Dukascopy
 
 
Wiki JStore Search Login

Attention! Read the forum rules carefully before posting a topic.

    Try to find an answer in Wiki before asking a question.
    Submit programming questions in this forum only.
    Off topics are strictly forbidden.

Any topics which do not satisfy these rules will be deleted.

Working out slippage of an order
 Post subject: Working out slippage of an order Post rating: 0   New post Posted: Tue 08 Sep, 2009, 16:13 

User rating: 0
Joined: Thu 27 Aug, 2009, 12:09
Posts: 23
Is there any way of working out what the slippage was on an order without storing the bid/ask in a variable at time of creating the order.

I want to be able to pick up the slippage after the strategy has been restarted.

Thanks


 
 Post subject: Re: Working out slippage of an order Post rating: 0   New post Posted: Tue 08 Sep, 2009, 22:36 

User rating: 0
Joined: Thu 27 Aug, 2009, 12:09
Posts: 23
Is there no way of doing this?


 
 Post subject: Re: Working out slippage of an order Post rating: 0   New post Posted: Wed 09 Sep, 2009, 13:49 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Unfortunately it is not possible.


 
 Post subject: Re: Working out slippage of an order Post rating: 0   New post Posted: Thu 10 Sep, 2009, 07:21 
User avatar

User rating: 3
Joined: Wed 18 May, 2011, 16:25
Posts: 331
Location: SwitzerlandSwitzerland
@DukasCopy.Support:
Implementation of a function

IOrder.setComment(String comment)

would provide us the possibility of a workaround to this issue.

A setComment(..)-function would allow us to save whatever trade related information we need in our strategies in a structured way (i.e. in string tokens, ...) and read it back in from there later on even after a new login, should a trade have continued after exiting a strategy.

Thanks a lot for considering,
RR.


 
 Post subject: Re: Working out slippage of an order Post rating: 0   New post Posted: Fri 11 Sep, 2009, 01:38 

User rating: 0
Joined: Thu 27 Aug, 2009, 12:09
Posts: 23
I did think about putting the bid/ask price in there when the order was created.

I think you're right that would be very useful to set it at any time.


 
 Post subject: Re: Working out slippage of an order Post rating: 0   New post Posted: Mon 14 Sep, 2009, 14:47 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Currently we would not want to add such functionality (IOrder.setComment(String comment)) because of possible high working load on the trading servers.


 
 Post subject: Re: Working out slippage of an order Post rating: 0   New post Posted: Mon 14 Sep, 2009, 15:23 
User avatar

User rating: 3
Joined: Wed 18 May, 2011, 16:25
Posts: 331
Location: SwitzerlandSwitzerland
How about saving this information locally on the client side?


 
 Post subject: Re: Working out slippage of an order Post rating: 0   New post Posted: Mon 14 Sep, 2009, 16:28 

User rating: 0
Joined: Thu 27 Aug, 2009, 12:09
Posts: 23
I did think about that but my Java isn't up to that level yet! :roll:

Even setting the comment to the bid/ask price at the time of creating the order might be useful.


 
 Post subject: Re: Working out slippage of an order Post rating: 0   New post Posted: Wed 16 Sep, 2009, 11:59 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Please take a look on it:
https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=7&t=913


 

Jump to:  

  © 1998-2024 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com