"Master Strategy" execution not always the same
Posted: May 10 2011
MC DOM - "Strategy Parameters" "Master Strategy"
I've started to experiment with "Strategy Parameters" "Master Strategy".
Overall I believe MC has the right idea regards to the easiness of setting up an automated strategy however I am not getting all the time what I am expecting.
I've set up a very basic strategy to buy 3 contracts and sell 1 at let say for the example at 8 pips/ticks gain than the 2nd position at 15 pips/ticks gain and than the 3rd target is 100 pips/ticks. Sometimes the strategy will execute properly and the orders are at IB and the DOM as expected however sometime the profit target is only 1 sell order for 3 contracts rather than as desired above. Stop seemed to be ok.
It seems this most likely would happen when the fill does not happen "in the same time" for the 3 contracts.
atata
I've started to experiment with "Strategy Parameters" "Master Strategy".
Overall I believe MC has the right idea regards to the easiness of setting up an automated strategy however I am not getting all the time what I am expecting.
I've set up a very basic strategy to buy 3 contracts and sell 1 at let say for the example at 8 pips/ticks gain than the 2nd position at 15 pips/ticks gain and than the 3rd target is 100 pips/ticks. Sometimes the strategy will execute properly and the orders are at IB and the DOM as expected however sometime the profit target is only 1 sell order for 3 contracts rather than as desired above. Stop seemed to be ok.
It seems this most likely would happen when the fill does not happen "in the same time" for the 3 contracts.
atata