1. I am trying to use the wizard ONLY and strongly prefer to not get in the coding. My order is created as part of the strategy by the wizard.
I want to make sure I completely understand your answer. Since I am using 6 second bars, does it mean that the order will stay alive for a maximum of 6 seconds. for exammple, if the order was submitted at 2.4 seconds into the bar, the order will be cancelled after 3.6 seconds if not filled. AND WILL NOT BE AUTOMATICALLY RESUBMITTED.
2. Since i am using 6sec bars, i want to see seconds on the x axis of the chart. It shows only minutes. How do I show seconds.
Without programming, what kind of time settings (other than day or gtc) are possible on the automaticaly generated orders from a strategy.
3. Idealy i would like to include in my strategy CANCEL THE ORDER IF NOT FILLED IN 'x' seconds. x can be a numeric value or a numeric value determined by volatility.
4 How are market orders automaticaly generated by a strategy submitted to IB?
5.IB submits market orders as limit, cancels them if not filled and resubmits them at the new price where they will fill. I have seem market orders at IB not getting filled. If a market order is not filled by the end of the bar, does nt automatically cancel it or what else happens?
6. As you know IB filters it ticks. I have collected over 2 months of data from ib by letting the 6 second charts run during the market hours. Has NT stored every tick that came from IB or just the ohlc and vol for each 6sec bar.
7. order execution on historical data collected as above on 6 sec bars is SIGNIFICANTLY OFF from the real time results using another program. One can clearly see the conditions for an order completely met on the chart in nt, but the order is not placed.; exactly at the same split second my other program placed the automaticaly generated order with ib in real time and the order executed.
It seems that nt fails to submit ordres (looking at the historical charts) about 25% of the time. The behavior seems random and is especially pronounced when the order condition lasts less than two 6sec bars? Can you please explain your experience? IS THERE A FLAW IN NT DESIGN THAT MAKES IT FLAKY ON SMALLER TIME FRAMES?
IS NT NOT SUITABLE FOR SUB-MINUTE TRADES? ARE THERE SOLUTIONS?
8. in order handling using wizard, can you please share the EXACT, NOT VAGUE, difference quantitatively between default and liberal?
9 in order handling using wizard, can you please explain EXIT ON CLOSE--TRUE/FALSE.? is it close of the day or the bar? If bar, should the stting be on false to immediately execute the exit order generated by the strategy from the wizard
I want to make sure I completely understand your answer. Since I am using 6 second bars, does it mean that the order will stay alive for a maximum of 6 seconds. for exammple, if the order was submitted at 2.4 seconds into the bar, the order will be cancelled after 3.6 seconds if not filled. AND WILL NOT BE AUTOMATICALLY RESUBMITTED.
2. Since i am using 6sec bars, i want to see seconds on the x axis of the chart. It shows only minutes. How do I show seconds.
Without programming, what kind of time settings (other than day or gtc) are possible on the automaticaly generated orders from a strategy.
3. Idealy i would like to include in my strategy CANCEL THE ORDER IF NOT FILLED IN 'x' seconds. x can be a numeric value or a numeric value determined by volatility.
4 How are market orders automaticaly generated by a strategy submitted to IB?
5.IB submits market orders as limit, cancels them if not filled and resubmits them at the new price where they will fill. I have seem market orders at IB not getting filled. If a market order is not filled by the end of the bar, does nt automatically cancel it or what else happens?
6. As you know IB filters it ticks. I have collected over 2 months of data from ib by letting the 6 second charts run during the market hours. Has NT stored every tick that came from IB or just the ohlc and vol for each 6sec bar.
7. order execution on historical data collected as above on 6 sec bars is SIGNIFICANTLY OFF from the real time results using another program. One can clearly see the conditions for an order completely met on the chart in nt, but the order is not placed.; exactly at the same split second my other program placed the automaticaly generated order with ib in real time and the order executed.
It seems that nt fails to submit ordres (looking at the historical charts) about 25% of the time. The behavior seems random and is especially pronounced when the order condition lasts less than two 6sec bars? Can you please explain your experience? IS THERE A FLAW IN NT DESIGN THAT MAKES IT FLAKY ON SMALLER TIME FRAMES?
IS NT NOT SUITABLE FOR SUB-MINUTE TRADES? ARE THERE SOLUTIONS?
8. in order handling using wizard, can you please share the EXACT, NOT VAGUE, difference quantitatively between default and liberal?
9 in order handling using wizard, can you please explain EXIT ON CLOSE--TRUE/FALSE.? is it close of the day or the bar? If bar, should the stting be on false to immediately execute the exit order generated by the strategy from the wizard
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