Hi,
I use with my systems money management rules dealing with many systems as a one system with their own characteristic and signals from many systems. Quantity of orders depends of account size and historical drawdowns of system.
So I have to get signal from C2 create order to my broker with my own quant (may be different than original from system vendor) and than report fill to C2.
My question is: is it possible with c2ati and sych between acc will be kept ? what about multi systems and same instrument - will it be ok if I reported true fill (from my size of order ) and later get some new order from another system ? Is this similar to dealing with <scaledquant> ?
The main thing to understand is that opening and closing signals should be treated differently. You can indeed use whatever private scaling mechanism you want to use for opening transactions, and then you should confirm to the C2 server the actual quantity you filled.
But for closing orders, you should respect the C2-transmitted quantities exactly. This is because closing order scaling will be based on two factors: 1) the opening quantity you already acknowledged, and 2) the percentage of a position that the system wants to close.
If you respect these rules (i.e. use whatever opening signal quantity you want, report confirmed fill quants to C2 accurately, and respect C2’s closing signal quantities exactly) then you should be okay, and the synchronization later should function as expected.
Thanks,
Andrew
One more question. Is it (maybe will) possible to change order quantity for systems using API not Web site ?
It could be quite useful (for me at least) if I could scaling systems in my own way but use Gen3 brokers - don’t need to send signals myself.
Regards,
Andrew
