1) I understand there are two modes, SA and AA, and there are 3 positions:
a) position at broker (marketPosition_at_broker)
b) position in strategy engine (marketPosition_at_broker_for_the_strategy)
c) chart position (marketPosition)
For each of two modes, can you please clarify what things are in sync using equals and not equals. For example, if nothing is in sync, then a != b != c. If there is a mode where position at broker is not in sync with position in strategy engine but position in strategy engine is in sync with chart, then please indicate a != b = c.
2) 'Replace to market partially filled orders' under Auto Trading tab: since limit and stop orders are IB native orders, I want to clarify what is happening under the covers to make sure there are no overfills due to 'ships passing in the night' with IB completing the fill while MC is sending a replacement market order. For this to work correctly, MC has to cancel the outstanding order that is partially filled, wait for the order cancel acknowledgement, and then issue the new replacement order for the remainder. Is that the sequence of messages exchanged?
3) 'Unfilled strategy order replacement' in Auto Trading tab: as with above, if IB is the broker, this can again be a dangerous thing to do since you could have 'ships passing in the night' problem again unless similar precaution as above is taken?
4) 'Unfilled strategy order replacement': will this work as expected if the time value is set to 0 seconds? My expectation would be that as soon as price is touched based on datafeed (which can be from separate provider and not the broker), the limit/stop order to the broker is cancelled and a new order is reissued after the cancel acknowledgement is received?
5) Can #2 and #3 work without IOG?
6) 'Recalculate on broker events' has two options: 'Market position change' and 'Order filled'. How are these two different? Market position change at broker implies an order is filled and conversely.
7) 'Get real time data from' has two options. Help page has example of this with setDollarTrailing and says that in this case, if 'Get real time data' from 'Chart' option is selected then the order will be calculated based on entry order fill price at broker and the real time price from chart. I assume that 'Chart' means 'datafeed provider'?
![Cool 8)](./images/smilies/icon_cool.gif)
9) I presume the Format -> Strategy Properties under MC are for chart trading only and to configure autotrading in PT (Portfolio Trader), I have to do the config in PT by right click on Strategy in Portfolio Tree and 'Show Properties ...' -> Auto Trading [Part of reason for my confusion is that there is no mention of autotrading in the PT manual and some things such as Symbol Mapping are shared between PT and MC while autotrading seemingly isn't.]
10) Some buttons like 'Assign the Initial Market Position at the Boker Settings' -> 'Show the assign the initial market position at broker dialogue' seem t be unavailable in PT? So we can only use 'Do not show the assign ...'?
11) One of the help pages says: "Sync of market position in autotrading mode may not work correctly if pyramiding was used. It may also not work if more than one active entry was generated on a chart." What does this mean? Does autotrading not work with pyramiding and scale-out?
12) I read about the placeMarketOrder and changeMarketPosition keywords and I am a bit confused as to where I would need to use these? If I use SA mode with 'Do not show the Assign the Initial Market position ..' -> 'Use the actual position at the broker', is there any use for these two keywords?
I apologize in advance for the long list of questions.
Thanks,
orion