Connection Between eSignal and IB TWS disconnecting

[demarcog]

While trading with my IB simulated trading account I lost the connection between eSignal and TWS and had to manually reconnect every few hours. (see attached IB messages).

TWS and eSignal both ran continuously the entire time.

This problem is preventing me from running automated trading strategies using my actual IB account and would appreciate any assistance is resolving it.

Is it possible to:

-Have a Automatically Reconnect Option

-Provide a generic broker function to connect so prior to an order being sent

Thanks,

Glen

[windswepttom]

Hi Glen,
I use Ninjatrader and it Automatically reconects.
Tom

[windswepttom]

Hi Glen,
I was reading the documentation for TWSLink and it looks like you can check the connection status and re-connect with it. Looks like you would code like this:
"Connection_Status = twslink.call("GETDLLPARM","connected");

I have not tried it. Also I'm trying to get "GET_MARKET_DATA" to work, but it locks up eSignal. I sent an email to the author last night about this problem, and have not gotten a response yet. So test everything well before using.

Tom

[demarcog]

Originally posted by windswepttom
Hi Glen,
I was reading the documentation for TWSLink and it looks like you can check the connection status and re-connect with it. Looks like you would code like this:
"Connection_Status = twslink.call("GETDLLPARM","connected");

I have not tried it. Also I'm trying to get "GET_MARKET_DATA" to work, but it locks up eSignal. I sent an email to the author last night about this problem, and have not gotten a response yet. So test everything well before using.

Tom

Tom,

Thanks for the information, I know nothing about TWSLink or Ninjatrader.

All I want to do is automatically send my strategy generated trades to my brokerage account.

Any comments on why I might need either TWSLink or Ninjatrader would be appreciated.

I don't know if I can "wrap my head" around another layer (or two) of complexity.

I have more then enough on my plate finding profitable intraday trading strategies and would appreciate you opinion on whether the effort may be justified in your experience with these two facilities.

Thanks,


Glen

[clearpicks]

Glen,

I just found out that if you leave yhe IntegratedTrading connected and open when you exit eSignal, the next time when you restart eSignal, it is still been connected. Maybe you can use this feature to find a work around solution.

- Clearpicks

Originally posted by demarcog
Tom,

Thanks for the information, I know nothing about TWSLink or Ninjatrader.

All I want to do is automatically send my strategy generated trades to my brokerage account.

Any comments on why I might need either TWSLink or Ninjatrader would be appreciated.

I don't know if I can "wrap my head" around another layer (or two) of complexity.

I have more then enough on my plate finding profitable intraday trading strategies and would appreciate you opinion on whether the effort may be justified in your experience with these two facilities.

Thanks,


Glen

[windswepttom]

Glen,
I converted from eSignals limited buy and sell ... functions because of same problems you are having. I needed to know the fill price and flatten my position with one command, I needed to know what my position was because maybe a stop got hit at IB and the list goes on and on.

NinjaTrader gives you a sample efs that works and is not to hard to convert seignals buy and sell to. They give a free evaluation copy, but you have to pay when you connect to IB.

TWSLink is more complex but you can do most anything with it. Once you have mastered NinjaTrader, you can convert to TWSLink with out that much work. NinjaTrader is a bit of a pain because you have to update their database for every instrument and every time the expiration changes. I know what I want in my efs and the expiration date, so why do I have to tell them again. If they ever do options with all the different OPRAs, that would make it unusable.

But it works without problems and it is well supported.

If you are serious about autotrading, I would convert to Ninjatrader tonight!

Tom

[demarcog]

Lost Connection 3 nights in a row at 12:15-12:20 am

Brent,

Any updates on the connection problem I seem to have every night around the same time.

See the IB Broker Message Screen attached.

I started trading a live account with the minimum size to test out the interface and I keep periodically loose the connection although eSignal and TWS both stay active.

thanks,


Glen

[demarcog]

Forgot to attach the image...

[eSignal_Brent]

Hi demarcog,

We'll look into that.
Is the time of the connection being lost, 12:13:39 am, eastern time?

Thanks,

Brent

[demarcog]

Originally posted by eSignal_Brent
Hi demarcog,

We'll look into that.
Is the time of the connection being lost, 12:13:39 am, eastern time?

Thanks,

Brent

Brent,

Yes that EST, I noticed in the FX Trade window the quotes went blank for a few seconds, then went yellow, then the normal red/green.

This is not the only time it happens, every few hours the connection is lost.

I started trading my live account last night, trading the minimum position size and not being able to close and reverse a postion cost me $40, who should I send the bill to at IB? :>)

Seriously, if whoever wrote the plug-in and broker functions could test out these basic connectivity and broker functions for a day or so they will surely see the problems:

- connection lost
- closeAllPosition() does not close any positions
- closePosition() does not close positions
- the P&L reported in the IB Position Broker window is incorrect and not the same as reported in the TWS.


Thanks,


Glen

[demarcog]

Brent,

Here is the log from the latest outage, it "disconnected" after 30 minutes. Again eSignal and TWS are running fine so not sure why the port drops as its a software connection.

[demarcog]

Originally posted by windswepttom
Hi Glen,
I was reading the documentation for TWSLink and it looks like you can check the connection status and re-connect with it. Looks like you would code like this:
"Connection_Status = twslink.call("GETDLLPARM","connected");

I have not tried it. Also I'm trying to get "GET_MARKET_DATA" to work, but it locks up eSignal. I sent an email to the author last night about this problem, and have not gotten a response yet. So test everything well before using.

Tom

Tom,

My connection keep going down. Do you have a llink to the TWSLink doc?

Basically this DLL is installed and then I have access to all the API calls from within my EFS routines?

If I install the DLL, all I would have to do is add this statement to my EFS program?

This seems like an easier solution to converting all my EFS scripts to Ninja Trader?

Thanks,


Glen

[clearpicks]

Glen,

You may find TWSLink's doc at

http://www.nuomenon.org/twslinkmanual.htm

- Clearpicks

Originally posted by demarcog
Tom,

My connection keep going down. Do you have a llink to the TWSLink doc?

Basically this DLL is installed and then I have access to all the API calls from within my EFS routines?

If I install the DLL, all I would have to do is add this statement to my EFS program?

This seems like an easier solution to converting all my EFS scripts to Ninja Trader?

Thanks,


Glen