Different multipliers when merging historical with RT data

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DaveAronow
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Different multipliers when merging historical with RT data

Postby DaveAronow » 28 Jan 2016

Is there a way to handle different multipliers in futures when building a chart merging historical and real-time data? For example TS data has NYBOT Sugar (SB) with a price around 15, but data from Openecry has prices around 0.15. Putting them on the same chart is not workable.

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Henry MultiСharts
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Re: Different multipliers when merging historical with RT da

Postby Henry MultiСharts » 08 Mar 2016

Hello DaveAronow,

That is possible to adjust the price values for the TS instrument.
You need to add the price multiplier (*0.01) to the end of the description of the required TS instrument in the QuoteManager.
Once that is done you need to reopen all the workspaces that are using this instrument.
You also need to disconnect the OEC broker profile, go to the symbol mapping, delete all lines using this instrument.
Then add the symbol mapping for this instrument.

DaveAronow
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Re: Different multipliers when merging historical with RT da

Postby DaveAronow » 14 Mar 2016

Henry,

Thanks for this will try it.

Along the same lines is it possible to make this kind of adjustment for trading? For example if one data feed returns the price for Orange Juice futures as 122.10, but my broker uses 1.2210, how can I automate trading without ending up with orders sent as 122.10 (which will never fill)?

Dave

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JoshM
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Re: Different multipliers when merging historical with RT da

Postby JoshM » 16 Mar 2016

Along the same lines is it possible to make this kind of adjustment for trading? For example if one data feed returns the price for Orange Juice futures as 122.10, but my broker uses 1.2210, how can I automate trading without ending up with orders sent as 122.10 (which will never fill)?
By diving prices by 100 I suppose:

Code: Select all

if (longCondition) then
Buy 1 contracts next bar at (Close / 100) limit;
If Orange Juice futures closed at 122.10, that would send a limit order priced at 1.221.

DaveAronow
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Re: Different multipliers when merging historical with RT da

Postby DaveAronow » 16 Mar 2016

Along the same lines is it possible to make this kind of adjustment for trading? For example if one data feed returns the price for Orange Juice futures as 122.10, but my broker uses 1.2210, how can I automate trading without ending up with orders sent as 122.10 (which will never fill)?
By diving prices by 100 I suppose:

Code: Select all

if (longCondition) then
Buy 1 contracts next bar at (Close / 100) limit;
If Orange Juice futures closed at 122.10, that would send a limit order priced at 1.221.
Josh this works (and is a slick idea that I should have thought of) but I think I still have a problem when it relates to the automated stop losses or profit targets. Then again I could just code those out manually and handle them....

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JoshM
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Re: Different multipliers when merging historical with RT da

Postby JoshM » 18 Mar 2016

I think I still have a problem when it relates to the automated stop losses or profit targets. Then again I could just code those out manually and handle them....
That's true, `SetStopLoss()` and `SetProfitTarget()` make our live most of the time easier, but they lack flexibility (like specifying a correct stop or limit price). So you'll unfortunately need to code those out manually, yes.


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