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711 Posts in 112 Threads New Thread
Thread Author Replies Last Post
Trying to use accumulate / distribute algorithm but getting an error
I've tried to experiment with the accumulate / distribute algo but I get an error that says ...
philjoe 0 Apr 11, 2018 8:52:11 AM
by philjoe
Tracking of actual versus theoretical executions
Community, I think I am doing worse than the theoretical model. Part of the discrepancy is due ...
primus 1 Mar 23, 2018 1:36:26 PM
by Jrinne
ERROR: Daylight savings time.
This bug has been around for a while. During daylight savings time the process that posts trade ...
U5YJ52993752gH7p5fx8 2 Mar 16, 2018 2:49:17 AM
by U5YJ52993752gH7p5fx8
Order Price Improvement
Hi everyone and Happy New Year! I have been reading about order "price improvement" ...
Page: 1 2
Jrinne 12 Jan 15, 2018 8:11:10 AM
by Jrinne
Slippage Testing
Does anyone have any insight into which algorithm from IB is best? I was looking at TWAP / VWAP ...
philjoe 6 Jan 10, 2018 2:17:22 PM
by pvdb
Applying leverage to Live Book & Adjusting Live Book Size
Hi all, I have been using P123 for almost 2 years now to manage several of my portfolios. The ...
bluebox 4 Jan 8, 2018 4:56:33 AM
by yorama
Slippage problems
Question regarding the slippage. Live simulation uses the fridays closing price as the price paid ...
aawee 7 Dec 24, 2017 7:00:24 AM
by aawee
VWAP and TWAP market orders
Does anyone know how the VWAP or TWAP algos work for IB? I'm confused about market vs. limit ...
philjoe 3 Dec 11, 2017 9:24:10 AM
by SUpirate1081
Setting up a 2nd account in IB for TRADE
Hello, I currently have an IRA account with IB and am successfully using TRADE with it. ...
InmanRoshi 3 Nov 21, 2017 3:34:40 PM
by InmanRoshi
Auto-rebalancing: What time of day and what type of order?
Hi All, Apologies if this is common knowledge or well documented, but I can't find it. ...
smaug 0 Jun 27, 2017 3:32:22 PM
by smaug
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