Problem with Order and Position Tracker Window

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Leo
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Problem with Order and Position Tracker Window

Postby Leo » 23 Sep 2015

Hi all,

I have several Daily trading systems running on a MC connected to an IB account. I realized the tomorrow's order are displayed very randomly on the Tracker Window. For example, today I had

1) one @mkt buy order not displayed in the tracker and thus not sent to the broker
2) one @mkt sell order displayed only at the very open of todays markets and promptly executed, so this order was not displayed earlier.

In TS, tomorrow orders are displayed the day before just after markets close.
Is there anything I have to setup in order to be advised correctly about day after orders?

Thanks in advance

Leo
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Re: Problem with Order and Position Tracker Window

Postby Leo » 24 Sep 2015

I would like to come back to this topic to show that today a buy @mkt signal on ADBE has been deleted about 30 seconds after having been sent to TWS, please see image below

https://gyazo.com/1f67f08d0622acb4c2d2a90344e1bc3f

Any suggestion on this matter would be highly appreciated

Leo
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Re: Problem with Order and Position Tracker Window

Postby Leo » 25 Sep 2015

Even today a buy @mkt order has been placed and deleted 30 seconds afterward with no comment in the Logs tab

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Re: Problem with Order and Position Tracker Window

Postby tony » 25 Sep 2015

There's a setting in auto-trading to cancel market orders if unfilled after X seconds. Looks like that could be one possible reason.

Leo
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Re: Problem with Order and Position Tracker Window

Postby Leo » 25 Sep 2015

That's what I thought however it would be weird that a @mkt order placed before markets opening is deleted.
However, according to MC manual, even if that option is not checked, orders are deleted anyway after 40 secs

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Re: Problem with Order and Position Tracker Window

Postby tony » 25 Sep 2015

Only other thought has to do with time in force settings. Best and quickest route, have MC remote in and figure it out. To do that go to support and follow the directions.

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Henry MultiСharts
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Re: Problem with Order and Position Tracker Window

Postby Henry MultiСharts » 30 Sep 2015

Hello Leo,

If it is a daily trading system and IOG is disabled then the signal is calculated on bar close. If an order is generated – it is sent on next bar open (once opening tick of the next bar is received). An order is shown in the Order and Position Tracker window only when it is sent to a broker.

Leo
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Re: Problem with Order and Position Tracker Window

Postby Leo » 01 Oct 2015

Hello Leo,

If it is a daily trading system and IOG is disabled then the signal is calculated on bar close. If an order is generated – it is sent on next bar open (once opening tick of the next bar is received). An order is shown in the Order and Position Tracker window only when it is sent to a broker.
Hello and thanks for reply.

Does that mean that if I enable IOG on daily trading systems I can have tomorrow orders displayed in the Order and Position Tracker window the day before as it happens in TS?

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Re: Problem with Order and Position Tracker Window

Postby Henry MultiСharts » 06 Oct 2015

Hello Leo,

An order will be shown in the Order and Position Tracker window only when it is sent to a broker.
How it will behave in your specific case depends on how your code is written.

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Re: Problem with Order and Position Tracker Window

Postby The9000 » 26 Feb 2016

Hi Leo,

Did you ever get this resolved?

I recently moved over to MC and IB from TS.

If you're using TS for you live data, one problem maybe data corrections. Strategies that use the HOD/LOD are highly susceptible to data errors like this.

If you open a chart window in TS, you'll see an orange C in the upper left hand window. Which means that TS has detected an error in the data and when you refresh the chart, the data will be corrected. This of course will cause phantom/missed trades. To troubleshoot, you can keep charts open in TS and see if there is a pending data correction.

I'm running MC 9.1 Portfolio Trader and I would say after coming from TS, the Multicharts/IB combo is almost unusable in live trading. I use IQFeed for my live data feed. In a typical week, my strategies make 15-20 trades and only about a 1/3rd of them match in MC/IB. In TS, I would have 1-2 a month that wouldn't match, which are the result of data corrections.

Either MC made trades that don't show up in a backtest or it didn't make trades that are in the back test. I can see this happening occasionally, however when 60 - 70% of the trades don't match, something is amiss.

Tony

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Re: Problem with Order and Position Tracker Window

Postby Leo » 27 Feb 2016

Hi Leo,

Did you ever get this resolved?
Tony,

no, I did not resolve the problem dealing with the appearance of pending trades in the Position window. Generally, stop/limit orders starts to appear 1 hour before markets open, @market orders also are displayed, but there are some orders which are displayed only when markets are already opened.
I've solved the problem dealing with @mkt orders deleted 30 seconds after appearing on the Position window by checking the "Close market orders after.... if not executed" and with 99999 in the seconds window.
I'm generally satisfied now about the IB/MC combo. I trade mainly US major stocks and did not see any major problem.


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