Search found 28 matches
- 30 Aug 2012
- Forum: MultiCharts
- Topic: PlaceMarketOrder Behavior, Market Order Obsolete Question
- Replies: 12
- Views: 3495
Re: PlaceMarketOrder Behavior, Market Order Obsolete Questio
Barstatus will be most likely 1. Barstatus -1 will be when there is no bar, but there is a calculation of script. But Recalculate and RecalcLastBarAfter keywords that calculate the script will produce a barstatus = -1. Which won't run any strategy buy or sell keywords. But when the strategy is reca...
- 29 Aug 2012
- Forum: MultiCharts
- Topic: PlaceMarketOrder Behavior, Market Order Obsolete Question
- Replies: 12
- Views: 3495
Re: PlaceMarketOrder Behavior, Market Order Obsolete Questio
Recalculate on Broker Events The option can be used to force the strategy to be recalculated after a certain event during live trading. One can check the following events: When Market Position Changes. When an Order is Filled. Other related questions: 1) When the strategy is recalculated after an e...
- 29 Aug 2012
- Forum: MultiCharts
- Topic: PlaceMarketOrder Behavior, Market Order Obsolete Question
- Replies: 12
- Views: 3495
Re: PlaceMarketOrder Behavior, Market Order Obsolete Questio
Thanks Andrew for the detailed answers. You're the best. Helps us, and hopefully others, to see what is going on in the trade workflow. Your description below confirms a lot of what we see in executions. if conditions of your order generation is met on 10 bars, the order is maintaned at broker, not ...
- 27 Aug 2012
- Forum: MultiCharts
- Topic: PlaceMarketOrder Behavior, Market Order Obsolete Question
- Replies: 12
- Views: 3495
Re: PlaceMarketOrder Behavior, Market Order Obsolete Questio
In SA mode strategy on chart waits for confirmation (final status) from broker that the order was filled. Only when this confirmation is received the strategy understands it has been filled, market position has changed and the order is displayed on chart. Sorry to ask the question in a slightly dif...
- 21 Aug 2012
- Forum: MultiCharts
- Topic: PlaceMarketOrder Behavior, Market Order Obsolete Question
- Replies: 12
- Views: 3495
Re: PlaceMarketOrder Behavior, Market Order Obsolete Questio
Is it correct to assume that the only market orders that will be cancelled are the ones in generated by buy, sell, sell short, buy to cover keywords? All orders that are "low level market" in the order and position tracker will not be considered obsolete. Absolutely! Thanks Andrew for the confirmat...
- 20 Aug 2012
- Forum: MultiCharts
- Topic: PlaceMarketOrder Behavior, Market Order Obsolete Question
- Replies: 12
- Views: 3495
Re: PlaceMarketOrder Behavior, Market Order Obsolete Questio
The PlaceMarketOrder is not affected by "Cancel market orders as obsolete if not filled after X seconds". This option works both in SA and AA mode. Is it correct to assume that the only market orders that will be cancelled are the ones in generated by buy, sell, sell short, buy to cover keywords? A...
- 17 Aug 2012
- Forum: MultiCharts
- Topic: Best practice at placing orders
- Replies: 7
- Views: 1895
Re: Best practice at placing orders
Dear janus, When you submit exactly the same orders on the next bar, orders sent on the previous bars are not cancelled but stay at broker and so MC does not send the new ones (if the quiantity of orders, contracts and price is exactly the same). So, in IOG, once the condition has been met, it is b...
- 17 Aug 2012
- Forum: MultiCharts
- Topic: Partial fill issue
- Replies: 8
- Views: 2419
Re: Partial fill issue
Faraz, What broker do you use? If it is IB please try to use the following option: right click on IB broker profile --> Edit profile --> Settings --> All or None Execution. If you use another broker, please contact broker to know if they provide such option. If they do and it is possible to transmi...
- 17 Aug 2012
- Forum: MultiCharts
- Topic: PlaceMarketOrder Behavior, Market Order Obsolete Question
- Replies: 12
- Views: 3495
PlaceMarketOrder Behavior, Market Order Obsolete Question
There is a feature in MC auto trading that can cancel a market order as obsolete if not filled in x seconds. 1) Do these obsolete market orders include PlaceMarketOrder command "low level" orders? 2) And does cancel obsolete market orders work the same way for SA and AA auto trading modes? Or does M...
- 17 Aug 2012
- Forum: MultiCharts
- Topic: Best practice at placing orders
- Replies: 7
- Views: 1895
Re: Best practice at placing orders
Thanks Andrew for the information. As a follow-up... It's possible in AA (asynchronous) auto trading mode. 1) In SA (synchronous) mode, an order is sent to the broker from the MC order engine. The order engine gets back the broker market position for that symbol. Does the MC order engine match the o...
- 17 Aug 2012
- Forum: MultiCharts
- Topic: Best practice at placing orders
- Replies: 7
- Views: 1895
Re: Best practice at placing orders
Hello Dave, Sorry for opening an old post, but I think it might be clearer if I ask the question here than in a new post. 1) Does MarketPosition_at_Broker_for_The_Strategy give the market position of the strategy in the MC order engine? 2) If I have multiple strategies in a single chart, then does M...
- 10 Aug 2012
- Forum: MultiCharts
- Topic: closing status of a bar sometimes takes too long
- Replies: 38
- Views: 17517
Re: closing status of a bar sometimes takes too long
Well that does explain a lot. Janus thanks for the explanation. Not sure I'm better off for knowing :-) If using RecalcLastBarAfter, then it is difficult to know what sequence of events will happen if the same signal has both IOG related code, and also code that should be governed non-intrabar (cont...
- 10 Aug 2012
- Forum: MultiCharts
- Topic: closing status of a bar sometimes takes too long
- Replies: 38
- Views: 17517
Re: closing status of a bar sometimes takes too long
If RecalcLastBarAfter time interval coincides at the same time a bar opens or closes, can the recalc affect the barstatus of the natural bar open or close? Would there ever be a situation where RecalcLastBarAfter is triggered at the same time a new tick comes in? A new tick always overrides the Reca...
- 10 Aug 2012
- Forum: MultiCharts
- Topic: Serious Order Status Problem with IB's API
- Replies: 7
- Views: 2331
Re: Serious Order Status Problem with IB's API
This should be a good compromise type of solution. I think this allows traders to decide what's best for them. It's the least invasive way because some other traders may depend on the resubmitting of "lost" orders in their configurations or synchronous trading. And even then, it would be good for th...
- 08 Aug 2012
- Forum: MultiCharts
- Topic: Serious Order Status Problem with IB's API
- Replies: 7
- Views: 2331
Re: Serious Order Status Problem with IB's API
We experience the same problem. And contacting both MC and IB, we have the same discussions you have detailed here. It seems like a Chicken and Egg problem. IB does have a reporting delay problem, but MC resubmits the order. Our recommendation to MC was for MC to allow us to control the timeout of w...
- 03 Aug 2012
- Forum: MultiCharts
- Topic: Alert on Open
- Replies: 27
- Views: 3767
Re: Alert on Open
That's strange because we are using the latest version of MC 8.0, and I'm almost sure now some of the intermittent trade issues we experienced are from the skipped ticks problem. In your tests, are you sending the orders to the broker as well with either SA or AA auto trading mode? Or are the tests ...
- 02 Aug 2012
- Forum: MultiCharts
- Topic: Alert on Open
- Replies: 27
- Views: 3767
Re: Alert on Open
Bowlesj3, what version of MC are you running on? I think it is confirmed now that the BarStatus = 0 bug is fixed because I ran both of the test scripts for a full day and no errors were found. As I said earlier, 3/4 years ago I would get maybe 4 to 6 errors in a day but I found the work around and f...
- 01 Aug 2012
- Forum: MultiCharts
- Topic: closing status of a bar sometimes takes too long
- Replies: 38
- Views: 17517
Re: closing status of a bar sometimes takes too long
Would there ever be a situation where RecalcLastBarAfter is triggered at the same time a new tick comes in? A new tick always overrides the RecalcLastBarAfter barstatus? I apologize for misinformation. I have edited my last post. Whether the order would be sent or not is determined by the BarStatus....
- 26 Jul 2012
- Forum: MultiCharts
- Topic: closing status of a bar sometimes takes too long
- Replies: 38
- Views: 17517
Re: closing status of a bar sometimes takes too long
I can confirm that we also experience what janus has. We see the exact same thing. That is expected that barstatus will return "-1" when RecalcLastBarAfter triggers recalculation on the bar that does not exist. That's odd, I get a completely different result. Besides, the whole point of using Recalc...
- 21 Jul 2012
- Forum: MultiCharts
- Topic: Need Help Understanding Strange IOG Order Execution Behavior
- Replies: 13
- Views: 2605
Re: Need Help Understanding Strange IOG Order Execution Beha
How have you implemented the MyTradeLogic? These quotes suggests to me, at first glance, that there might be something wrong with the trade signals from multiple charts and data sources that get 'collected' in MyTradeLogic -- would that be possible? Since this sending data from other charts can't b...
- 21 Jul 2012
- Forum: MultiCharts
- Topic: Need Help Understanding Strange IOG Order Execution Behavior
- Replies: 13
- Views: 2605
Re: Need Help Understanding Strange IOG Order Execution Beha
So far it doesn't appear in replay mode or historically. It just happens when running strategy automation execution in SA mode. Two types of wrong trades: 1) Thus far, the only constant I can tell is when there are multiple trades in the same direction it can just skip a trade and then not get back ...
- 21 Jul 2012
- Forum: MultiCharts
- Topic: Need Help Understanding Strange IOG Order Execution Behavior
- Replies: 13
- Views: 2605
Re: Need Help Understanding Strange IOG Order Execution Beha
Triage, Please can you post compelete code with some pseudo code replacing your "MyTradeLogic"( I totally respect your view of not giving out your "Trade logic" ) so that it becomes easy for others to chip in and also it could become useful educational exercise. JoshM is an exceptional person alway...
- 21 Jul 2012
- Forum: MultiCharts
- Topic: Need Help Understanding Strange IOG Order Execution Behavior
- Replies: 13
- Views: 2605
Re: Need Help Understanding Strange IOG Order Execution Beha
Here is the code with a few more comments as recommended by Josh. Thanks for looking at it. vars: intrabarpersist signal_Pos (0), // change in trade position is generated from my trade logic functions intrabarpersist t_marketPos (0); // chart's market position signal_Pos = mytradelogic; // get trade...
- 21 Jul 2012
- Forum: MultiCharts
- Topic: Need Help Understanding Strange IOG Order Execution Behavior
- Replies: 13
- Views: 2605
Re: Need Help Understanding Strange IOG Order Execution Beha
I just copied the code from PowerLanguage into the code block here. It seems to have gotten rid of some extra lines. Sorry for the confusion. What I mean by loop through the code is that it runs through one iteration per tick. The code works fine in 99 out of 100 trades, so I don't think the code is...
- 21 Jul 2012
- Forum: MultiCharts
- Topic: Need Help Understanding Strange IOG Order Execution Behavior
- Replies: 13
- Views: 2605
Re: Need Help Understanding Strange IOG Order Execution Beha
Also, I wanted to mention that I tried several combinations of Position Limits properties. What should I expect if I don't check the allow up to [x number] of entry orders in the same direction? What should I expect if I check it, and select the radio item: when the order is generated by a different...
- 21 Jul 2012
- Forum: MultiCharts
- Topic: Need Help Understanding Strange IOG Order Execution Behavior
- Replies: 13
- Views: 2605
Re: Need Help Understanding Strange IOG Order Execution Beha
Hi Josh, I have already set the properties to allow unlimited entries and exits per bar. But strangely, even if the order is on the next tick, sometimes the order does not trigger in SA mode auto trading. I reviewed the code again, and there should only be one trade per tick. The conditionals I have...
- 20 Jul 2012
- Forum: MultiCharts
- Topic: Need Help Understanding Strange IOG Order Execution Behavior
- Replies: 13
- Views: 2605
Re: Need Help Understanding Strange IOG Order Execution Beha
After some searching, I found this thread: http://www.multicharts.com/discussion/viewtopic.php?f=1&t=8086&p=37840 Janus says in the thread: I think the point is as follows, at least from my humble opinion. MC's method of handling orders prevents a study from executing the same buy long or sell short...
- 20 Jul 2012
- Forum: MultiCharts
- Topic: Need Help Understanding Strange IOG Order Execution Behavior
- Replies: 13
- Views: 2605
Need Help Understanding Strange IOG Order Execution Behavior
I came across a strange behavior in a strategy we are developing that has stumped us. I am hoping that someone else may have come across this or MC staff can give some guidance. The strategy takes a calculated position from our trade logic, and then in IOG strategy automation (SA) mode (with multipl...