- ago
Since a few weeks now, I have issues in Strategy Monitor when I need to submit FNGU signals to IB via the Order Manager (place order). No errors are logged in the order manager, It looks more like the order is not even submitted to the API. Other Symbols like LABU, TQQQ, SOXL etc. never show this behavior.

Submitting signals out of the FNGU backtest always works without any issues and the order is also confirmed in the order manager log.

Here's a sample strategy. Maybe you are able to reproduce the error.

0
386
Solved
9 Replies

Reply

Bookmark

Sort
Cone8
 ( 25.44% )
- ago
#1
The usual reason is that the position size is calculated to be too large for the account's buying power.

100% Equity of 5000? What's the backtest equity? What's the data range? What's the real account size?

You can bypass all those questions if you have the following option selected:
Preferences > Trading > Portfolio Sync > Use Broker Reported Account Value...

.. and if that preference is enabled (checked) AND it's a cash account, try something slightly less than 100%, like 98%.
0
- ago
#2
Buying Power is big enough and it is a margin account. I have checked that before as well, also by submitting an an extremely large FNGU Position (exceeding the buying power), but the problem isn't related to the IB account.

The same trade to IB, out of a simple Backtest via the Order Manager should also be denied (which isn't), if the problem is a the IB API, the IB gateway or the IB account, right?
0
Cone8
 ( 25.44% )
- ago
#3
Are you polling for 60-minute bars in the Strategy Monitor? That won't work right now. If you use 60-minute bars, you should use the Streaming Bars option.

If that's not it, give me something to work with.. Strategy Monitor settings, the S. Mon. Log file on the right side, and a copy of the Trading Preferences.
0
- ago
#4
Here are the SM settings I have used:

0
- ago
#5
Well, your end date 06/29 explains that the signals have stopped. Today is July 3rd 🤷‍♂️
0
Best Answer
Cone8
 ( 25.44% )
- ago
#7
Right!
If you're going to use a Date Range, make the "to Date" FAR in the future - like 31.12.2030 would work just fine.
0
- ago
#8
The end date has no influence. If I get the exact same buy order in a Backtest from Friday, then I can transmit it on Monday (Today). For some reasons, FNGU Orders through the SM aren't submitted to IB.


I suggest that we wait until Wednesday/Thursday. There will surely be another buy order so you can check it easier.
0
Cone8
 ( 25.44% )
- ago
#9
The last date that's returned in the Strategy Monitor does matter. When the Strategy runs in the S. Monitor, you actually won't get an "old" date - the data will update to the scheduled Run Time. You didn't get an alert for today because the strategy likely didn't signal on Friday, 6/30.

In other words, you actually can't control that last date like you can in the Strategy Window. Although the initial data load will respect the specified Date Range, the Strategy Monitor updates the data to the most-recent date/time before it runs the strategy.
0

Reply

Bookmark

Sort