set exit order be cancelled issue

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thomashck
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set exit order be cancelled issue

Postby thomashck » 15 Oct 2013

Hi,

I'll appreciate it if anyone can solve this problem.

I'm a live auto trader with MC8.7, broker is IB and use IB data. There are 4 charts in my workspace, GC, CL, SI, HG with same strategy in SA mode. I use setpercenttrailling in my script, in GC, after meet the target, the set-exit order generated then cancelled immediately(see attached jpg), but the other instruments are normal, not be cancelled and then filled. Could anyone answer me why? is any setting wrong about GC?

And further after that, if I turn-off auto-trade(keep the GC position), then turn-on, the setpercenttrailling order generated again, and won't be cancelled until it is filled. Why?

Thanks for your answer.
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TJ
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Re: set exit order be cancelled issue

Postby TJ » 16 Oct 2013

Hi,
I'll appreciate it if anyone can solve this problem.
I'm a live auto trader with MC8.7, broker is IB and use IB data. There are 4 charts in my workspace, GC, CL, SI, HG with same strategy in SA mode. I use setpercenttrailling in my script, in GC, after meet the target, the set-exit order generated then cancelled immediately(see attached jpg), but the other instruments are normal, not be cancelled and then filled. Could anyone answer me why? is any setting wrong about GC?
And further after that, if I turn-off auto-trade(keep the GC position), then turn-on, the setpercenttrailling order generated again, and won't be cancelled until it is filled. Why?
Thanks for your answer.
What are the chart resolutions for all of the instruments?

thomashck
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Re: set exit order be cancelled issue

Postby thomashck » 16 Oct 2013

Thanks TJ,

data1 is 1 tick, data2 is 1hrs, IOG.

For GC, the new order is generated only when the price made a new High base on entryprice, but cancelled immediately, if no new high, new order won't be generated, that's because you can see 4~5 times new order was generated. The set-exit order can't be reserved in GC, however, the other charts/instruments can be generated and reserved then filled.

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TJ
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Re: set exit order be cancelled issue

Postby TJ » 16 Oct 2013

Thanks TJ,
data1 is 1 tick, data2 is 1hrs, IOG.
For GC, the new order is generated only when the price made a new High base on entryprice, but cancelled immediately, if no new high, new order won't be generated, that's because you can see 4~5 times new order was generated. The set-exit order can't be reserved in GC, however, the other charts/instruments can be generated and reserved then filled.
If data1 is 1 tick, then why do you need to use IOG?

thomashck
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Re: set exit order be cancelled issue

Postby thomashck » 17 Oct 2013

I use average line to set my entry and exit point. I thought IOG can make the line consistent smooth. Actually, I don't really know about IOG. Is that will be a problem to the setpercenttrailling? but the strategy is applied to all my charts.

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Andrew MultiCharts
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Re: set exit order be cancelled issue

Postby Andrew MultiCharts » 17 Oct 2013

I use average line to set my entry and exit point. I thought IOG can make the line consistent smooth. Actually, I don't really know about IOG. Is that will be a problem to the setpercenttrailling? but the strategy is applied to all my charts.
Hello Thomashck,

There is no need in IOG if you use 1 tick as data series 1 where our signals are calculated. Please read about how IOG affects auto trading.

If the order status is "Cancelled", please make sure there are no error messages coming from your broker in the Logs tab of Order and Position Tracker window.

If an order is cancelled, most likely the conditions for its generations are not met any longer. Please read this article to learn how to trace order generation conditions from your script.

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Re: set exit order be cancelled issue

Postby thomashck » 21 Oct 2013

There is no need in IOG if you use 1 tick as data series 1 where our signals are calculated. Please read about how IOG affects auto trading.
Thanks, Andrew, it's helpfull.
If the order status is "Cancelled", please make sure there are no error messages coming from your broker in the Logs tab of Order and Position Tracker window.

If an order is cancelled, most likely the conditions for its generations are not met any longer. Please read this article to learn how to trace order generation conditions from your script.
I checked the logs, there was no any error message. The conditions for the order generations are still there. After my first post, it happened twice again, and only on GC, never happened on others.
I really need to solve this problem.

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Andrew MultiCharts
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Re: set exit order be cancelled issue

Postby Andrew MultiCharts » 21 Oct 2013

I checked the logs, there was no any error message. The conditions for the order generations are still there. After my first post, it happened twice again, and only on GC, never happened on others.
I really need to solve this problem.
Please prepare the script with the prints demonstrating the conditions are met, but no order is sent and come to our live chat during working hours (6:30 am – 4:00 pm EST) to let our operators connect to your computer remotely in order to study the issue and help you.

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Re: set exit order be cancelled issue

Postby thomashck » 28 Oct 2013

few days ago, it generated the order successfully, I tried to change some check box, like "Optimize Order flow" or "No. of digits after decimal"...I don't recall how, but GC generated set-exit order and filled finally......but I still keep on try to find out what cause it happen, in case it happen again...

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Andrew MultiCharts
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Re: set exit order be cancelled issue

Postby Andrew MultiCharts » 28 Oct 2013

Thanks for the update. If the issue bothers you again, please come to our live chat to demonstrate the issue.


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