How to send orders immediately to broker ?

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radekj
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How to send orders immediately to broker ?

Postby radekj » 31 Jan 2020

i have a strategy to calculate ordres for stock with low liquidity (3 to 5 price updates per minute)

strategy uses IOG = true

i use ExecControl.RecalcLastBarAfter() to force my strategy to recalculate
orders all x-seconds

but the new calculated order are sent to Broker (IB) only after the next price tick arrived

how i can force strategy to send orders to broker immediately without waiting for a new price update?

Broker : IB
MC.NET

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Anna MultiCharts
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Re: How to send orders immediately to broker ?

Postby Anna MultiCharts » 03 Feb 2020

Hello, radekj!

You need to use this attribute: [AllowSendOrdersAlwaysAttribute(true), IOGMode(IOGMode.Enabled)]
It allows for sending orders when Barstatus = -1

Code example:

Code: Select all

using System; using System.Drawing; using System.Linq; using PowerLanguage.Function; using ATCenterProxy.interop; namespace PowerLanguage.Strategy { [AllowSendOrdersAlwaysAttribute(true), IOGMode(IOGMode.Enabled)] public class low_liquidity : SignalObject { public low_liquidity(object _ctx):base(_ctx) { buy_stop_pr = 1; } [Input] public double buy_stop_pr { get; set; } private IOrderPriced buy_order_stop; private double price_stop; protected override void Create() { buy_order_stop = OrderCreator.Stop(new SOrderParameters(Contracts.Default, EOrderAction.Buy)); } protected override void StartCalc() { } protected override void CalcBar() { price_stop = price_stop + 0.1; if (price_stop >= 1) { price_stop = 0; } buy_order_stop.Send(buy_stop_pr + price_stop); ExecControl.RecalcLastBarAfter(new TimeSpan(0, 0, 0, 1)); Output.WriteLine(price_stop.ToString()); } protected override void OnRecalcLastBarAfterEvent() { this.CalcBar(); } } }


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