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Problem NT can't reconnect after 24h disconnect
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Problem NT can't reconnect after 24h disconnect

  #1 (permalink)
Just starting out...
germany
 
Futures Experience: None
Platform: MT4, NT, MC
 
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Posts: 19 since Sep 2009
Thanks: 16 given, 4 received

Problem NT can't reconnect after 24h disconnect

Hi,
I have a problem with the 24h disconnect of TWS(IB). I placed it at 07:00 German time and handled it from TWSstart that it restarts TWS right after it disconnects.
NT however has a problem reconnecting back to TWS.
Since this should be a noobproblem I would like to know how you guy handled this problem…


sis

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  #2 (permalink)
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siscop View Post
Hi,
I have a problem with the 24h disconnect of TWS(IB). I placed it at 07:00 German time and handled it from TWSstart that it restarts TWS right after it disconnects.
NT however has a problem reconnecting back to TWS.
Since this should be a noobproblem I would like to know how you guy handled this problem…


sis

I handled it by dumping IB (and TWS) and switching to Amp and Zen Fire. This was just one of many, many annoying and stupid problems with NinjaTrader and IB. Since I stopped trading equities and moved to futures only, I really no longer needed (nor wanted) IB.

As a plus, Zen has superior data and far superior integration with Ninja.

There was a hack around somewhere (try google) to modify the IB TWS .ini file somewhere to trick it into never forcing an exit/close. But it was a poor hack, you had to re-hack each time you made any changes inside of TWS.

Mike

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  #3 (permalink)
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Hack or not, it will not change the fact that if TWS is not restarted every days, after 2 or 3 days open, strange things happens. I used to modify by hand the logout time, but I was always losing the datafeed.

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  #4 (permalink)
Just starting out...
germany
 
Futures Experience: None
Platform: MT4, NT, MC
 
siscop's Avatar
 
Posts: 19 since Sep 2009
Thanks: 16 given, 4 received

well that is bad...
isn't that a nogo? there has to be a solution since so many people use NT on IB for automated trading.
i am a CFD kid who changes from MT4 to NT. Till now NT didn't make that a good impression.
MT4 can't go on stocks and thats where I wanted to go.

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  #5 (permalink)
Administrator: Retired Backtester
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Posts: 3,366 since Jun 2009
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For stocks, IB still a good solution.
You don't trade stocks 24/24 5/7, so restarting TWs once a day is not a problem.
And are you ready for a full automated trading system, without an eye on it, just to check that all is fine ? Very risky...

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  #6 (permalink)
Just starting out...
germany
 
Futures Experience: None
Platform: MT4, NT, MC
 
siscop's Avatar
 
Posts: 19 since Sep 2009
Thanks: 16 given, 4 received

I have found a solution it is called "IBControllerV2_6" will test it next week. This tool should deactivate the 24h shutdown so NT will not loose the connection.

I am auto trading with MT4 on FX and DAX. I see stocks as the "high-end" of trading and hope to get a foot there soon.
My auto trades have a lot of different exits strategies and money management included. I find it however very hard to write/compile it into NT since NT is really bad on backtesting. If you want to backtest something tickbytick I have to include this feature in my code and I am concentrating on that instead on my strategies. My homebase is MT4 and it is easier realized there. It automatically backtest tickbytick without modifying the code. But MT4 broker are in major marketmaker and I really want to get serious in trading and can’t see that when the broker is playing with you only because they are on the other side.
So I was hoping to find the solution in NT since this software supports:
-tickbytick backtesting (even when you have to modify the code)
-crossmarket strategies
-multitimeframe strategies
-global variables
-…
There aren’t a lot of SW out there what supports this features. I have tried amibroker but I can’t seem to get familiar with the language. Amibroker has portfolio backtesting which I think is a nice feature.


It would help me a lot if anyone can give me a hint how I can backtest tickbytick (or minute by minute) without changing my code or only with little modification.

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