Why There Is Mismatch On Strategy Positions Tab

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In the Order and Position Tracker window on one of its tabs that is called Strategy Position there is Positions Match column. It shows you if a strategy position and net position at broker are the same or not: True (position at broker matches strategy position) or False (position at broker does not match strategy position) status. It is important to understand that market position on a particular chart is meant under "Strategy Position". Below you can see all cases when it can be False.

Position Match = True

Constant position match is expected if the following criterion are met:

  • No manual orders are placed
  • Only 1 chart with the particular symbol is auto trading at particular broker account
  • Synchronous mode of auto trading is used
  • Each order receives its final status from broker

Expected Mismatch Cases

Auto Trading in Asynchronous Mode

When a strategy is auto trading in Asynchronous Mode, the strategy position on chart is formed by all orders that are displayed, including the orders from backtesting, which are not taken into account at broker. The orders generated and displayed on chart during real-time calculation are not guaranteed to be sent from MultiCharts though broker plug-in and be executed. So it means the picture you see on the chart may be unrealistic (executed orders, market position). One should not expect position match to be always true if the mode of auto trading is Asynchronous. There are 3 places where orders are executed and positions are opened/closed:

  1. Broker end,
  2. MultiCharts auto trading engine,
  3. Chart in MultiCharts.

If everything set up correctly and working flawlessly (without any errors, manual orders or issues) in synchronous mode [SA] all these 3 places should be synchronized; in asynchronous mode [AA] visual order execution on chart may be up to 100% different from broker end.

Combining Manual Trading and Auto trading

By its design, an auto trading strategy cannot be synchronized with any manual orders (both pending and executed). Execution of manual orders changes net market position at broker, but this is not taken into account for the strategy by default. To learn more about this case and find out how manual and auto trading can be combined, please read this article.

Auto Trading From Multiple Charts

Similar to combining manual and automated trading, having more than 1 chart auto trading the symbol X at broker account Y at the same time leads to position mismatch, because strategies on each chart are working individually. To learn more about this case, please read this article.

Unexpected Mismatch Case

If an order placed by strategy during auto trading doesn't receive its final status (e.g. Cancelled, Filled), the strategy considers the order to be not executed. In fact the order may be executed at broker end, what leads to position mismatch. The indications of the case are the following statuses for orders in Order and Position Tracker:

  • PreCancelled
  • PreModified
  • PreSubmitted
  • Saved