IB plugin can not track position correctly.

[clearpicks]

I am testing IB plugin 1083 and eSignal 1086.

It seems IB plugin sometimes can not track the position correctly after buying, selling and cannelling orders of an instrument for a few times. The problem seems no longer the execessive CPU usage. Instead, it seems IB plugin can not track the position change correctly or promptly, which often results in overshoot while using closePosition(). Attached are screenshots of IB TWS and IB plugin. You may see the positions of GLD in IB Pluin and IB TWS donot match with each other. This is a big issue because it means closePosition(symbol) can not be relied on.

- Clearpicks

[clearpicks]

IB TWS screenshot.

There is at least a few seconds delay when comparing the positions updates in IB TWS window and IB Plugin window.

[eSignal_AlexM]

Glad that excessive CPU issue has been resolved. Did you notice problems with delay in position updates in earlier builds?

[clearpicks]

Amol,

I don't remember. I was focusing on the excessive CPU usage issue. Could you test this delay in position update issue on your system? It is very obvious. One of the big problems it causes is overshooting or undershooting when calling closePositions(symbol) because the position size in IB-plugin does not match the real position size in IB TWS.

- Clearpicks

Originally posted by amol
Glad that excessive CPU issue has been resolved. Did you notice problems with delay in position updates in earlier builds?

[eSignal_AlexM]

Thanks. We will check this.

[eSignal_MaxS]

Hi clearpics.

Could you provide us EFS you are using to check this?

Thanks.

[clearpicks]

It works on CL, NG and YM only.

Just randomly click on BM and SM buttons to watch the position update delay in IntegratedTrading window (Position pane). One or a few seconds may be seens. Such delay may cause overshoot while trying to flat positions.

- Clearpicks

Originally posted by msendetsky
Hi clearpics.

Could you provide us EFS you are using to check this?

Thanks.

[eSignal_MaxS]

Hi clearpics.

We've done some testing as you described. Unfotunately, in the current implementation the sequence like buyMarket() + closePosition() does not guarantee that the position opened by the first call (buyMarket()) will be closed by the second call (closePosition()).

Do I get your point - you experience this problem only when trading using EFSs? If so, I suspect this can't be fixed quick enough.