MultiCharts: Trading Software for Automated Trading and Backtesting

Since enabling automation on my forex system it always places stop entries twice (beta 4).

I use TS8 data and IB broker. What happens when one hits the stop before the other? TS8's prices are based on the bid, wheras IB fills when either bid or ask hit the stop price. That means for longs, IB is filled before TS8, and for shorts, TS8 hits the stop price first because it has wider spreads.

I have noticed it happen for both longs and shorts. How does MC handle these situations?

My stop to market order conversion is set to 20 seconds, and the double entries occur within that time, so it is irrelevent. I use Async mode and "Assume initial position is the same...".

Is this a bug?

Brendanh,
We've tried to reproduce the issue and failed. There is no enough information. Could you provide a workspace and a script that reproduces the issue?

A tracking center would make it much easier to find what is going wrong. Did you test using live or demo IB? If demo, this wasn't valid because IB's demo prices are a different day's and wouldn't have reached the stop price momentarily after\before data provder's prices.

1. We used a simulated account that provides real data.
2. You haven't provided required information to replicate the issue.

FYI, I found the solution to this. TS's precision for forex symbols is greater than IB's. Stop and limit orders were being sent to IB of a slightly different price from that which IB eventually filled at because IB was rounding, and this is what was causing the double-fills. I recoded my signal to round the S & L orders to the nearest price that IB supports (5.5 significant figures) and the stop and limit orders magically started started filling only once as desired.

Something to be aware of when automating forex using Tradestaion data via IB.

Thanks Brendanh,
This is another confirmation of MultiCharts auto-trading reliability.