Setstoploss setbreakeven in AA mode vs SA mode

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wilkinsw
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Setstoploss setbreakeven in AA mode vs SA mode

Postby wilkinsw » 23 May 2013

Hi,

If autotrading in AA mode if using "setstoploss" and/or "setbreakeven", in the event of slippage on entry, will the stop be set using the entryprice as per the chart or the real executed entry price?

I'm hoping the answer is the former as I want to replicate my backtests as closely as possible in live trading and treat slippage purely as an independant cost.

Am I right in assuming that "setbreakeven" will not set a stop that factors in transaction costs?

Many thanks!

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Andrew MultiCharts
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Re: Setstoploss setbreakeven in AA mode vs SA mode

Postby Andrew MultiCharts » 24 May 2013

Hello Wilkinsw,

In [AA] mode of auto trading the EntryPrice for the strategy that is calculated within MC in auto trading engine will be taken from broker. At the same time the strategy visualized on chart will be calculated differently, so what you see on chart will differ from what happens in auto trading engine (that will match broker values).

wilkinsw
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Re: Setstoploss setbreakeven in AA mode vs SA mode

Postby wilkinsw » 24 May 2013

Thanks,

And does "setstoploss" use the engine/broker entryprice in its calculation in AA mode and so may also differ from the chart?

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Andrew MultiCharts
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Re: Setstoploss setbreakeven in AA mode vs SA mode

Postby Andrew MultiCharts » 24 May 2013

In [AA] mode everything at broker end and in auto trading engine can possibly differ from visual situation on chart, that's why it is called Asynchronous mode.


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