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Strategy Orders Monitor

7,173 bytes added, 17:20, 9 September 2020
no edit summary
The application has no influence on the strategy’s logic, calculation speed or order generation.
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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 are closed its information will be cleared in the Strategy Orders Monitor window. One can set up the frequency of information automatic updates in the '''Strategy Orders Monitor''' settings.<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''' Windowor click on the '''Strategy Orders Monitor icon''' on the main toolbar.
== General Mode ==
'''Strategy Orders Monitor''' is started in general mode.<br>
It displays the list of strategies calculating in real-time, Data Playback or auto trading. It also includes strategies which were calculating before calculated previously in one any of the specified above 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 Such lines can remove such lines be removed from the list.<br>The strategies are grouped by MultiCharts instances and workspaces. The Each line in the list of strategies includes strategy names the strategy’s name and inputs, as well as the main financial metrics indices and calculation start/end timetimes.  The financial metrics correspond to the values of the following keywords:<br>
NetProfit = i_ClosedEquity<br>
Equity = i_openequity<br>
Avg Entry Price = i_AvgEntryPrice<br>
OpenProfit = i_ClosedEquity - i_openequity<br>
 
=== General mode settings ===
Click on the gear icon to open the '''Settings''' window. Adjust the settings on the '''General''' tab if required.<br>
* Move the '''Update frequency''' slider to set up the automatic information update timeout in seconds. It is set to 1 sec by default.<br>
* 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.<br>
* Click '''Use as default''' to apply the settings to all new '''Strategy Orders Monitor''' windows.<br>
'''Strategy Orders Monitor''' in the detailed mode shows:<br>
* The line with general information about the selected strategy (the same as in the general mode).<br>
* 1–3 1, 2 or 3 tables with information about real-time orders of the selected strategy. By default, all orders are included in one table.<br>=== Detailed mode settings ===Right click on a table to open the shortcut menu. Use one of the following options if required.: <br>
* '''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.<br>In order to return to the general mode, click the left arrow in the upper left corner.
=== Detailed mode settings ===
Click on the gear icon to open the '''Settings''' window. Adjust the settings on the '''Strategy Details''' tab if required.<br>
* 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''':<br>:– One can use In the '''Aggregate the tables by order state''' control to section select from the drop-down list whether to display the orders in a single table or divide them among two or three tables according to their status. <br><div style="background-color: #E3FBE5;">'''Note''': The total number of orders does not depend on how many tables they are divided into. </div>:– One can checkCheck/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.<br>
 
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 asynchronous mode).<br>
All orders gradually go through the certain statuses. Depending on the status, they are placed in the corresponding table.<br>
* '''Table 1. Generatedorders.'''<br>it 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.<br>* '''Table 2. Activeorders.'''<br>it 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 asynchronous mode of auto trading. There are no active orders in the sync synchronous mode of auto trading.<br>* '''Table 3. Finalizedorders.'''<br>it It is the status of orders when they are canceled, rejected or filled.<br> As it 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.<br>== Columns of the Tables in Detailed Mode == <table border="1" cellspacing="0" cellpadding="6" >  <tr><td style="background-color:#fad67d;" valign="top" > </td><td style="background-color:#fad67d;" valign="top" ><p>'''Generated''' </p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Filled\Cancelled'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Instruction'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Name'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''State'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Action'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Type'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Category'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Qty'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Exit From'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Stop Price'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Limit Price'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''IOG Mode'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Qty Filled'''</p></td><td style="background-color:#fad67d;" valign="top" ><p>'''Filled'''</p></td></tr> <tr><td style="background-color:#E3FBE5;" valign="top" ><p> </p> <p>'''Generated'''</p></td><td valign="top" ><p>The time of order generation (in Exchange or Local time) </p></td><td valign="top" ><p>-</p></td><td valign="top" ><p>The description of the order in the script: buytocover from contracts market;</p></td><td valign="top" ><p>The name of the order from the script</p></td><td valign="top" ><p>Generated</p></td><td valign="top" ><p>Buy</p> <p>/</p> <p>Sell</p></td><td valign="top" ><p>Entry</p> <p>/</p> <p>Exit</p></td><td valign="top" ><p>Market</p> <p>/</p> <p>Marketrange (for .Net version only)</p> <p>/</p> <p>Limit</p> <p>/</p> <p>Stop</p> <p>/</p> <p>Stop-Limit</p></td><td valign="top" ><p>Only if specified in the script</p></td><td valign="top" ><p>For exit orders will specify whether the whole position or a specific order is exited. If available, contract price and quantity is displayed</p></td><td valign="top" ><p>Stop Price</p></td><td valign="top" ><p>Limit Price</p></td><td valign="top" ><p>On</p> <p>/</p> <p>Off</p></td><td valign="top" ><p>-</p></td><td valign="top" ><p>-</p></td></tr> <tr><td style="background-color:#E3FBE5;" valign="top" ><p>'''Active'''</p> </td><td valign="top" ><p>The time of order generation (in Exchange or Local time)</p></td><td valign="top" ><p>-</p></td><td valign="top" ><p>The description of the order in the script: buytocover from contracts market;</p></td><td valign="top" ><p>The name of the order from the script</p></td><td valign="top" ><p>Activated</p> <p>/</p> <p>Working</p> <p>/</p> <p>Pending</p></td><td valign="top" ><p>Buy</p> <p>/</p> <p>Sell</p></td><td valign="top" ><p>Entry</p> <p>/</p> <p>Exit</p></td><td valign="top" ><p>Market</p> <p>/</p> <p>Marketrange (for .Net version only)</p> <p>/</p> <p>Limit</p> <p>/</p> <p>Stop</p> <p>/</p> <p>Stop-Limit</p></td><td valign="top" ><p>Only if specified in the script</p></td><td valign="top" ><p>For exit orders will specify whether the whole position or a specific order is exited. If available, contract price and quantity is displayed</p></td><td valign="top" ><p>Stop Price</p></td><td valign="top" ><p>Limit Price</p></td><td valign="top" ><p>On</p> <p>/</p> <p>Off</p></td><td valign="top" ><p>-</p></td><td valign="top" ><p>-</p></td></tr> <tr><td style="background-color:#E3FBE5;" valign="top" ><p>'''Finalized'''</p> </td><td valign="top" ><p>The time of order generation (in Exchange or Local time)</p></td><td valign="top" ><p>The time of order execution in Backtesting</p> <p>or</p> <p>The time of receiving the final status from the broker </p> <p>(in Exchange or Local time)</p> </td><td valign="top" ><p>The description of the order in the script: buytocover from contracts market;</p></td><td valign="top" ><p>The name of the order from the script</p></td><td valign="top" ><p>Filled</p> <p>/</p> <p>Cancelled</p> <p>/</p> <p>Rejected</p></td><td valign="top" ><p>Buy</p> <p>/</p> <p>Sell</p></td><td valign="top" ><p>Entry</p> <p>/</p> <p>Exit</p></td><td valign="top" ><p>Market</p> <p>/</p> <p>Marketrange (for .Net version only)</p> <p>/</p> <p>Limit</p> <p>/</p> <p>Stop</p> <p>/</p> <p>Stop-Limit</p></td><td valign="top" ><p>The initial number of contracts </p></td><td valign="top" ><p>For exit orders will specify whether the whole position or a specific order is exited. If available, contract price and quantity is displayed</p></td><td valign="top" ><p>Stop Price</p></td><td valign="top" ><p>Limit Price</p></td><td valign="top" ><p>On</p> <p>/</p> <p>Off</p> <p>/</p> <p>-</p></td><td valign="top" ><p>The quantity of filled orders</p></td><td valign="top" ><p>The filling price</p></td></tr> </table> === The State Column === All active orders are assigned a State:* '''Working''' – orders that are sent on every tick and can be filled on any of them if the conditions in the script are met. * '''Activated''' – one of the exit strategies for the order/position has been activated: ''setstoploss'', ''setprofittarget'', ''setbreakeven'', ''setdollartrailing''. The activated strategies are always displayed in pairs: exit strategy from long and short position or order (depending on the mode of ''setstopconract'', ''setstopposition'').*'''Pending''' – the deferred order generated by the exit strategy (''setbreakeven'', ''setpercenttrailing'') and waiting for the activation price (displayed as a Stop price).=== The Category Column ===The following types of orders are distinguished in MultiCharts.* '''Market Orders''' generated by ''this bar close'', ''next bar market'', ''next bar open'', ''marketrange'' (in MultiCharts.Net only) commands and by ''ClosePosition'' order generated after auto trading termination.* '''Price Orders''' generated by ''next bar limit'', ''next bar stop'', ''next bar stop limit'' commands.* '''ChangeMarketPosition''' orders generated by ''ChangeMarketPosition'' or ''InitialEntry'' commands from ''Assign Initial Market Position at the Broker'' option set in Auto Trading settings. This type is displayed in the Finalized orders table only. * '''PlaceMarketOrder''' orders are not displayed in the Strategy Orders Monitor as they do not get through the BackTesting Engine.* '''Special Orders''' generated by one on the following commands: <br>SetStopLoss <br>SetProfitTarget <br>SetDollarTrailing <br>SetBreakEven <br>SetPercentTrailing <br>the same with *_pt extension
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.
[[Category:Strategy Trading]]

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