Feature Request for Futures Trading - page 4

 

I just looked into my other options and I found it's possible for me to put my strategies into TradeStation or MultiCharts.  I do not have any experience with them, however a quick research says I'd be able to run multiple strategies independently on a single chart in TradeStation.  

MT5 appears very stable and I like it.  I have heard MultiCharts can be buggy.  

Does anyone know about TradeStation and it's reliability and uptime running multiple strategies across different markets?

Is MT5 the most stable?

This virtual account could be the answer! Hopeful and excited. Thanks everyone!

Let's work together to find a solution, that is all that matters.  So we can all win and make money to help our family's and the world.

 
ZS444 #:
Wow, amazing. I'm having ChatGPT look into this as I can't read russian :). Thanks for sharing this !  How is individual strategy P&L calculated, does it show up in the trade history with a magic number or comment ?

No need ChatGPT. You can use simple inbuilt online translator (I think - it is google related one):

..and the result - 

----------------------

The author/coder of this library speaks English. I mean: it may be some particularities related to old file or new file or updated file (I was reading some discussion on Russian forum for example) so if you are interesting in this library etc so speak with author/coder by PM for example (he speak English fluently with no problem).

 
ZS444 #:
  How is individual strategy P&L calculated, does it show up in the trade history with a magic number or comment ?
In your real trading account, the net positions as per netting account are visible, not your virtual ones. You can create trade reports on the virtual accounts showing per strategy the performance, trade history etc. And yes you can use magic numbers, comment. Everything is the same as trading the real account vs a virtual account. That is, all your (code) trade logic is the same. Same modify tp/sl, all the same.
 
ZS444 #:
I'm having ChatGPT look into this as I can't read russian...
Yeah, just copy & paste or upload the code to ChatGPT (or MT5's integrated AI Assistant) and tell it to translate all Russian to English. Then you should be able to read the inputs, comments, etc.
 
ZS444 #:
I just looked into my other options and I found it's possible for me to put my strategies into TradeStation or MultiCharts.  I do not have any experience with them, however a quick research says I'd be able to run multiple strategies independently on a single chart in TradeStation.  

It appears Tradestation allows what you want to do out of the box. Running multple strategies on the same chart on a netting account aggregates the positions and nets them out, just like the virtual envirment allows.

I have no experience with Tradesations, but if it is not difficult to port your strategies to TS, then you might be able to get from a to b faster considering everything you want is already built in.

 
ZS444 #:
Does anyone know about TradeStation and it's reliability and uptime running multiple strategies across different markets?

TradeStation uses EasyLanguage which is quite literally, easy, but that comes with a heavy cost. The depth of code elements available in such a plain language-like programming language is inherently limited. If your strategy is beyond simple, or may become beyond simple going forward (IMHO, this is inevitable), you will find yourself yearning for more granular code control and end up essentially starting anew in MQL5 anyway.

There is nothing preventing you from opening 2 charts of the same symbol in MT5, and attaching 1 EA to each chart... or programmatically combining both strategies into one EA.  

 
Ryan L Johnson #:
There is nothing preventing you from opening 2 charts of the same symbol in MT5, and attaching 1 EA to each chart... or programmatically combining both strategies into one EA.  

I hope your ego is able to cope with this but, what part of:

Forum on trading, automated trading systems and testing trading strategies

Feature Request for Futures Trading

ZS444, 2026.07.26 19:04

Hi, I am trading futures on a netted broker.  I have multiple EAs that trade the same instrument. 

I'd like a feature where the EAs can still control their specific lots in that grouped netted order.  So there can be multiple TP/SL running at the same time. 

Currently   Their orders get grouped together into one order, and only one TP/SL is on that order. 

What is happening, in a trending market, is that orders get stacked upon each other and the first TPs on the first orders do not get hit.

Please consider this feature!  What does the community think about this?

I'd also like a way to set priority on direction for a symbol as well.  If I have both a long and short strategy running, I can give priority to one direction.  

If I prioritize long, then long orders replace short orders and if a long order is currently on, then a short order is ignored.

If there is another place to submit this request please help me, 

Thanks!


Do you not understand?

On a netting account, running multiple strategies on the same symbol will result in the effect the TS is describing here.

You know Ryan, i think, you,the big hot shot trader with a degree has no experience trading CME futures. Otherwise, like me, the TS and many others you would have sutmbled upon the exact same issue running multiple strategies on the same symbol on a (FIFO) netting account. Just that what the TS wants solved, which appearenly Tradestations solves out of the box. 

 
Enrique Dangeroux #:

I hope your ego is able to cope with this but, what part of:

Do you not understand?

On a netting account, running multiple strategies on the same symbol will result in the effect the TS is describing here.

You know Ryan, i think, you,the big hot shot trader with a degree has no experience trading CME futures. Otherwise, like me, the TS and many others you would have s[tu]mbled upon the exact same issue running multiple strategies on the same symbol on a (FIFO) netting account. Just that what the TS wants solved, which appearen[t]ly Tradestations solves out of the box. 

Ah yes... The guy who joined up on mql5.com in 2017, allegedly, has more trading experience than the guy who joined up in 2011.🙄 Talking louder doesn't earn you extra points... nor extra experience.

If you had actually read this thread instead of getting so hyped up midway through, you would have seen that I previously suggested 2 hidden SL/TP methods for the OP to use. I expressly stated that those methods would be a client-side solution, and those methods would work on multiple charts in MT5.

If you want to pigeonhole the OP into TradeStation EasyLanguage, so be it, I guess. Again, you've never actually used it but you're recommending it over much more expansive MT5 MQL5. In doing so, you're assuming that the OP is incapable of advancing beyond simple algorithmic strategies. Frankly, this is a disservice to the OP.

By the way, calm down and take a deep breath for a minute. You're feverishly typing so fast that you're continually posting typographical errors, and I'm a bit tired of correcting them in my replies.

 
Ryan L Johnson #:

Ah yes... The guy who joined up on mql5.com in 2017, allegedly, has more trading experience than the guy who joined up in 2011.🙄 Talking louder doesn't earn you extra points... nor extra experience.

If you had actually read this thread instead of getting so hyped up midway through, you would have seen that I previously suggested 2 hidden SL/TP methods for the OP to use. I expressly stated that those methods would be a client-side solution, and those methods would work on multiple charts in MT5.

If you want to pigeonhole the OP into TradeStation EasyLanguage, so be it, I guess. Again, you've never actually used it but you're recommending it over much more expansive MT5 MQL5. In doing so, you're assuming that the OP is incapable of advancing beyond simple algorithmic strategies. Frankly, this is a disservice to the OP.

By the way, calm down and take a deep breath for a minute. You're feverishly typing so fast that you're continually posting typographical errors, and I'm a bit tired of correcting them in my replies.

Please STOP your schoolyard discussions.

I am thinking to clean up this topic entirely.

 
Alain Verleyen #:

I am thinking to clean up this topic entirely.

Please do.

I hit the complain link a few times in this thread. It's tough to know whether a complaint gets delayed, approved, or denied in real time.