!From Broker To Strategy MP Synchronizer!

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GiuseppeM
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!From Broker To Strategy MP Synchronizer!

Postby GiuseppeM » 29 Sep 2015

in portfolio trader i have 2 strategies applied to the same symbol one of them is !From Broker To Strategy MP Synchronizer!.

The strategy enter in the market and the order is filled. Then i turn off the strategy and turn it back on, i wait for the synchronizer to do his work but nothing happens even waiting several minutes even tweaking the parameters of the synch strategy nothing happens.

For what i have understood the synch strategy operates intrabar so i am not supposed to wait until the next bar to be synchronized am i right? And if i am right is there some issue with the synch strategy used with portfolio trader?

P.S. even a manual approach like turning on "Show Always" in the Auto Trading Tab of the strategy properties when it says "Show the assign the initial market position at the broker dialogue" does not solve the problem because unfortunately nothing show up when i turn on the strategy automation so i cannot assign nothing.


Thanks
-Giuseppe

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Henry MultiСharts
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Re: !From Broker To Strategy MP Synchronizer!

Postby Henry MultiСharts » 06 Oct 2015

Hello Giuseppe,

What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About)
Are you using Financial Advisor account type with a master account?

GiuseppeM
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Re: !From Broker To Strategy MP Synchronizer!

Postby GiuseppeM » 06 Oct 2015

Hello Henry, the problem i have is on Portfolio Trader Version 9.1.11373.201.
I am not using Financial Advisor account type and i have a standard individual account on IB.
My MC version is 9.1 beta 1 build 11373

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Henry MultiСharts
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Re: !From Broker To Strategy MP Synchronizer!

Postby Henry MultiСharts » 08 Oct 2015

Hello Giuseppe,

If you have multiple accounts then you need to specify the one with the open position in Format->Strategy properties->Auto trading tab->Select broker plugin->Settings->Default Account.
You also need to make sure you are using a Live or Sim account with realtime data subscription and that your symbol mapping is configured correctly.

We have not faced any difficulties with "Show the assign the initial market position at the broker dialogue" on our end. In order to check the particular situation you are dealing with - please come to our live chat Monday-Friday 6:30 am - 1 pm EST to demonstrate it remotely. We will do our best to help you.

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Re: !From Broker To Strategy MP Synchronizer!

Postby maxmax68 » 14 Oct 2015

Hello Henry,
I am also interested in !From Broker To Strategy MP Synchronizer! signal, and before going in real market with real money would like fully understand how it works.

If I correctly understood wiki in my chart I have to use both my signal and !From Broker To Strategy MP Synchronizer! signal.

Let's suppose we start autotrading and we are flat.
My signal gives a long entry signal so MC sends to my broker a buy order.
Sometimes It happens that the buy order is filled, but something goes wrong between the broker and MC comunication, so MC thinks the order is not filled.
So we have the broker and MC out of synchro: Broker long+1 and MC flat.

In this situation !From Broker To Strategy MP Synchronizer! signal in intrabar mode should create a simulated long order (not sent to the broker) that should change market position for the strategy from flat to long+1.
Is this correct?
If yes, how long is the latency between the change of market position ?

And, about the long order lost, after the syncro the trading engine of MC on the next bar will understand to stop resubmitting new long orders?
And in case of reverse position my signal will correctly compute the right number of contracts after the synchro?

Thank you
Massimo

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Henry MultiСharts
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Re: !From Broker To Strategy MP Synchronizer!

Postby Henry MultiСharts » 19 Oct 2015

In this situation !From Broker To Strategy MP Synchronizer! signal in intrabar mode should create a simulated long order (not sent to the broker) that should change market position for the strategy from flat to long+1.
Is this correct?
Hello Massimo,

That is correct.
If yes, how long is the latency between the change of market position ?
It is individual. In case the default timeouts do not work for you - you need to adjust them specifically for your setup.
And, about the long order lost, after the syncro the trading engine of MC on the next bar will understand to stop resubmitting new long orders? And in case of reverse position my signal will correctly compute the right number of contracts after the synchro?
It depends on your strategy code. If it was designed to handle this logic then it will continue running fine.

maxmax68
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Re: !From Broker To Strategy MP Synchronizer!

Postby maxmax68 » 19 Oct 2015

Hello Henry,
please excuse me if probably I am asking again the same question, but for me it is very important to understand how the trading engine of MC works, to solve this problem:

http://www.multicharts.com/discussion/v ... =1&t=49022

Maybe I can solve it with !From Broker To Strategy MP Synchronizer!.

1 - So, let's say I am long+1.
2 - The strategy has to reverse the position, so code for a sellshort 1 next bar at close limit.
Now MC engine knows I am long +1, so fires a sell order for 1 to flat position + 1 to reverse position. And now I should be short-1.
3 - Suppose I have only first sell limit filled in the bar. On bar close now I am flat 0, and have a sellshort order partially filled. What does MC engine at this point. Leaves alive the short order on the next bar, till it is filled?
4 - If my sell limit order is filled in two shots usually something goes wrong and I have position at broker short-1 and position for the strategy flat 0.
So if I use !From Broker To Strategy MP Synchronizer! on the same chart, should have a simulated short order (not sent to the broker) that should change market position for the strategy from flat to short-1.

Do you think it is correct ?

Thanks.
Massimo


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