Hi all,
I have several Daily trading systems running on a MC connected to an IB account. I realized the tomorrow's order are displayed very randomly on the Tracker Window. For example, today I had
1) one @mkt buy order not displayed in the tracker and thus not sent to the broker
2) one @mkt sell order displayed only at the very open of todays markets and promptly executed, so this order was not displayed earlier.
In TS, tomorrow orders are displayed the day before just after markets close.
Is there anything I have to setup in order to be advised correctly about day after orders?
Thanks in advance
Problem with Order and Position Tracker Window
Re: Problem with Order and Position Tracker Window
I would like to come back to this topic to show that today a buy @mkt signal on ADBE has been deleted about 30 seconds after having been sent to TWS, please see image below
https://gyazo.com/1f67f08d0622acb4c2d2a90344e1bc3f
Any suggestion on this matter would be highly appreciated
https://gyazo.com/1f67f08d0622acb4c2d2a90344e1bc3f
Any suggestion on this matter would be highly appreciated
Re: Problem with Order and Position Tracker Window
There's a setting in auto-trading to cancel market orders if unfilled after X seconds. Looks like that could be one possible reason.
Re: Problem with Order and Position Tracker Window
That's what I thought however it would be weird that a @mkt order placed before markets opening is deleted.
However, according to MC manual, even if that option is not checked, orders are deleted anyway after 40 secs
However, according to MC manual, even if that option is not checked, orders are deleted anyway after 40 secs
Re: Problem with Order and Position Tracker Window
Only other thought has to do with time in force settings. Best and quickest route, have MC remote in and figure it out. To do that go to support and follow the directions.
- Henry MultiСharts
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Re: Problem with Order and Position Tracker Window
Hello Leo,
If it is a daily trading system and IOG is disabled then the signal is calculated on bar close. If an order is generated – it is sent on next bar open (once opening tick of the next bar is received). An order is shown in the Order and Position Tracker window only when it is sent to a broker.
If it is a daily trading system and IOG is disabled then the signal is calculated on bar close. If an order is generated – it is sent on next bar open (once opening tick of the next bar is received). An order is shown in the Order and Position Tracker window only when it is sent to a broker.
Re: Problem with Order and Position Tracker Window
Hello and thanks for reply.Hello Leo,
If it is a daily trading system and IOG is disabled then the signal is calculated on bar close. If an order is generated – it is sent on next bar open (once opening tick of the next bar is received). An order is shown in the Order and Position Tracker window only when it is sent to a broker.
Does that mean that if I enable IOG on daily trading systems I can have tomorrow orders displayed in the Order and Position Tracker window the day before as it happens in TS?
- Henry MultiСharts
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Re: Problem with Order and Position Tracker Window
Hello Leo,
An order will be shown in the Order and Position Tracker window only when it is sent to a broker.
How it will behave in your specific case depends on how your code is written.
An order will be shown in the Order and Position Tracker window only when it is sent to a broker.
How it will behave in your specific case depends on how your code is written.
Re: Problem with Order and Position Tracker Window
Hi Leo,
Did you ever get this resolved?
I recently moved over to MC and IB from TS.
If you're using TS for you live data, one problem maybe data corrections. Strategies that use the HOD/LOD are highly susceptible to data errors like this.
If you open a chart window in TS, you'll see an orange C in the upper left hand window. Which means that TS has detected an error in the data and when you refresh the chart, the data will be corrected. This of course will cause phantom/missed trades. To troubleshoot, you can keep charts open in TS and see if there is a pending data correction.
I'm running MC 9.1 Portfolio Trader and I would say after coming from TS, the Multicharts/IB combo is almost unusable in live trading. I use IQFeed for my live data feed. In a typical week, my strategies make 15-20 trades and only about a 1/3rd of them match in MC/IB. In TS, I would have 1-2 a month that wouldn't match, which are the result of data corrections.
Either MC made trades that don't show up in a backtest or it didn't make trades that are in the back test. I can see this happening occasionally, however when 60 - 70% of the trades don't match, something is amiss.
Tony
Did you ever get this resolved?
I recently moved over to MC and IB from TS.
If you're using TS for you live data, one problem maybe data corrections. Strategies that use the HOD/LOD are highly susceptible to data errors like this.
If you open a chart window in TS, you'll see an orange C in the upper left hand window. Which means that TS has detected an error in the data and when you refresh the chart, the data will be corrected. This of course will cause phantom/missed trades. To troubleshoot, you can keep charts open in TS and see if there is a pending data correction.
I'm running MC 9.1 Portfolio Trader and I would say after coming from TS, the Multicharts/IB combo is almost unusable in live trading. I use IQFeed for my live data feed. In a typical week, my strategies make 15-20 trades and only about a 1/3rd of them match in MC/IB. In TS, I would have 1-2 a month that wouldn't match, which are the result of data corrections.
Either MC made trades that don't show up in a backtest or it didn't make trades that are in the back test. I can see this happening occasionally, however when 60 - 70% of the trades don't match, something is amiss.
Tony
Re: Problem with Order and Position Tracker Window
Tony,Hi Leo,
Did you ever get this resolved?
no, I did not resolve the problem dealing with the appearance of pending trades in the Position window. Generally, stop/limit orders starts to appear 1 hour before markets open, @market orders also are displayed, but there are some orders which are displayed only when markets are already opened.
I've solved the problem dealing with @mkt orders deleted 30 seconds after appearing on the Position window by checking the "Close market orders after.... if not executed" and with 99999 in the seconds window.
I'm generally satisfied now about the IB/MC combo. I trade mainly US major stocks and did not see any major problem.