Trading Logic  [SOLVED]

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Trading Logic

Postby Co0olCat » 21 Jan 2013

Hi,

I was browsing the forum and documentation for a while, but I am failing to find an answer:

Is MC.NET event-based ATS?

I would kindly appreciate it if you can direct me to diagram or detailed explanation of what happens when a) new tick arrives, b) new bar is computed, c) order is submitted, d) order is filled/changed/cancelled.

Does MC.NET allow to run on user side algo orders, say, iceberg?

Thank you.

Kind regards,
TY
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Re: Trading Logic

Postby master.aurora » 21 Jan 2013

Hello guys,

I am also new to MultiChart .Net but i have ample experience in ATS development in c#. I have the same problems and would appreiate any help in this rgards (as the OP).

Thanks.
Master
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Re: Trading Logic  [SOLVED]

Postby Henry MultiСharts » 23 Jan 2013

Hello,

There are certain events that MultiCharts .Net can handle such as CalcBar, TradeManager etc.
CalcBar Method triggers study calculation. It is called differently depending on the strategy settings:
a) If Intrabar Order Generation is On then CalcBar Method is called every tick-order is generated on the current tick and sent on the next tick.
b) If IOG is Off then CalcBar Method is called on the close of the bar-order is generated on the close of the current bar and sent on the opening tick of the next bar.
For c) and d) examples please refer to TradeManager example
Co0olCat wrote:Does MC.NET allow to run on user side algo orders, say, iceberg?

Depending on the broker and order type the order can be sent to the broker directly or held in MultiCharts (in case of certain order type emulation) and sent to the broker when the order should be executed (for ex. guaranteed to be executed limit, market order when stop level is reached).
There is no way to hide the actual order quantity.
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Re: Trading Logic

Postby master.aurora » 29 Jan 2013

Henry MultiСharts wrote:For c) and d) examples please refer to TradeManager example


By the looks of things, for position events,trade manager will work in realtime. Is there any way to use TradeManager in backtesting mode? I need to backtest a strategy but cant seem to figure out how to hook the Add, Change & Delete position events. Can you please point me in the right direction?

Thanks.

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Re: Trading Logic

Postby Henry MultiСharts » 29 Jan 2013

master.aurora wrote:By the looks of things, for position events,trade manager will work in realtime. Is there any way to use TradeManager in backtesting mode? I need to backtest a strategy but cant seem to figure out how to hook the Add, Change & Delete position events. Can you please point me in the right direction?
Thanks.

Hello master.aurora,

TradeManager class cannot be used in backtesting. TradeManager provides access to the Order and Position Tracker window that contains information only regarding actual trades generated and sent to the broker.

You can see the trades taken by the strategy in backtesting in the Strategy performance Report.


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