Hi Eugene, Many thanks for the code. You reply before I read your answer.
I am beginning to understand and see what you mean about the difference between the JBT and TWS screens. Each strategy has a vote to go long or short and each maintains that vote for any point in time in JBT and TWS only shows the consolidation as you rightly said. Does that imply that the ability to manually stop one strategy that is showing a loss does not make sense here? I am still using the paper account today for live trades and will switch to the real account for forward simulated trade for further testing. Thanks. Keith On Jun 1, 11:55 am, nonlinear5 <[email protected]> wrote: > > If that is true, then the web interface will not be giving us the same > > picture as TWS when we trade multiple strategies on one instrument. > > When you say "web interface", I assume you are referring to the JBT's > admin web interface. As I pointed out above, for all intents and > purposes, all three interfaces (JBT Swing, JBT web admin, and TWS) > will show exactly same executions and P&L. The only difference is that > TWS will consolidate your positions in the same instrument into one > position. TWS doesn't have a notion of multiple strategies using the > same instrument. > > > I also notice that the P/L statement from TWS and SBT are different > > even with one position open, welcome any comments here. > > I assume "SBT" stands for "JBT". The reported P&L should be identical. > Are you still using the paper trading account? -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
