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Open Positions in Live Mode before First Live... Expand / Collapse
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Posted 2/6/2010 17:50:06 Post #10706
 

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Is there any way to open live positions before the first live bar either via reflection or other mechanism? Note, I've attempted to implement some of the existing reflection code in the forum but it appears that some of the methods have been updated as the code does not appear to work directly.

The underlying feature request is for a live position editor because when RE throws an exception due to minor code changes, the positions end up out of sync with TWS. R-esyncing to TWS currently requires a lot of manual effort.

Also, what is preventing positions from being opened using historical data and appearing in the live system OpenPositions list? That is, the system will attempt to open positions starting at the first live data start date but the OpenPosition.Count is returning 0 after an OpenPostion call. I noticed that InLeadBars == true when the live system is executing the system with historical data but setting InLeadBars to false via reflection returns the same results.

Please advise.

Thanks, Duane
Posted 2/8/2010 12:41:40 Post #10737
 

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I really feel your pain on this. This is a top feature for the release after this one. It will probably come out in an interim build.

I don't have a way to work around this at this point.

dwebber (2/6/2010)
Is there any way to open live positions before the first live bar either via reflection or other mechanism? Note, I've attempted to implement some of the existing reflection code in the forum but it appears that some of the methods have been updated as the code does not appear to work directly.

The underlying feature request is for a live position editor because when RE throws an exception due to minor code changes, the positions end up out of sync with TWS. R-esyncing to TWS currently requires a lot of manual effort.

Also, what is preventing positions from being opened using historical data and appearing in the live system OpenPositions list? That is, the system will attempt to open positions starting at the first live data start date but the OpenPosition.Count is returning 0 after an OpenPostion call. I noticed that InLeadBars == true when the live system is executing the system with historical data but setting InLeadBars to false via reflection returns the same results.

Please advise.

Thanks, Duane
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