"skip identical tick" on strategy
Posted: Apr 21 2014
by Xslim
I want the "skip identical tick" option on a strategy like on an indicator. If our every trade is triggered by price, why we don't skip identical tick to speed up the strategy action? I'm using 1 tick resolution for strategy calcutaion, I found MC(64 bit/8.8 Build 8967) had lost to record high/low sometimes, it maybe more 1~3 point. Since strategy showed on chart is correct but send to order is wrong, I study this issue and I think it happens on a lots of tick received in an extreme short period, like 250 ticks in 150 ms. I'm not a HFT but I'm a tick trader, I need to record high/low preciseness. That's why I raise this topic.
Re: "skip identical tick" on strategy [SOLVED]
Posted: Apr 21 2014
by SP
On a 1 tick chart you could add
Code: Select all
if Close <> Close [1] then
begin
//Your code here
end;
on a higher timeframe you could add
Code: Select all
vars: IntrabarPersist Last_Price(0);
if Close <> Last_Price then
begin
//Your code here
end;
Last_Price = Close;
Re: "skip identical tick" on strategy
Posted: Apr 21 2014
by Andrew MultiCharts
Hello Xslim,
SP recommended a good workaround, however if you still want not to trigger any code calculation at all, please leave us a feature request. We also can discuss this feature implementation on software level in nearest time on paid basis (if you are interested, please let us know at
support@multicharts.com).
Re: "skip identical tick" on strategy
Posted: Apr 21 2014
by Xslim
I'll try SP suggestion and check the performance improvement. Thanks again for SP.