Master Strategy Issue

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horton
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Master Strategy Issue

Postby horton » 16 May 2011

I have the Master Strategy configured to all in/scale out with 3 exit levels. If I establish a position using the MS and then choose to double the size using the MS again, all of the new exits are grouped with the most extreme exit from the first entry. And they can not be separated from that exit. So I end up with 4 units at the extreme exit that can not be adjusted individually.

Guest

Re: Master Strategy Issue

Postby Guest » 16 May 2011

Actually there seems to be several ways to enter multiple distinct bracket orders at the same price and lose control of the individual parent orders, ie they get blended. The child orders on the limit and stop side can be manipulated individually but the entry order is blended. Maybe I just don't know the keystroke or mouse combo to pick just one of the parent orders at a particular price?

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Stan Bokov
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Re: Master Strategy Issue

Postby Stan Bokov » 17 May 2011

You should be able to apply only one Master Strategy per chart, and you can change the amount of contracts at each level by clicking on the exit order. You can re-assign orders to different levels dynamically, that's the point of the Master Strategy. Let us know in more details what issues you are having, with complete logs, screenshots, and maybe a short video.

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Re: Master Strategy Issue

Postby horton » 17 May 2011

I'm shelving this topic too until MC 7 final is released. Maybe the issue is the paper trading account at IB. In any case there were multiple instances where working orders were merged and I could not unmerge them.

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Re: Master Strategy Issue

Postby horton » 18 May 2011

Well I guess I can't let this one go yet. I am pretty enthusiastic about the potential to get away from IB Booktrader without going to X Trader or NT since I already run all of my charts on MC6.

So I played around with it some more this morning after reviewing all of my config parameters between IB and MCDT. This time around I can enter multiple time and I can see the distinct parent orders in the DOM as indicated by a count shown in parentheses. I also can see each parent order and associated child orders individually in the chart. And I can manipulate each parent order in the chart. However, I still can't figure out how to manipulate one of the parent orders in the DOM without moving the other parent orders at the same price. So...

How do you select and move one of multiple parent orders sitting in the DOM at a particular price without moving all of them?

I already figured out how to do this with the child orders. You just grab the price level in the price ladder away from the "stack" symbol and you can move a single order away.

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Stan Bokov
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Re: Master Strategy Issue

Postby Stan Bokov » 19 May 2011

Could you provide a short video, together with your logs?

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Re: Master Strategy Issue

Postby Guest » 19 May 2011

I would rather not post that here. Can I send it to the support email address or do you have another suggestion?

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Re: Master Strategy Issue

Postby horton » 20 May 2011

Also for the record the "cleanest" TWS/MC config for me has been

1. Master client id set to 1 in TWS and client id set to 1 in MC

This gives MC priority for all API functions.

2. All precautions disabled for API in TWS

This prevents IB from blocking an order from MC which can lead to strange behavior on both sides.

3. Master strategy level allocation set to "#" rather than "%"

No confusion about how many child target orders to place at a given level, no merging of target orders.

4. Order confirmation enabled in the MC DOM

At one point I would click the buy column with order confirmation disabled and contract size set to 1 and end up with 20 contracts long in TWS and MC.

So if you are having trouble between TWS and MC using a Master Strategy then I would say revert to this config, restart and reconnect everything, and see if this gets you to a well behaved config. Then iterate from there to get what you want.

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Stan Bokov
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Re: Master Strategy Issue

Postby Stan Bokov » 20 May 2011

Yes, you can send the video to support@multicharts.com. We would really like to see it.

atata

Re: Master Strategy Issue

Postby atata » 05 Jun 2011

I had the same issues with Beta 3, not tried it yet with Beta 4.
My request was under ""Master Strategy" execution not always the same"

atata

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Re: Master Strategy Issue

Postby horton » 23 Jun 2011

I'm still having trouble with auto strategies in DT. Here's my typical use case:

I enter 3 unit order with 3 exit levels. Then my first or second target is hit and I still have one runner on. I get a second entry setup and enter 2 units with 2 exit levels. Rather than entering this as a separate parent order, the second entry gets merged with what is left of the first entry and I can't manage them individually. So to take a partial I have to exit a unit at market or start entering individual limit orders.

How can I keep the second entry from being merged with the first entry?


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