Trading in different month due to volume or other concerns

[t3chap]

Background

I'm running PST using manual trading. I'm able to use IB after the US stock market closes. I am using Barchart for data and manually entering trades. I realize I'm not necessarily using PST the way that it was designed but I'm hopeful that someone can help me find an acceptable work around until I can figure out how to open a second account or some other option that doesn't break the system that I'm already trading (incompatible with ib_insync).

Question:

What is the best way to record a trade in a different month than the simulation uses? For example, if the current month the PST is using for a specific instrument is March and I want to actually enter the trade in May due to volume or open interest or saving on commissions/slippage.
I can use the order stack to make contract orders, and then I can manually fill these orders. If I want to manually fill an order with a different contract month, the "20" option to manually enter a trade doesn't allow me to select a different contract, at least that I'm aware of. Is there a way to do this?
Can I get the fill from IB at the end of the day and then "import" this so PST shows my position in the month that I actually traded?

Thanks for any help.

[tgibson11]

To use pysystemtrade as intended, the solution would be to roll to the contract you actually want to trade.

If you don't want to do that for some reason, I think you could also use balance trades. Don't generate any "real" orders, or if instrument orders are already generated, just clear them from the stack. Do a contract balance trade, which will allow you to specify a contact. Then do an instrument balance trade to bring instrument and contract positions back in sync.

[tgibson11]

Also note that in the "Passive" roll state, orders that reduce a position will use the current contract (when it has a position) and orders that increase a position will use the next traded contract.

[t3chap]

Thanks. When I tried to roll, nothing appeared to happen, but it might take a day I'm not sure. But since I hadn't entered a trade yet I suspect this did nothing.

I did a balance trade and now this is showing in the simulation, so I think I'm now on the right track. Thank you for your help.

I don't know if there is a better way to handle this; in my case the March contract expires in 4 days and I don't see a point in entering in March and then rolling to May very shortly after. My multiple file will still show the prior month for a few days but will catch up soon.

[robcarver17]

Just enter a balance trade then you can specify the contract:

 sysproduction.interactive_order_stack.interactive_order_stack:
 None 
 Arguments: []
0: View
1: Create orders
2: Fills and completions
3: Netting, cancellation and locks
4: Delete and clean


Your choice? <RETURN for EXIT> 1
10: Spawn contract orders from instrument orders
11: Create force roll contract orders
12: Create (and try to execute...) IB broker orders
13: Balance trade: Create a series of trades and immediately fill them (not actually executed)
14: Balance instrument trade: Create a trade just at the strategy level and fill (not actually executed)
15: Manual trade: Create a series of trades to be executed
16: Cash FX trade


Your choice? <RETURN for Back> 13
Most likely use case here is that IB has closed one of your positions as close to the expiry
Or an edge case in which an order was submitted and then filled whilst you were not monitoring fills
Or perhaps you are trading manually
Trades have to be attributed to a strategy (even roll trades)
Auto close an existing position (if not, manually enter details)?n
2024-02-26 15:56:51 DEBUG config {'type': 'config', 'stage': 'config'} Adding config defaults
Instrument code?US2
Available contract dates ['20200600', '20200900', '20201200', '20210300', '20210600', '20210900', '20211200', '20220300', '20220600', '20220900', '20221200', '20230300', '20230600', '20230900', '20231200', '20240300p', '20240600f', '20240900']
p = currently priced, c=current carry, f= current forward
Contract date? [yyyymm or yyyymmdd] (ignore suffixes)202406 
Actual contract expiry is 20240628
Quantity  1
Filled price <RETURN for default 102.3515625> 
Fill datetime: Enter date and time in format %Y-%m-%d eg '2024-02-26' OR '%Y-%m-%d %H:%M:%S' eg '2024-02-26 15:56:42'OR <RETURN for now>
Commission <RETURN for default 0.0> 
0: dynamic_TF_carry


Your choice? <RETURN for dynamic_TF_carry> 
2024-02-26 15:57:09 DEBUG Interactive-Order-Stack {'component': 'mongoIbBrokerClientIdData'} Locked IB client ID 601
Account ID <RETURN for default U1228709> 
(Order ID:no order ID) Type balance_trade for dynamic_TF_carry/US2/20240600, qty [1], fill [1]@ price, 102.3515625 Parent:no parent Children:no_children INACTIVE
Are you sure? (Y/other)

[t3chap]

Thank you, this ended up being a lot simpler that I thought it was. I very much appreciate your help.