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Automate problem with order execution with renko chart
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Created: by gettis Attachments:5

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Automate problem with order execution with renko chart

  #1 (permalink)
Trading Apprentice
italy
 
Futures Experience: Intermediate
Platform: tradestation
Favorite Futures: EUR/USD
 
Posts: 8 since Sep 2010
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Automate problem with order execution with renko chart

Hello
I have included a chart of the parabolic renko LE-SE and while on the graph you see an entry short and long entry signal is triggered when, when I put in automate order execution instead of sending only one order each bar continuously sends orders.Si You can 'solve?
Thank you

Attached Thumbnails
Automate problem with order execution with renko chart-ord.gif  
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  #2 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
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Forum Reputation: Legendary

gettis,

please provide some more information, starting with:

Do the orders get cancelled?
Do you use intrabar order generation?
Can you post the code you are using?

Regards,
ABCTG


gettis View Post
Hello
I have included a chart of the parabolic renko LE-SE and while on the graph you see an entry short and long entry signal is triggered when, when I put in automate order execution instead of sending only one order each bar continuously sends orders.Si You can 'solve?
Thank you


Reply With Quote
The following user says Thank You to ABCTG for this post:
 
  #3 (permalink)
Trading Apprentice
italy
 
Futures Experience: Intermediate
Platform: tradestation
Favorite Futures: EUR/USD
 
Posts: 8 since Sep 2010
Thanks: 4 given, 0 received



ABCTG View Post
gettis,

please provide some more information, starting with:

Do the orders get cancelled?
Do you use intrabar order generation?
Can you post the code you are using?

Regards,
ABCTG

Do not cancel orders but are placed large number of orders instead of only one buy and one sell.

I use this code,not use intrabar order generation :
************************************************************************
[IntrabarOrderGeneration = false]
inputs: AfStep( 0.02 ), AfLimit( 0.2 ) ;
variables: var0( 0 ), var1( 0 ), var2( 0 ), var3( 0 ) ;

Value1 = ParabolicSAR( AfStep, AfLimit, var0, var1, var2, var3 ) ;

if var2 = -1 then
Buy ( "ParLE" ) next bar at var1 stop ;
**********************************************************************
[IntrabarOrderGeneration = false]
inputs: AfStep( 0.02 ), AfLimit( 0.2 ) ;
variables: var0( 0 ), var1( 0 ), var2( 0 ), var3( 0 ) ;

Value1 = ParabolicSAR( AfStep, AfLimit, var0, var1, var2, var3 ) ;

if var2 = 1 then
Sell Short ( "ParSE" ) next bar at var1 stop ;

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  #4 (permalink)
 Vendor: tradingcode.net 
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gettis View Post
Do not cancel orders but are placed large number of orders instead of only one buy and one sell.

Did you check if the `var1` value is a valid stop level? Otherwise your order will be cancelled immediately upon submitting.

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  #5 (permalink)
Trading Apprentice
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Jura View Post
Did you check if the `var1` value is a valid stop level? Otherwise your order will be cancelled immediately upon submitting.

Hello
How do I see if "VAR1" is a valid stop? The code I posted is the "PARABOLIC LE-SE" found in the basic indicators of Multicharts. When I insert it in the chart PARABOLIC works well because it darts input only once, but if I go inside with orders continuously inserts automatic buy and sell orders. Use this signal with graph Renko
Thank you

Attached Thumbnails
Automate problem with order execution with renko chart-parr_ultimo.gif   Automate problem with order execution with renko chart-grafico_par.gif  
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  #6 (permalink)
Market Wizard
Hamburg Germany
 
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You can print "Var1" in your code to see if the value is valid.
You wrote that the orders don't get cancelled, but from your screenshot it appears the filled quantity is 0 and the order sent and fill/cancel time is equal. Can you check the logs in the Order and Position tracker, there might be an answer to what is going on in terms of an error message.
Regards,
ABCTG


gettis View Post
Hello
How do I see if "VAR1" is a valid stop? The code I posted is the "PARABOLIC LE-SE" found in the basic indicators of Multicharts. When I insert it in the chart PARABOLIC works well because it darts input only once, but if I go inside with orders continuously inserts automatic buy and sell orders. Use this signal with graph Renko
Thank you


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The following user says Thank You to ABCTG for this post:
 
  #7 (permalink)
Trading Apprentice
italy
 
Futures Experience: Intermediate
Platform: tradestation
Favorite Futures: EUR/USD
 
Posts: 8 since Sep 2010
Thanks: 4 given, 0 received


ABCTG View Post
You can print "Var1" in your code to see if the value is valid.
You wrote that the orders don't get cancelled, but from your screenshot it appears the filled quantity is 0 and the order sent and fill/cancel time is equal. Can you check the logs in the Order and Position tracker, there might be an answer to what is going on in terms of an error message.
Regards,
ABCTG

Practically do not send orders to my broker because it would send so many; when she goes out the window of the orders I go on "IGNORE ORDERS" to try. It is not the same thing if I send the order or if I send it?

Attached Thumbnails
Automate problem with order execution with renko chart-ord_transmit.gif   Automate problem with order execution with renko chart-ordini.gif  
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  #8 (permalink)
 Vendor: tradingcode.net 
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gettis View Post
Practically do not send orders to my broker because it would send so many; when she goes out the window of the orders I go on "IGNORE ORDERS" to try. It is not the same thing if I send the order or if I send it?

I have trouble understanding what you mean here, can you perhaps expand on it or rephrase it?

Otherwise perhaps ABCTG understands what you mean.

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  #9 (permalink)
Trading Apprentice
italy
 
Futures Experience: Intermediate
Platform: tradestation
Favorite Futures: EUR/USD
 
Posts: 8 since Sep 2010
Thanks: 4 given, 0 received

Sorry you are right but I do not write well in English
I repeat and I try to make myself understood. I put on a graph the signal "Parabolic Parabolic SE and LE"; for example, when the signal goes to buy instead of entering a single order to buy fits each bar a contract buy

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  #10 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,533 since Apr 2013
Thanks: 231 given, 854 received
Forum Reputation: Legendary


It might be that the order gets rejected due to not specified TIF settings. Maybe the symbol mapping or the symbol itself is not properly set up. I would suggest to contact the Multicharts helpdesk, as they will be able to quickly help you and connect to you remotely if needed.

Regards,
ABCTG

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