MarketPositionAtBroker InteractiveBrokers Advisor FA account

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saltminer
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MarketPositionAtBroker InteractiveBrokers Advisor FA account

Postby saltminer » 14 Jun 2015

Hi folks,
I have a dilemma when trading into an InteractiveBrokers Advisor account (from the Portfolio Trader), using the "Manual allocation" method to trade into a Profile.
In this scenario, StrategyInfo.MarketPositionAtBroker always returns zero.

When using the override method OnBrokerPositionChange(), I can see that it can correctly declare the actual number of contracts filled in all the sub-accounts, however this method gets called multiple times and the values change each time, so it isn't reliable.
Is there a flag or a state I can examine to know this one "true" call to OnBrokerPositionChange()?

Any other advice to assist getting some kind of meaningful position at the broker in this scenario?
BTW the MoneyManagement script at the PortfolioTrader also gets zero for MarketPositionAtBroker.

This problem is also displayed in the Order and Position Tracker window.
In the OpenPositions tab, the sub accounts show correctly the fills in each. Yet in the StrategyPositions tab, all the strategies show zero as the BrokerPosition.

many thanks,
saltminer

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Henry MultiСharts
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Re: MarketPositionAtBroker InteractiveBrokers Advisor FA acc

Postby Henry MultiСharts » 17 Jun 2015

Hello saltminer,

You can utilize OnBrokerStategyOrderFilled to know this exact strategy triggered the OnBrokerPositionChange.


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