I tried the following code, but it does not work. NumContracts = 5;//The amount of contracts in a position MyPosition = MarketPosition_at_Broker; Myentryprice=entryprice_checked; Condition5 = MyPosition>0 and barstatus=1 and MyPosition< NumContracts and C<Myentryprice;//Long positions Condition6 = M...

Dear Polly,

How do you make sure the 2 streams are in sync. Do they need to have the same interval?

I read the response of TJ. Is it correct that this does not apply to a STP LMT order in the same way? When I sent a STP LMT order and I revise it at the beginning of the next bar (because my buyprice calculation has changed) I recieve an error message from IB: "Order rejected - reason: Stop price re...

I understand. Thank you. I will focus on comparable performance then.

Thank you TJ. I thought of that as a possible explanation once you pointed me in this direction. Is there any way to prevent that? In the settings or so? I think this issue is causing a significant difference between real time and backtest. Not necessarily in terms of long term returns, but in day-t...

It is 1.000 ticks from IQFeed. You are right. I should have checked that, but the charts are not identical.. I guess I have to check with IQFeed. Thank you and sorry for bothering you with a non MC related issue.

Hi, I have studied all the material on differences between RT and BT and I understand that the match will never be perfect, especially with limitprices. Nevertheless, I run into a very strange phenomonen that is not related to anything I have read about this subject: 1. I run a backtest on tickdata ...

Thank you MyDesign. Yes indeed, I prefer to avoid MKT orders. In the mean time I also found MarketPosition_at_Broker as an alternative that I am experminenting wth right now. That won't work in backtest, but it could do the job in realtime.

Thank you Mazinguer. That is very helpful. I will implement and test it.

Hi, I try to build some code that will add to my position under cetrain conditions to a maximum of 5 contracts, but only when I have a partial fill. So the scenario is: I try to buy 5 contracts at a limitprice, I get 3 and I would like to add the other 2 contracts as soon as the close is lower than ...