intrabar order generation - can it be done with MC ?????????

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itai007
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intrabar order generation - can it be done with MC ?????????

Postby itai007 » 15 Feb 2008

how can I make MC trigger stratergy orders based on the tick and not the end of bar condition ?

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Andrew Kirillov
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Postby Andrew Kirillov » 15 Feb 2008

Select Format Signals->Highlight a signal->Format->Intra-Bar Order Generation

itai007
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this is not available .. where exactly?

Postby itai007 » 15 Feb 2008

Select Format Signals->Highlight a signal->Format->Intra-Bar Order Generation

I dont have this option can you please screen shot this ?

Im using 2.1.999.999

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Andrew Kirillov
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Postby Andrew Kirillov » 15 Feb 2008

Install MC 3 Beta please

itai007
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Before I do ... please answer this

Postby itai007 » 15 Feb 2008

Install MC 3 Beta please
Dose using the intrabar order generation require the use of the intrabapersist function in the code or not ?

Also , is this not available in my version some other way ?

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Andrew Kirillov
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Postby Andrew Kirillov » 15 Feb 2008

It doesn't.

itai007
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this feature dosnt work!!

Postby itai007 » 15 Feb 2008

It doesn't.
I have your latest Beta you asked me to d/l

the order triggers @ the end of the bar although Im sitting in front of this and seeing it should generate unlimited entry/exits as the bar fluctuates ..

still what it dose is check if the condition was met intrabar and will trigger the trade end of bar even if the condition is not met by then,.

Do you call this intrabar order generation ?

itai007
Posts: 69
Joined: 14 Jun 2007

This works funny

Postby itai007 » 15 Feb 2008

It doesn't.
attached you can find the result of an intrabar order

the upper indicator visually shows the threshold +1 / -1 which generate the orders.

So the buy signals you see wer the results of the fluctuation of the bar downwards and the indicator did go down through the -1 threshold.

but, BUT!! there is a big diff getting those fills intrabar @ the lower end of the bar tail were they triggered compared to receiving them @ the end of this bar .. you can imagine ..

also due to that fact , the rotation upwards the following bar did not hit the position-profit-target ...

so when you say intrabar do you mean that MC well "hold" the trigger intrabar and fill END of BAR ?

thanks
Attachments
SPY intrbar.png
(37.01 KiB) Downloaded 692 times

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Andrew Kirillov
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Postby Andrew Kirillov » 16 Feb 2008

Itai,
MC IOG works properly. You simply should select "Allow unlimited entries and exits per bar". By default each signal can generate only once entry per bar.


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