Adamus
Experienced member
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Ordered the new modem. I bet it doesn't change anything.
Realised I was getting my knickers in a twist unnecessarily, once I stood back and looked at the IB / NinjaTrader situation.
Over the last few months I've been using IQFeed as a work-around to get the backdata that NinjaTrader needs to kick everything off, indicators and trading systems etc.
I stopped using the work-around and tried to make do with the lousy data service from IB when I realised last weekend that my systems acted differently with the IQFeed backdata turned on.
On Sunday evening last weekend, I had 9 positions on from Friday night and I fired up everything, IQFeed included.
NinjaTrader used IQFeed to calculate the positions for the systems to get them running, and suddenly I noticed there were only 7 positions. This is not what you want late Sunday evening. So under IQFeed data, my systems had actually exited 2 positions on the Friday.
I disconnected, reconnected to IB backdata and ran them up again. I can't remember what the result was, which positions were there or not, but I do remember in the time faffing around after the market opened one of the positions which mysteriously closed on Friday according to my system start-up, was actually still long the GBP-JPY in my account and that had been tanking since 22:15 and cost me $200 or something to exit late. Follow me so far? No? Well I could hardly follow myself at that time of day but the effect carried over for the whole week.
What it means is I have to make the 3Ducks less sensitive to the data differences between IQFeed and IB, and just stick with the IQFeed work-around.
So that plus finding the bug are my number one priorities that should take me through this Sunday afternoon, and yes, I can see the sun shining outside - great to have an Indian summer if you can get out there.
Realised I was getting my knickers in a twist unnecessarily, once I stood back and looked at the IB / NinjaTrader situation.
Over the last few months I've been using IQFeed as a work-around to get the backdata that NinjaTrader needs to kick everything off, indicators and trading systems etc.
I stopped using the work-around and tried to make do with the lousy data service from IB when I realised last weekend that my systems acted differently with the IQFeed backdata turned on.
On Sunday evening last weekend, I had 9 positions on from Friday night and I fired up everything, IQFeed included.
NinjaTrader used IQFeed to calculate the positions for the systems to get them running, and suddenly I noticed there were only 7 positions. This is not what you want late Sunday evening. So under IQFeed data, my systems had actually exited 2 positions on the Friday.
I disconnected, reconnected to IB backdata and ran them up again. I can't remember what the result was, which positions were there or not, but I do remember in the time faffing around after the market opened one of the positions which mysteriously closed on Friday according to my system start-up, was actually still long the GBP-JPY in my account and that had been tanking since 22:15 and cost me $200 or something to exit late. Follow me so far? No? Well I could hardly follow myself at that time of day but the effect carried over for the whole week.
What it means is I have to make the 3Ducks less sensitive to the data differences between IQFeed and IB, and just stick with the IQFeed work-around.
So that plus finding the bug are my number one priorities that should take me through this Sunday afternoon, and yes, I can see the sun shining outside - great to have an Indian summer if you can get out there.