4.0.1573.202 and automated trading

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reitberg
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4.0.1573.202 and automated trading

Postby reitberg » 09 Sep 2008

Has anybody tried this yet for Auto Trading? Are there any bugs or bug fixes to be made aware of? Which brokers can be used for auto trading?

reitberg
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Postby reitberg » 15 Sep 2008

I tried autotrading in real time in an IB account. I noticed that my profit target orders, which work absolutely fine in TS, are slightly different in MC. In every case, my profit target is off by 1 tick in MC.

I'm using setprofittarget.

My best guess is that this is a bug?

2haerim
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Postby 2haerim » 15 Sep 2008

I once asked a similar question and TSS replied that it is TS8's bug, and MC also has some bugs. Now I am not sure if it is completely fixed.


http://forum.tssupport.com/viewtopic.ph ... highlight=

Please check the above link.

reitberg
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Postby reitberg » 15 Sep 2008

Thank you for that link. I did not know that MC factors in the slippage/commissions.

reitberg
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Postby reitberg » 16 Sep 2008

I FOUND A BUG!

When I trade 1 contract using automation, and I do not use slippage and commissions, I found that my stops and profit target values work fine.

HOWEVER, if I increase the number of contracts that I trade, the Profit targets and Stops values must be multiplied by the number of contracts traded.

Example: If I trade two contracts, now I must double my stop target and profit target!

SUPER
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Postby SUPER » 17 Sep 2008

I FOUND A BUG!

When I trade 1 contract using automation, and I do not use slippage and commissions, I found that my stops and profit target values work fine.

HOWEVER, if I increase the number of contracts that I trade, the Profit targets and Stops values must be multiplied by the number of contracts traded.

Example: If I trade two contracts, now I must double my stop target and profit target!
Have you tried using "SetStopContract" function in your code

definition: SetStopContract sets the exit order based on a per contract basis.

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Marina Pashkova
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Postby Marina Pashkova » 17 Sep 2008

I FOUND A BUG!

When I trade 1 contract using automation, and I do not use slippage and commissions, I found that my stops and profit target values work fine.

HOWEVER, if I increase the number of contracts that I trade, the Profit targets and Stops values must be multiplied by the number of contracts traded.

Example: If I trade two contracts, now I must double my stop target and profit target!
Hi Reitberg,

To comment on the problem that you are describing, we would need:

1. The code (you can send us the modified code if you do not want to disclose your original strategy)
2. The detailed description of how the current behavior is different from the expected behavior
3. Autotrading settings

Thank you.


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