Calgo Problem

admin
24 Jan 2013, 11:16 ( Updated at: 21 Dec 2023, 09:20 )

Hello,

If you go to the orders tab and hover over the order then the actual order price will be highlighted on the chart. See screenshot below:

phamvanthanh
24 Jan 2013, 12:20 ( Updated at: 21 Dec 2023, 09:20 )

RE:

I mean the actual price is different from the price in the log. I assume the price in the log is right. I investigate and found this difference because It is not like the way my robot works. Please explain what can cause this. I don't think robot can make this difference.

Thanks for your promt answer

admin
24 Jan 2013, 12:47

Hello,

When you say actual price are you referring to the Ask/Bid prices? Please indicate which prices are different in one of the screenshots attached above. For instance your order was placed at 1.33057. This price is different than which other price? 

phamvanthanh
25 Jan 2013, 03:44

Hi,

It is different than the BuyStopOrder (which became longposition, Screen shot) with price 1.33127 ( not 1.33057 as the log). 

Otherway, the log report 1.33057 (this price complied to my robot) when It placed at 1.33127.

thanks

phamvanthanh
25 Jan 2013, 04:46 ( Updated at: 21 Dec 2023, 09:20 )

RE:

Hi,

To make it cleare, please have a look at two screenshots below.

Order 18404303 was reported in the log with price 1.33534(my robot should place this price) but the actual price(Buy line) is 1.33539. My hand report shows that this usually happens  and the difference could be larger when orders are executed inside OnTick. My robot must work OnTick. I am wondering if this could be improved?

admin
25 Jan 2013, 11:40

Please send us an email at engage@ctrader.com with the information of which cAlgo platform you use (from the help tab -> About cAlgo in the top menu)  and indicate whether you are using a live or demo account, so that we can investigate it. Also please let us know the timeframe and symbol you use.
If the market is volatile, it is possible to get such slippage using a small timeframe but such market conditions are not usual.

Please note that with the next release you will be able to define the Market Range for Market Orders. Stop Orders become Market Orders when the target price is reached.

phamvanthanh
25 Jan 2013, 13:14

RE:

Hi admin,

I will do as your request.

I there anyway to set slippage for robot?. I am really facing this problem with pendingorders. 
Is this improved if I use larger timeframe? 

admin
29 Jan 2013, 10:50

In the next release you will be able to set the Market Range and thus avoid slippage.