AA / SA Related Issues

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Spaceant
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AA / SA Related Issues

Postby Spaceant » 21 May 2011

Stan and folks,

This is a new topic after expressing my view here in viewtopic.php?f=1&t=8626&p=40535#p40535

Stan,

It seems to me I love some features from AA and some from SA. Is it possible to have a mix of them, say entries are AA and exits are SA? It sounds rediculous, but I will explain why....

1) You have mentioned that MC is trying to minimize the gap between backtesting and autotrading. Well, I have found that there are quite a lot of discrepancies were due to the slipperages in realtrading for the entries as I do use SetPercentTrailing (SPT), for one of my exits, which is very sensative the entry price, i.e. it will be activated when profit is say 100 pips or higher. Say, the entry trigger price is 10000. The actual executed price at broker may be 10001. With my current setting using AA that I use, the chart may show 10004 in real autotrading. (Strangely, it will show 10000 after reloading one day data if I opt for it as I have done it!!). I would like the SPT to use the theoretical entry price as a base to calculate even the actual executed price may be different as I don't want to missed the trailing stop on the same backtesting trigger level. In real life autotrading, I have missed one profitable trade due to the slipperage of 1 pip, making the trade to be loss.

Question here: what setting should I use (definitely not SA) if I want to have the chart to always show the theoretical entry price as the entry price in the chart?

2) As mentioned, the SetPercentTrailing will be activated at 101000, if the entry price is 10000. In my real autotrading experience with AA, I have experienced that the SPT was missed to execute even the exit signals were plotted on the chart, this is rare, but I don't want to miss it again. Your colleague has asked me to switched to SA to get rid of these kind of missing. So, I love the SA features here for exits.

Can you help me to resolve it?

Sa

rondot samuel ws
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Re: AA / SA Related Issues

Postby rondot samuel ws » 23 May 2011

Spaceant wrote:Stan and folks,

This is a new topic after expressing my view here in viewtopic.php?f=1&t=8626&p=40535#p40535

Stan,

It seems to me I love some features from AA and some from SA. Is it possible to have a mix of them, say entries are AA and exits are SA? It sounds rediculous, but I will explain why....

1) You have mentioned that MC is trying to minimize the gap between backtesting and autotrading. Well, I have found that there are quite a lot of discrepancies were due to the slipperages in realtrading for the entries as I do use SetPercentTrailing (SPT), for one of my exits, which is very sensative the entry price, i.e. it will be activated when profit is say 100 pips or higher. Say, the entry trigger price is 10000. The actual executed price at broker may be 10001. With my current setting using AA that I use, the chart may show 10004 in real autotrading. (Strangely, it will show 10000 after reloading one day data if I opt for it as I have done it!!). I would like the SPT to use the theoretical entry price as a base to calculate even the actual executed price may be different as I don't want to missed the trailing stop on the same backtesting trigger level. In real life autotrading, I have missed one profitable trade due to the slipperage of 1 pip, making the trade to be loss.

Question here: what setting should I use (definitely not SA) if I want to have the chart to always show the theoretical entry price as the entry price in the chart?

2) As mentioned, the SetPercentTrailing will be activated at 101000, if the entry price is 10000. In my real autotrading experience with AA, I have experienced that the SPT was missed to execute even the exit signals were plotted on the chart, this is rare, but I don't want to miss it again. Your colleague has asked me to switched to SA to get rid of these kind of missing. So, I love the SA features here for exits.

Can you help me to resolve it?

Sa


Hi,

Same for me. Not satisfied with MC auto trading, but answers from MC are not realistic.

viewtopic.php?f=1&t=8558

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Stan Bokov
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Re: AA / SA Related Issues

Postby Stan Bokov » 23 May 2011

Spaceant wrote:Stan and folks,

This is a new topic after expressing my view here in viewtopic.php?f=1&t=8626&p=40535#p40535

Stan,

It seems to me I love some features from AA and some from SA. Is it possible to have a mix of them, say entries are AA and exits are SA? It sounds rediculous, but I will explain why....

1) You have mentioned that MC is trying to minimize the gap between backtesting and autotrading. Well, I have found that there are quite a lot of discrepancies were due to the slipperages in realtrading for the entries as I do use SetPercentTrailing (SPT), for one of my exits, which is very sensative the entry price, i.e. it will be activated when profit is say 100 pips or higher. Say, the entry trigger price is 10000. The actual executed price at broker may be 10001. With my current setting using AA that I use, the chart may show 10004 in real autotrading. (Strangely, it will show 10000 after reloading one day data if I opt for it as I have done it!!). I would like the SPT to use the theoretical entry price as a base to calculate even the actual executed price may be different as I don't want to missed the trailing stop on the same backtesting trigger level. In real life autotrading, I have missed one profitable trade due to the slipperage of 1 pip, making the trade to be loss.

Question here: what setting should I use (definitely not SA) if I want to have the chart to always show the theoretical entry price as the entry price in the chart?

2) As mentioned, the SetPercentTrailing will be activated at 101000, if the entry price is 10000. In my real autotrading experience with AA, I have experienced that the SPT was missed to execute even the exit signals were plotted on the chart, this is rare, but I don't want to miss it again. Your colleague has asked me to switched to SA to get rid of these kind of missing. So, I love the SA features here for exits.

Can you help me to resolve it?

Sa


Dear Spaceant,

I believe the following excerpt from this thread (viewtopic.php?f=1&t=8558&p=40070&hilit=changemarketposition#p40070) is what you are looking for - AA exits but with guaranteed sync execution.

How to use AA and stay synchronized most of the time with market orders (improve your chances). Aside from rejections by the broker as in this case (nothing we can do about), it's possible that your market order will not get filled for other reasons (however unlikely, its possible). I'm not saying "buy next bar market" doesn't work, or works poorly, but there is yet another way to place market orders quickly with MultiCharts. These words are almost like Easter eggs, because the documentation is still being drafted for them. The keywords are PlaceMarketOrder and ChangeMarketPosition. PlaceMarketOrder is unique because it sends a market order OUTSIDE of the autotrading module, by-passing any possible lag, order queues, etc. It's meant for one thing only, to place a market order asap. Since it goes outside of the module, it will not be recorded in the Position Tracker, or anywhere in the program (except the logs), it doesn't change your market position on the chart, but it will show up at the broker. So, the upside is - gets there quickly, downside - doesn't change market position, so doesn't affect your strategy. This is 1/2 equation.

Second 1/2 of the equation is the ChangeMarketPosition keyword. It will draw an arrow on the chart at the specified price, it will artificially change the market position on the chart, and it will be recorded AS IF it sent an order, but it doesn't actually send anything.

If you use the two keywords together, you have a nice combination of sending market orders and keeping track of them.


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