Was the multi-lot order for an entry or exit ? So it will work with a one lot ? This smells like a bug to me for sure.
so i manually put the position on and my stop and profit target appear - then if i add on it will show the addition to the stop and the profit target like go from 1 to 2 - but after a second or two it will liquidate that order leaving the 1st original order and brackets - sometimes the 1 position will stay but the brackets will disappear.
So bottomline summary: When in auto-trading mode, you are unable to scale-in with additional contracts on a manually entered order. Another condition: the initial manual order had an OCO bracket.
I'm contracting for a fund that has some $50MM trading through Multicharts. Never heard of Multicharts before and having previously worked for a $1B hedge fund with direct exchange connectivity, I'm still wrapping my head around the inner workings of the MC execution engine.
You just need to know they have an interface for the market data and a separate interface for trade execution. A major factor in trade execution is called IOG which stands for Intrabar Order Generation. When that is turned on, multicharts evaluates each tick to see if it will trigger an order. Another factor is the Set statements....SetStopLoss, SetProfitTarget, etc. These operate in IOG mode and there is no way to change this to "end of bar" mode. Using any of the above makes reconciliation between backtest and realtime results very difficult if not impossible. BTW: Can you divulge that hedge fund that uses Multicharts ?
yes what syswizard says plus some history on it all. mc stemmed out of products that centered around data plugins for tradestation it was all about getting better data feeds into tradestation so symbol translation and all that stuff was built long before the charting come along. im my opinion the mc server is nothing more that a middle-ware conversion tool for various data feeds kinda or a multi tool server/translator. thus it's slow and can not handle fast markets at all and it can not properly store historical data. mc needs a complete new dedicated data feed that has not been layered and layered with patches. but i can make money with it so i keep bitching and hoping it will get better
Mark - I can't argue with your statement. There are a couple of solutions. One of them is to have the tsserver.exe process (and other MC processes) execute in a separate core. However, MC tech support said they couldn't do that because of interprocess communication. I am sure that multithreading is also an issue in that regard. Bottom line is that MC would likely need to be rewritten to support multiple cores. AFAIK only the optimization process can take advantage of multiple cores. Another solution: elevate the Windows execution priority of tsserver.exe and RTPServerProxy.exe from Normal to Above Normal or High. I do this all the time with no side-effects.
brilliant ideas, i was wondering about the cores cause like you said on opto you can choose. going to try your tricks thanks very much.
Mark - MC is not going to rewrite their platform to support multiple cores any time soon. An alternative is to get the latest Intel chip: https://www.intel.com/content/www/us/en/products/docs/processors/core/13th-gen-processors.html Looks like they've finally come up with a competitor to AMD. Motherboards should be out by Q1-2024.