Slippage increase with slow execution in MC

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palmone
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Slippage increase with slow execution in MC

Postby palmone » 02 Sep 2014

Hi guys is some days that i noticed an exponential slippage cost increase.
Today i saw more deeply and i see that a market order that had to be executed at 9:00 was sent just 1 minute after the signal. I attach the image "problem 3 b".
I saw also that even if in the chart the position was close, i was still in the market (image "problem2"): in order and position tracker was still "broker position:-1" (it could happen as i work in aa mode") but also "strategy position:-1" which is more strange because the chart figure that was close....
Thanks,
Alfredo
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MAtricks
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Re: Slippage increase with slow execution in MC

Postby MAtricks » 02 Sep 2014

I've noticed a slow down in execution as well, but its been there for a while..

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Henry MultiСharts
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Re: Slippage increase with slow execution in MC

Postby Henry MultiСharts » 05 Sep 2014

Hello palmone,

In AA mode there are three positions: chart position, strategy position, broker position. Due to the nature of this mode they can be out of sync. Orders can be executed on the chart but not executed at the broker and vice versa.

The best solution to have all positions in sync is to use SA auto trading mode + "Assign initial market position" window. Using "Assign initial market position window" in AA mode you can also sync the positions. That is recommended to have at least your strategy and chart positions in sync.

If you want to understand why the order was sent later than it is expected - you need to validate order generation logic in your code: Why an Order Was or Was Not Executed.


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