MultiCharts execution performance

Questions about MultiCharts and user contributed studies.
ctu1121
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MultiCharts execution performance

Postby ctu1121 » 26 Dec 2013

Hi there,
I am using 1 min K bar chart. My testing signal is very simple, if close>close[1] then buy 1 share next bar at market. If the condition is satisfied at AM11:00:30, then Multicharts should send buy order at AM11:01:00, my order should be executed immediately.

However, I see the order was executed around AM 11:01:30. It means it delay around 30 seconds. I am using Intel i7CPU, 16GDRAM, SSD, 100M/20M internet connection speed. I don't think it's my PC and internet connection problem.

Does Multicharts usually delay for a while? May I know how could I send order and executed immediately? Thanks.

Charles

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Re: MultiCharts execution performance

Postby sptrader » 26 Dec 2013

Did you have IOG (intrabarordergeneration) turned on in your code ?

ctu1121
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Re: MultiCharts execution performance

Postby ctu1121 » 27 Dec 2013

No. I didn't.
Should I turn on IOG?

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Henry MultiСharts
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Re: MultiCharts execution performance

Postby Henry MultiСharts » 27 Dec 2013

Hello Charles,

If you want your code to be calculated on every realtime tick and not only on bar close - you need to have IOG enabled for this signal. Please see How Signals are Calculated.

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Re: MultiCharts execution performance

Postby ctu1121 » 27 Dec 2013

Thanks.
Now I know more knowledge of IOG.
I want my code to be calculate on bar close, instead of tick.
As my example, my study code should be calculate by bar close and send
order immediately. I use 1 min k bar, my MKT order should be sent immediately.
But I see my order was sent and executed after 30 seconds. Is there any solution?
Thanks.

Charles

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Re: MultiCharts execution performance

Postby ABC » 28 Dec 2013

Did this happen on a live or demo account? If it's the latter, where there ticks for the underlying symbol between the time the order should become active and the execution?

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ABC

ctu1121
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Re: MultiCharts execution performance

Postby ctu1121 » 28 Dec 2013

It happen in lifetime version of Multicharts and paper trading account of Interactive Brokers. Thanks.

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Re: MultiCharts execution performance

Postby ABC » 29 Dec 2013

The paper trading account might give the explanation. Where there ticks for the underlying symbol between the time the order should become active and the execution? If the order is send I would expect it to get filled with the next tick on a demo trading account. What symbol are you testing on?

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Henry MultiСharts
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Re: MultiCharts execution performance

Postby Henry MultiСharts » 30 Dec 2013

I use 1 min k bar, my MKT order should be sent immediately.
But I see my order was sent and executed after 30 seconds. Is there any solution?
Please go to File -> New -> Order and position tracker window->Orders tab.
What is the time in the "Generated" column for this order?
What is the time in the "Filled/Cancelled"column for this order?
Where there ticks for the underlying symbol between the time the order should become active and the execution?
Please answer this question.


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