help for EFS newbie (using Dynaorder)

[Richard Yu]

I am a newbie trying to write EFS trading "MHI Q4-HKF" with:
i) entry whenever the market is squeezing up/down suddenly:
- ie, buy/sell when close() is 50pts higher/lower than the most recent low/high in the last 15 min
ii) place OCA of trailing stop (50points) and stop imit

I am using dynaorder to place orders for IB:
http://www.dynaorder.com/Help/Dots5es/

I am getting the price directly by close(symbol, resolution) to avoid loading the wrong symbol and time resolution in the chart.

However, I am facing below problems:
i) I can only place entry orders but not trailing stop and profits target order (in OCA)
ii) I can't get the alert sound by Alert.playSound
iii) eSignal hangs up easily

Can someone pls help? I have attached the EFS for your reference.

[Doji3333]

Your code is probably working..

I had a similar problem many months ago, but found out it really was placing OCA orders. The TWS screen does not show the OCA orders unless you enable it using the SETUP features.

I don't recall where, but there is an area that allows you to control the COLUMNs in TWS. You probably have the OCA column turned off (non-visible) as I did.

You might look thru the help to see if you can find anything on OCA columns or just OCA.

Brad

[Richard Yu]

Hi Doji3333,

Actually I am using DynaOrder's Paper Trader instead of TWS directly b'coz I am still developing the EFS.

Anyway, the trailing stop and stop limit orders (in OCA pair) are indeed received by Dynaorder Host but they show the status of being "presubmitted" instead of "filled". I am also asking their customer service for advice but just wonder whether anyone in this forum may be able to help.

As for taking a long time to load the script (or even hang up occasionally), I believe I can solve by using an Array to store previous low/high instead of getting all previous minute's values every time main() is updated....


thx.


Richard

[Doji3333]

try this..

Try using the TWS DEMO account.. Go to www.interactivebrokers.com and click on ACCOUNT, then DEMO, then log into the DEMO account.

Now, setup TWS the way you want it (with the OCA column) and enter your symbol. Now, setup DO to connect to IB and let your EFS go. This would be a better way to test it out. The DEMO account uses "play $$" thru IB.

I'll tell you what.. I suggest you try what I've stated first, but if you continue to run into problems, let me know and I'll give it a try and see what is wrong.. You might have to contact me though to explain in more detail and work out a solution.

Best regards,

B

[Richard Yu]

Hi Doji3333,

Thank you very much for your advice.

The problem however is that TWS demo account doesn't accept all the symbols as the real version. It doesn't recognize MHI of HKFE. Of course I can test the script by using other symbols but then if DO has a built-in paper trader I would like to try it out first.

Anyway, I have just started using eSignal and I have come across many enthusiastic helpers like you..... I feel really glad about that b'coz I live in Hongkong and basically system trading is very rare here and support is virtually non-existent..... eSignal+IB+DO seem to be an affordable but quality setup and it is nice to know many ppl are using them too so finding help/advice would be much easier.

I have attached a modified version of my code..... Basically it is a very simple strategy but my observation seems to suggest that it can be profitable in the HK Future market... Will keep on debugging and fine-tuning the script...

thx.

Richard