- ago


- 1-4 - all stocks, no futures positions, but I have one in real.
- 2-4 - the same ticker, now 3,4 look similar, yesterday all three for the same ticker looked different.
- 1 - I don't have one. Something from the past (as I've suspected above - something about t+0, t+1, t+2, I guess).
- 4 - profit looks real.
- Zeroes in Buying Power, Account value, Cash looke weird.
- 5 - don't know what is displayed here - this sum doesn't look famitiar to me.
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- ago
#1
I'll have a look later, will let you know if I find something. Making no promises due to QUIK's highly convoluted nature.

QUOTE:
- Zeroes in Buying Power, Account value, Cash looke weird.

For futures, only Buying Power can be shown.
For equities (stocks), Account Value and Cash will be shown but not Buying Power.

QuikSharp is a nice open source library but it's work in progress and doesn't implement all QUIK's features yet.
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#2
Thanks, Eugene.
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#3
Another known limitation: basis price / last price is not returned for futures positions.
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#4
I see. I thought last price was from SDP.
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#5
Right. Currently, getting an instrument's last price is disabled in the QUIK broker provider because it's unreliable - I experienced random freezes when making calls to QuikSharp's method in charge.
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#6
Although I couldn't reproduce your T0..2 woes, please look forward to some fixes made to QUIK in Accounts in Russia build 14.
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#7
Oh, I like Russian Extension updates). Thanks a lot!
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#8
You're welcome. Please update to build 14 of the Russia extension and see if there's any improvement.
https://www.wealth-lab.com/extension/detail/Russia#changeLog
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#9
Thanks.

QUOTE:
- 1-4 - all stocks, no futures positions, but I have one in real.
- 2-4 - the same ticker, now 3,4 look similar, yesterday all three for the same ticker looked different.
- 1 - I don't have one. Something from the past (as I've suspected above - something about t+0, t+1, t+2, I guess).
- 4 - profit looks real.
- Zeroes in Buying Power, Account value, Cash looke weird.
- 5 - don't know what is displayed here - this sum doesn't look famitiar to me.


Everything is where it was in build 13). I can't see any changes (I'm sure build 14 is installed).
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#10
Sorry to have not meet your expectations. Maybe having a specific account setup (as we discussed before) plays a role. Note that some limitations exist (quoting the built-in help):

- In Accounts window, basis price / last price are not displayed for futures positions.
- In Accounts window, only Buying Power can be shown for futures and Account Value and Cash for equities (stocks).


In my testing I saw positions correctly appearing and disappearing from the Accounts window, Account Value figures matching QUIK, no stuck positions from the past (neither stocks nor futures) etc.
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#11
QUOTE:
- In Accounts window, basis price / last price are not displayed for futures positions.
- In Accounts window, only Buying Power can be shown for futures and Account Value and Cash for equities (stocks).

I remember this, these look like minor issues now.

QUOTE:
In my testing I saw positions correctly appearing and disappearing from the Accounts window, Account Value figures matching QUIK, no stuck positions from the past (neither stocks nor futures) etc.

You know, I've just tried to do the same - I open a position - It appears and it's ok, then I close the position and it's dissapears. So everything is ok with this. Although with stocks only. And I can't still see new futures positions. And as I've already said - those issues with trippled postions and and seeing positions already closed.

I have United Cash Position (not sure how it's called in English), maybe it effects somehow.

And I'll do some more experimenting. As seeing positions just opened or closed works fine.
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#12
I've just tried things like: open positions when both WL7 and Quik are open and close when only Quik open, or open when only Quik open - looks like WL7+Quik works fine with new position on stocks.

Previous position and futures - as described.
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#13
QUOTE:
I have United Cash Position (not sure how it's called in English), maybe it effects somehow.

It's called unified cash position. That's a good clue. Provider was tested in separate accounts.
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#14
I've also contacted Yuri to help with our issues. He said Quik junior works with t+0 only and this can be the reason for differences in what I see and what you see. Maybe you could open demo account in one of Russian brokers to use demo account with mature Quik?

Yuri also offered his help - something like consulting with our issues I guess. So please feel free to accept it - I think it will help us to overcome issues described in a more efficient way.
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#15
Never knew that production QUIK could be run with paper trading credentials but it's worth a try. I'll put this in the queue for later.
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#16
I'm investigating it. Turns out that the duplicate position entries are due to T+0,1,2. That "something from the past" from your question post was indeed a T+0 something.
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#17
I'm not good at all those t0, t1, t2, account numbers, firm numbers, etc). I set it once with much googling and support asking maybe. Then I prefer not to touch it).
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#18
Yep, the instruments trade differently on MOEX: for example, stocks @ T+2, bonds from T+0 to T+2 etc. Since an equity account can be used to hold various assets like stocks, corp. and govt. bonds we cannot differentiate between the instrument classes. I guess the way to handle this is to request the balances for futures accounts as T+0 (that's what the provider's already doing) and other accounts as T+2. I'll also get rid of the duplicates in upcoming build.
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- ago
#19
Thanks
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#20
Among changes and fixes in the upcoming build:

+ Instead of hardcoding for T+2 I decided to add a choice for T+0, T+1, T+2 and Tx to switch them on-the-fly (Order Manager > QUIK > Configure...)

+ Re-enabled obtaining the current price for positions in Accounts. Currently, it's only requested via the Streaming provider i.e. requires you to define all instruments in QUIK's data export window. There's a facility to request them on demand from QuikSharp but it got stuck in QUIK Junior so I disabled it. Now in live trading version of QUIK I'm no longer seeing those freezes - let's see how it works.

This should improve the account balances but I'm still working on it, so your feedback will be appreciated.
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#21
Thanks, I'll take a look.
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#22
Russia B25 is ready with the fix.
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#23
I've already scheduled to look at it), yes. Thanks.
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#24
Positions are fine now, thanks.

But orders... all ther orders I send usning Order Manager get Placed state no matter the data are correct or not, the ticker does not exist, the price is out of bounds, wrong account - they all get Placed state, CancelPending state after trying to cancel. No feedbeck or any reaction from Quik, no orders or errors appear.
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#25
Upd.: 1 second, I need to check something...
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#26
How does the "QUIK Settings" dialog look like? Sounds like "QUIK Junior" is checked while you're connecting to a live QUIK.
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#27
Yes, the Connect button for Quik in Order Manager was inactive by default, so I had to change configuration options to make it active... including checking Quik Junior checkbox.

After unchecking everyhing works fine in this area - I mean positions, even Profit values are up-to-date, wow! with no need to set export for every ticker manualy in Quik)).

I like it. This looks like being ready for things like manual order sending or Daiy+ strategies trading. Still need some testing for smaller bugs maybe.
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#28
QUOTE:
even Profit values are up-to-date, wow! with no need to set export for every ticker manualy in Quik)).

Glad you like it. Yes, having to set up the export from QUIK before was quite cumbersome. Thanks for the feedback. Let me know if you got requests or fixes for QUIK on your mind.
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#29
As I've mentioned before Quik (+Finam HDP) looks ready for Daily+ trading.

But there are things to be done (and/or tested) to make it ready for intraday trading. So it's streaming at least. And there are two points about streaming:

- The one that you have in your extension did not work fine when I tested it, like having to restart platforms from time to time (Quik is not an app you would like to restart too oftern), not being able to start streaming for a ticker by an unknown reason and other issues.

- Setting per symbol (per symbol-TF actually I guess) export is not convenient at all).

So I see at least these two as tasks if you want your extension to be ready for intraday trading.
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#30
About convenient export:

Some traders make there strategy for a certain symbol (like a certain futures), so they may be happy when you just fix streaming (leaving adding a ticker-tf export the way it is now) - as they need to set an export for let's say just 5-20 combinations.

But my approach is to trade many tickers with the same strategy (like 250 stocks etc.), which correlatest to WL7 approach a lot I guess, so for me and for traders like me the conveniance will be important too.
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#31
I recall your QUIK intraday data/streaming woes. Perhaps a solution may emerge if provider would subscribe to QuikSharp's methods for getting data rather than rely on QUIK's built-in data export (a.k.a. named pipes). Since this looks like a medium effort you could create a feature request.
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