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Trading Index and Equity options

Posted By roedies 8 Years Ago
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Posted Friday June 12 2009

Hi,

I'm trying to develop an option trading solution based on IB data but have some questions/issues on the feasability of it. Can anybody help me further?.

 

1 ) Is RE able to trade more than 1 option in any strategy? Errors are thrown with “ Entry with the same key already exist  “. (see attachment for more details)  

2 ) If  a solution for  multiple option is possible with  programming,  can someone direct me by explaining the concept and way forward. Please include any coding examples so I don’t need to ‘reinvent the wheel’.

3 ) Using symbols with different Currencies (EUR /USD)  than the Account currency set-up in the system throws also an error. So I can’t have a strategy run on both stock exchanges together (US and Europe)? (see attachment)  

4) Is it possible to maintain an alternative label of the option in order to make them more distinct ?

 

Detailed information is available in Attached document


Attachments
Posted Friday June 12 2009
This was a problem in edition 1. It's been fixed in the edition 2 beta. All of the problems you outline should be remedied by this fix. Regarding item 4, there is nothing you can provide to make it 'more distinct', but I hope the fix will make it distinct enough. You can also download a fix for Ed 1 in this thread.

http://www.rightedgesystems.com/forums/Topic8153-9-1.aspx
Posted Friday June 12 2009
billb (6/12/2009)
This was a problem in edition 1. It's been fixed in the edition 2 beta. All of the problems you outline should be remedied by this fix. Regarding item 4, there is nothing you can provide to make it 'more distinct', but I hope the fix will make it distinct enough. You can also download a fix for Ed 1 in this thread.

http://www.rightedgesystems.com/forums/Topic8153-9-1.aspx

Hi,

Thanks for the prompt reply.

The fix as indicated above works fine for only 2 options in a strategy, when I include more options (common situation in real world : butterfly , condor,..) I continue to have the "key error ". A strategy can hold even more than 10 options! Can RE be adapted to accomodate multiple options?

Posted Friday June 12 2009
No, it should allow you to enter many different options. Are you asking if you enter the exact same symbol twice? No and that will never be allowed. You would have to construct your own strategy in code. If you were entering a butterfly, you'd take 3 unique options, you'd enter a 3 orders, one contract for each wing and 2 contracts for the body. You cannot construct option strategies in the watchlist. If that's your goal, you'll want to take a look at OptionVue or some other backtesting product that is options centric.

roedies (6/12/2009)
billb (6/12/2009)
This was a problem in edition 1. It's been fixed in the edition 2 beta. All of the problems you outline should be remedied by this fix. Regarding item 4, there is nothing you can provide to make it 'more distinct', but I hope the fix will make it distinct enough. You can also download a fix for Ed 1 in this thread.

http://www.rightedgesystems.com/forums/Topic8153-9-1.aspx



Hi,

Thanks for the prompt reply.

The fix as indicated above works fine for only 2 options in a strategy, when I include more options(common situation in real world : butterfly , condor,..) I continue to have the "key error ". A strategy can hold even more than 10 options! CanRE be adapted to accomodate multiple options?
phg
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Posted Friday June 12 2009
Just to play spoiler on this, I too am most interested in ways RE can be enhanced to facilitate options trading. Options offer a complex array of possibilities, and for that very reason should be fertile ground for 'framework' support. Considering how to add support for complex orders does not seem an objective to overlook. My own hot button is enhancing RE interactive capabilities, to foster implementing a 'SATS' --- Semi Automatic Trading System. I suppose the right thing to do is try to pull together a more carefully considered, and more complete, list of enhancements that would benefit options traders?

-Pete

See also Yahoo group about applying RE.

Posted Monday June 15 2009
Hi,

I have RE live trading with multiple options on the same Symbol after installing the adapted "common.dll" you pointed out, thanks.

BUT running the same strategy on options in simulation mode trows below error if I want to include more than 2 option from the watchlist. So backtesting with 2 works fine , backtesting with 3 and more gives below error. Moreover , if I set in the options setting (Tools ->Options -> live) " Run full sym before starting live system" same error pops up when I have more than 2 options selected.

Hope you can fix this.

RE 384 , new common.dll 

System.ArgumentException: An item with the same key has already been added.
   at System.ThrowHelper.ThrowArgumentException(ExceptionResource resource)
   at System.Collections.Generic.Dictionary`2.Insert(TKey key, TValue value, Boolean add)
   at RightEdge.xbff4b86e86903f6f.GetErrors(Dictionary`2 symbols)
   at RightEdge.SystemProgress.InitAndRunSystem()

Posted Monday June 15 2009
Can you show me the symbol setup for the 3 options? A screen cap of the symbol setup screen for all 3 is good.

roedies (6/15/2009)
Hi,

Ihave RE live trading with multiple options on the same Symbol after installingthe adapted "common.dll" you pointed out, thanks.

BUT running the same strategyon options in simulation mode trows below errorif I want to include more than 2 option from the watchlist.So backtesting with 2 works fine ,backtesting with 3 and more gives below error. Moreover , if Iset in the options setting (Tools ->Options -> live) " Run full sym before starting live system" same error pops up when I have more than 2 options selected.

Hope you can fix this.

RE 384 , newcommon.dll

System.ArgumentException: An item with the same key has already been added.
at System.ThrowHelper.ThrowArgumentException(ExceptionResource resource)
at System.Collections.Generic.Dictionary`2.Insert(TKey key, TValue value, Boolean add)
at RightEdge.xbff4b86e86903f6f.GetErrors(Dictionary`2 symbols)
at RightEdge.SystemProgress.InitAndRunSystem()
Posted Monday June 15 2009
billb (6/15/2009)
Can you show me the symbol setup for the 3 options? A screen cap of the symbol setup screen for all 3 is good.

roedies (6/15/2009)
Hi,

Ihave RE live trading with multiple options on the same Symbol after installingthe adapted "common.dll" you pointed out, thanks.

BUT running the same strategyon options in simulation mode trows below errorif I want to include more than 2 option from the watchlist.So backtesting with 2 works fine ,backtesting with 3 and more gives below error. Moreover , if Iset in the options setting (Tools ->Options -> live) " Run full sym before starting live system" same error pops up when I have more than 2 options selected.

Hope you can fix this.

RE 384 , newcommon.dll

System.ArgumentException: An item with the same key has already been added.
at System.ThrowHelper.ThrowArgumentException(ExceptionResource resource)
at System.Collections.Generic.Dictionary`2.Insert(TKey key, TValue value, Boolean add)
at RightEdge.xbff4b86e86903f6f.GetErrors(Dictionary`2 symbols)
at RightEdge.SystemProgress.InitAndRunSystem()

As requested attached file with the issue in detail.

Posted Tuesday June 16 2009
I can't reproduce this, so I suspect there is a 'bad' common.dll hanging around somewhere. Can you make sure that all instances of common.dll have been replaced (there should be 2, one in the RightEdge folder and another in RightEdge/plugins).

I've attached my setup for your perusal.

Attachments
rightedge-spy-options.png (271 views, 147.00 KB)
Posted Tuesday June 16 2009
billb (6/16/2009)
I can't reproduce this, so I suspect there is a 'bad' common.dll hanging around somewhere. Can you make sure that all instances of common.dll have been replaced (there should be 2, one in the RightEdge folder and another in RightEdge/plugins).

I've attached my setup for your perusal.

Thanks billb, please close the issue.

I've deleted ED1 and installed ED2 build11. Option trading (live and in backtesting mode) is  possible with more than 2 symbols, as you indicated.

I stil have some remarks regarding the usability and "labeling" of options in RE. In the backtesting panel all options have a clear description, elsewhere in RE they sometimes show up in an inconsistant and confusion way. Please find my findings attached. I hope RE can be adapted.

reg

roedies

PS : I had to delete my previous attachment because my upload quota is used up.


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