On Friday, I tried automatic trading in real life with one contract using the Tradematic program. Surprisingly, everything went flawlessly. By the way, scripts there are written almost one to one as in WealtLab, used & quot; all the same words and phrases" :) Maybe in other C # programs everything is exactly the same., I don’t know because I’m not a programmer, but I have already got used to writing systems in WL. The program is very simple and you can understand it very quickly., what can't you say, for example, о TSLab, to which I do not dare to approach.
There is, true one feature, although this may not be a feature, but the point is that before, some years ago, for some time I traded automatically using the WL4 adapter to Quick, and there orders for opening and closing positions were placed in advance, i.e, for example, at some bar, the filter condition has been fulfilled and a stop order is sent to the exchange for a breakout of a certain level. And the order is on the exchange until it is executed or until the condition changes and an application is sent from my computer to cancel the order. Not so in TradeMatic. Requests are not sent to the exchange in advance. The order is sent at the end of the bar, for example, if the strategy is on the clock, then the situation is checked once an hour and if conditions for opening a position are met, then a market or limit order is sent to the exchange to open a position. But you can also set a condition so that the situation is checked every time interval., for example, every fifteen minutes, or even 5 seconds and then at each check the program will consider that the bar has ended and if the conditions have been created, a marker or limit order is immediately sent to the exchange. That is, it turns out that you can still open a position inside the bar. In the standard version of the program, the minimum check interval is 5 seconds, and in the PRO version 1 second. But, I think, it would be better to send orders to open / close positions on the exchange in advance, it would be safer, otherwise there may be such a situation that the price will start to approach the stop, and the Internet will disappear for a while and the program will skip closing by stop.
And interesting, how is this situation in TSLab? Are orders sent in advance, or the program itself monitors the situation?
