Questions about execution

Questions about MultiCharts .NET and user contributed studies.
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fx1
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Questions about execution

Postby fx1 » 03 Jul 2013

Hi,

i would like to ask these details:

a) as i understood default execution mode is at end of the bar, but what happens when Order.Send has been requoted or cannot be fulfilled for some reason? does that mean that i miss the signal at this bar? How can i manage such cases?

b) Is IntraBar Order Generation much safer in matter of problem in a) ?

best regards

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Henry MultiСharts
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Re: Questions about execution

Postby Henry MultiСharts » 11 Jul 2013

Hello fx1,

The orders are valid at broker while they are sent by the strategy. That means the conditions for order generation should be met in your code on each bar close or each tick (if IOG=ON) calculation while you need to keep your orders active. It depends on the strategy logic and design which mode should be used.

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fx1
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Re: Questions about execution

Postby fx1 » 11 Jul 2013

Thank you very much for your reply. Is there a way that my strategy can somehow notice about non filled orders? For example are there some Events available they would be fired in such cases please?

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Henry MultiСharts
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Re: Questions about execution

Postby Henry MultiСharts » 17 Jul 2013

The strategy will send orders on each calculation while the conditions for order generation are met in the code. If you want to cancel the order-stop sending it from the code (make the conditions for order generation invalid).

With unmanaged orders you manage the order handling routine yourself. Here is an example of how to use the TradeManager. For more information please refer to .Net programming guide: Extended Trading Possibilities. TradeManager:1, 2, 3, 4.


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