270
edits
Changes
=== Cancel Expired Market Orders After X Seconds ===
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In order to apply the changes one needs to disconnect the broker profile and reconnect it.
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=== Self-Adaptive Trading ===
Check the Enable box to run periodic re-optimization of the strategy on new data.
See the [[Self-Adaptive Trading]] page for more info.
=== Unfilled Strategy Order Replacement ===
With the help of these options one can have unexecuted entry/exit price orders converted into market orders when the specified timeout is exceeded or upon bar close.
The timer is launched depending on the option “Get realtime data Real-Time Data from”and the mode of auto trading. In '''SA''' mode:
* when set to “Broker”, the timer starts when the '''price at the broker''' touches the order’s price;
* when set to “Chart”, the timer starts when the order price is hit '''on a chart'''.
<div style="background-color: #E3FBE5;">'''Note''': If the order price is not hit at broker/chart then the order will not be converted.</div>
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In '''AA''' mode conversion will start when an order is filled on a chart.
The conversion algorithm is the following:
# The Auto trading engine system receives an order filling event on the chart.
#* If an identical order is now placed on the broker, the timer for conversion is launched.
#* If this order is not placed on the broker yet, MultiCharts remembers that on this bar it is necessary to convert this particular order.
# The Auto Trading engine places an order that needs conversion. The timer for conversion is launched.
=== Partially Filled Orders Replacement ===
<div style="background-color: #E5F6FF;">'''Example''':
Auto trading mode is Async. (see [[Understanding Automated Trade Execution]]), Get Real-Time from Chart is selected, there is an executed entry and a trailing stop is sent. The trailing order price is calculated based on the entry order fill price at the broker and the real-time price from the chart.</div>
# From Broker: Asks and Bids are taken from the connected broker.<div style="background-color: #E3FBE5;">'''Note''': '''From Broker''' option is not available for asynchronous mode [AA]</div>
# From Chart: depends on the BackTesting Mode:<BR>
::a) If it is Classic Backtesting, then the data is taken from the data series 1;<BR>
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===Assign the Initial Market Position at the Broker Settings to Strategy===
:* Show the Assign '''Flat ''' - the Initial Market Position at the Broker Dialogue<br>By default this variant is selected. If market initial position on the chart is not flat and automation is turned on, than the Assign the Initial Market Position Dialogue window will pop up. There the direction of current market position, number of open contracts and average entry price can be putflat.<br><div style="background-color: #E3FBE5;">'''NoteExample''': According to your backtesting, the current position is 1 contract long and your real broker position is 1 contract short. With this option you will have +1 on your chart, flat for auto trading engine within the software and -1 short at broker, when the automation is turned on. </div>:* '''From Chart''' - the initial position will be the same as the position on the chart.:* '''From Broker'''- the initial position will be the same as the actual position at the broker when automation is enabled.: The * '''Show Alwaysshow dialog window''' box should be checked - to get the Assign the Initial Market Position Dialogue dialog every time the automation is enabled, no matter what is the strategy position by is at that moment. <br> <div style="background-color: #E3FBE5;">'''Note''': It is extremely important for [SA] mode, because it is always flat when automation is turned on in [SA].</div>:* '''Show dialog window only if market position on chart is different from broker''' - to get the dialog when the chart and broker positions do not match.
=== Set TIF for order types ===Select the '''Time in Force (TIF)''' for each order type:* Market * Limit* Do not Show Stop* Stop-Limit These controls work as a dropdown list with all TIFs supported in MultiCharts:* Default (corresponds to the Assign value from the Initial Market Position at broker plugin settings) * DAY* GTC* GTD (includes the additional control to select the Broker Dialogue<br>When this variant is selected it opens three sub variants:<br>number of days)* IOC* FOK:* '''Assume AONThe list depends on what TIFs are supported by the broker.The selected TIF values will be used to send orders into the Initial Market Position at broker plugin.If the Broker''' selected TIF is always '''FLAT''' when automation is enablednot supported by a broker profile, the value from the [https://www.multicharts.com/trading-software/index.php?title=Auto_Trading#Select_Broker_Plug-in broker plugin settings] will be taken.<br><div style="background-color: #E3FBE5;">'''ExampleNotes''': Assume that according to your backtesting the current position is 1 contract long and your real broker position is 1 contract short. With this option you will have +1 on your chart, flat for auto trading engine within the software and -1 short at broker, when the automation is turned # Some brokers may change TIF ontheir end – MultiCharts doest not regulate it. </div>:* '''Assume the Initial Market Position at the Broker''' # The described behaviour is ''not applicable'the SAME AS on the CHART when automation''' is enabled.:* '''Use the actual position at the broker''' - the initial position will be the same as actual position at the broker when automation is enabledto backtesting. <br/div>
===Select Broker Plug-in===
* [[Auto_Trading#Stop_auto-trading_if_final_status_of_an_order_is_not_received|"Stop auto trading if final status of an order is not received"]] option has come into effect
* [[Auto_Trading#Stop_auto-trading_after_X_rejected_orders|"Stop auto trading after X rejected orders"]] option has come into effect
* You have got a [[Fail-Watch and Trading System Warnings]] alert
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