Algotrade not reliable with Webank. Issue with LIMIT orders

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maxmax68
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Algotrade not reliable with Webank. Issue with LIMIT orders

Postby maxmax68 » 16 Oct 2015

Dear developers of MC,
today once again I had to interrupt a signal in autotrading because Strategy Position (MC) and broker position (Webank) went out of sync.
Unfortunately I had to notice at the expense of my pocket that doing automated trading with MC with Webank with orders type LIMIT too often leads to sync errors,
and then makes the Algo trading completely useless, since it is necessary to constantly monitor the position on display.
The LIMIT orders seem to work properly as long as they are filled in one shot.
The problems arise when trading more contracts you get a partial fill.
In these cases I have experienced often something goes wrong in the communication between MC and WE and the signal goes out of sync with the broker.

Today for example: I was Long + 1, and to reverse the position the signal sent a SELL LIMIT order for 2 contracts.
The order was filled in two stages and this probably sent out of sync algo signal and broker.
I suppose that the Issue maybe in the reading of partially filled orders by Webank,
perhaps not handled properly by the API.

I experienced that LIMIT orders filled in one-stage work properly,
as even today, before the issue, the signal correctly entered in trade and did a pair of reverse position properly.

So please dear developers take care of this issue.

As soon as possible I will attach some documentation to help your work.
Best Regards
Massimo

maxmax68
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Re: Algotrade not reliable with Webank. Issue with LIMIT ord

Postby maxmax68 » 16 Oct 2015

Image of Console of T3 Open, the gateway between MC and Webank, with the logs of the day.
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Henry MultiСharts
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Re: Algotrade not reliable with Webank. Issue with LIMIT ord

Postby Henry MultiСharts » 20 Oct 2015

Hello maxmax68,

This case will be investigated once Webank is able to provide an account for testing purposes.

maxmax68
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Re: Algotrade not reliable with Webank. Issue with LIMIT ord

Postby maxmax68 » 20 Oct 2015

Thank you Henry,

Unfortunately this is a very old story, and as You probably know, I offered my personal account for testing purposes.

maxmax68
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Re: Algotrade not reliable with Webank. Issue with LIMIT ord

Postby maxmax68 » 20 Jan 2016

Hello maxmax68,

This case will be investigated once Webank is able to provide an account for testing purposes.
Hello Henry,
any news about Webank ?

Best Regards
Massimo

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LorealeTeam
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Re: Algotrade not reliable with Webank. Issue with LIMIT ord

Postby LorealeTeam » 29 Mar 2016

I found similar problems too with limit orders on a single contact (miniFTSE-MIB) MINI6C so for my algos use another Italian broker.
I also tried to use "! From To Broker Strategy MP Synchronizer!" but without result.

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Henry MultiСharts
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Re: Algotrade not reliable with Webank. Issue with LIMIT ord

Postby Henry MultiСharts » 12 Apr 2016

Dear users,

Please ask your Webank representatives to contract support@multicharts.com for assistance with resolving the current connection issues.


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