Thanks JBookTrader for making it so much clearer for me. Keith On Jun 1, 11:08 am, nonlinear5 <[email protected]> wrote: > > I have just discovered this yesterday and turn on all the default > > strategies to live trade EUR on my paper account while I slept here in > > Vancouver, BC and switched it on ES this morning. > > > I noticed the following: > > > 1. One one point I had five -1 positions, then one strategy went long > > and my TWS screen then showed only four -1 positions - i.e. one long > > canceled one short - is this the expected behaviour? JBOT's table > > continues to show me 6 positions and continues to calculate all 6 > > positions. > > As Jean had already pointed out, the paper trading account is not > suitable for testing. The are well known problems with it, especially > when it comes to order placement. You can actually reproduce these > problems without using JBT. If your purpose is to test your trading > strategies with JBT, the best thing to do is to start TWS with a real > account, and then run JBT strategies as "forward test". In the > "forward test" mode, everything will be exactly as with the trading > mode, except that no actual trades will be placed with your IB > account. Instead, JBT will simulate the fills. This simulation is > actually quite accurate in regards to slippage, as numerous people > have reported. So, the bottom line is, use real IB account, and test > your strategies in the "forward test" mode. > > > 2. I tried to turn on all the base instruments on my paper account > > this morning beginning with ES, NQ and YM. It seems IB allows only 3 > > market depths instruments(JBOT error or warning dialog said so), > > however I am only able to monitor two (ES and YM). JBOT turns on YM, > > shows zeros and says it is running but there is no activity on that > > line. Is this the default behaviour? Do we have more market depth if > > we use our live account? > > The amount of data that is being transmitted when you subscribe to > market depth is enormous, so IB limits it to 3 symbols. This does not > mean, however, that you can't run more than three strategies and the > same time. In fact, you can run as many as you want, as long as the > total number of symbols does not exceed 3. For example, 10 ES > strategies, 10 YM strategies, and 10 NQ strategies.
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