Autotrading Futures with IB and MC  [SOLVED]

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StefanoSF
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Autotrading Futures with IB and MC

Postby StefanoSF » 07 Jan 2014

Hi,

What's the best way to Autotrade futures using IB as broker and IQfeed data on MC? (IB does not
auto roll futures so contracts need to be rolled manually, I guess.)

Do I:

a) Trade off IQ continues contract (@ES#) and map to IB Front month contract:
b) Trade off IQ Feed front month contract (@ESH14) and map to IB front month contract?\

Finally, for auto trading systems, whats the best way to roll the position? Must I:

1) Manually close auto traded position and turn Autotrading off.
2) Replace expiring IQfeed or IB contract with new front month contract.
3) Turn Autotrading On and Reopen position?

Is there a way to auto roll IB using MC and IB Gateway?

- Stefano

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Roman MultiCharts
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Re: Autotrading Futures with IB and MC  [SOLVED]

Postby Roman MultiCharts » 08 Jan 2014

Hello StefanoSF,

We would suggest to chart a continuous contract @ES# and map in on the current IB contract manually.

For autotrading the sequence of actions should be as follows:

1) turn Autotrading off and manually close auto traded position.
2) Re-map IQFeed chart to the new front month IB contract.
3) Turn Autotrading On and Reopen position

Unfortunately there's no any way to roll IB automatically. Everything should be done manually.


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