"skip identical tick" on strategy  [SOLVED]

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Xslim
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"skip identical tick" on strategy

Postby Xslim » 21 Apr 2014

I want the "skip identical tick" option on a strategy like on an indicator. If our every trade is triggered by price, why we don't skip identical tick to speed up the strategy action? I'm using 1 tick resolution for strategy calcutaion, I found MC(64 bit/8.8 Build 8967) had lost to record high/low sometimes, it maybe more 1~3 point. Since strategy showed on chart is correct but send to order is wrong, I study this issue and I think it happens on a lots of tick received in an extreme short period, like 250 ticks in 150 ms. I'm not a HFT but I'm a tick trader, I need to record high/low preciseness. That's why I raise this topic.

SP
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Re: "skip identical tick" on strategy  [SOLVED]

Postby SP » 21 Apr 2014

On a 1 tick chart you could add

Code: Select all

if Close <> Close [1] then
begin
//Your code here
end;
on a higher timeframe you could add

Code: Select all

vars: IntrabarPersist Last_Price(0);

if Close <> Last_Price then
begin
//Your code here
end;
Last_Price = Close;

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Andrew MultiCharts
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Re: "skip identical tick" on strategy

Postby Andrew MultiCharts » 21 Apr 2014

Hello Xslim,

SP recommended a good workaround, however if you still want not to trigger any code calculation at all, please leave us a feature request. We also can discuss this feature implementation on software level in nearest time on paid basis (if you are interested, please let us know at support@multicharts.com).

Xslim
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Joined: 09 Apr 2014
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Re: "skip identical tick" on strategy

Postby Xslim » 21 Apr 2014

I'll try SP suggestion and check the performance improvement. Thanks again for SP.


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