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Open Bug report MC-2500

Pyramiding is not working when running live (ok on backtest)

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Description

When pyramiding and executing multiple entry orders with strategy automation the orders are not placed correctly and current contracts within the strategy are incorrect.

However, the order and position tracking window show the correct position of contracts purchased through the orders placed. BUT this is not what shows on the chart and manual orders are placed automatically which further compounds the problem.

A full video with source code and strategy settings can be viewed from the dropbox video link I have made

https://www.dropbox.com/s/6l9tnax77ik3j0d/PYRAMID%20ISSUE.mp4?dl=0

this is a huge problem. Please help!!!!

Steps to reproduce this issue

A full video with source code and strategy settings can be viewed from the dropbox video link I have made

https://www.dropbox.com/s/6l9tnax77ik3j0d/PYRAMID%20ISSUE.mp4?dl=0

this is a huge problem. Please help!!!!

Comments (1)
#1
user-offline.png  Anna MultiCharts (anna multicharts)
Aug 30, 2018 - 18:20

Hello, scooper!

Our engineers have analyzed the reported case.
In your code you have 2 lines for generating market orders.
But autotrading can only send 1 market order per one strategy calculation in autotrading – this is by design.
If you need to send both market orders, please use the Optimize Order Flow function (Format -> Strategy Properties -> Autotrading tab -> Optimize Order Flow). It will make a sum from both market orders and will send 1 order for the total number of contracts. In your case 5+5=10.

As for Currentcontracts – this keyword returns the position on chart. In AA mode it can be different from the Strategy Position (MarketPosition_at_Broker_for_The_Strategy) and Broker Position (MarketPosition_at_Broker).

Not a bug.

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