Ghostposition  [SOLVED]

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siscop
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Ghostposition

Postby siscop » 20 Mar 2013

Ghostpositions
At the end of the 8.5 beta I had ghostpostion on a daychart. This happens to the stocks that are closed at marketopening (15:30 german time). During the day MC sends out TP and SL Limit/Stop orders to IB from a flat stock with the amount of the orginal position what was closed during marketopeing.
Your online support downloaded all the logs and I did send 3 update emails with some information.
8.5 has been released for some time now and those ghostpostions are still coming up in about 50% of all the positions that are closed during marketopening. I haven’t heard from your support so I am crying for help on this way since this major bug is still on the latest MC release version.
Audit-Trail from TWS confirmed that the ghostposition came from MC.
MC contact was Roman

P/L
Profit and Loss Tab does not show the right amount. I have observed this during the evening german time (should be around 2-3pm US-Time – low volume but open market). TWS showed a good plus while MC showed a 3 digit minus amount.

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Roman MultiCharts
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Re: Ghostposition

Postby Roman MultiCharts » 20 Mar 2013

Hello siscop,

I beleive there's some miscommunication here. On February 25, 2013 I sent you an e-mail with the possible reason of this behavior:
"The engineers say that the ghost trade came from “ChangeMarketPosition” command. Do you use it in your strategy?"
And no reply has been received yet. Probably it was delivered to your spam box. Please check it.
The script has generated ChangeMarketPosition. Here's the extract from the logs:

Code: Select all

[0x0A1C](14.02.2013 - 15:39:15.037)[id=726683] COrderExecuter::UpdatePosition : MarketPosition = 925
[0x0A1C](14.02.2013 - 15:39:15.041)[id=726683] CActiveEntriesCollection::SaveOrder() : IntID=365685 B_ID=-4 FEB_ID=-1 OrignT= LE market ROB_ID=0 Clipped=0 OrderID = 7 LE market @71.64, 185
[0x0A1C](14.02.2013 - 15:39:15.046)COrderExecuter::UpdatePosition ae_count=5, MP=925
5 orders, 925 contracts total.

If you have any questions regarding this situation, please send me an e-mail to rcherkashin@multicharts.com

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siscop
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Re: Ghostposition

Postby siscop » 20 Mar 2013

Thank you Roman for your answer. Unfortunately I haven’t received your mail.

I also thought that the line “ChangeMarketPosition…” might be the problem so I took it out and continued live trading. Ghostposition are still happening.

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Roman MultiCharts
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Re: Ghostposition

Postby Roman MultiCharts » 20 Mar 2013

siscop,

please install the latest build of MultiCharts 8.5 from here and if the problem still persists, please send me the logs and screenshots of Order and Position Tracker Window --> orders tab to my e-mail.

Thank you.

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Andrew MultiCharts
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Re: Ghostposition  [SOLVED]

Postby Andrew MultiCharts » 28 Mar 2013

As we found out during live chat session, the final status for an order was absent almost for 2 seconds, so it ruined the MC strategy understanding of current market position. Setting the AT_WaitOrdersTimeOut key in registry (located in HKEY_CURRENT_USER\Software\TS Support\Multicharts\TraderServer) to 300000 should be helpful as a workaround in such cases.


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