Autotrading with eSignal data and Interactive Brokers Issue

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FATSTrader
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Autotrading with eSignal data and Interactive Brokers Issue

Postby FATSTrader » 28 Jul 2012

Hi All,

I use eSignal as my chart data source and Interactive Brokers as my broker. I have an issue with simulated trades being in some cases very different from the live autotrading results. I have included a snapshot of my chart with simulated trades in the top chart and an actual trade (AT sync mode) and the MC autotrade tab settings in use. As you can see in the chart the actual trade is not even on the same bar as the simulated trade.

I ask all that use eSignal and IB:

a. What is your experience in autotrading mode results v. simulated trading?
b. What AT settings do you use? (See my settings in attachment)
c. What eSignal contract do you autotrade with? (I use the continuous contract ES #F)

My goal is to have my live autotrading trades to be as close to the simulated trades as possible.

Appreciate your help and feedback on this!

Thanks & Regards
Attachments
AT Setting and ES Chart_2012_07_28.zip
MC Autotrading Settings and eSignal Chart
(117.65 KiB) Downloaded 65 times

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Henry MultiСharts
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Re: Autotrading with eSignal data and Interactive Brokers Is

Postby Henry MultiСharts » 30 Jul 2012

Hello FATSTrader,

An article regarding autotrading mode results vs simulated trading can be found at this page.
On your backtesting chart the orders are placed using eSignal data only. On your trading chart IB asks and bids are used to fill the orders.
You can create a chart with ask and bid data series to see that the orders were filled at real prices at the broker. To do that Right click on the chart –>Insert Instrument->Select the same instrument as your main data series->Settings tab->Quote Field:Ask. Same for the Bid series.
This article is also useful for understanding why order was filled or not.
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