Auto Trading Mode

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StratMan
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Auto Trading Mode

Postby StratMan » 25 May 2010

The same signal is installed on 2 identical graphs, the first one turning in real time mode and the 2nd in Auto Trading Sync mode on an account broker.
How to explain that some trades are sometimes completely different between these 2 graphs, while it is the same signal on the same flow of data??

SUPER
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Postby SUPER » 25 May 2010

It would be useful if you can provide following info to begin with:

1) image
2) your setting for Sync mode
3) type off orders -Stop, limit or Market

regards
Super

StratMan
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Postby StratMan » 25 May 2010

Thank you for this answer.
Here are screnshots of an example, with a copy of the settings for Sync mode.
The orders concerned are Stop orders.
Regards,
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Dave Masalov
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Postby Dave Masalov » 25 May 2010

The situation when you have absolute identity on charts with and without auto-trade is highly unlikelly.

The differences between identical charts with and without auto-trade can be caused by a number of reasons. Firstly, difference in price may be caused by the fact that the order was sent with one price, but got filled with another on a broker. Also, the time of order execution at a broker (thus, the time on a chart with SA) may not match with the time indicated on a chart without autotrade, because of the time required to send the order to a broker as well as the time at which the broker executes it.

If you experience significant differences, please provide us with more detailed description of the problem.

SUPER
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Postby SUPER » 25 May 2010

Stratman,

Dave has provided good explanation and all I can add is that with Stop or Market orders you are more likely to see these differences.

"Recalculate on Broker Event" maybe Dave can provide some explanation on usage of this option.


Regards
Super

StratMan
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Postby StratMan » 25 May 2010

Dave, I confirm that the two charts are absolutely identical, and on a 1 minute time frame, this problem appears several times a day corresponding to approximately 10% of trades.
These very small positions (10K or 20K on EURUSD) should not undergo differential quotations from a serious broker (FXCM) ...
I will continue my tests and get back to you if these differences persist.
Best regards,

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Dave Masalov
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Postby Dave Masalov » 26 May 2010

Here are screnshots of an example, with a copy of the settings for Sync mode.
The orders concerned are Stop orders.


Dear StratMan,

Judging by the screenshots and the fact that you have difference between charts with and without auto-trade in approximately 10% of trades, I can conclude that such behavior is within normal limits for the reasons stated above.

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Postby StratMan » 26 May 2010

Thank you Dave for these details and a big thank you to all your team for your availability and for the quality of your assistance.
Best regards,

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Dave Masalov
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Postby Dave Masalov » 26 May 2010

Dear StratMan,

You are welcome.


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