Stop Order problem

Questions about MultiCharts and user contributed studies.
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Marina Pashkova
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Postby Marina Pashkova » 12 Feb 2008

Hi Victor,

The reason why I asked you about the provider is that we need to reproduce the problem on our end. To do that we need to create exactly the same conditions and use the same settings as you do. Could you please send us the ascii file where the data for this symbol is taken from?

Thank you.

sylfvdk
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Postby sylfvdk » 12 Feb 2008

Hi, I am sending you ASCII file. Date on the chart from previous post is August, 15 2007

Thanks
Victor
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Test1min.txt
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Marina Pashkova
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Postby Marina Pashkova » 13 Feb 2008

Thank you Victor.

We're now going to run some tests. As soon as we have the results I'll post them in this topic.

sylfvdk
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Postby sylfvdk » 13 Feb 2008

Thanks, waiting for your reply.

sylfvdk
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Postby sylfvdk » 14 Feb 2008

Hi,

When I can expect results of your tests?

Thanks
Victor

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Marina Pashkova
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Postby Marina Pashkova » 14 Feb 2008

Hi Victor,

We also need a workspace from you. And you had an End of Day Ext signal applied. Could you send it to us as well?

sylfvdk
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Postby sylfvdk » 14 Feb 2008

Hi, I am sending my workspace. End of Day Ext signal I use is standard MC signal containing one statement:

[IntrabarOrderGeneration = false]
SetExitOnClose ;

Thanks
Victor
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Andrew Kirillov
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Postby Andrew Kirillov » 15 Feb 2008

Victor,
Could you visit our live support to demonstrate the issue, because it is not trivial task to reproduce the problem?

sylfvdk
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Postby sylfvdk » 15 Feb 2008

Hi, Just one more quesiton:

Did you open my workspace I sent you, loaded my ASCII file I sent beffore and Signals I sent.

If yes, did you get correct price when sell order was executed?

Thanks
Victor

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Andrew Kirillov
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Postby Andrew Kirillov » 15 Feb 2008

Victor,
I did and it is not enough. Could you plesae lend us a hand?

sylfvdk
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Postby sylfvdk » 15 Feb 2008

Hi, When can I get live support: this Saturday? Sunday? next Monday?

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Andrew Kirillov
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Postby Andrew Kirillov » 16 Feb 2008

Victor,
This Monday please.

sylfvdk
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Postby sylfvdk » 18 Feb 2008

Hi,

How to get your Life Support?

giles117
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Postby giles117 » 27 Feb 2008

I could be wrong, but it seems that you want a stop limit order....

Stops are still converted into market orders so you are at the mercy of that. Which means slippage....

There may be an ask or a bid away from your desire price and that ask or bid fills your order.

If I am correct in my assumption, Personally I think it is something they need to HURRY up and implement.

Until then, the slippage is too much for me to deal with.
Hi, I am sending you picture of the chart.

Input Parameter is aa = 9.20 (set on Signal Format)

Text of Test Signal:

Input : aa (0.00);

if MarketPosition = 1 then
Sell ("test") next bar at aa Stop;

As you can see from the chart, for some reason Stop order generate sell order at $8.75 instead of $9.20

Do I have some setting wrong?

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Postby Nick » 28 Feb 2008

Remember of course that stop limits may never be filled if price moves quickly through your level. Depends if you want to always get filled (with maybe some slippage) or to be sure of your fill price with the chance of never getting a fill at all.

Cheers.

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Andrew Kirillov
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Postby Andrew Kirillov » 29 Feb 2008

Hi,

How to get your Life Support?
just visit
http://www.tssupport.com/support/

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Andrew Kirillov
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Postby Andrew Kirillov » 29 Feb 2008


If I am correct in my assumption, Personally I think it is something they need to HURRY up and implement.

Until then, the slippage is too much for me to deal with.
That's true. We are working hard to release Beta 2 with true stop/limit functionality the next week.


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