05/28/03 05/22/03 05/19/03 05/15/03 05/12/03 05/11/03 05/03/03
More bug fixes in version 1.16j. Fixed the problem on trailing stop when Stop Trigger on Bid/Ask is selected. Fixed submitting of stop and target order on partial fill for larger volume entry order. Fixed updating of Qty in simulation mode for partial fills. If you were in simulation mode, and had a partial fill, the stop and target orders are submitted. If you closed the position before the entry order gets completely filled, the Qty value was calculated incorrectly. This problem is now fixed.
Symbol ticksize value is now checked when market data is requested. Some people may not be familiar with the concept of ticksize, leave this field value as blank or zero. This value is now checked when market data for a symbol is requested.
Stop limit now does not restrict the limit price anymore. When you enter a Stop Limit order (either in Classic or in Breakout section), your limit price can be above or below the stop trigger price. On stop buy (long entry), using a limit price below the stop trigger price will fill your order only when the price dips back down to your limit price after the stop trigger price is hit, wheras if your limit price is above the stop trigger price, it will prevent the stop entry from chasing the market beyond the upper limit price you specified. (just do the reverse for short entry). It is your responsibility to put in a sensible limit price when you enter a stop limit order.
I will continue to keep the version on 1.16 until I receive no more bug reports. I will update the user manual once I release stable version 1.17. Please make sure you send me the AT.log file when you report a bug.
If you have sent me a bug report that I have not fixed, I probably did not receive it or the email got deleted. Please send me a new email. If you have a feature request, please send me an email even if you already sent me an email before.
Please make a donation if the program is helping you in your trading. I have several new features I am planning to add that will make the program easier to use and a more flexible open position management. Your support is always welcome and appreciated, and I prefer to keep the program free and supported by donations only.
Important note, if you are using trailing stop, you need to use Stop Trigger on Last in order for stop to trail. There is a bug if you select the Stop Trigger on Bid/Ask option. I will be releasing version 1.16j tonight with a fix for that as well as a fix for high volume traders. Apparently, if you trade 20 or more contracts of ES, you can get partial fill even if the bid/ask size is more, but the partial fills are all within 1 millisecond, and the stop order handling for partial filled qty is being submitted too fast to IB as a result of this. You probably are not affected by this issue if you trade 5 or less contracts of ES.
Version 1.16i is available with a minor change from the previous version. I have permanently removed the AutoSend Exit option. Exit orders are now always submitted. The purpose of AutoTrader is for quick order entry and position management. So having the AutoSend Exit option unchecked defeats the purpose of using AutoTrader, and also causes some problems, similar to the previous option of canceling exit orders, if user misuse the option. This version is the candidate for stable version 1.17.
More bug fixes. Version 1.16h is now available. Fixed market order in simulation mode. When I added the partial fill feature to simulation mode, I missed updating part of market order handling, this is now fixed.
I noticed recently that I have been getting" Error 201 COULD NOT VALUE THIS CONTRACT AT THIS TIME" quite often. Some users have reported this as well. I added code to resubmit rejected Stop and Target orders that have been cancelled by TWS.
Fixed ESTX50 handling to ignore fill status with bad price info (usually fill price of 0 or sometimes some small negative number), and wait for the amended fill status with the correct fill price before placing the exit order.
I think someone has been trying to send me email, but my mail server is probably rejecting it. My mail server rejects spam email, emails with virus and emails with large attachments. If you are trying to send me email with screenshots or large attachments, please limit the size to 200k, I think my mail server will accept up to 500k. You can try to post your attachments to e-minitradersI forum then just send me an email to look for the file there.
Version 1.16g is out. I have stopped working on new features until I can get all bugs fixed. 1.16g fixed a bug in the partial fill logic that causes the exit order quantity to be set incorrectly. Previously, if you placed an entry order for say 3 contracts, then get a fill of 2 contracts and then the third, the program will incorrectly add 3 to the open qty instead of 1, so you end up with exit orders for 5 contracts instead of 3. You probably will never see this problem during live trading except for slow midday hours. This problem is now fixed. As a bonus for fixing this problem, the simulator now simulates partial fills.
I also fixed the calculation of trade rate. Previously I only get the total qty reported in last size every ten seconds. This was not an accurate number as TWS updates only the last size value if it is different. So if there were 10 trades of 100 contracts, TWS would only report last size of 100 once. Now, I take the difference of the total volume every ten seconds, and this truly reflects the actual volume traded. Now you can see when institutions trade when those thousands of contracts show up on the trade rate.
I think this is the last of the major bugs reported, so if I don't get any major bug reports in another week or so, I will label this stable version 1.17, and then start with new features on version 1.18.
Releasing version 1.16f. Finally someone sent me a good log file and I am able to fix the bug the causes the wrong quantity in exit orders to be submitted. The problem occurs if you select use market to close option. I now restored that option back to the original setup before TWS has the order modification bug (LMT orders cannot be modified to a MKT order). So now if you select use mkt to close, the lmt target order is modified to a mkt order to close the position. This I think is faster than to submit a new market order then to cancel the target order (and eliminate the risk of both the market order and the target order both get filled). TWS has fixed that bug in their latest version so the original AutoTrader code to use market to close now works again so there is no need to submit a new market order to close a position.
I also restored the Cancel Open Orders button, with minor modifications. I now call the button Cancel Open Entry Orders and it now just cancels entry orders. I think this version fixed the last major problem that is causing some frustration on some users of the program.
The latest release of TWS now includes a new order type they call Discretionary Limit Order. The description sounds like the SmartTrack feature of AutoTrader that has been available over six months ago. The SmartTrack feature of AutoTrader will adjust your order up or down to the number of ticks you specify, the TWS discretionaly limit order only adjusts up. Although TWS has been slowly adopting the features available in the Freelance programs using TWS API (such as trailing stop orders, bracket orders, stop trigger on last or bid/ask, etc), I don't think it can actually replace the features provided by the Freelance programs like AutoTrader.