Hi,
orders like:
buy stop at h+minmove
sell stop at l-minmove
are filled at h or l without minmove (but in order position tracker are send correctly).
The setting of automate is sync and convert unexecute order after 5 second in market order.
Thanks
Riccardo
automate order problem
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: automate order problem
you must be backtesting.Hi,
orders like:
buy stop at h+minmove
sell stop at l-minmove
are filled at h or l without minmove (but in order position tracker are send correctly).
The setting of automate is sync and convert unexecute order after 5 second in market order.
Thanks
Riccardo
see this thread for answer.
viewtopic.php?f=1&t=7999
Re: automate order problem
Thanks for the topic. But my problem is diffrent (how appear to me...)
I backtested and strategy work correctly...
The strange is: in the code I wrote buy at h+minmove or number, but when price arrive to h then the order is send to market.
Thanks for the attention TJ
I backtested and strategy work correctly...
The strange is: in the code I wrote buy at h+minmove or number, but when price arrive to h then the order is send to market.
Thanks for the attention TJ
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: automate order problem
>The strange is: in the code I wrote buy at h+minmoveThanks for the topic. But my problem is diffrent (how appear to me...)
I backtested and strategy work correctly...
The strange is: in the code I wrote buy at h+minmove or number, but when price arrive to h then the order is send to market.
Thanks for the attention TJ
but your question was in
>buy stop at h+minmove
>sell stop at l-minmove
they are 2 different things
which is the problem?
can you post your code?
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: automate order problem
buy n contract next bar at H+MinMove stop;
sell short n contract next bar at L-MinMove stop;
thanks
do you intend it as a STOP-LOSS order? or STOP-LIMIT order?
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: automate order problem
When marketposition=0
then stop limit order, correct?
STOP-LIMIT orders are not supported yet.
see this thread for answer.
viewtopic.php?f=1&t=7999
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: automate order problem
On backtest without using Bar Magnifier, the BUY is executed at HIGH, and SELL is executed at LOW.Ok, but whe I put BuY at h+minmove stop MC send the oredr when the price touch h. Therefore MC support stop order, but not correctly! Right?
For more information on programming autotrade and backtesting,
you can download this ebook:
The essential EasyLanguage programming guide
it allows you to quickly look up usage and syntax concepts and examples for the most commonly used features of EasyLanguage.
you can get the book here:
https://www.multicharts.com/multicharts ... mentation/
ps. this is a TS document, but the operation is similar.
[edit] note on terminology:
MultiCharts' Bar Magnifier is equivalent to
TS's “look inside bar back-testing” (LIBB).
Re: automate order problem
TJ, then when I automate a TS with real time data and TS put one stop order (buy at h+minmove stop) what happen?
To me sometime works an the order is execute after the price go over h+minmove, somtime the order i sexecute at h...
I come from TS 2000i and this is the first time I work in real time...
Thanks for the advice.
To me sometime works an the order is execute after the price go over h+minmove, somtime the order i sexecute at h...
I come from TS 2000i and this is the first time I work in real time...
Thanks for the advice.
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: automate order problem
TJ, then when I automate a TS with real time data and TS put one stop order (buy at h+minmove stop) what happen?
To me sometime works an the order is execute after the price go over h+minmove, somtime the order i sexecute at h...
I come from TS 2000i and this is the first time I work in real time...
Thanks for the advice.
can't tell you much without the code and the trade log...
you should go to Live Chat if you feel this is a bug.
- Dave Masalov
- Posts: 1712
- Joined: 16 Apr 2010
- Has thanked: 51 times
- Been thanked: 489 times
Re: automate order problem
Dear rgranero,
Please come to our Live Chat between 6:30AM and 2PM EST Mon-Fri or post the screenshots of your code in PLE, orders shown on the chart and Order and Position tracker as well as the detailed description of the situation.
Please come to our Live Chat between 6:30AM and 2PM EST Mon-Fri or post the screenshots of your code in PLE, orders shown on the chart and Order and Position tracker as well as the detailed description of the situation.