Hi,
When I’m backtesting a stategy I want to see what orders were generated, cancelled, etc by that strategy, where can I do that?
In OpenQuant there is something called an Order Manager window (PSA); is there an equivalent for MC .Net?
Thanks and regards,
drolles
Order Manager window?
Re: Order Manager window?
Hi,
Can someone please give me some support here? I’m finding it tough to debug strategies when I can’t see what’s happening to the orders.
Thanks and regards,
drolles
Can someone please give me some support here? I’m finding it tough to debug strategies when I can’t see what’s happening to the orders.
Thanks and regards,
drolles
- Henry MultiСharts
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Re: Order Manager window?
Hello Drolles,When I’m backtesting a stategy I want to see what orders were generated, cancelled, etc by that strategy, where can I do that?
Unfortunately there is no such functionality in MultiCharts at the moment.
You may want to submit a feature request to the Project Management of our web site so other users can vote for it: https://www.multicharts.com/pm/
Here is a PowerLanguage sample code here to show a message on the screen regarding the system's status.
Re: Order Manager window?
Henry,
Seriously, you can’t be serious right? You can’t have a algo trading platform were you can’t see the orders being generated by the strategy. No ... you can’ be serious... please let you not be serious...?!
drolles
Seriously, you can’t be serious right? You can’t have a algo trading platform were you can’t see the orders being generated by the strategy. No ... you can’ be serious... please let you not be serious...?!
drolles
- Henry MultiСharts
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Re: Order Manager window?
Drolles, you can see the trades taken by the strategy in backtesting in the Strategy performance Report.
Re: Order Manager window?
Henry,
Thanks for your reply.
Can you please help your developer community grow? Can you please get someone senior in the organisation to jump on the thread to explain how this can be addressed?
This is industry standard functionality to be able to see and manage the orders a strategy is generating. In algo platforms it goes without saying. This needs to be fixed.
Thanks,
drolles
Thanks for your reply.
Can you please help your developer community grow? Can you please get someone senior in the organisation to jump on the thread to explain how this can be addressed?
This is industry standard functionality to be able to see and manage the orders a strategy is generating. In algo platforms it goes without saying. This needs to be fixed.
Thanks,
drolles
Re: Order Manager window?
Henry,
As per your request, I’ve raised this as a PM item. I was going to provide a link, but I can’t seem to find it in the list anywhere. I’m assuming it has to be confirmed by the team in some way before it appears.
Regards,
drolles
As per your request, I’ve raised this as a PM item. I was going to provide a link, but I can’t seem to find it in the list anywhere. I’m assuming it has to be confirmed by the team in some way before it appears.
Regards,
drolles
- JoshM
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Re: Order Manager window?
It would be great if the focus of MultiCharts the coming year will lay on algorithmic traders, now that discretionairy traders have gotten their DOM, Volume Profile/MD tools, and in the coming version(s) a Time & Sales window and further DOM order submitting improvements (and I probably forget some other features).This is industry standard functionality to be able to see and manage the orders a strategy is generating. In algo platforms it goes without saying. This needs to be fixed.
Granted, in the end of this year there probably coming some improvements to the Portfolio Backtester (perhaps finally Bar Magnifier and WFO? Or support for multicurrency backtesting?) and a Portfolio Trading feature (though in MC .NET we can already trade from the RealTime Market Scanner).
Of course, the majority of MC customers are discretionary traders, but us algorithmic traders buy multiple licenses and are, on a per license basis, less in need of support. A higher priority to the needs of algorithmic traders then it's currently given seems warranted, in my personal view.
(Still a happy MC user though, just keeping the bar high. )
Re: Order Manager window?
JoshM,
Thanks for the comments.
Thanks also for the summary of the development of MC over the last little while. It is enlightening and really helpful context.
Regards,
drolles
Thanks for the comments.
Thanks also for the summary of the development of MC over the last little while. It is enlightening and really helpful context.
Regards,
drolles
Re: Order Manager window?
Henry,
I would agree with JoshM above. However, if you are how promoting MC .Net “for programmers”, and I bought the software as such then it needs to do the basics.
We need workarounds at a minimum – a fix as soon as possible. Debugging a strategy developed for backtesting is almost impossible.
Thanks,
drolles
I would agree with JoshM above. However, if you are how promoting MC .Net “for programmers”, and I bought the software as such then it needs to do the basics.
We need workarounds at a minimum – a fix as soon as possible. Debugging a strategy developed for backtesting is almost impossible.
Thanks,
drolles
- Henry MultiСharts
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Re: Order Manager window?
There is a feature scheduled for MC 9.1: https://www.multicharts.com/pm/viewissu ... no=MC-1497
With the help of this feature that will be possible to get the collection of orders that were generated, cancelled, filled etc by the strategy in backtesting.
With the help of this feature that will be possible to get the collection of orders that were generated, cancelled, filled etc by the strategy in backtesting.