Simulating auto trade using a Broker Emulator  [SOLVED]

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orad
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Simulating auto trade using a Broker Emulator

Postby orad » 16 Jan 2015

Hi,

Is there any way to do the following in MultiCharts?

I need to playback an old trading session and simulate my automated trading strategy using a broker emulator. For example let's say it's Saturday and markets are closed but I want to test my code. Even though I have a simulation/demo account at the broker it still won't accept any orders since the market is closed. So I want to play back Friday's trading session and get my strategy to submit orders to a broker emulator that is also back-dated to the playback time and would accept and fill orders as if the market is open, and when I check position at broker it would show open positions. Also as the session is playing, it will run CalcBar in real-time mode, even though it is simulating a passed time. I think this kind of tool is very essential for testing strategies in a complete offline mode from the broker, and regardless of whether the market is open or closed. Is this supported in MC?

Thanks!

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Henry MultiСharts
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Re: Simulating auto trade using a Broker Emulator  [SOLVED]

Postby Henry MultiСharts » 21 Jan 2015

Hello orad,

None of the brokers have such emulators where you can place back-dated orders.
You can run Data Playback in MultiCharts (without sending any actual orders to broker) to see how your strategy performs.

That is possible to open a demo account with one of the supported brokers to perform realtime simulated trading (automated and manual) using a broker connection. The only prebuilt simulator we have at the moment is for Rithmic feed. If you have Rithmic data then you can use Rithmic Local Sim to simulate trading.
We are going to implement a prebuilt simulation mode for the other supported data providers in one of the future versions of MultiCharts. There is no ETA for this feature yet.

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Re: Simulating auto trade using a Broker Emulator

Postby orad » 21 Jan 2015

Thanks, yes by "broker emulator" I meant a totally offline simulator. I probably can do what I need with Data Playback.

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Re: Simulating auto trade using a Broker Emulator

Postby orad » 13 Nov 2015

Hi, I suppose this is supported now as of MC 9.1. Do you have a link to get me started on offline broker simulation?

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Re: Simulating auto trade using a Broker Emulator

Postby Henry MultiСharts » 16 Nov 2015

Please refer to the Wiki section: Paper Trader.


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