Too many Exits using !From Broker To Strategy MP Synchronize

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escamillo
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Too many Exits using !From Broker To Strategy MP Synchronize

Postby escamillo » 20 Mar 2012

When using !From Broker To Strategy MP Synchronizer! on a chart that receives Order Entry information from another chart, sometimes when multiple contract orders are filled piecemeal (not all at once), then the receiving chart Exit strategy thinks each one of the piecemeal partial fills are to have an Exit associated with it: on the attached chart screenshot, there was an order for 5 contracts from another chart and when three exits of 1 contract each were wanted, the receiving chart has created three Exits of 3 contracts each, or 9 Exits for an Entry of 5.

Is there any way to avoid this using !From Broker To Strategy MP Synchronizer! or is there another method besides !From Broker To Strategy MP Synchronizer! to Sync an order from one chart to another?
MultiCharts1.png
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Henry MultiСharts
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Re: Too many Exits using !From Broker To Strategy MP Synchro

Postby Henry MultiСharts » 21 Mar 2012

Hello Escamillo,

Please provide more details so we can help you:
what is the purpose of the first chart
what is the purpose of the second chart
what is the purpose of using the synchronizer script
what is you final goal.

Are you trying to trade manually from chart two and then let chart one know about the chart two orders with the help of the synchronizer script?

escamillo
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Re: Too many Exits using !From Broker To Strategy MP Synchro

Postby escamillo » 21 Mar 2012

Hi Henry, Thanks for the reply. I like Exits and Stops on a 3 minute chart and for some Entry Strats like to use a 30 second chart. Based on our conversation in MC Live Chat, I will not use Sync, but will go back to using a Global Variable.

Dru
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Re: Too many Exits using !From Broker To Strategy MP Synchro

Postby Dru » 24 Mar 2012

escamillo wrote:When using !From Broker To Strategy MP Synchronizer! on a chart that receives Order Entry information from another chart, sometimes when multiple contract orders are filled piecemeal (not all at once), then the receiving chart Exit strategy thinks each one of the piecemeal partial fills are to have an Exit associated with it: on the attached chart screenshot, there was an order for 5 contracts from another chart and when three exits of 1 contract each were wanted, the receiving chart has created three Exits of 3 contracts each, or 9 Exits for an Entry of 5.

Is there any way to avoid this using !From Broker To Strategy MP Synchronizer! or is there another method besides !From Broker To Strategy MP Synchronizer! to Sync an order from one chart to another?
MultiCharts1.png

There are inputs in "!From Broker To Strategy MP Synchronizer!":
Input :
TimeOutMS(100), // time spent since BrokerMarketPosition changed and we start correct position
LatencyMS(500); // time spent since we start correct StrategyMarketPosition and return to monitoring mode

Set in TimeOutMS the average order filling time in milliseconds.
Example: if orders fulfilled about 2 seconds, set TimeOutMS to 2000.
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escamillo
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Re: Too many Exits using !From Broker To Strategy MP Synchro

Postby escamillo » 25 Mar 2012

Dru wrote:There are inputs in "!From Broker To Strategy MP Synchronizer!":
Input :
TimeOutMS(100), // time spent since BrokerMarketPosition changed and we start correct position
LatencyMS(500); // time spent since we start correct StrategyMarketPosition and return to monitoring mode

Set in TimeOutMS the average order filling time in milliseconds.
Example: if orders fulfilled about 2 seconds, set TimeOutMS to 2000.


Thanks Dru. Thanks for seeing how that works. Great idea. Will try it; sould do the trick.


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