EFS Bund orders of Dynaorder not accepted by TWS

[rugosoft]

Hi,

I made an efs which automatically generates orders in Trader Work Station (TWS from Interactive brokers). This efs makes use of the dynaorder host software. For most of the futures i trade the efs works fine, but for futures which needs an price format xxx.xx such as the bund fe 113.01, I get the error message from TWS stating that the price format of the order is not correct.

Inspecting the problem further i found that the efs generates a price fe 113.00999 instead of 113.01. I use the following code:

function buylimit (limitprice){
rnd(limitprice,2);
limitprice.toFixed(2);
if (backtest ==0){
var OID = dots5.call ("BuyLimit", symbolName, symbolType, symbolExpiry, rightInfo, strikePrice, eXchange, cUrrency, 1,limitprice);
return (OID);
}
else if (backtest == 1){
btestcounter++
return (btestcounter);
}
}

I thought that the rnd function and .toFixed(2) would correct this problem, but apparently this is not the case.

Can please somebody help me with this problem??

Thanks

Ruurd H.

[Doji3333]

Try using the optional order types..

in DO, there are optional order types...

BuyLimit() - normal prices
BuyLimitD() - type DOUBLE prices
BuyLimitF() - type FLOAT prices

I would suggest the "D" type orders for this - and you might try doing some price rounding for the orders (to limit the number of decimal precision).

B

[rugosoft]

does the rnd and toFixed(2) the work

Brad

Thanks for your response. Does the rnd and toFixed(2) the job ? or do you have another way to make sure that the format is correct ?

I will try the double precission orderformat.

Ruurd

[Guest]

You are close, however, not quite the right implementation. Try this:

limitprice = limitprice.toFixed(2)*1;

Applying the toFixed(2) rounds to 2 decimals and converts limitprice to a string, multiplying by 1 converts back to a number.

If you want to play around to see the difference, try this:

debugPrintln(typeof(limitprice.toFixed(2)));

debugPrintln(typeof((limitprice.toFixed(2)*1)));

[rugosoft]

thanks for quick response

Steve,

Thanks I have modified the code accordingly and will test it during next week mondays session,

Thanks again : your help is really appriciated

Ruurd

[dynastore]

Correction:

BuyLimit() - type FLOAT prices
BuyLimitD() - type DOUBLE prices
BuyLimitF() - type STRING prices in "NNN NN/NN" format, like
"100 2/32". The space and slash delimiter are not optional.

The "D" and "F" versions are available for all Buy/Sell functions.

Speaking of rugosoft's problem with Bunds prices (as well as some others), some workaround for the problem is added to the version 3.02 wich I think will be published by the end of the day tomorrow (I'm finishing the documenation for it right now).