Filling your orders on multiple strategies

Forums ProRealTime English forum ProRealTime platform support Filling your orders on multiple strategies

Viewing 3 posts - 1 through 3 (of 3 total)
  • #171174

    Hello, so I run multiple systems on wall street and yesterday i saw a huge spread between 2 positions that was opened “at the same time”.

    The 2 systems opened a trade at the same time (1 hour systems) on the same market (wall st 1€) but the difference in the opening price was 25 pips! I dont think ive ever seen such a huge difference before. Looking at the chart on 1 second chart it does indeed pop up at that moment. I have seen similar things other times but usually the difference is 0-3 pips on big markets such as wall st at least for me.

    However im wondering how orders are actually filled. Seing how IG dosnt actually fill your orders on the real markets, if i had run 2 systems on the same market, same timeframe, but on 2 different accounts, would i get the best opening on both systems, or would i still be looking at the 25 pip difference?

    Does anyone know 100% for sure how that would have looked like?

    In other words: Should you run 2 systems that are on the same timeframe, same market, on 2 different accounts so they dont “collide” when entering the market?

    #171178

    Looking at the chart on 1 second chart it does indeed pop up at that moment

    Is this a spike as your order on the 2nd Algo was being filled?

    The 1 Hour TF is very popular and so myriads of orders getting filled at the turn of the hour likely to produce spikes (on the underlying, then also any IG manipulation of the IG derivative!)

    What time was it anyway, yesterday I presume?  I found the DJI very jittery and unpredictable for most of the trading session after the NFP figures released at 13:30 UK Time yesterday.

    Just a few thoughts anyway.

     

    #171274

    As far as I know IG allows only one order at the same time. PRT retries the second order 10 times before giving up.

    When I tried ProRealTime using a demo account almost one year ago the second order was refused and the program stopped. So this problem was fixed.

     

    Two different account wold solve the problem.

Viewing 3 posts - 1 through 3 (of 3 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login