In fast market, orders are buffered in a pipeline and not send to the broker, when the market return to normal speed, all orders are sent to the broker in slow motion even if conditions who generate them are false !
is there a way to clear the orders buffer ? i can write in real time in registry, or make an external dll....
I can show You easy to see.
Issue in Engine order in fast market
- Kate MultiCharts
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Re: Issue in Engine order in fast market
Hello Smoky,
This is known behaviour.
Order are situated in the queue. The elements of the queue are handled one by one. Several elements from the queue cannot be handled simultaneously. Consequently, if handling of some element from the queue takes much time, the delay grows.
You can try reducing the frequency of order generation/modification in thestrategy.
This is known behaviour.
Order are situated in the queue. The elements of the queue are handled one by one. Several elements from the queue cannot be handled simultaneously. Consequently, if handling of some element from the queue takes much time, the delay grows.
You can try reducing the frequency of order generation/modification in thestrategy.