I am testing auto trading with IB in MC5 beta3, using a trailing stop.
When the entry order is filled, the first trailing stop is set alright in TWS. However it does not update in IB until the next bar.
This behaviour is strange as the setdollartrading is supposed to be evaluated at every tick.
Neither is the trailing stop executed if it is hit intrabar.
I am using 233 tick bars.
I am using the default Dollar trailing stop strategy from MC.
Has anyone experienced the same problems or have any ideas?
Thanks,
Steven
Trailing stop problem with auto trading in MC 5 beta3
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- Posts: 11
- Joined: 28 Aug 2007