Support Board
Date/Time: Thu, 31 Oct 2024 12:19:16 +0000
Post From: Auto trading SPY chart using SPY options
| [2015-12-22 18:39:26] |
| User87521 - Posts: 83 |
|
OK, having some issues again. As stated before, I have two chartbooks running. Both chartbooks are charting SPY. One chartbook has a spreadsheet that will trade SPY puts and one has a spreadsheet that will trade SPY calls. The chartbook that is trading the puts is working fine. There have been a few whipsaws today, and I have been traded in and out every time. The chartbook that is trading the calls has not worked at all. (The Calls chartbook should have a position whenever the puts chartbook sells out. Same parameters.) Is this the same error you mentioned above, or could it be some other reason one chartbook works and the other does not. FWIW, as you will see in the log, I did a manual call trade to see if the system would do a sell exit. It didn't. Thanks. Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-22 18:12:57 Interactive Brokers | Requesting historical order fills for account U413*. | 2015-12-22 18:12:57 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-22 18:12:57 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-22 18:12:57 Interactive Brokers | Received Open orders end message. | 2015-12-22 18:12:57 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-22 18:12:57 Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-22 18:21:03 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-22 18:21:03 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-22 18:21:03 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-22 18:21:03 Interactive Brokers | Requesting historical order fills for account U413*. | 2015-12-22 18:21:15 Interactive Brokers | Received Open orders end message. | 2015-12-22 18:21:16 Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-22 18:24:03 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-22 18:24:03 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-22 18:24:03 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-22 18:24:03 Interactive Brokers | Received Open orders end message. | 2015-12-22 18:24:15 Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-22 18:30:05 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-22 18:30:05 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-22 18:30:05 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-22 18:30:05 Interactive Brokers | Received Open orders end message. | 2015-12-22 18:30:17 Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: U413* | 2015-12-22 18:33:03 Interactive Brokers | Received Trade Positions download end message for account U413* | 2015-12-22 18:33:03 Interactive Brokers | Stopping automatic Trade Position updates for account: U413* | 2015-12-22 18:33:03 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. | 2015-12-22 18:33:03 Interactive Brokers | Received Open orders end message. | 2015-12-22 18:33:15 Trade Activity Log file read result: 120 records inserted. 0 records filtered. | 2015-12-22 18:08:25 Trade Activity Log file date-time limits: Sim records date-time limit is 2015-12-07 00:00:00. Non-sim records date-time limit is 2015-11-21 00:00:00. Non-sim fill record date-time limit is 2015-09-20 00:00:00. | 2015-12-22 18:08:25 Auto-trade: SPY/spy-opt-20160115-204-c-smart-100-usd 3 Min #7 | SPYTrade | BuyEntry signal is ignored because a Long position exists or working order quantities indicate a potential Long position, and Multiple Entries in Same Direction is not enabled. Position quantity: 1. Position with working orders quantity: 1 | Bar Start Time: 2015-12-22 18:03:00 | 2015-12-22 18:08:37 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:10:08 Auto-trade: SPY/SPY-OPT-20160115-198-P-SMART-100-USD 3 Min #5 | QQQTrade | BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 0. Current Position: 0. Current Position with exit market orders: 0 | 2015-12-22 18:10:13 Auto-trade: SPY/SPY-OPT-20160115-C-SMART-100-USD 3 Min #7 | SPYTrade | BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 0. Current Position: 0. Current Position with exit market orders: 0 | 2015-12-22 18:12:02 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:12:17 Inserted missing order fill for symbol: SPY-OPT-20160115-204.0-C-GEMINI-100-USD. Date-Time: 2015-12-22 18:11:48. | 2015-12-22 18:12:17 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:12:57 Inserted missing order fill for symbol: SPY-OPT-20160115-198.0-P-BOX-100-USD. Date-Time: 2015-12-22 18:11:52. | 2015-12-22 18:12:57 Trading Message from IB: Error validating request:-'rd' : cause - Currency C is not allowed. Error Code: 321. ServiceOrderID: 15. | 2015-12-22 18:21:00 Trading Message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 16. | 2015-12-22 18:21:01 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:21:15 Error sending order to server. | Symbol: SPY-OPT-20160115-C-SMART-100-USD | TradeAccount: U4130755 | InternalOrderID: 127292 | 2015-12-22 18:21:16 * Auto-trade: SPY/SPY-OPT-20160115-C-SMART-100-USD 3 Min #7 | SPYTrade | BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 0. Current Position: 0. Current Position with exit market orders: 0 | 2015-12-22 18:24:00 Trading Message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 17. | 2015-12-22 18:24:00 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:24:15 Trading Message from IB: Error validating request:-'rd' : cause - Currency C is not allowed. Error Code: 321. ServiceOrderID: 18. | 2015-12-22 18:30:02 Trading Message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 19. | 2015-12-22 18:30:02 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:30:17 Auto-trade: SPY/SPY-OPT-20160115-C-SMART-100-USD 3 Min #7 | SPYTrade | BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position. Current Position with working exit orders: 0. Current Position: 0. Current Position with exit market orders: 0 | 2015-12-22 18:33:00 Trading Message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 20. | 2015-12-22 18:33:00 Interactive Brokers | Sent reqOpenOrders request | 2015-12-22 18:33:15 Error sending order to server. | Symbol: SPY-OPT-20160115-C-SMART-100-USD | TradeAccount: U4130755 | InternalOrderID: 127295 | 2015-12-22 18:33:15 * |