Different execution style with the same strategy

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Different execution style with the same strategy

Postby SP » 08 Feb 2007


I inserted the built-in signals MACD SE and MACD LE and tested the IB Auto Trading with the Russel ER2 and the FDAX.

On the FDAX the strategy went long on an MACD LE signal and closed the position on MACD SE.

At the Russel the strategy went long on MACD LE, but closed the long and went short on MACD SE. With a short position it bought 2 contracts on the next MACD LE signal and so on.
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Andrew Kirillov
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Postby Andrew Kirillov » 09 Feb 2007

For all IB symbols quoted in currencies other than USD it is required to set up Symbol Dictionary (just click Add and set proper currency). Later this will be automated.

Check http://forum.tssupport.com/viewtopic.php?t=3070 to get more information on setting it up.

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