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PostPosted: Thu Mar 15, 2012 7:52 am 
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Joined: Sun Oct 30, 2011 12:12 am
Posts: 220
Hi,

I'm considering the implications of running multiple strategies simultaneously trading the same set of instruments on the same IB account (FX pairs).
Posts like these ones provide an interesting brainstorming starting point:
viewtopic.php?t=7631&highlight=multiple+strategies
viewtopic.php?t=7624&highlight=multiple+strategies

I'm still perplexed by having strategies crossing out each other and differenciating which part of a position belongs to a specific strategy...
That's important when considering restarting OQ after a crash or code update.

Does anyone have a concrete experience on that topic?

Also, Alexei, can you please add OrderRef property to Order.IB? It shouldn't be a problem and could really help synchronization.
Please let me know.

Thanks!!!


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PostPosted: Wed Apr 04, 2012 10:14 am 
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Joined: Wed Apr 27, 2005 4:41 pm
Posts: 609
Location: Helsinki, Finland
Hi,

has this orderref been implemented? It would be really handy if you need to keep tabs on orders for what ever purposes.

Thx,
Eelofi


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PostPosted: Wed Apr 04, 2012 10:37 am 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Not yet, but we will add this field in the next release of OQ.

_________________
SmartQuant Development Team


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PostPosted: Tue Nov 17, 2015 11:42 pm 
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Joined: Wed Apr 27, 2005 4:41 pm
Posts: 609
Location: Helsinki, Finland
Hi,

returning to this age old topic - obviously my thoughts go round in loops...

What is the order property which set this IB order reference? (Seehttps://www.interactivebrokers.com/en/software/api/apiguide/java/order.htm)

The only candidate which I see in the order properties IB, which the help text is totally useless :cry:

Thx,
Eelofi


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PostPosted: Wed Nov 18, 2015 8:47 pm 
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Joined: Wed Apr 27, 2005 4:41 pm
Posts: 609
Location: Helsinki, Finland
So following up on this. As I read this the usage of order ref is possible per each order. So when creating the order in OQ also the order ref should be should be set.

So it would go something like: sellOrder = SellLimitOrder(Position.Qty, price, "Exit order", "orderref");
sellOrder.Send();

Cheers,
Eelofi


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PostPosted: Thu Nov 19, 2015 11:33 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 392
We added usage OrderRef for IB.
You can use Order.ClientID to fill OrderRef.
Result:
Attachment:
orderRef.png
orderRef.png [ 125.18 KiB | Viewed 5894 times ]


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PostPosted: Thu Nov 19, 2015 3:46 pm 
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Joined: Wed Apr 27, 2005 4:41 pm
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Location: Helsinki, Finland
Thx skuvv,

this is exactly what I needed!

Cheers,
Eelofi


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PostPosted: Mon Dec 14, 2015 5:11 pm 
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Joined: Wed Apr 27, 2005 4:41 pm
Posts: 609
Location: Helsinki, Finland
Hi Skuvv,

have you tested this with OQ2013 as well?

I've added the clientid into the orders I'm sending and I get the clientid populated just fine in the OQ2013 order properties when I review them later. But when I look at the TWS trades the Order Ref column remains empty. Any ideas?

Thx,
Eelofi


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PostPosted: Tue Dec 15, 2015 10:08 pm 
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Location: Helsinki, Finland
Hi,

did you test this with OQ2013?

Thx,
Eelofi


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PostPosted: Wed Dec 16, 2015 12:12 pm 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 392
Adjustments were only in OpenQuant2014, but we can add this feature in OpenQuant2013 too.


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PostPosted: Wed Dec 16, 2015 2:53 pm 
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Joined: Wed Apr 27, 2005 4:41 pm
Posts: 609
Location: Helsinki, Finland
skuvv wrote:
Adjustments were only in OpenQuant2014, but we can add this feature in OpenQuant2013 too.


Great! When?

Cheers,
Eelofi


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PostPosted: Tue Feb 02, 2016 2:18 pm 
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Joined: Wed Apr 27, 2005 4:41 pm
Posts: 609
Location: Helsinki, Finland
Hello,

is this done yet?

Cheers,
Eelofi


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PostPosted: Thu Feb 11, 2016 2:09 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6783
Hi,

we were a bit busy refactoring OQ setup packages from ground zero. Will take care of this issue now and hopefully it will appear in the new setup.

Regards,
Anton


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PostPosted: Fri May 06, 2016 11:34 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 392
OQ3: Added usage Order.ClientID to fill OrderRef.
Update will be available soon at web portal.


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