Strategy Message

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iso
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Strategy Message

Postby iso » 07 Nov 2008

Hello,

When running a strategy I keep getting an "Order Event Warning" (see attached). How do I correct this problem?

Also one bad tick makes the charts useless, is there a way to filter bad ticks?

Thanks
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TJ
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Postby TJ » 07 Nov 2008

SPY is notorious for bad ticks.

Data is pretty useless you have it go through a filter first.

brodnicki steven
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Postby brodnicki steven » 10 Nov 2008

I suggested a bad tick filter last Spring I think, it's a seriously needed tool. Especially needed for stocks after hours, check aapl some time after hours. (IB data)
I found most of the bad ticks occur outside of normal trading hours, so I limit my charts to regular trading hours. (I hate doing that)

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Marina Pashkova
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Re: Strategy Message

Postby Marina Pashkova » 13 Nov 2008

Hello,

When running a strategy I keep getting an "Order Event Warning" (see attached). How do I correct this problem?

Also one bad tick makes the charts useless, is there a way to filter bad ticks?

Thanks


Dear iso,

MultiCharts simply displays messages that it receives from TWS. Try placing the same order (with the same parameters) on the same symbol and around the same time directly in TWSМ and see what message it will show.

If the message is the same, simply contact IB.

If there will be no such message, please let us know.

Regards.

iso
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Postby iso » 24 Feb 2009

I tried placing the same order in IB and I don't get the "Order Event Warning" message. Could MC be trying to read that field and generating an error on it?

Thanks

SUPER
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Postby SUPER » 24 Feb 2009

Don't worry about the order event warning, that is not effecting your orders. It is the message in grey from IB order is not filled withing the specified bar you have to worry about.

What type of orders are you using and are you using IOG = intrabarordergeneration in your code?

iso
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Postby iso » 24 Feb 2009

The message in gray is correct. That is how the strategy works. I have hundreds of the other messages popping up every minute. I need to find a way to disable them.

SUPER
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Postby SUPER » 25 Feb 2009

The message in gray is correct. That is how the strategy works. I have hundreds of the other messages popping up every minute. I need to find a way to disable them.


The warning messages are there for good reasons and I don't think there is anyway you can disable them.

Without having any further information about your order type and code it would be difficult for anyone to help you out. My guess is that your strategy is generating/replacing orders at every tick.

iso
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Postby iso » 25 Feb 2009

The message about the order being canceled is correct, the strategy places stop orders and it checks every new bar if it needs to be updated, if it needs to be updated it will cancel the existing order and replace it with a new order. If there is a way to have an order moved instead of canceled and replaced please let me know. It is the order event message that I am trying to make stop. It says attribute "outside regular hours" is ignored. Where is MC getting that attribute from. I checked all of my order settings and I don't have anything set to "outside regular hours". Any help would be appreciated.

Thanks

SUPER
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Postby SUPER » 25 Feb 2009

The message about the order being canceled is correct, the strategy places stop orders and it checks every new bar if it needs to be updated, if it needs to be updated it will cancel the existing order and replace it with a new order. If there is a way to have an order moved instead of canceled and replaced please let me know. It is the order event message that I am trying to make stop. It says attribute "outside regular hours" is ignored. Where is MC getting that attribute from. I checked all of my order settings and I don't have anything set to "outside regular hours". Any help would be appreciated.

Thanks




"Outside regular hour" feature is something MC did not have in its earlier versions and it was incorporated later on request as you will appreciate without it was not possible to trade 24hr markets products like e-mini's etc and I don't expect or would want these feature removed.

By the way "outsie regular hour" is generated by IB and not MC.

Your orders will get renewed/replaced on each new bar-which is normal, it can be a enoying if you are using small time interval.


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