Difference between revisions of "Strategy Orders Monitor"

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It visualizes orders generated by the strategy in real-time, during [[Data Playback]] and auto trading.
 
It visualizes orders generated by the strategy in real-time, during [[Data Playback]] and auto trading.
 
The application has no influence on the strategy’s logic, calculation speed or order generation.  
 
The application has no influence on the strategy’s logic, calculation speed or order generation.  
'''Strategy Orders Monitor''' information relates to the current working session of MultiCharts and will be cleared when the [[MultiCharts Processes|TradingServer]] process is closed. One can set up the frequency of information updates in the '''Strategy Orders Monitor''' settings.<br>
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'''Strategy Orders Monitor''' information relates to the current working session of all MultiCharts instances. As soon as any of the instances is closed its information will be cleared in the Strategy Orders Monitor window.  
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One can set up the frequency of information updates in the '''Strategy Orders Monitor''' settings.<br>
 
Strategies and orders from Portfolio Trader are not displayed.<br>
 
Strategies and orders from Portfolio Trader are not displayed.<br>
 
To open '''Strategy Orders Monitor''', in the '''Main''' menu select '''File''', then point to '''New''' and click '''New Strategy Orders Monitor''' Window.
 
To open '''Strategy Orders Monitor''', in the '''Main''' menu select '''File''', then point to '''New''' and click '''New Strategy Orders Monitor''' Window.

Revision as of 13:50, 19 December 2019

Strategy Orders Monitor is a separate application that is supported for MultiCharts64. It visualizes orders generated by the strategy in real-time, during Data Playback and auto trading. The application has no influence on the strategy’s logic, calculation speed or order generation.
Strategy Orders Monitor information relates to the current working session of all MultiCharts instances. As soon as any of the instances is closed its information will be cleared in the Strategy Orders Monitor window. One can set up the frequency of information updates in the Strategy Orders Monitor settings.
Strategies and orders from Portfolio Trader are not displayed.
To open Strategy Orders Monitor, in the Main menu select File, then point to New and click New Strategy Orders Monitor Window.

General Mode

Strategy Orders Monitor is started in general mode.
It displays the list of strategies calculating in real-time, Data Playback or auto trading. It also includes strategies which were calculating before in one of the specified modes and finished the calculation. If the strategy has stopped calculating in real-time, its information stops updating and its line turns grey in the list. One can remove such lines from the list.
The strategies are grouped by MultiCharts instances and workspaces. The list of strategies includes strategy names and inputs, as well as the main financial metrics and calculation start/end time. The financial metrics correspond to the values of the following keywords:
NetProfit = i_ClosedEquity
Equity = i_openequity
MP = i_MarketPosition * i_CurrentContracts
Avg Entry Price = i_AvgEntryPrice
OpenProfit = i_ClosedEquity - i_openequity

General mode settings

Click on the gear icon to open the Settings window. Adjust the settings on the General tab if required.

  • Move the Update frequency slider to set up the information update timeout in seconds. It is set to 1 sec by default.
  • In the Spreadsheet view settings one can check/uncheck the columns to be displayed and set their order by dragging the item and dropping it in the desired place.
  • Click Use as default to apply the settings to all new Strategy Orders Monitor windows.

Detailed Mode

Click on the strategy line to open the Detailed mode where one can see the orders generated by the selected strategy in real-time.
Strategy Orders Monitor in the detailed mode shows:

  • The line with general information about the selected strategy (the same as in the general mode).
  • 1–3 tables with information about real-time orders of the selected strategy. By default, all orders are included in one table.

Detailed mode settings

Right click on a table to open the shortcut menu. Use one of the following options if required.

  • Export to Excel to export the table’s content to Excel;
  • Copy to copy the line’s content to clipboard;
  • Copy All to copy the table’s content to clipboard;
  • Text Size to adjust the font size;
  • Theme to adjust the background and font color.

Click on the gear icon to open the Settings window. Adjust the settings on the Strategy Details tab if required.

  • In the Time zone section select Chart or Local radio button to display the time in the tables in the corresponding time zone.
  • In the Spreadsheet view settings
– One can use Aggregate the tables by order state control to select whether to display the orders in a single table or divide them among two or three tables according to their status.
– One can check/uncheck the columns to be displayed and set their order by dragging the item and dropping it in the desired place.
  • Click Use as default to apply the settings to all new Strategy Orders Monitor windows.

In order to return to the general mode, click the left arrow in the upper left corner.

Tables in the Detailed Mode

The tables contain information about orders status in auto trading (SA mode) or in the Backtesting Engine (forward testing, auto trading in async mode).
All orders gradually go through the certain statuses. Depending on the status, they are placed in the corresponding table.

  • Generated

it is the status of orders when they are prepared to be sent on the next tick. For example, the data stops updating at the session end on Friday, and the orders, that shall be sent on Monday morning, are generated on the last tick of Friday’s session.

  • Active

it is the status of orders when they are processed by the Backtesting Engine. The Backtesting Engine executes the orders in forward testing and async mode of auto trading. There are no active orders in the sync mode of auto trading.

  • Finalized

it is the status of orders when they are canceled, rejected or filled.

As was mentioned above, it is possible to divide the orders between one, two (Generated / Active and Finalized) or three tables (Generated / Active / Finalized). Regardless of the number of tables, the general quantity of orders is always the same. All tables have the same columns, though some columns may be unfilled if there is no relevant information.