Doug Hayman
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Posts posted by Doug Hayman
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Hey guys,
Any significance or reason as to why the new Beta takes upwards of 45 seconds to load (where first splash screen appears) after invoking it? The program runs fine thereafter, I have plenty of disk space, memory, and processor speed. The only change on my end has been a Windows 10 Pro update of my NVidia drivers, but I haven't seen startup lag on any other applications.
Anyone else seeing this?
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I didn't even consider placing an OTOCA with a position already open, but I understand the dilemma. Thanks for considering. All in all, the conditional trades was a big want of mine, and I'm appreciative of its addition to the platform.
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OK, I re-created problem. Here are steps that got me there with latest and greatest Beta:
Using DOM to trade @MESU19 futures:
- View LIMIT OTA from Menu -> Stop set at -2 points (accurately grabs my Settings Point value of Bracket High Points of 4, Bracket Low Points of 2)
- Menu jump to Limit OTOCA. Executed Limit OTOCA Buy order with Profit Limit -4, Stop Market +2 (accurately grabs my Settings Point values);
- Canceled resultant OTOCA Limit/Stop Legs;
- Flattened Position;
- All good at this point so far with Limit OTOCA Limit/Stop still at -4/+2;
- Menu jump to Limit/OTA, and Stop now changed to +4 (from +2);
- Menu jump back to Limit/OTOCA and Limit/Stop points now changed to -2/+4; in other words, Limit and Stop prices are now reversed from Settings values. Confirmed graphically by placing cursor in DOM for either Buy or Sell Limit trade.
Can you recreate this on your end?
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Jerry,
I downloaded your new Beta this morning. I was about to download TeamViewer so we could screen share, but I tested issue, and lo and behold, the problem no longer exists.
Not sure if another of your beta changes affected this, or if some action on my end precipitates the behavior and installing beta somehow reset things. Before, I could recreate issue in several mouse clicks.
I will be on the lookout for issue, and if it re-manifests, I'll let you know and we can screen share.
Thanks,
Doug
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No, easy to create issue (see # 5 above). I'm flat and just literally toggle from OTOCA to OTA to OTOCA, and my OTOCA points change.
I see where our discrepancy may be though. Didn't realize you had a tab that allows you to switch types of conditions in the actual conditional window. When I toggle within that tab, the problem doesn't happen. It happens when I select OTOCA -> OTA -> OTOCA from the drop down conditional menu only.
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8 hours ago, Jerry Medved said:
as far as the two sell orders, I see the following returned for them in the logs you sent:
Warning: your order will not be placed at the exchange until 2019-09-03 08:30:00 US/Central
Theoretically, doing Day+Ext time in force would get around that, but I know there were issues with doing stop orders with DAY+Ext and causing different expirations for the 2 OCA legs, so at this time, MT automatically makes the OCA legs DAY or GTC expiration.
Does IB let you do "outside RTH hours" for all legs of the OTOCA if entered via TWS for the futures? when I tried, it only allowed the stop market to be Day+Ext, and not the other 2 legs.
As for defaults, will check
Jerry, you are correct. IB does NOT let you execute a Stop leg of an OTOCA order outside RTH hours (or even a singular Stop Market order for that matter), on Futures trades for IB. Must be a liquidity issue for non-standard hours, that drove their decision to prohibit this. I rarely, if ever, trade during those hours anyway, but was just using these hours for testing this new feature.
Thanks for pointing this out to me.
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Hey Jerry,
Thank you very much for the quick turnaround, as always. Some stuff fixed, some stuff still not working:
1) WORKS: After OTOCA Limit Buy is executed, I'm able to CANCEL ALL (for 2 legs) or individually cancel a single leg (which cancels both legs);
2) WORKS: I tested a Limit Buy OTOCA executed order, which hit my Limit price and executed (and automatically canceled the associated Stop);
3) STILL AN ISSUE: Executed an OTOCA Limit Sell Order. When Price ran through Stop leg price, the Stop was NOT executed;
4) STILL AN ISSUE: Executed an OTOCA Limit Buy order, and then subsequently modified both the STOP and LIMIT prices of the order legs, and price ran through my STOP leg price without executing. NOTE: Probably same problem as # 3, just on buy side;
5) STILL AN ISSUE: OTOCA Bracket Limit/Stop points don't retain Setting values. Simple recreation - go to OTA conditional window and hit OK or CANCEL (without changing anything). Go back to OTOCA, and Stop/Limit bracket point values are reversed. EXAMPLE: On OTOCA, my Stop/Limit point values set to +2/-4. On OTA, Stop value set to +4 points. After going to OTA and hitting OK or CANCEL, and then going back to OTOCA window, Stop/Limit now at +4/-2. Realistically, not sure if I will be using both conditional types personally, so this may not be an issue for me and others, as long as we don't toggle between the 2.
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Jerry,
A couple more issues i discovered this morning;
(1) Playing around some more with OTOCA Limit Orders this morning on MES. Same scenario as above. In settings, I have set Bracket Low%/Bracket High % to "0%", and have set my Bracket High Points/Bracket Low points to 4/2 (that is, 2-to-1 RR). I created a couple of OTOCA Limit Buy orders, which set Limit and Stop price correct, but canceled Limit order a couple of times, before it executed. FYI, the "Clear After Placing Order" flag was NOT set.
After doing this 3-4 times, I looked to create an OTOCA Limit Buy Order again, and noticed that the OTOCA bracket settings reversed automatically on me; that is, in above scenario, the Stop Market delta became "+4" and the Limit delta became "-2" (that is, these values mysteriously reversed themselves). I doubled-checked my bracket Settings, and they remain as they should (from above).
Next, I placed order, subsequently canceled the order before executing, but had the "Clear After Placing Order" flag set, then canceled the order. On subsequent OTOCA order, the bracket values on the OTOCA window returned to their original default Setting values.
The bad news is that I tried to duplicate this problem, as stated above, and I cannot. However, I'm positive that I made no changes to the OTOCA window values manually.
EDIT: I think i re-created this issue. I flipped bracket order to OTOTA, and then back to OTOCA, and the problem manifested. However, I was not able to revert to default bracket value settings, without manually changing them in the OTOCA window.
(2) Executed an OTOCA Limit Buy Order with my pre-defined bracket settings, and subsequently modified my Stop Market price on the DOM to test, and the price ran through this Stop Market price without executing. Not sure if this is what you alluded to above ("edits were messed up").
EDIT: Regardless of whether I modified Stop Market price or not, price ran through Stop Market price, leaving 2 orphaned bracket orders open.
I'm sending you my log file to see if it lends you any clues.
Thanks in advance.
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No worries, thank you in advance.
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Thanks Jerry for #4 and #5, and duh on #6. Great trading additions to an already outstanding platform.
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First, thank you very much for adding this support; a truly great addition!
Some early returns on this, this morning, on the Beta that you just released. Using IB, DOM, trading Micro futures, and Limit OTOCA conditional order type:
1) Limit Buy Trade executes, and corresponding Limit Sell and Stop Market orders created fine. When I try to Cancel All Orders from the DOM, prior to either of the conditional orders being executed, I get an IB response error:
2) Similar to the scenario above, if I attempt to manually cancel either of the conditional legs, I receive the same error message.
3) Once Limit is hit, and I attempt to flatten or reverse, flattening or reversed trade executes fine, but conditional legs still exist (this may actually be intended behavior though).
4) I notice that OTOCA Limit/Stop conditional legs are defined by %. It might be a nice addition to have them to be able to be defined by points, in addition to %, although desired RR can be achieved by %.
5) OTOCA conditional %'s revert back to default (2-to-1) after a trade completes, after I try to establish a subsequent OTOCA order. It would be nice to have user defined ratios established once in SETTINGS, that flow through to the DOM, chart, etc.
6) After a Limit OTOCA order gets executed in the DOM, the conditional order type setting reverts to "None". Is this intended behavior, or can we keep the setting to what we selected active?
I sent over a log file to you, in case you need to see it.
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Darn! Right you are; I was just about to post that. I changed the TIF in the DOM, and all works fine. I didn't realize that "Day" is not pertinent to round-the-clock futures.
Thanks a bunch!
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Hi guys,
Strange behavior tonight (does not happen during normal daytime trading hours).
Paper Trading CME micro (MES) using the DOM. ONLY when I attempt to execute a BUY or SELL STOP order, I get the following error returned on the DOM (Limit orders work fine):
My IB Preset->Futures configuration is set to allow trades after normal market hours. I'm using default MT timeframes for Futures, so all should be covering fine.
Immediately, upon attempting to execute the STOP, my STOP order appears on my linked Charts and also appears on my IB TWS screen correctly. If I subsequently cursor over the errored STOP order on the DOM, the STOP order then appears on my DOM correctly as well. However, when the price action goes past the STOP price point, the STOP order does NOT get executed. Additionally, if I cancel the STOP order on the DOM, it removes itself from the DOM, but the STOP order remains on my linked charts and on my IB TWS order screen.
Again, this behavior doesn't occur during "normal" EDT trading hours - it works fine during those trading hours.
Any ideas here?
TIA
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Apologies, @MESM19 does get data (I was using @MES19 - typo). However, same problems above occur on DOM when trading symbol @MESM19. Again, I'm using @MESM19:*5 now, and all works end-to-end.
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@MES19 is not recognized as a symbol by IB in MT. That's why I was appending the ":Globex" suffix.
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P.S. When I use symbol "@MES19:*5", then the DOM and Charts behave fine. Is that the symbol nomenclature I should be using for the micros?
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On account view screen, the symbol is showing as "MESM19:*5". Not sure what the "*5" signifies other than the dollar value associated with 1 point/1 contract of MES.
All of my screen are Linked, btw.
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Jerry,
1) Both my charts are enabled for Trading;
2) The submitted order does NOT change color.
3) The DOM does NOT show that order is filled. The original limit order (which never changed color) is remaining in the BUY ORDER (or SELL ORDERS) DOM column. Also, it does NOT hide after 20 seconds (which is my default setting).
So, I used DOM with ticker SPY, and all works correctly. The problem is occurring with IB symbol @MES19:GLOBEX.
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Hi Jerry,
I'm paper trading the MES eMicro on IB. When I add a limit order on the DOM and click the GREEN checkmark to submit order to broker, the order is delivered to my broker fine, but several things are not happening:
1) The Limit order is not displayed visually on either my intraday or historical chart;
2) The Limit order on the DOM remains in the BUY ORDER (or SELL ORDER) column. and does not display as it should in the BUYS (or SELLS) column;
The Limit Order executes at defined limit price at IB, shows up in my MT and IB ACCOUNT VIEW OK, but the order remains in the DOM in the BUY ORDER (or SELL ORDER) column.
Any clue here?
Thanks in advance.
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No, makes no difference. I sent over the log report to you, referencing this URL.
BTW, although I receive these emini market data live with both IB Live Trading acct and IB Paper Trading Acct logins, I tested with both accounts, and get same results.
Thanks for looking into this.
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Jerry, apologies in advance if I'm being dense here, but in my portfolio I am set to Smart Source for my backfill.
For @ESM19 symbol, in both my intraday and my historical chart, backfill is also set to Smart Source.
Without me doing anything OR if I try to force backfill on either chart, I don't get backfillED prior to 4/29, which is my portfolio create date (see chart above).
Why am I not getting backfilled data from the beginning of the contract date from IB?
P.S. For fun, I created a new portfolio, and added symbol @ESM19, and I'm limited to backfill to 4/29 (MT probably smart enough to use symbol data from other portfolio). I added @GCM19 to this new portfolio, and I'm only getting backfill data from today (since the overnight, that is).
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OK, now I see why I had my very original question. Great that @ES (without expiration in symbol) provides backfilling ability on both TD and IB, but unfortunately, you cannot trade on symbol @ES using IB. That yields an error in that IB requires the expiration in the symbol to be traded on (@ESM19, for example). No problem with that.
However, if I want to trade on @ESM19 in my portfolio, I cannot backfill that symbol from IB either historically or intraday, before the creation date of my portfolio. The Chart above shows the historical backfill that I get when I try to historically backfill @ESM19 from IB, where 4/29 was the creation date of my portfolio.
Is this a bug or is there an alternate way to achieve this?
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Oh Wow, I thought futures symbols had to be expressed with associated expirations in the nomenclature. This works great. Does this method (@ES) automatically take contract rollover into account?
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Sorry to belabor this issue, but I still have questions here. I created a portfolio that contains several of the CME/CBOT eMini's and the forthcoming eMicro's. I had this portfolio created and active the last 5 trading days. Below is my 1 day Historical chart for the ES mini for ALL DATA.
1) When I do a historical backfill (from either IB or TD), why is it that volume bars are not displayed correctly for 4/30 and 5/2 below?
2) Why is it that I cannot backfill this futures contract (using either IB or TD as my source) prior to the date of the creation of the portfolio? The same limitation doesn't exist for equities. Does IB put a restriction on futures backfills (to maybe the current day only?) or is MT imposing this backfill limitation?
Thank you again.
New Beta takes a long time to startup
in Support
Posted · Edited by Doug Hayman
Must be my environment then. I'm using the McAfee version that is provided free by my ISP (Cablevision/Altice). I just disabled both real-time scanning and firewall, and MT starts right up, as it always did. So yeah, I need to look at McAfee rules to see what's up. Thanks for pointing me in the right direction. Even with startup delay, with all enabled, everything works normally.