Kalamazoo MI
Experience: Advanced
Platform: MultiCharts
Trading: Futures
Posts: 11 since Feb 2013
Thanks Given: 0
Thanks Received: 6
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I do not have sufficient information, nor your exact coding to debug your issue, however, some consideration you might need to address are:
- Check the Order and Position Tracker Window for a possible reason why the order was not sent.
- Are you sure that the order was not sent, or just not filled?
- Also, expecting to get a fill on a one tick bar is way over optimistic. In MultiCharts, orders are only active for the current bar, and are only renewed if the conditions that caused the original triggering of an order are still true on subsequent bars.
- A single order in the market has the potential of generating many, multiple one tick bars, all with the same timestamp.
- Building one tick strategies, where trades only last for a one tick bar or two, will generally not work very well, if at all, given all of the idiosyncrasies of the market (fills, slippage, etc.).
Good luck with your strategy.
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