random failures to transmit emulated limit orders

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darob
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random failures to transmit emulated limit orders

Postby darob » 19 Jun 2020

Hi, I’m running AT in synchronous mode with limit orders emulated locally based on trade and transmitted to IB as market. However sometimes MC fails to transmit the order even though price has clearly pulled back to the order level. Changing the get realtime data from Broker to Chart doesn’t make a difference and it doesn’t appear to be related to market speed/volatility, it’s as likely to happen on a lazy mid-session trade.

Reloading the chart later with AT off will show the trade that should have occurred.

Is this something anyone else has noticed?

I'm going to try emulation based on bid/ask Monday for comparison.

Thanks for any help.

MC.NET V 12.0.20094, IB data

darob
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Re: random failures to transmit emulated limit orders

Postby darob » 26 Jun 2020

Does MC think these pullbacks are bad ticks?

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Vlada MultiCharts
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Re: random failures to transmit emulated limit orders

Postby Vlada MultiCharts » 20 Jul 2020

Hello darob,

If MultiCharts did not send the order, this means that the trigger price was not hit.
Please note that MultiCharts uses the real-time data coming from the broker (not from the chart) for order emulation.

It is possible to enable the logging of real-time prices coming from the broker. If you would like to enable those logs, please write us at support@multicharts.com and we'll send you a detailed instruction.

darob
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Re: random failures to transmit emulated limit orders

Postby darob » 20 Jul 2020

Hi Vlada, thanks for the reply. Aren't the charts themselves a log of realtime prices in live markets? They show the price being hit in these situations. I may follow this up later with support. Thanks again.

darob
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Re: random failures to transmit emulated limit orders

Postby darob » 24 Jul 2020

Trades are showing up as below bid and above ask in time and sales in these situations where pullbacks aren’t triggering orders. It makes sense that MC doesn’t transmit these orders if using bid/ask, but it also doesn’t transmit them when set to trade fyi.


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