Market Order Delay

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kinwai
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Market Order Delay

Postby kinwai » 01 Feb 2020

If I want to send market order to buy some contracts at the same time, there may be possible to buy higher price in last fews contracts.

Any possible to send market order with delay?

If I want to send some contracts market order, can MC allow send market order with little delay for each contract?

For example, place 5 contracts market order at 9:30
Then MC send 1 contract market order at 9:30:00, 9:30:10, 9:30:20, 9:30:30, 9:30:40 (total 5) respectively

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Anna MultiCharts
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Re: Market Order Delay

Postby Anna MultiCharts » 03 Feb 2020

Hello, kinwai!
Any possible to send market order with delay?
You can manage the delay from the code, here is an example:

Code: Select all

RecalcLastBarAfter(1); Input: total_number_of_contracts(100); Input: total_number_of_splits(5); Input: delay_time(10); Input: start_time(163000); var: contracts_res(0); var: intrabarpersist num(0); var: intrabarpersist st(0); var: intrabarpersist de(0); var: name(""); contracts_res = round(total_number_of_contracts/total_number_of_splits, 0); once begin cleardebug; st = start_time; name = "0"; end; if time_s >= st and time_s < st + 20 then begin buy (name) contracts_res contracts next bar market; if total_number_of_splits > num + 2 then begin de = de + delay_time; num = num + 1; st = start_time + de; name = NumToStr(num, 0); end; end;
Then MC send 1 contract market order at 9:30:00, 9:30:10, 9:30:20, 9:30:30, 9:30:40 (total 5) respectively
You can do this on a 10-seconds chart. And you will need to enable pyramiding in Format -> StartegyProperties -> Properties tab -> Position Limits - "Allow up X entry orders in the same direction..."

kinwai
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Re: Market Order Delay

Postby kinwai » 04 Feb 2020

Hi Anna, Thanks


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