!From Strat to Broker MP sync on paper

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joebone
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!From Strat to Broker MP sync on paper

Postby joebone » 20 Feb 2020

hello,

Im testing a few strats on IB paper. Occasionally something breaks and I will continue to place an order even after the order was filled. The order will ramp up in size as it iterates to buy more and more.

it has got to be the strat to broker sync that is doing it. Curious if anyone has had this problem using a paper account?

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rrams
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Re: !From Strat to Broker MP sync on paper

Postby rrams » 21 Feb 2020

It could be from the !From Strat to Broker MP Sync. That was why I chose to only use the !From Broker to Strat MP Sync. It doesn't have any problems.

However your strategy code can also cause that behaviour. Even the famous Art Collins Cups-Caps Overnight with Stops and Targets code from Beating the Financial Futures Market book will send increasingly larger sized orders when run in real-time on MC. Even though it backtests without that issue.

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joebone
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Re: !From Strat to Broker MP sync on paper

Postby joebone » 21 Feb 2020

It could be from the !From Strat to Broker MP Sync. That was why I chose to only use the !From Broker to Strat MP Sync. It doesn't have any problems.

However your strategy code can also cause that behaviour. Even the famous Art Collins Cups-Caps Overnight with Stops and Targets code from Beating the Financial Futures Market book will send increasingly larger sized orders when run in real-time on MC. Even though it backtests without that issue.
OK great! thank you for that insight. Nice to know it is a thing that happens. How strange that on the chart no additional orders go but it sends them to IB...

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Anna MultiCharts
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Re: !From Strat to Broker MP sync on paper

Postby Anna MultiCharts » 28 Feb 2020

Hello joebone,

!From Strategy To Broker MP Synchronizer! signal uses the PlaceMarketOrder command. This command places a market order at the broker without position changing on the chart.

The absence of a strategy order mark on the chart is the planned behavior because this order is not taken into account by the strategy calculations engine. This signal is required when the strategy logic is more important than the broker position as can be seen from the signal’s name.
It is the strategy calculations engine that determines the correct position in frames of this synchronization.

Even though the order cannot be seen on the chart, you will find it in the Order and Position Tracker -> Orders tab. The order is named ‘Low-Level Market’.
If in Format -> Chart trading -> Common settings you enable the ‘Show Historical Orders’ option, then you’ll see this order on the chart as a manual market order.

Please use the Synchronizer signals carefully when trading from several charts on one symbol/one account.
!From Strategy To Broker MP Synchronizer!.png
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