Archive for the 'Uncategorized' Category

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9.3.0.5 C# API Bug Fix Release

Published on September 12, 2007 in Uncategorized. 7 Comments

I just finished uploading a bug fix release to the 9.30 API code base – technically the bugs are in the 9.10 release as well, but I haven’t heard any problems lately, and since IB has moved to the 9.20 release as the stable version, I am not going to update the 9.10 code base (let me hear the outcry if you need otherwise).

You can download the new release here. Or go to the utilities page here for all releases.

The release notes for changes are below – enjoy!

9.3.0.5 Bug Fix Release
* Fixed Historical Data Requests (had improperly formatted parameter and timestamps)
* Fixed Disconnect call to properly kill the reader thread
* Added support for additional contracts (Forex, Futures, Indices)
* Began Order Classes, incomplete for now, but started a Limit Order class.
* Fixed Current Time call, it now returns a date time instead of a string.

9.3.0.4 Bug Fix Release
* Added Market On Open enumeration to Time in Force

Monday, September 10, 2007 $(0.00) @ 0 Contracts

Published on September 10, 2007 in Uncategorized. 0 Comments

No Trading again today. I have been very actively working on an Auto Trading System, and spent this morning refining my historical data. I realize I owe everyone an updated C# IBAPI release, as I have found numerous bugs.

I also hate the way IB’s historical data works, and have spent a lot of time working out the details on how it should be parsed. I think I have the time zone stuff worked out well, but I can’t decide what the best way to call historical data is.

September 5, 2007 $0.00 @ 0 Contracts

Published on September 5, 2007 in Uncategorized. 0 Comments

No trades today, I am working on a software model to auto trade. I will keep my charts open the next several mornings and sock away anything I see and post. My desktop and main trading computer’s power supply is also on the fritz, so I spent this morning jury rigging a fan to my pc to keep it going. Keep on chugging!

Signal!

Published on September 4, 2007 in Uncategorized. 0 Comments

GLOBEX@ER2U7 804.20 (30m1m) B804.20 A804.30

This was too perfect picture to not post about – the macd cross at 12:30, the stochastics at 12:35, and that was the sell signal. Lead to 4 pt profit!

Tuesday, September 4, 2007 $(75.44) @ 26 Contracts

Published on September 4, 2007 in Uncategorized. 0 Comments
Gross:  $        (14.38)
Fees:  $        (61.07)
Net:  $        (75.44)
Contracts: 26
Ratio:  $          (2.90)

Not the best way to kick off September, but given how many contracts I traded, I guess I can be grateful I didn’t lose more. Again my problem is that my average loss is much larger than my average win. This is because of my trading style, and needs to be evaluated. I have been scalping a few ticks each time, and when I brought my stop in to two ticks, I got stopped out very frequently (hence the last hour of my trading were all small losses). I need to mechanize this strategy if it will ever work. I am working now on how to download historical data. It appears I have a bug in my implementation, and will likely have to spend some time going over it. I will keep you posted!

image

I made up to $50 today! Then it was all gone in a single bad quick move trade…

GLOBEX@ER2U7 800.00 (30m1m) B799.90 A800.00

ButtonTrader - [WSP default-1024] ButtonGrid_CONT0003 Future ER2_Russell2000 eMini_F207-09 on GLOBEX in USD (18)