Delayed entery of stop orders?

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iceman
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Delayed entery of stop orders?

Postby iceman » 09 May 2011

I am autotrading with MC 7 beta3, once a buy order is triggered and filled, the profit target immediately is placed in market. However the the trailing stop, and stop loss orders don't get entered until the next bar. Presently I am using a 20 minute bar, so I am with out a stop for 20 minutes, which can be a long time if your day trading, in these markets. Do you know if there is away to resolve this? So, the stop orders get entered immediately after the fill, like the profit target order.

justmake
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Re: Delayed entery of stop orders?

Postby justmake » 09 May 2011

Maybe you can turn on "Intra bar order generation" mode, so that the stop order can be placed at next tick. I am not sure if this will work, but can try it.

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TJ
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Re: Delayed entery of stop orders?

Postby TJ » 09 May 2011

I am autotrading with MC 7 beta3, once a buy order is triggered and filled, the profit target immediately is placed in market. However the the trailing stop, and stop loss orders don't get entered until the next bar. Presently I am using a 20 minute bar, so I am with out a stop for 20 minutes, which can be a long time if your day trading, in these markets. Do you know if there is away to resolve this? So, the stop orders get entered immediately after the fill, like the profit target order.
can you post your code snippet?

iceman
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Re: Delayed entery of stop orders?

Postby iceman » 10 May 2011

Not sure what you mean code snippet. I am using the standard signals in MC for the profit target LX, stop loss LX and dollar trailing LX if that helps?

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TJ
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Re: Delayed entery of stop orders?

Postby TJ » 10 May 2011

Not sure what you mean code snippet. I am using the standard signals in MC for the profit target LX, stop loss LX and dollar trailing LX if that helps?
depends on how you code your strategy,
the effect can be unexpected.

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Stan Bokov
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Re: Delayed entery of stop orders?

Postby Stan Bokov » 17 May 2011

Dear iceman,

Make sure you either turn on IOG, or use RecalcLastBarAfter keyword to make sure your code calculates more than once per bar. If a stop order should be sent, it will be once it calculates.


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