Multiple discordant trades using Portoflio Trader & TWS

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Leo
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Multiple discordant trades using Portoflio Trader & TWS

Postby Leo » 21 Jun 2016

Hi all,

it's several months I'm autotrading a number of different trading systems on different stocks, and almost every day I notice that there are several discordancies between Portfolio Trader's position tracker window and the actual broker position.
I've a number of past examples and will keep a diary here so that someone can help finding a solution.
Today I've the current situation on TGT stock:
- TGT is flat according to broker position
- TGT is long according to Portoflio Trader when running Automated Order Execution
- The Long order on TGT should have been executued on June 15 according to MC chart (i.e. - applying the trading system on TGT chart instead of running it on Portoflio trader)
- Running a backtest on Portoflio Trader confirms that TGT entered long on June 15
- Looking for trades actually executed on TGT on Portoflio Trader there is no sign of a long executed on June 15
- Actually on June 15 it was executed an EXIT LONG order of a previous order.

In the following link there are autotrading settings I use for all of my trading systems

https://gyazo.com/945254a1bc222e7fefd3e17bf4565638

I tried everything I could think about in order to solve this problem, and have even reinstalled MC, TWS and finally formatted my PC, but was unsuccesfull.
As said I'll post discrepancies I'll find in the next day.

Thanks in advance for any help.

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Henry MultiСharts
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Re: Multiple discordant trades using Portoflio Trader & TWS

Postby Henry MultiСharts » 21 Jun 2016

Hello Leo,

"Position" column in the Portfolio Real-time Auto Trading tab shows the MarketPosition * CurrentContracts (AA strategy/chart position).

Order and Position Tracker - Positions tab shows the MarketPosition_at_Broker - number of contracts and the type of the actual position at the broker for the symbol.

MarketPosition_at_Broker_for_the_Strategy - number of contracts and the type of position at the broker for the strategy (MC auto-trading engine position) can be found in MultiCharts (not present in Portfolio Trader) Order and Position Tracker - Strategy Positions - Strategy Position.

Leo
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Re: Multiple discordant trades using Portoflio Trader & TWS

Postby Leo » 21 Jun 2016

Thank you Henry.

However I was questioning about frequent position discrepancies between MC charts and/or Portfolio Trader and the actual position at the broker.
As said, I find multiple discrepancies everyday.

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Henry MultiСharts
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Re: Multiple discordant trades using Portoflio Trader & TWS

Postby Henry MultiСharts » 22 Jun 2016

Hello Leo,

That is not an issue, that is the nature of the AA mode. This mode is supposed to give you different picture on a chart ("Position" column in the Portfolio Real-time Auto Trading tab), in the trading engine and at the broker end by its design.

You can find more details in our wiki:
https://www.multicharts.com/trading-sof ... _Execution
https://www.multicharts.com/trading-sof ... _Selection
https://www.multicharts.com/trading-sof ... itions_Tab

Leo
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Re: Multiple discordant trades using Portoflio Trader & TWS

Postby Leo » 23 Jun 2016

Thanks Henry.
I also tried to trade in SYNC mode, however I noticed that this way entry bar of a trading system is everyday updated. Therefore, those trading systems which has a "bar since entry" option will never exit a position.
Is there a way to solve this issue?

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Re: Multiple discordant trades using Portoflio Trader & TWS

Postby Henry MultiСharts » 23 Jun 2016

You can store the value in a text file outside of MultiCharts, then read it into your code.

Leo
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Re: Multiple discordant trades using Portoflio Trader & TWS

Postby Leo » 29 Jun 2016

You can store the value in a text file outside of MultiCharts, then read it into your code.

Thanks Henry, I'm not into EL or coding in general, could you help implementing what you suggest? Is there a script available to do this? How to use it?

Thanks

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Re: Multiple discordant trades using Portoflio Trader & TWS

Postby Henry MultiСharts » 29 Jun 2016

Hello Leo,

Please refer to the following post:
viewtopic.php?f=1&t=49864#p121836

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Re: Multiple discordant trades using Portoflio Trader & TWS

Postby Leo » 30 Jun 2016

Thank you Henry,

as said I'm not into either EL or coding in general, thus I'd like to ask if anyone in the staff or among users can help me implementing these scripts in order to use SYNC in autotrading and have entry bars not recalculated when turning off/relaunching MC or Portoflio Trader.

As far as I understood, these scripts are to be pasted into the trading system code but that's all I can argue.

Thanks again

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Re: Multiple discordant trades using Portoflio Trader & TWS

Postby Henry MultiСharts » 01 Jul 2016

Hello Leo,

Please contact us directly if you are interested in custom programming services.

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Re: Multiple discordant trades using Portoflio Trader & TWS

Postby Leo » 02 Jul 2016

Hello Leo,

Please contact us directly if you are interested in custom programming services.

Henry,

I'm not quite sure what your suggestion is all about.
I'm asking how to setup MC in a way that it provides reliable autotrading syncronization because as far as I understood (and I could be wrong but this is my experience) neither sync nor async modes will do that.
MC is not a free platform, and is not even one of the cheapest, and frankly I don't understand which custom programming service I should ask for in order to have autotrading, i.e. a basic task for any trading platform, working correctly.

Thanks

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Henry MultiСharts
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Re: Multiple discordant trades using Portoflio Trader & TWS

Postby Henry MultiСharts » 07 Jul 2016

Hello Leo,

Please contact us directly if you are interested in custom programming services.

Henry,

I'm not quite sure what your suggestion is all about.
I'm asking how to setup MC in a way that it provides reliable autotrading syncronization because as far as I understood (and I could be wrong but this is my experience) neither sync nor async modes will do that.
MC is not a free platform, and is not even one of the cheapest, and frankly I don't understand which custom programming service I should ask for in order to have autotrading, i.e. a basic task for any trading platform, working correctly.

Thanks
Hello Leo,

The goal you are trying to reach is out of scope of the existing options. It can be achieved only using a custom script. Creating complex custom scripts is beyond our regular technical support, therefore it can be provided to you as a paid service. This is not an issue of the auto trading functionality. The auto trading works correct and as expected, please review the information I have provided above and if something is still not clear - please send us a specific question to support@multicharts.com with detailed description, screenshots and logs.


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