Beta Auto Trade
Beta Auto Trade
I really need a reply to my questions whether in the new BEta, will MC know the price at which a trade it sends to IB is executed so that the target and stop loss can be based upon the executed price, not the theoretical fill?
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hi momentum,
Unfortunately the upcoming beta which is due this Friday will not have all the promised autotrading features. We have not been able to implement all of the planned features, but have decided to release beta anyways - because it was promised long ago.
The feature that you are talking about is quite complex. It is going to take time to get it work correctly. But the second beta of MultiCharts due in February will know the actual and not theoretical price of order execution.
Regards.
Unfortunately the upcoming beta which is due this Friday will not have all the promised autotrading features. We have not been able to implement all of the planned features, but have decided to release beta anyways - because it was promised long ago.
The feature that you are talking about is quite complex. It is going to take time to get it work correctly. But the second beta of MultiCharts due in February will know the actual and not theoretical price of order execution.
Regards.
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- Posts: 64
- Joined: 25 Jan 2008
There is no easy and reliable way in TS 8.3 to get the actual entry price - at best it may be correct, but can't be relied upon especially if more than 1 lot or contract is purchased (the fills may be partial, leading to an Average entry price).
I've found that unless you are dealing with relatively small price movements, it makes little difference to the outcome anyway, and real-time slippage may well have a bigger impact on how your backtest/optimization results end up working in reality.
I've found that unless you are dealing with relatively small price movements, it makes little difference to the outcome anyway, and real-time slippage may well have a bigger impact on how your backtest/optimization results end up working in reality.