Had anybody use the new "MarketPosition_at_broker" function?
I found this function return very unreliable. When I have a open position in the broker (I am using IB). most of the time it will return 1 but sometimes it will return 0. That make my signals sometimes generate the wrong quantities of order to IB that exceed my risk margin. And that's very dangerous!
Anybody got a solution?
MarketPosition_at_broker
-
- Posts: 4
- Joined: 11 Sep 2009
- Dave Masalov
- Posts: 1712
- Joined: 16 Apr 2010
- Has thanked: 51 times
- Been thanked: 489 times
Dear Dave,Dear Sirs,
The MarketPosition_at_broker works this way: IB sends the value to MC, MC saves it and returns this value at MarketPosition_at_broker. Which means that if the value is not correct - it is the IB problem.
I don't think so. Including me, there are now four people who are trying to use MarketPosition_at_Broker and finding that it does not work reliably. I am looking at my TWS open positions and running a simple strategy that reports MPaB as "0" (flat) when I am "-1" (short). TWS fires the UpdatePortfolio event frequently so any mismatch should be corrected within a minute or so. Should I send you pictures at the support email address?
Andy
- Dave Masalov
- Posts: 1712
- Joined: 16 Apr 2010
- Has thanked: 51 times
- Been thanked: 489 times
Dear Andy,
I have discussed the problem with our programmers. Could you please send us the screenshots with the description of the problem as well as your log files to dmasalov@multicharts.com?
You can find log files here "%USERPROFILE%\Local Settings\Application Data\TS Support\MultiCharts\".
You should paste this line in Start --> Run and in the window that will pop up make a zip-folder.
If the zip-folder is too big to send by e-mail, you can send it via http://rapidshare.com/ or our Live Chat.
I have discussed the problem with our programmers. Could you please send us the screenshots with the description of the problem as well as your log files to dmasalov@multicharts.com?
You can find log files here "%USERPROFILE%\Local Settings\Application Data\TS Support\MultiCharts\".
You should paste this line in Start --> Run and in the window that will pop up make a zip-folder.
If the zip-folder is too big to send by e-mail, you can send it via http://rapidshare.com/ or our Live Chat.
-
- Posts: 33
- Joined: 01 May 2007
- Dave Masalov
- Posts: 1712
- Joined: 16 Apr 2010
- Has thanked: 51 times
- Been thanked: 489 times
- Dave Masalov
- Posts: 1712
- Joined: 16 Apr 2010
- Has thanked: 51 times
- Been thanked: 489 times