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PostPosted: Fri Aug 29, 2008 11:38 am 
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Which ones? This seem to be your first post here :wink:


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PostPosted: Fri Aug 29, 2008 12:29 pm 
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Joined: Tue Apr 29, 2008 6:01 pm
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And where can one get an answer to this question?

"I'd also be interested in connecting OQ to RealTick.
In Tools/Options/Configuration/Providers/Built-in there is SmartQuant.TAL.Realtick but it is not marked.
Is that connection available? How?"


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PostPosted: Fri Aug 29, 2008 2:42 pm 
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We would need a test account to check TAL provider and to develop it into live data / execution provider. You are welcome to share it with us if you want to trade with TAL and OQ.

Regards,
Anton


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PostPosted: Mon Sep 01, 2008 9:10 am 
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Joined: Wed Aug 13, 2008 12:16 pm
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IB offers a complete papertrading account. I have not yet utilized this extensively, but in my brief use so far, it is helped me to find things that OQ's papertrading didn't have. This papertrading account can be activated on IB's website. Then you login to TWS using the paper username and password, and connect your OQ to that TWS.

Just be extremely, extremely careful that you connect OQ to a TWS running the paper account, not your real account, for obvious reasons.


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 Post subject:
PostPosted: Fri Sep 05, 2008 6:16 pm 
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I've been using OQ to give me signals which I've traded manually with success.

I do have a complaint.

My program has shown itself to be smarter than me.

It can be frustrating. For example, I liquidated before it gave a signal as my experience told me to get out of a position as the trend was about to reverse. Well the price dropped hard right after, so I felt justified. Then it continued up for another hour before my program sold for a much larger profit.

I've created a monster.

I would like to say thank you to the OQ team and every helpful forum poster.

Not that I'm going anywhere, now that the concept has been proved in my mind the real work begins.


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PostPosted: Fri Sep 05, 2008 9:17 pm 
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This is perhaps the hardest part of executing an automated system -- trusting it and letting it work, uninterrupted.


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 Post subject: How to handle dividends?
PostPosted: Tue Mar 31, 2009 12:07 am 
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When your strategy is runing live, how can it understand dividends? more precisely, how to know it is time to adjust the prices before dividends?

most of our strategies are probably based on some indicators based on historical prices. To make these indicators comparable with current market price, we often adjust the historicle price and store them in the database (if the data is from yahoo, it is adjusted already by default). and since dividends are not so often, we don't need redo the calculation everyday until new dividends come. How do you guy enable your strategy to know it is time to re-calculate the historical prices?

Thanks.

_________________
Jack Lenard


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PostPosted: Tue Mar 31, 2009 6:32 pm 
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jackla wrote:
When your strategy is runing live, how can it understand dividends? more precisely, how to know it is time to adjust the prices before dividends?
most of our strategies are probably based on some indicators based on historical prices. To make these indicators comparable with current market price, we often adjust the historicle price and store them in the database (if the data is from yahoo, it is adjusted already by default). and since dividends are not so often, we don't need redo the calculation everyday until new dividends come. How do you guy enable your strategy to know it is time to re-calculate the historical prices?
Thanks.


You would have to handle this with your own custom code, including monitoring from some dividend data source so your code knows when a dividend happened. Depending on your strategy it may not be worth all the effort, and even counter-productive (see old post: http://www.smartquant.com/forums/viewto ... 8587#18587).


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 Post subject:
PostPosted: Wed Apr 22, 2009 7:16 pm 
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Posts: 52
I wanted to add to the topic on the original question about running live. I have been running live with dozens of automated trades per day for 5 months now and the system has had virtually no errors or breakdowns. I am very happy with it. Ported over from TradeStation/Ninja Trader combo into IB and have found OQ to be much more stable. No trouble with stuck orders or connections (once I hit upon restarting my system each day). I keep my ordering very simple - enter an order, cancel after specified amount of time, re-enter order if necessary. Good luck to all.


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PostPosted: Thu Jan 26, 2012 12:32 pm 
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Joined: Sun Oct 30, 2011 12:12 am
Posts: 220
Anyone would like to share their experience running live strategies?
What's your best uptime with OQ live?
As my recent posts can attest, I'm preparing my strategy to go live.

Thanks!


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PostPosted: Mon Aug 06, 2012 11:54 am 
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Joined: Mon Oct 04, 2010 5:13 pm
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PBJ,

I don't know if you got the answer yet :). We run OQ with IQFeed (historical) and IBKR (real-time and execution) on a weekly basis - i.e. start on Monday and close it on Saturday (morning after last trading day). So far we didn't encounter any problems with that. But please note that we always stop the whole system on weekends. So the uptime is about 120-140 hours weekly.

Ed


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PostPosted: Thu Aug 16, 2012 3:01 pm 
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Hi edwardgonen,

Thanks for your feedback. We've been running live since April 1st, using IB for historical (indicators warm-up) data, live data and execution with 1 machine (1 VM actually), trading a short term strategy on 8 spot FX pairs and recording the quotes.
We actually have the same weekly process: we shutdown OQ during the weekend and often execute some maintenance related to our clients accounts (using a Financial Advisor account at IB), then restart on Sunday before the market opens. We don't rely on OQ's "persistent" orders/positions storage: we store our positions every minute in a file that is reloaded at startup if desired (using Portfolio.Add()). We've had some issues but are generally happy the way things currently work.

Regards,
PBJ


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PostPosted: Thu Aug 16, 2012 3:29 pm 
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Interesting that we also keep positions in own file...


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PostPosted: Thu Aug 16, 2012 3:39 pm 
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For simple strategies, it's a simpler approach.

I also coded an independent, external "Trading Monitor" tool that checks that the positions file has been modified less than 1 minute ago.
If it hasn't, it means something is wrong and fires an email alert. Will add an SMS alert in the future.


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PostPosted: Fri Aug 17, 2012 10:02 am 
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That is a very good approach - to monitor position changes as a means for possible failure detection. In our case we never leave the systems unattended, though I have to say that with the time passes we monitor them more and more occasionally. Our procedures are very simple and straightforward - in case of any malfunction we attempt to convene at least 2 of us (we are 3 participants in this business) and swiftly decide what to do. We had such situations rarely but usually the decision was to close all positions and stop trading for that day - we didn't invest much development efforts in strategy re-entrance up to now.


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