IBKR TWS displaying a double calendar as 2 separate trades instead of 1 PnL
- Thread starter Olufemi
- Start date
KK. I will try to be on next TG1 meeting. Code is not finalized for new version and wont be for presentation but is functional as is and there should be no issues from this part.
Don't know what the agenda for next TG1 is though. I think I need about 5 to 10 mins to briefly show how I'm tracking my pl. Maybe more if we go into details and want to take a closer look at different features of the software. If I can not participate for some reason or if there is no time on the meeting we can set other short zoom session just for that.
To make meeting more illustrative I'd like to ask you for some help. To actually show how program works I need real data from TOS to feed my code. I do not have anything appropriate open at this time. I can fake some trades but it is not the best way to go. I need TOS' AccountStatement file with executed trades.
Today I've opened some trades in PaperMoney just for that, so, I hope we will have some meat to chew on - depends what will happen to market in next few days. It would be helpful if you can provide me some data from paper accounts - if you have any trades rolling on there that is.
Type of trade, methodology used does not matter. The only thing I'm looking for is incorrect p&l displayed on Analyse TAb when simulated trades are hidden.
If you have open option positions in various underlyings - even better. If you have time spreads - that's another point we can tackle.
If you think you can provide me such file we can use in presentation - let me know and I tell you how to generate it for our purpose (easy).
If you wish you can even use examples from real, live trading. In this case I will tell you what to do to remove your info (acc number, name, balances) before sending a file. I will see if I can find smth appropriate in my hist. data. As said, I don't have anything open I can use for presentation at the moment. All I'm looking for are situations where actual p&l on live trades (paper or real) are not reflected on AnalyseTab.
If we don't have actual data I can still show my way of tracking pl but it will be more on the theo side.
You can reach me here, on Aero Forum or via PM or, if you prefer, on old Capital Discussion's Slack, in general channel ( https://join.slack.com/t/capitaldiscussions/shared_invite/zt-39q2blap-yi9HXvJxO4pMyGZaYyMt_A ).
Don't know what the agenda for next TG1 is though. I think I need about 5 to 10 mins to briefly show how I'm tracking my pl. Maybe more if we go into details and want to take a closer look at different features of the software. If I can not participate for some reason or if there is no time on the meeting we can set other short zoom session just for that.
To make meeting more illustrative I'd like to ask you for some help. To actually show how program works I need real data from TOS to feed my code. I do not have anything appropriate open at this time. I can fake some trades but it is not the best way to go. I need TOS' AccountStatement file with executed trades.
Today I've opened some trades in PaperMoney just for that, so, I hope we will have some meat to chew on - depends what will happen to market in next few days. It would be helpful if you can provide me some data from paper accounts - if you have any trades rolling on there that is.
Type of trade, methodology used does not matter. The only thing I'm looking for is incorrect p&l displayed on Analyse TAb when simulated trades are hidden.
If you have open option positions in various underlyings - even better. If you have time spreads - that's another point we can tackle.
If you think you can provide me such file we can use in presentation - let me know and I tell you how to generate it for our purpose (easy).
If you wish you can even use examples from real, live trading. In this case I will tell you what to do to remove your info (acc number, name, balances) before sending a file. I will see if I can find smth appropriate in my hist. data. As said, I don't have anything open I can use for presentation at the moment. All I'm looking for are situations where actual p&l on live trades (paper or real) are not reflected on AnalyseTab.
If we don't have actual data I can still show my way of tracking pl but it will be more on the theo side.
You can reach me here, on Aero Forum or via PM or, if you prefer, on old Capital Discussion's Slack, in general channel ( https://join.slack.com/t/capitaldiscussions/shared_invite/zt-39q2blap-yi9HXvJxO4pMyGZaYyMt_A ).
For interested. There will be short zoom session tomorrow at 10 AM Eastern US.
Subject will be tracking p&l of open trades in TOS.
There is no new methodology to be revealed but can be beneficial to do some summary of popular methods used by traders. And show what I do.
In general, I track trades similar to what Tim showed today but with a small tweak. I've also implemented some automation to speed up process and to minimize human error.
There was also request to expand on subject of trading time spreads. If there is interest I can provide some reasoning and illustration.
The link and pass will be provided shortly before start time
Subject will be tracking p&l of open trades in TOS.
There is no new methodology to be revealed but can be beneficial to do some summary of popular methods used by traders. And show what I do.
In general, I track trades similar to what Tim showed today but with a small tweak. I've also implemented some automation to speed up process and to minimize human error.
There was also request to expand on subject of trading time spreads. If there is interest I can provide some reasoning and illustration.
The link and pass will be provided shortly before start time
In case anyone is interested I found a new video recently
that shows how to track your option strategy live with RTD from TOS
Most option trackers I have seen so far just track single leg options or just enter the net cost for the entire strategy
This one is a little better in my opinion because it uses the RTD from TOS so it can update the option prices for each leg live so it will show the total P/L of your trade live so you could track multiple trades that you may have at other brokerages
I made my own a while back and it's somewhat similar with a few exceptions I used the concatenate to make the opra code rather than copy and paste it from TOS For the commissions I have it listed for each leg rather than the just the total
I also added the Gamma and Vega columns
This has a condition where when you enter the date for the closing trade it stops updating the RTD for that position and blanks out most of the cells on that row for that position
I have it where if the position is closed all the greeks are zero so I know it's closed with that version if you make a mistake somewhere and enter the closing date you may not realize there is a mistake because most of the row is blanked out but it's just a minor problem that you may only see if you trade higher quantities and make a lot of adjustments
Now if someone could make something that shows the T+0 line that is more accurate than TOS that would really be something worthwile
Most option trackers I have seen so far just track single leg options or just enter the net cost for the entire strategy
This one is a little better in my opinion because it uses the RTD from TOS so it can update the option prices for each leg live so it will show the total P/L of your trade live so you could track multiple trades that you may have at other brokerages
I made my own a while back and it's somewhat similar with a few exceptions I used the concatenate to make the opra code rather than copy and paste it from TOS For the commissions I have it listed for each leg rather than the just the total
I also added the Gamma and Vega columns
This has a condition where when you enter the date for the closing trade it stops updating the RTD for that position and blanks out most of the cells on that row for that position
I have it where if the position is closed all the greeks are zero so I know it's closed with that version if you make a mistake somewhere and enter the closing date you may not realize there is a mistake because most of the row is blanked out but it's just a minor problem that you may only see if you trade higher quantities and make a lot of adjustments
Now if someone could make something that shows the T+0 line that is more accurate than TOS that would really be something worthwile