Index futures automation
- Thread starter hilmy83
- Start date
i've done it before through mt5. apparently this one time , the algo is cancelling it once it's opened.
i'm thinking of routing my algo through a demo account and my live account just follow it through copy EA with market orders. it does introduce some ms lag, but it defnitely will rid of live market issues cause demo environment doesn't care about these technicalities
I decided to redo the algo to work out step by step to what cause the order cancelling. I'm not too sold on the idea that it was live environment that caused it. And also not too thrilled about running the algo on a demo and receiving the trade signals that way.
saw few errors since i started the journal like
https://www.elitetrader.com/et/threads/index-futures-automation.368144/page-4#post-5641268
https://www.elitetrader.com/et/threads/index-futures-automation.368144/page-4#post-5644151
From the 1st post, I have indicated that I'm not a programmer, so I have to enlist a programmer service like before to help me out. I can identify block of code and understand kind of what it does, but certainly not comfortable to edit it on my own. First time around it took couple of months. But hopefully this time around is only couple of weeks to update the algo and test it out properly.
Since this is the 2nd time I have gotten AMP's notification of bad trading practice, I'm not going to take a chance of just letting it run as usual.
will be back soon
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This is a smart move. Get it fixed, because if the CME gets on your ass, yer screwed.
https://www.cmegroup.com/notices/disciplinary/2022/07/COMEX-20-1386-BC-3-CHUNYAT-CHOW.html
Don't be labelled as a spoofer.
There have been notices sent in the past about the same actions being taken against folks who did not monitor their autotrade systems. I cannot remember how long ago, but I have seen them.
As i'm going through the code, just realizing that filling policy for FDXS is different than the rest of the indices (no FOK). Not that i was using FOK (or maybe I was by default?), but this time, i explicity making the update to use only "return fill". Removing FDXS for now though, not liking how mt5 has a different custom start time for this market and volatiliyt is just weak.
https://www.metatrader5.com/en/mobile-trading/android/help/trade/general_concept/fill_policy#:~:text=This execution policy means that,the market at the moment.
Also added some alerts to notify by email when algo does stupid shit (like getting into order cancelling loop).
Anyway restarting the algo back up for August using new settings through a sub account. Made some adjustments to the tp/sl management too. lets see how this goes in round 2.
PS. never realized there was a reg/seg in statement. I was like wth is this until the dude explained it to me lol. it wasn't separated by eur/usd in the original account though..
https://support.ampglobal.com/hc/en...ations-1-20-Segregated-and-30-7-Secured-Funds
https://www.metatrader5.com/en/mobile-trading/android/help/trade/general_concept/fill_policy#:~:text=This execution policy means that,the market at the moment.
Also added some alerts to notify by email when algo does stupid shit (like getting into order cancelling loop).
Anyway restarting the algo back up for August using new settings through a sub account. Made some adjustments to the tp/sl management too. lets see how this goes in round 2.
PS. never realized there was a reg/seg in statement. I was like wth is this until the dude explained it to me lol. it wasn't separated by eur/usd in the original account though..
https://support.ampglobal.com/hc/en...ations-1-20-Segregated-and-30-7-Secured-Funds
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This missing thing did not happen to my MT5(AMP account).
the fact that it happened on mine and it jsut doesn't "reload" data is very concerning. AMP dude was just like log off and on ..AMP never really cares about platform issues, it's not really their problem anyway