Autotrades appear not to be sent to TWS.

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Splint
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Autotrades appear not to be sent to TWS.

Postby Splint » 13 Jan 2012

Hi,

I'm trying out the auto trade function on Multicharts and it looks like the trades are not getting through to TWS.

I believe I have TWS set up correctly as the API tab opens when I connect broker profile to Interactive Brokers.

The symbol window seems to be set correctly with the broker plugin as IB. When I click automate order execution, the existing signals plotted on the chart disappear and that is all that happens.

TWS trade log is empty and no confirmation or error messages appear. Any idea what's wrong?

Thanks
Splint

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Katrin Yanenko
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Re: Autotrades appear not to be sent to TWS.

Postby Katrin Yanenko » 13 Jan 2012

Hi Splint,


Please describe how you have added the instrument that you use. Have you add it in the Quote Manager in the following way: Instruments --> Add Symbol --> Form Data Source?

Please go to File -> New -> Order and position tracker window -> Logs tab and Orders tab. What do you see there?

Best Regards,
Katrin Yanenko

Splint
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Re: Autotrades appear not to be sent to TWS.

Postby Splint » 13 Jan 2012

It's been a while since I added most of the symbols, but from memory I went instruments> add symbol> manually> datasource (ASCII mapping)

I have also added one contract (I will be adding others this way to get around an issue I'm having with price scale increments. See this thread for more details viewtopic.php?f=1&t=9693

Here is an extract of the key information from that thread :

I went quotemanager> add symbol> from data source> interactive brokers. A new window opened, I went Futures tab> root=HE> exchange=globex> picked HEG2 (Lean Hogs Feb'12). OK.

Again in quote manager> instrument> add symbol manually> data source=ASCII mapping> symbol=ZZ>OK.

ZZ edit window opens> add description (Lean Hogs)> settings tab: used the default exchange and ECN's settings, same in sessions tab (was I correct to accept the default settings?).

Quotemanager> right click on zz> import data> ASCII> ZZ_REV.csv

See the attached images for the two instruments I automated order execution on.
Attachments
TWS.gif
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Symbol Mapping.gif
(78.62 KiB) Downloaded 473 times
Order and Position Tracker Strategy Positions.gif
(34.28 KiB) Downloaded 468 times
Order and Position Tracker Orders.gif
(33.82 KiB) Downloaded 463 times
Order and Position Tracker Logs.gif
(78.3 KiB) Downloaded 466 times

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TJ
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Re: Autotrades appear not to be sent to TWS.

Postby TJ » 13 Jan 2012

please check to see your strategy is directed to IB

Image

the port number should correspond to the one in TWS API setting
Image

Splint
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Re: Autotrades appear not to be sent to TWS.

Postby Splint » 13 Jan 2012

Thanks TJ,

See the attached image. The server at IB is down for maintenance at the moment so I cant confirm the numbers match correctly.

Splint
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Autotrading settings.gif
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Splint
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Re: Autotrades appear not to be sent to TWS.

Postby Splint » 14 Jan 2012

Socket port confirmed as 7496.
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TWS socket port 7496.gif
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TJ
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Re: Autotrades appear not to be sent to TWS.

Postby TJ » 14 Jan 2012

Socket port confirmed as 7496.
if the port numbers are ok, then the problem is in your symbol.

Whatever symbol you have in the MultiCharts is not recognized by TWS.

Can you trade anything at all? eg. another symbol that you can create from source without ascii mapping?

Splint
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Re: Autotrades appear not to be sent to TWS.

Postby Splint » 15 Jan 2012

OK, I completely removed and reinstalled 8 symbols so they should be OK. Check the symbol mapping image. Those symbols will not go through to TWS. I added an IB symbol (HEM2) and a blank chart comes up saying "establishing connection" that's as far as that goes. Check the attached images.
Attachments
Orders.gif
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Open Positions.gif
(24.25 KiB) Downloaded 465 times
Symbol mapping 2.gif
(87.1 KiB) Downloaded 471 times
IB instrument.gif
(9.21 KiB) Downloaded 458 times
Quotemanager.gif
(62.19 KiB) Downloaded 471 times

Splint
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Re: Autotrades appear not to be sent to TWS.

Postby Splint » 15 Jan 2012

Some additional images.
Attachments
HEM2 symbol mapping.gif
(77.04 KiB) Downloaded 476 times
Strategy positions.gif
(34.61 KiB) Downloaded 471 times
Logs.gif
(71.92 KiB) Downloaded 468 times

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TJ
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Re: Autotrades appear not to be sent to TWS.

Postby TJ » 15 Jan 2012

Did you create the symbols from source?

There must be a simple mistake somewhere.
You should go to online chat on Monday, they can fix it up for you quickly.


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