I have a strategy that uses SetStopLoss(), but, for some reason, the order is going in at the end of the session and consequently being rejected. Do I have an incorrect setting?
Stoploss order entered and rejected at end of session [SOLVED]
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Svetlana MultiCharts
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Re: Stoploss order entered and rejected at end of session
Hello, Firemag
When the issue is reproduced, please, don’t close MultiCharts and send us logs through Help -> Feedback.
Also, please provide ID of the order.
When the issue is reproduced, please, don’t close MultiCharts and send us logs through Help -> Feedback.
Also, please provide ID of the order.
Re: Stoploss order entered and rejected at end of session
This occurred again on a trade in CL with GAIN Capital. I submitted the logs and order IDs yesterday (12/4). Did you receive them?Okay, will do.When the issue is reproduced, please, don’t close MultiCharts and send us logs through Help -> Feedback.
Also, please provide ID of the order.
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Svetlana MultiCharts
- Posts: 645
- Joined: 19 Oct 2017
- Has thanked: 3 times
- Been thanked: 163 times
Re: Stoploss order entered and rejected at end of session
Hello, firemag,
Yes, we received them. Thank you for the provided information.
Yes, we received them. Thank you for the provided information.
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Svetlana MultiCharts
- Posts: 645
- Joined: 19 Oct 2017
- Has thanked: 3 times
- Been thanked: 163 times
Re: Stoploss order entered and rejected at end of session [SOLVED]
Logs analysis showed the following:
The broker/exchange did not accept the orders and rejected them, because they were sent after the session close.
We can recommend the following:
- Use GTC for Time in Force parameter.
- If you need to have the order cancelled before sessions close – modify your script so that it stops sending the orders several minutes before session close.
- If you need to have the order active at broker after session close - change the symbol sessions to end 1-5 minutes earlier than regular closing time to make sure the orders are received by the broker before session close.
If you are using Daily bars for trading - enable the option "Build from minutes" in Format-> Instrument-> Settings tab to have the sessions applied.
If market is slow before session close you may also need to change the timeout for forced bar close to 1 second as described here:
http://www.multicharts.com/discussion/v ... 642#p52185
Please also update MultiCharts to the latest version through Help -> Check for updates.
The broker/exchange did not accept the orders and rejected them, because they were sent after the session close.
We can recommend the following:
- Use GTC for Time in Force parameter.
- If you need to have the order cancelled before sessions close – modify your script so that it stops sending the orders several minutes before session close.
- If you need to have the order active at broker after session close - change the symbol sessions to end 1-5 minutes earlier than regular closing time to make sure the orders are received by the broker before session close.
If you are using Daily bars for trading - enable the option "Build from minutes" in Format-> Instrument-> Settings tab to have the sessions applied.
If market is slow before session close you may also need to change the timeout for forced bar close to 1 second as described here:
http://www.multicharts.com/discussion/v ... 642#p52185
Please also update MultiCharts to the latest version through Help -> Check for updates.
Re: Stoploss order entered and rejected at end of session
I also got this issue for quite some time. Checked with the online Chat support team and can't find a good solution for this still.
This kind of issue only happens for the SetStopLoss(X$) and SetProfitTarget(X$) command in the Signal script.
It would be great that we can have the options for the StopLoss order and ProfitTarget order in "Set TIF for order types" property configuration so we can just set these two as "GTC" and still leave other as Default (such as Day)! I think this would solve the problem.
This kind of issue only happens for the SetStopLoss(X$) and SetProfitTarget(X$) command in the Signal script.
It would be great that we can have the options for the StopLoss order and ProfitTarget order in "Set TIF for order types" property configuration so we can just set these two as "GTC" and still leave other as Default (such as Day)! I think this would solve the problem.