- ago
I cannot put rotation strategies into the strategy monitor.
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- ago
#1
At least the error message you should be getting suggests that. Is there something we could make to improve/clarify the message?

0
- ago
#2
ok, its a feature, not a bug ;-)
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Glitch8
 ( 10.62% )
- ago
#3
Because Rotation Strategies need to execute on the full compliment of symbols, and the Strategy Monitor executes in batches as new symbol updates are detected, it was not possible to get them working in the SM.
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- ago
#4
If I understand this limitation correctly, programs that use constructs such as

CODE:
            foreach(string symbol in DataSetSymbols)             {


That rotate though symbols cannot be used in Strategy Monitor, and therefore cannot be set to run automatically either for a daily strategy or a realtime strategy?

In addition to the above I have multiple strategies that loop through positions such as

CODE:
               foreach (Position pos in lstClosedPositionsPortfolio)                {                   //Skip symbol position if not correct type for loop                   if (pos.Symbol == symb && (n == 0 && pos.PositionType == PositionType.Long                                || n == 1 && pos.PositionType == PositionType.Short))                   {


Does rotation through positions work in the Strategy Monitor?

Of course this may be a moot point because preceding this code I have

CODE:
            foreach (string symb in ds.Symbols)             {


Which I presume would be classified as Symbol Rotation....

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Glitch8
 ( 10.62% )
- ago
#6
The reason that it's not supported is that Rotation Strategies need to run all their symbols in one batch in order to get correct results.

The SM can run the Strategies in multiple batches of symbols during a single Run, in order to most efficiently make use of resources.
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- ago
#7
So how do I automate Rotation Strategies to run at a regular time?
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Glitch8
 ( 10.62% )
- ago
#8
There's no good way to accomplish that now. I do have some ideas, maybe a #FeatureRequest is in order? We'd need to build some new smarts into the SM so it can execute a Rotation Strategy only in once batch, once all of the data is available.
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#9
@Glitch I think that's a good idea.

It seems to me that daily and real-time trading have different requirements and complexities. The Strategy Monitor changes of V7 seem now to be much more oriented to serve real-time trading but have limited what you can use the Strategy Monitor for.
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- ago
#11
A search on this gave nothing, altough I'm sure it is discussed somewhere.
So if we keep this title, people can from now on find the answers.

Want to autotrade on a TWS demo account but it seems impossible to do this with a rotation strategy, right?

But even manually I don't see an easy way to do this.
There is no list or button to stage or place orders.

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Cone8
 ( 4.98% )
- ago
#12
EDITED by Eugene: merged Dirk3000's duplicate thread with this existing topic.
---------

It's been discussed a few times, but this topic has the definitive answers.

How to do it?
1. Run it in a Strategy Window
2. See the Signals view (if there are signals) to select the broker and Stage/Place.
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Best Answer
- ago
#13
Thanks Cone. Remind to all: with a monthly or weekly rotation you will only see the list once a month or once a week. Took me a minute to find out.

So to test, I changed it to daily rotation.
Then I saw 2 signals. When clicking on 'place order' , WL shut down.

The first time I got an error window. I didn't read all but I think it is about the TWS connection.
The second and third try, the error window doesn't show up anymore.
Only the message: 'WL doesn't work anymore' and closing the program is the only option.

PS (edit): it probably has to do with windows 8 (old pc) or the TWS demo.
With recent pc and real TWS account, it doesn't give the error.
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Cone8
 ( 4.98% )
- ago
#14
Are all your builds up-to-date?
Is your IB account selected on the Signals view before you hit Place?

It would be good to get a screenshot of that error, if possible.
0
- ago
#15
An update to the latest TWS version seems to solve it.
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