunch

    TWS "order preview" tells me "No Trading Permission, Regulatory Restriction." I did enable trading permissions for Malaysia just now. Either this is not available to US traders, it takes time for the permissions to go through, or IB is still setting things up. The "Regulatory Restriction" suggests that US citizens can't trade this.
     
    #4253     Sep 6, 2024
  4. I live in Europe and I was able to successfully simulate trading right after I updated trading permissions, so it's probably a US citizen restriction.
     
    #4254     Sep 6, 2024
    newbunch likes this.
  5. newbunch

    newbunch

    I'm also not sure how IB handles Malaysian Ringgit margin. The currency pair is MYR.USD in TWS, but it's not listed as a tradeable currency on their website and no interest is given by them either.
     
    #4255     Sep 6, 2024
  6. lore

    lore

    I just tried this today (U.S. investor) and it didn't say it was restricted, just the usual "You are trying to trade something you don't have market data for..." warning.

    If I try to trade USD to MYR I get "no trading permissions".
     
    Last edited: Sep 14, 2024
    #4256     Sep 14, 2024
    newbunch likes this.
  7. newbunch

    newbunch

    I've been checking every day and it always said "No Trading Permission, Regulatory Restriction." Now I check and that message is gone and it looks like I can trade it. IB must have updated this in the last day or so.

    I'm still not sure what happens in terms of margin, since you have to put up Malaysian Ringgit but IB doesn't let you trade it. I assume IB forces you to borrow the Ringgit initially and lets you close out any net long or short position, but you can't buy Ringgit yourself to hold as margin. IB also doesn't provide an interest rate, which I use to determine my cost of holding a position, but I'm sure I can find that elsewhere.
     
    #4257     Sep 14, 2024
  8. I haven't tried this with MYR but had a similar issue previously with KRW. I had built up a negative KRW cash position. I was able to buy KRW using USD to close this negative position. But I was not allowed to buy more KRW than that. So I was not able to buy a positive KRW cash position.
     
    #4258     Sep 15, 2024
  9. newbunch

    newbunch

    I've done the same with KRW, but IB's website says you can trade "KRW (with special conversion functionality)." It doesn't say the same about the Ringgit but I assume it will work the same way.
     
    #4259     Sep 15, 2024
  10. newbunch

    newbunch

    I added the Palm Oil futures into my system. I even subscribed to the realtime quotes for the Malaysian Bursa since it is only 60 cents a month. I
    On to the next problem. I added the Palm Oil futures and was running my usual tests and I get the error "Specified algorithm is not allowed for this order." I used IB's Adaptive Algo, which I guess has not yet been set up for this instrument or exchange. Doh!

    I'm leaving it in my system but I disabled trading. Hopefully IB will get this straightened out soon.
     
    #4260     Sep 15, 2024
    Kernfusion likes this.