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Broker and Strategy out of Sync
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Created: by toddma Attachments:1

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Broker and Strategy out of Sync

  #1 (permalink)
Elite Member
vancouver canada
 
Trading Experience: Intermediate
Platform: multicharts, ninjatrader
Favorite Futures: forex
 
toddma's Avatar
 
Posts: 53 since Jul 2012
Thanks: 14 given, 6 received

Broker and Strategy out of Sync

Hi,

I have been having the issue where a limit order (target) will be filled at my broker and the strategy does not recognize that this is the case. So it remains long, lets say, while really we're flat and it should be looking for a new entry...

I was wondering if anyone uses "MarketPosition_at_Broker" to check that their actual position and their strategy positions line up? Does anyone have any code or know how this could be used to resolve this sort of issue? Perhaps some sort of comparison using "CurrentContracts" and "MarketPosition_at_Broker"?

Thanks in advance.
Todd

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  #2 (permalink)
Elite Member
San Diego
 
Trading Experience: Intermediate
Platform: NinjaTrader/Think or Swim
Broker/Data: TDA/Interactive Brokers/ Data Feed TDA & IBK ( Dropped Kinetick)
Favorite Futures: Stocks NASDAQ
 
bd92154's Avatar
 
Posts: 1,055 since May 2011
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toddma View Post
Hi,

I have been having the issue where a limit order (target) will be filled at my broker and the strategy does not recognize that this is the case. So it remains long, lets say, while really we're flat and it should be looking for a new entry...

I was wondering if anyone uses "MarketPosition_at_Broker" to check that their actual position and their strategy positions line up? Does anyone have any code or know how this could be used to resolve this sort of issue? Perhaps some sort of comparison using "CurrentContracts" and "MarketPosition_at_Broker"?

Thanks in advance.
Todd

Todd,

Sounds like you are way, way beyond me in NT7 C# programming, but have you considered using Market Analyzer for what you are trying to do? Granted it won't check against your strategy, but it will give you an accurate position count(using column PositionSize set for your broker) and other values you may want to check during strategy execution if you'd like.

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  #3 (permalink)
Elite Member
vancouver canada
 
Trading Experience: Intermediate
Platform: multicharts, ninjatrader
Favorite Futures: forex
 
toddma's Avatar
 
Posts: 53 since Jul 2012
Thanks: 14 given, 6 received


Hi bd92154,
Thanks for the response however I am working in Multicharts. I should have been more clear. Is market analyzer a ninjatrader tool- I'm assuming?

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  #4 (permalink)
 Vendor: www.abctradinggroup.com 
Hamburg Germany
 
Trading Experience: Advanced
Platform: Multicharts, Tradestation
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,884 since Apr 2013
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What settings are you using for the automation? As to my understanding you could try a setting where positions are only reported as filled on the chart after a broker confirmation. However this is something to test on a simulation account of course.

I have worked with MarketPosition_at_Broker or MarketPosition_at_Broker_for_The_Strategy and CurrentContracts to check and display differences in broker and signal positions.
MC has had some issues with sometimes MarketPosition_at_Broker behaving incorrect, but as far as I know this is ironed out now.
You need to decide what you want to do if they are out of sync, as I can imagine you will have situations where they are out of sync for a few ticks although everything is fine. If you trigger correcting orders then you might desync a strategy that actually was in sync before.

Regards,
ABCTG

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  #5 (permalink)
Elite Member
San Diego
 
Trading Experience: Intermediate
Platform: NinjaTrader/Think or Swim
Broker/Data: TDA/Interactive Brokers/ Data Feed TDA & IBK ( Dropped Kinetick)
Favorite Futures: Stocks NASDAQ
 
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Posts: 1,055 since May 2011
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toddma View Post
Hi bd92154,
Thanks for the response however I am working in Multicharts. I should have been more clear. Is market analyzer a ninjatrader tool- I'm assuming?

Hi Toddma,

Yes Market Analyzer is a NT7 tool. I could have sworn that your profile didn't have Multicharts down yesterday... ROFL

Maybe Multicharts has a similar tool. Attached is my Market Analyzer for my SIM Trading Account.

No Wonder why could not find your commands in my NT7 manual....
I just thought you were cracking another part of NT7 that they don't advertise.

NT7 is truly the erector set of trading platforms as there are so many things we can do with it.

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  #6 (permalink)
Trading for Fun
turin italy
 
Trading Experience: Advanced
Platform: metatrader multichart
Favorite Futures: futures
 
Posts: 96 since May 2013
Thanks: 43 given, 4 received

Hi all,

i've the same problem, sometimes i can see an Async between IB and MC, only on Pending Orders (Limit - Stop).

There some easy way to force IB to be always Sync with MC ?

How can i control from MC, if there s some Async Pending Orders to IB ? And how can i cancel them ?

Thank you for any answer.

Cordially

No Erocla

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