how to delay an order in milliseconds

• 10/05/2020 at 6:07 PM #146494
  Paul

  Hi,

  Is it really possible to delay an order in milliseconds? Because this could be useful when testing similar strategies which open a trade in the same direction simultaneously. Possible that one gets rejected. By adding a time delay, like 100-500 ms in one strategy, the order is still opened in the same bar.

  Could someone please advise how to code that correctly if even possible? Thanks.

  // test dow 2s 10k bars spread 2,3 defparam cumulateorders=false defparam flatbefore=000000 defparam flatafter=220000 ind1=Average[70](close) ind2=Average[40](totalprice) condbuy=ind2 crosses under ind1 and high<high[1] condsell=ind2 crosses over ind1 and low>low[1] if condbuy then buy 1 contract at market endif if condsell then sellshort 1 contract at market endif set stop %loss .1 set target %profit .1

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22

  // test dow 2s 10k bars spread 2,3   defparam cumulateorders=false defparam flatbefore=000000 defparam flatafter=220000   ind1=Average[70](close) ind2=Average[40](totalprice)   condbuy=ind2 crosses under ind1 and high<high[1] condsell=ind2 crosses over ind1 and low>low[1]   if condbuy then buy 1 contract at market endif   if condsell then sellshort 1 contract at market endif   set stop %loss .1 set target %profit .1

   

   

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  10/05/2020 at 6:18 PM #146499
  robertogozzi

  No, you can’t. There’s no provisions for planned delays.

  You could only delay minimun 1 second, using MTF support and 1-second TF. You could delay each strategy with a defined different second unit (not tested):

  Strategy A (enter at second 0)

  TIMEFRAME(1 hour,UodateOnClose) MyCondition = close CROSSES OVER Average[200,0](close) TIMEFRAME(Default) IF OpenSecond = 0 AND MyCondition THEN //Enter when second is 0 BUY AT MARKET ENDIF

  1 2 3 4 5 6

  TIMEFRAME(1 hour,UodateOnClose) MyCondition = close CROSSES OVER Average[200,0](close) TIMEFRAME(Default) IF OpenSecond = 0 AND MyCondition THEN  //Enter when second is 0    BUY AT MARKET ENDIF

  Strategy B (enter at second 1)

  TIMEFRAME(1 hour,UodateOnClose) MyCondition = close CROSSES OVER Average[200,0](close) TIMEFRAME(Default) IF OpenSecond = 1 AND MyCondition THEN //Enter when second is 1 BUY AT MARKET ENDIF

  1 2 3 4 5 6

  TIMEFRAME(1 hour,UodateOnClose) MyCondition = close CROSSES OVER Average[200,0](close) TIMEFRAME(Default) IF OpenSecond = 1 AND MyCondition THEN  //Enter when second is 1    BUY AT MARKET ENDIF

  your next similar strategy on the same instrument could use second 2.

  If 1 second difference is too high, then you have to give up. If it’s too little you can set the delay to a multiple of 1.

   

  2 users thanked author for this post.

  eckaw, Paul

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 18048

  Been thanked: 4612 times
  10/05/2020 at 6:24 PM #146500
  robertogozzi

  Sorry, use CurrentSecond (OpenSecond does not exist), but there’s no guarantee there’s a bar each second.

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 18048

  Been thanked: 4612 times
  10/05/2020 at 6:37 PM #146503
  robertogozzi

  You can also tell the correct second unit with:

  MySecond = OpenTime - (round((OpenTime / 100) - 0.5) * 100)

  1	MySecond = OpenTime - (round((OpenTime / 100) - 0.5) * 100)

   

  2 users thanked author for this post.

  eckaw, Paul

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 18048

  Been thanked: 4612 times
  10/05/2020 at 6:50 PM #146505
  Paul

  Thanks robertogozzi. Yeah when there’s no bar the next second is another problem of it’s own. I will give your code a try.

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  10/07/2020 at 4:24 AM #146608
  Paul

  So the goal was to have identical strategies running the same index in the same direction more correctly for the entry.

  “ve tested it for a day and it seemed in general to work fine.

  Strategy running on 1 sec, with mtf using 2s. When a signal comes, entry is on the first sec and in another strategy entry is on the second sec.

  Also tested the difference with and without updateonclose.

  If there’s no bar on the one second timeframe hopefully the order will be repeated at first or later rejected. Not completely sure about that.

  Another way to avoid conflict is using 1€, 2$ and 10$ charts I guess, still this was an interesting experiment.

  Here’s the test file for anyone interested.

   

  2 users thanked author for this post.

  eckaw, GraHal

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
• Author
  Posts