Chat Session Logs

Participants Messages
---------------------
MPx 124
Eddy 121
LS_Bill 114
Mike 41
Hayden 8
 

4:22 pm:<MPx> nice way to start off the first trading day of the year huh?
4:23 pm:<MPx> lol
4:25 pm:<LS_Chad> I didn't even pay attention to market today....what happened?
4:25 pm:<Mike> $
4:25 pm:<PitBot> Dow @ 10,847.41 +129.91 1.21% 4:03 PM
4:25 pm:<PitBot> Nasdaq @ 2,243.74 +38.42 1.74% 4:25 PM
4:25 pm:<PitBot> S&P 500 @ 1,268.80 +20.51 1.64% 4:15 PM
4:25 pm:<MPx> big am drop and HUGE rally
4:25 pm:<Mike> down move, u p flat, big up end move
4:25 pm:<LS_Chad> ok...you take advantage?
4:25 pm:<MPx> 100%
4:25 pm:<LS_Chad> u da man
4:26 pm:<MPx> +25 ER/ +17 ES
4:26 pm:<LS_Chad> tpo charts clear up?
4:26 pm:<MPx> nah
4:26 pm:<LS_Chad> sounds holiday-related
4:26 pm:<MPx> will quit later and relaunch to see if that does it
4:26 pm:<MPx> yeah
4:31 pm:<LS_Bill> Happy New Year everyone.
4:31 pm:<Mike> hi Bill
4:31 pm:<MPx> the Tick data that TWS/IB sends loses a tick here and there on occasion which is easily rectified by a quick left right add/remove a profile on the keyboard. Other than that it's perfectly fine as a data source so therefore goodbye forever MyTrack.
4:31 pm:<Mike> Happy New Year also and Chad
4:31 pm:<Mike> Bill can I edit a bad tick or two that goes back into fri it appears? seems on all 3 futures
4:32 pm:<Mike> I suspect a holiday or late night quote issue caused it again
4:32 pm:<MPx> Mytrack price for Bonds/Nymex/Eminis = $155 a month...IB FREE!
4:32 pm:<MPx> yes Mike I have that on Mytrack also
4:32 pm:<MPx> not on IB though!
4:33 pm:<Mike> woo 24 hr session goes over Friday day I see hummm
4:33 pm:<MPx> so it looks like different data feed libs effect the charts differently
4:33 pm:<Mike> want to see a chart gif Bill?
4:33 pm:<LS_Bill> there is a user pref setting in Setup: Prefs: General where you can turn off overnight holiday processing
4:34 pm:<LS_Bill> this feature was added so you can see all overnight trading hours for the days leading into a holiday or late trading on the day of the holiday.
4:35 pm:<MPx> i have a gap right now between the 4:15 close to the 4:30 open
4:35 pm:<MPx> just showed up
4:35 pm:<MPx> this is a bug
4:35 pm:<LS_Bill> these holiday problems are almost impossible to track down, they persist only for a short time immediately following a holiday
4:35 pm:<MPx> not holiday related
4:36 pm:<Mike> ahh i see Bill thanks, I have a tick on the holiday day!
4:36 pm:<MPx> gap on ES not on ER
4:36 pm:<LS_Bill> ok, so send me a chart definition along with an export of the historical data you using in the chart, I'll see what I can figure out.
4:36 pm:<MPx> now I set the range to be show .25 and the data from the 4:30 session that just started disappears
4:37 pm:<Mike> ok can i delete that tick for 1/2 then? in view edit maybe? it might be posted?
4:37 pm:<LS_Bill> should be able to delete it in View Edit
4:38 pm:<LS_Bill> is this a TPO chart MPx or a Traditional Chart?
4:38 pm:<LS_Bill> Range Bar chart?
4:38 pm:<MPx> TPO
4:38 pm:<Mike> Bill ticks been posted can i get to those to edit/del?
4:39 pm:<MPx> depending on what range I decide to show my ref lines show up or not
4:39 pm:<MPx> value areas appear out of sync or reference invisible days
4:39 pm:<LS_Bill> Hayden, I'm still running w/ your database. I did finally produce a crash when the data feed stopped flowing, the failure occurred upon starting the feed up again.
4:40 pm:<LS_Bill> I think this is what you were experiencing
4:40 pm:<LS_Bill> I revised some things in the IB version that should eliminate this in the next release.
4:40 pm:<LS_Bill> use View/Edit window mike, tick data
4:41 pm:<LS_Bill> I'm not sure about how TPO handles holidays
4:41 pm:<Eddy> Hello everyone - happy nouvelle Anne :-)
4:42 pm:<MPx> what I need to really know is this....can I shut down IRT right now then tomorrow morning download data from 4:30 now to now, which will be what ever time I get up?
4:42 pm:<LS_Bill> Hi Eddy
4:42 pm:<MPx> Bonne Anne!
4:42 pm:<Mike> ok I used db mgmt, delete, function and did del on .all for intraday data 1/2 to 1/2 16:15 removed bad ticks on all
4:43 pm:<MPx> so can we download session specific data at DTNMA?
4:43 pm:<MPx> 4:30 - now/current date time
4:43 pm:<Mike> Bill view/edit from chart, fyi does not got back into today even. session has been posted
4:43 pm:<LS_Bill> good Mike, that's an even better way to do it, no need to delete individual ticks, just delete everything in a time range
4:44 pm:<Eddy> Btw, How does DTN ticks compare to eSignal one ? more/less ticks for eminis ?
4:44 pm:<LS_Bill> You must use the Open Menu, View/Edit menu item. Request all data on file
4:45 pm:<Mike> ahh ok
4:45 pm:<LS_Bill> the chart view/edit is more focused on the viewable period in the window
4:45 pm:<MPx> well so far Eddy IB/DTN is better than mytrack
4:45 pm:<Eddy> no doubt about that :-)
4:45 pm:<MPx> lol
4:46 pm:<MPx> $155 month vs free with a littler chart adjustment a few times a day is a better solution than Mytrack by far
4:46 pm:<Mike> MPX might try that tick del method I just posted here to remove ticks for all from monday midday.
4:47 pm:<MPx> yeah I would Mike but as of today I'm saying good bye to mytrack
4:47 pm:<MPx> IB/DTNMA has no tick problems
4:47 pm:<MPx> :-)
4:48 pm:<MPx> When I renew my license in April I will have to switch permanently to this combo
4:49 pm:<Eddy> Bill, btw, any idea/hints on how to display array variable value on a backtest ?
4:50 pm:<Mike> did you solve array populating question/issue Eddy?
4:50 pm:<Mike> Chad here can advise maybe
4:51 pm:<LS_Bill> you want to show the entire array or what?
4:51 pm:<Eddy> just the current value, like by using %AV
4:51 pm:<Eddy> or %AV_A1
4:52 pm:<Eddy> i need to able to display array value in signal action logs and/or NOTE token
4:52 pm:<LS_Bill> where do you want to see the value? in backtest detail report?
4:52 pm:<LS_Bill> ok
4:53 pm:<Mike> in test mode also be helpful
4:53 pm:<Mike> in SHOW command I needed in past
4:53 pm:<LS_Bill> only way is to record the current AV value into a user variable
4:53 pm:<Eddy> :-)
4:53 pm:<MPx> anyone know if there is an ES ER continuous contract for daily data at DTNMA?
4:53 pm:<Eddy> i want to use less V#:-)
4:53 pm:<LS_Bill> and then use %V# token in the signal action
4:54 pm:<Eddy> AV is there to simplify life in that matter
4:54 pm:<LS_Bill> right, there are only 512 V#'s and I realize that his is limiting factor for you
4:54 pm:<MPx> btw Mike your symbol list on the site has duplicates
4:55 pm:<Mike> ok maybe Linnsofts more up to date
4:55 pm:<Eddy> to make %AV_A1 work, is that complex ?
4:55 pm:<LS_Bill> the AV array is an indicator internally, and the only way to see the value of an indicator is to use the SHOW(AV) command inside your signal
4:56 pm:<LS_Bill> The %TOKEN feature used in the NOTE token or in the signal action setups, only knows about the Symbol
4:56 pm:<LS_Bill> there is no way for %TOKEN to see into the indicators
4:57 pm:<Eddy> so if i make it persistent, could i use instead %CL(MSFT_A1)
4:57 pm:<Eddy> or something like that, to display the Av value
4:57 pm:<LS_Bill> from the Symbol IRT can get to a lot of things, e.g. %V# or %T#, etc.
4:58 pm:<LS_Bill> the %TOKEN feature of IRT does no "see" any historical data, it only sees the symbol specific properties
4:58 pm:<Eddy> so no %CL(MSFT_A1) ?
4:58 pm:<LS_Bill> that why only certain tokens can be used as %TOKEN in annotations and such
4:59 pm:<LS_Bill> %CL(MSFT_A1) will give you the last price of the symbol MSFT_A1
4:59 pm:<Eddy> which is equal to the last value of the token AV_A1 attached to MSFT
5 pm:<Eddy> ?
5 pm:<LS_Bill> I would have to research this to be sure, I don't know the answer off the top of my head
5 pm:<Eddy> ok
5:01 pm:<LS_Bill> It's been almost a year since I thought about AV ;-)
5:01 pm:<Eddy> :-)
5:01 pm:<LS_Bill> no one else asks about it
5:01 pm:<Eddy> a pity ...
5:01 pm:<LS_Bill> I think we should just rename it hte EDDY token
5:01 pm:<Eddy> lol
5:01 pm:<Mike> i tried to use it
5:01 pm:<LS_Bill> ok how about the EDDYMIKE token
5:02 pm:<Mike> have to set it in separate backtest right?
5:02 pm:<Eddy> i still miss btw an historical AT token, for storing T#
5:02 pm:<Eddy> so that you can display custom text message near signal markers on a backtest charts
5:02 pm:<Mike> Duke wanted to store historically data also I recall such as EPS's etc...
5:04 pm:<Eddy> Bill, you had once a plan to do that by updating the trading Note marker, but it didn't work / not sure why anymore
5:04 pm:<LS_Bill> It's been awhile, my memory is a little fuzzy here
5:05 pm:<Eddy> i think one needed to make a link between the trading note marker and the TSYS indicator feature
5:05 pm:<Eddy> lets say you have a NOTE token type of message with a custom text : "long ES : pattern T#"
5:06 pm:<Eddy> with T" being managed by the live TSYS
5:06 pm:<Eddy> the idea was to be able to display such message near the entry signal marker on the charts
5:07 pm:<Eddy> an, in order to do that, one needed to adapt the trading note marker (currently only use for offline backtest) for live TSYS use
5:07 pm:<Eddy> still fuzzy ?
5:07 pm:<Mike> Eddy rec all the TSYS markers are very limited as compared to TI signal marker
5:07 pm:<LS_Bill> yes, but it's coming back to me now..
5:07 pm:<Eddy> :-)
5:08 pm:<Eddy> i always found a pity not to be able to add some custom text comments to a trading charts
5:08 pm:<Mike> me to
5:09 pm:<Mike> i wish TSYS would at least pull from the TI signal marker at least :)
5:09 pm:<Eddy> in fact, one can add %v# and t# in the text cell near a signal markers, but of course, you always get the latest T# contant, you need the trading note markers feature to store historical text..
5:10 pm:<Hayden> Bill, just to let you know, not a single crash today. I think it was the non symbol that was creating the problem
5:11 pm:<LS_Bill> well that's good to hear, 8.2 should be even better, especially when starting/stopping the feed
5:12 pm:<Hayden> Is there a way to turn off the window that asks if we want to start feed. If we are away at start of market, it's a disturbance
5:12 pm:<LS_Bill> what does the message say?
5:13 pm:<Mike> Bill maybe Eddy, in backtest I have a short and set stop to 676.9, but then is says stop higher then high using high price in detailed report
5:13 pm:<Hayden> It's a Yes/No window, something like Accept Feed....
5:13 pm:<Mike> surely no problem setting stop on short higher then a high.
5:14 pm:<Eddy> Mike, this is the good old rounding isue :-)
5:14 pm:<Hayden> I'm guessing it's an IB feature, but it obliges IRT users to be at their screen when the market starts
5:14 pm:<Mike> other shorts it sets stop ok hummm
5:15 pm:<LS_Bill> oh, hayden, you mean the message that IB issues when IRT connects?
5:15 pm:<Hayden> yes
5:15 pm:<Mike> what? better not be as it stops me out that bar and it should not Eddy?
5:15 pm:<LS_Bill> that's in the help
5:16 pm:<LS_Bill> you have to setup 127.0.0.1 in TWS as a trusted ip
5:16 pm:<Hayden> I thought I had it set that way. I'll check later. Thanks
5:16 pm:<LS_Bill> goto linnsoft.com/search and enter "trusted ip" in the searchbox
5:16 pm:<Mike> Eddy right other short stops and not in .9 hummm
5:17 pm:<MPx> so Bill can I download session specific data from DTNMA?
5:17 pm:<LS_Bill> sure, the data download window has been simplified recently, it starts the dl at the sessionstart
5:17 pm:<MPx> 4:30pm to when ever I get up
5:18 pm:<Hayden> Is Chad around?
5:18 pm:<LS_Bill> when you ask for last 1 day
5:18 pm:<MPx> on a 24hr session?
5:18 pm:<LS_Bill> yes
5:18 pm:<MPx> ok
5:18 pm:<MPx> will try
5:18 pm:<LS_Bill> the dl window shows you feedback of the starting and end date/times
5:18 pm:<Mike> Eddy can you verify and then help me explain to Bill about a 676.9 short stop problem they seem to have then?
5:18 pm:<MPx> I will send you a screen shot between collected live data and the download
5:18 pm:<MPx> so far this am it showed different data
5:19 pm:<MPx> basically missed all data from 4:30 yesterday to midnight
5:20 pm:<LS_Bill> as I said earlier, there is a special setup in Preferences: General, that will ignore holidays for overnight instruments
5:20 pm:<LS_Bill> since yesterday was a holiday, all trading yesterday is suppressed
5:20 pm:<MPx> yes tried that
5:20 pm:<LS_Bill> unless you use this checkbox
5:20 pm:<MPx> so it knows to suppress to midnight?
5:20 pm:<MPx> ok
5:21 pm:<LS_Bill> right, IRT holidays a DATES
5:21 pm:<MPx> k
5:21 pm:<LS_Bill> there is no time component to a holiday
5:21 pm:<Eddy> problem is that you ER data might be 676.900001
5:21 pm:<LS_Bill> it was a poor software design decision a long time ago
5:21 pm:<MPx> ah
5:22 pm:<LS_Bill> so to work around the holiday suppression, the option to ignore holidays for overnight sessions are added
5:22 pm:<LS_Bill> so that on the days following a holiday date, users with overnight instrument could see the trades for the holiday date anyway.
5:23 pm:<MPx> yes needed
5:23 pm:<MPx> thnx
5:24 pm:<Eddy> Bill, any news on Ninja side / u saw my brainstorming on that ?
5:26 pm:<LS_Bill> yes, I see some good ideas there, thanks
5:26 pm:<Eddy> great
5:26 pm:<LS_Bill> 8.2 will be out soon with further work on NT trading orders
5:26 pm:<Eddy> ok
5:27 pm:<LS_Bill> so you can submit strategy dynamically via a T# variable
5:27 pm:<LS_Bill> the order id issue is still puzzling me
5:27 pm:<MPx> im using NT on XP with 4 domes into TWS on OSX with IRT...works like a charm
5:28 pm:<LS_Bill> you must have two brains MPx, one for each platform ;-)
5:28 pm:<MPx> lol
5:28 pm:<Eddy> programming wise ? or the concept is not clear ,
5:28 pm:<Eddy> ?
5:28 pm:<LS_Bill> the order id must be unique id
5:28 pm:<Eddy> indeed
5:28 pm:<LS_Bill> which makes it hard to setup in advance in the trading order
5:29 pm:<MPx> which will take you to my setup ideas
5:29 pm:<MPx> lol
5:29 pm:<Eddy> bill : except when it is introduced by the user thru a t"
5:29 pm:<LS_Bill> I saved your email also MPx
5:29 pm:<Eddy> T#
5:30 pm:<LS_Bill> I want to make this usable to those who don't know about T#'s
5:30 pm:<Eddy> but i agree, otherwise, one need to generate it, easier is still to have for example hhmmss
5:30 pm:<Eddy> i agree Bill
5:30 pm:<MPx> basically just like you did the Fill Target Stop preset reserved V#
5:30 pm:<Eddy> you want to keep it "invisible"
5:30 pm:<MPx> helps tremendously
5:31 pm:<MPx> exactly
5:31 pm:<Eddy> just generate it invisible like xxhhmmss with xx = token name
5:32 pm:<LS_Bill> in the current release, IRT is generating the order id
5:32 pm:<Eddy> ?
5:32 pm:<Eddy> but a "cancel" order is not working...
5:32 pm:<Eddy> that's normal ?
5:32 pm:<LS_Bill> right, the problem is how to construct in advance a cancel order
5:33 pm:<Eddy> ok
5:33 pm:<MPx> look for pending
5:33 pm:<LS_Bill> I do
5:33 pm:<Mike> 12/30/2005 10:08:01 --- Set short stop at 676.4.
5:33 pm:<Mike> 12/30/2005 10:08:01 --- Set short target at 668.4.
5:33 pm:<Mike> 12/30/2005 10:10:40 STOP (676.4) higher than high. Using high price (675.4)
5:33 pm:<Mike> 12/30/2005 10:10:40 Stopped_S_2bars COVER 2
5:33 pm:<Mike> NO`H $675.4 $3,000.00 $(210.00)
5:33 pm:<LS_Bill> but there could be multiple order id's working
5:33 pm:<MPx> yes how about last pending
5:34 pm:<MPx> inst specific
5:34 pm:<Mike> stop is ok higher then a high
5:34 pm:<Eddy> most of the time, only one pending order per instrument
5:34 pm:<MPx> last order placed
5:34 pm:<LS_Bill> you could have both a stop and a target order working
5:34 pm:<Eddy> otherwise, it is normal to ask the user which order he wants to cancel, if several pending...
5:35 pm:<MPx> wait a second...AT you can select which order to cancel right?
5:35 pm:<Eddy> one OCA order = one order ID
5:35 pm:<LS_Bill> that's what IRT is doing now, it asks, unless there is only one order cancelable
5:35 pm:<Eddy> if you need to cancel a stop, then orderID is "STOP1"
5:36 pm:<Eddy> as long as you have referenced the strategy name (ie ID) used
5:36 pm:<Eddy> (the stop being part of the OCA order)
5:36 pm:<MPx> hmmm...that's why I originally suggested a way to import the NT strategies
5:37 pm:<MPx> a lot of work
5:37 pm:<MPx> *of
5:37 pm:<LS_Bill> IRT can get a list of strategy names from NT
5:37 pm:<MPx> would be NT specific though
5:37 pm:<MPx> ah
5:37 pm:<LS_Bill> each "destination" supported by trading order is very specific to that destination
5:38 pm:<LS_Bill> same architecture, many destinations with specific implementations
5:38 pm:<MPx> if IRT could follow or use those strategies wit would eliminate alot of setting up
5:38 pm:<LS_Bill> IRT has no "knowledge" about the strategies and what they do
5:38 pm:<MPx> yet!
5:38 pm:<Eddy> but IRT can tell NT to use some given strategies
5:39 pm:<MPx> a strategy in NT to IRT would be a trading system correct?
5:39 pm:<MPx> system*
5:39 pm:<Eddy> not sure i follow Daniel
5:39 pm:<MPx> if IRT sees the strategies as a "trading system" could IRT do exactly what NT does?
5:40 pm:<Mike> i found my stop problem :)
5:40 pm:<MPx> understand what I mean?
5:40 pm:<Eddy> you can program your NT strategies inside an IRT TSYS
5:40 pm:<MPx> right
5:40 pm:<Mike> it was my fault I used STOP as exit price when I should have used close in this case
5:41 pm:<Eddy> but IRT won't do it for you automatically :-
5:41 pm:<MPx> but have IRT import and follow NT's strategies as if it was a trading system
5:41 pm:<MPx> yes that is what I am suggesting
5:41 pm:<MPx> get it automatic
5:41 pm:<Mike> won't automatic Dan
5:41 pm:<MPx> up to Bill
5:41 pm:<MPx> build it and they will come
5:42 pm:<MPx> u can have IRT do exactly what NT does but you have to program it as a trading system
5:42 pm:<Eddy> asking too much Dan
5:42 pm:<MPx> not at all
5:43 pm:<MPx> if it's implemented with this in mind form the get go
5:43 pm:<MPx> it's quite simple actually
5:44 pm:<MPx> right now IRT can do it with PUF file imports right?
5:44 pm:<MPx> what's keeping us back other than a few dll lines
5:44 pm:<Eddy> not understanding really what you want to do Dan
5:45 pm:<Eddy> we have feedback as well from NT with DLL
5:45 pm:<MPx> right but the puf file import is still way ahead
5:46 pm:<MPx> IRT will follow exactly what NT is doing even if you only place trades on NT correct?
5:46 pm:<Eddy> Bill, i agree not easy to have IRT manage the orderID the "invisible" way / i would say you should "simplify thing" by telling that IRT manage the orderid as long as you have only one position open at max per instrument (or may be one max per strategy...)
5:48 pm:<LS_Bill> NT is so flexible, I did not want to impose restrictions on the IRT side
5:48 pm:<Eddy> what i propose use to be a NT restriction in the past
5:49 pm:<Eddy> you could start this way, and see how to improve then further
5:49 pm:<Eddy> might hard to have everything ok from the first beta
5:49 pm:<LS_Bill> maybe the order id could be a string that includes "strategy/symbol/userdata/hhmmss"
5:49 pm:<MPx> id such as stop 1 /2/3 and target 1/2/3
5:49 pm:<LS_Bill> the strategy and symbol are known to IRT when the order is submitted
5:49 pm:<LS_Bill> and the hhmmss could be tacked on to ensure uniqueness
5:50 pm:<Eddy> looks good
5:50 pm:<Mike> might need ms
5:50 pm:<Mike> and can IRT TSYS send and not use a NJ strategy?
5:50 pm:<LS_Bill> the user part could be something the user sets up inside the TOrder
5:51 pm:<LS_Bill> yes, Mike milliseconds would be better
5:51 pm:<Eddy> this would be the format when generated automatically by IRT
5:51 pm:<LS_Bill> yes, Torder can specify nothing for strategy and the order is just passed on to broker w/no management
5:51 pm:<Eddy> a naked order..
5:52 pm:<LS_Bill> so in the cancel order you could again specify the strategy and symbol and user datum
5:52 pm:<LS_Bill> and IRT would find the order id based on matching those
5:53 pm:<MPx> in NT one can cancel the order on a chart ref line.....
5:53 pm:<LS_Bill> the order id would be unique and if there were a need to distinguish which order within the same strategy/symbol then the user datum could be specified in the cancel order command
5:54 pm:<Eddy> looks good
5:55 pm:<MPx> u mean a pop up will ask " which order" would you like to cancel?
5:56 pm:<LS_Bill> no, in most cases, the trading order setup would contain all the info needed to uniquely id the order
5:56 pm:<MPx> ok as in stop 1/2/3 and target 1/2/3
5:56 pm:<Eddy> almost every case
5:56 pm:<Mike> Hi Martin, Nick, Christine :)
5:56 pm:<LS_Bill> right
5:57 pm:<Eddy> only other case I would imagine if one sent 2 naked orders / normally a very bad idea...
5:57 pm:<MPx> would become oco in that case no?
5:58 pm:<Eddy> yep
5:58 pm:<Eddy> you need oca/oco
5:59 pm:<Eddy> typically 2 breakout order out of trading range / buy STOP LIMIT & sell stop limit
5:59 pm:<LS_Bill> right, that's another code that IRT must submit to NT when grouped orders are sent
5:59 pm:<Eddy> indeed
5:59 pm:<MPx> yeah I use just stop...not stop limit
5:59 pm:<Mike> and NJ can accept 3 targets i think
5:59 pm:<MPx> yes
5:59 pm:<LS_Bill> IRT handles the OCA for grouped order with AutoTrader, have not yet implemented that for NT
6 pm:<Mike> and 3 stops
6 pm:<Eddy> 99% of the time, all OCA order manage inside a NT strategy
6:01 pm:<MPx> hmmm...I'm thinking of a easier way to get this asap up to as powerful at NT...
6:01 pm:<Eddy> but may be OCO checkbox might be use in some complex situation i guess
6:01 pm:<MPx> best I can think of is.....
6:02 pm:<MPx> Trading Strategy in IRT
6:03 pm:<MPx> Trading Order which will be come the invisible part
6:03 pm:<Eddy> yep, may be when order managed by TSYS, OCO box useful
6:03 pm:<MPx> how tough would that be Bill?
6:04 pm:<Eddy> btw, in this case, we still need to have it set a custom orderID (with another format tahn previously mentioned) by a TSYS...
6:04 pm:<LS_Bill> why is that?
6:05 pm:<Eddy> when the user control thru a TSYS the order ID, he need to ba able to knwo the orderid before it is generated, so that he can use it later for change order type of command
6:06 pm:<Eddy> or he need to be able to automatically retrieve the orderID genrated by IRT
6:06 pm:<Eddy> within the TSYS
6:06 pm:<Eddy> already more complicated
6:08 pm:<Eddy> a TSYS need to be able to generate actions involving a startegy ID and an order ID, so it looks more easy to control these ID within the TSYS
6:08 pm:<Eddy> not sure i am clear here..
6:08 pm:<Eddy> but vital point for sure for fully automated trading system with no manual intervention..
6:08 pm:<LS_Bill> the trading order setup dialog already has a setup for the strategy to be specified, and it has a symbol setup
6:09 pm:<MPx> right that's why I think we can eliminate alot of this by having IRT with it's own "trading strategy" setup section...this would simplify and make everything global...no set up except strategy names with user default order preferences( size,stop,target)...the way NT does it right now
6:09 pm:<MPx> right now?
6:09 pm:<Eddy> ok, but just leave the ability to have a custom V# or T# inside the orderID reference...
6:10 pm:<MPx> u mean I can have IRT trigger NT's strategies?
6:10 pm:<LS_Bill> the order id will be a concatenation of strategy name, symbol, userdata, hhmmssms
6:10 pm:<Eddy> what do you mean by userdata : a v# or t# possible here ,
6:11 pm:<Eddy> ?
6:11 pm:<LS_Bill> the first three can be specified in the trading order, the hhmmssms is tacked on only to satisfy NT that orderid be unique
6:11 pm:<Eddy> if yes, no issue :-)
6:11 pm:<LS_Bill> yes, this user data is a "string" data item, itcould be "STOP" or it could be "T#1"
6:11 pm:<Eddy> great :-)
6:11 pm:<Eddy> looks good :-)))))))
6:12 pm:<LS_Bill> so when you submit a stop order for strategy mystrategy the order id is mystrategy_esh6_stop_0931337
6:13 pm:<LS_Bill> you could then create a trading order to revise that stop order by using the same "stop" userdata
6:15 pm:<Eddy> looks good
6:15 pm:<MPx> "create" is what I'm trying to avoid
6:15 pm:<MPx> lol
6:15 pm:<MPx> by taking "Trading Order" up a notch to"Trading Strategy"
6:16 pm:<MPx> set stop 1/2/3 and target 1/2/3
6:16 pm:<LS_Bill> mpx the whole idea is that you create only once, once the TO's are setup you reuse those same trading orders over and over again
6:16 pm:<Eddy> indeed
6:16 pm:<MPx> right but can you creat them in IRT as Standard trading orders?
6:17 pm:<Eddy> that's one step further in term of integration
6:17 pm:<Eddy> lets wait first to have the first basic step
6:17 pm:<MPx> bypassing us needing to get into V# T#
6:17 pm:<LS_Bill> I'm trying to provide a way to tap into the power of NT using the power of IRT without reinventing NT inside of IRT
6:17 pm:<LS_Bill> make sense?
6:17 pm:<MPx> no reinvent...mimick
6:17 pm:<Eddy> 101 %
6:18 pm:<MPx> easier for you
6:18 pm:<MPx> elimintates alot of code
6:18 pm:<LS_Bill> the V# T# stuff is not necessary for most users I think
6:18 pm:<Eddy> wont be indeed
6:18 pm:<Eddy> only if you use TSYS
6:18 pm:<LS_Bill> Eddy wants to be able to dynamically adjust the strategy within TSYS without having to create trading orders for each strategy
6:19 pm:<MPx> exactly
6:19 pm:<Eddy> thats automatd trading - the relaxing way
6:19 pm:<LS_Bill> to simplify the setup requirements for a tsys that dynamically adjusts the stragegy based on IRT logic
6:19 pm:<Eddy> you program / IRT takes the decision
6:19 pm:<MPx> standardizing trading orders
6:20 pm:<Eddy> should be easy to do, save them as presets, import it thru a chart export/import...
6:20 pm:<MPx> what we're doing now is hte underlying work for what NT domes on the surface
6:20 pm:<LS_Bill> alot of people will just use chartbuttons to do everything, visual traders...
6:20 pm:<MPx> *does
6:21 pm:<Eddy> oops / presets are gone / Torders fully adult objects these days :-)
6:21 pm:<MPx> I'm trying to suggest a way to skip steps
6:21 pm:<LS_Bill> yes, they grew up ;-)
6:21 pm:<Eddy> nice move / to simplify life
6:21 pm:<LS_Bill> so did signal actions
6:21 pm:<LS_Bill> they both were promoted to "object" status
6:21 pm:<Eddy> indeed
6:22 pm:<Hayden> Gotta go. Goodnight all
6:22 pm:<MPx> nite
6:22 pm:<LS_Bill> the new Trading Order Desk is the best way now I think to view/edit/create trading orders, even submit them
6:23 pm:<LS_Bill> have you used that much yet Eddy?
6:23 pm:<MPx> could that be taken up a notch to Trading Strategy Desk?
6:23 pm:<MPx> thats what I trying to get across here!
6:23 pm:<Eddy> i am mainly TSYS guy
6:24 pm:<Eddy> bu saw them
6:24 pm:<LS_Bill> The strategies exist on the NT side
6:24 pm:<MPx> once all Trading orders presets are set...one can manage trading strategies
6:24 pm:<Eddy> and thats the beauty if ninja
6:24 pm:<MPx> by only adjusting size/stop/target
6:25 pm:<LS_Bill> well, the IRT "Trading System" is really the place where everything comes together into a trading system
6:26 pm:<Eddy> Dan, what do you want IRT to mange in term of trading strategies ?
6:26 pm:<MPx> right and can that be used to mimmick NT's strategies?
6:26 pm:<MPx> all that NT cando on a Super Dome
6:27 pm:<Eddy> if you want only to be able to move a target line on your chart, and sent the change order to NT? that we should be able to get
6:27 pm:<LS_Bill> yes
6:27 pm:<MPx> yes
6:28 pm:<Eddy> ok
6:28 pm:<LS_Bill> but we're not there yet. At present NT does not provide access to Stop and Target for a running strategy
6:28 pm:<MPx> so IRT's can basically replace NT's function
6:28 pm:<Eddy> so tahts clear / we jsut need to clarify first order id and startegy id management...
6:28 pm:<LS_Bill> their API does not provide it
6:28 pm:<MPx> yeah I know..I was hoping we could consolidate as we go
6:28 pm:<Eddy> not yet
6:28 pm:<Eddy> this will come...
6:29 pm:<Eddy> ok / very nice brainstorming chat...
6:30 pm:<LS_Bill> time for me to head home, my brain needs a rest ;-)
6:30 pm:<Eddy> lol
6:30 pm:<MPx> Eddy you want more power..I want more tranparent trading LOL
6:30 pm:<Eddy> same direction..
6:30 pm:<MPx> I don't ever want to open IRT's V3 or T3 section ever again
6:30 pm:<MPx> yes
6:31 pm:<MPx> V# T#
6:31 pm:<Eddy> have a good evening :-)
6:31 pm:<MPx> bonne soiree
6:31 pm:<Eddy> bye bye
6:31 pm:<MPx> ciao
6:31 pm:<LS_Bill> bye