[Portfolio trader] 2nd reversal trade not executing?

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johnnykf88
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[Portfolio trader] 2nd reversal trade not executing?

Postby johnnykf88 » 30 Aug 2018

hi support team,
i have updated to the latest release 12 but the issue did happen in the previous versions, at least once.

i am used to auto trade NQ futures using Portfolio trader. It happened that the signal sent orders like this:
1. Buy - this trade loss, my signal stopped it successfully and made a reversal to Sell
2. Sell - as mentioned in 1, this trade also loss, my signal should stopped it and reversal again to Buy (but nothing done, i needed to close position manually)
3. Buy - as mentioned in 2, this reversal trade signal didn't happened, the previous trade wasn't closed. And i don't know where to check if it is the problem in MC when sending orders. Checking in IB, it seems that there was no such order received.

interestingly, when i run backtest, the 3rd trade mentioned above occurred as expected.

this situation occurred last night and another time in around Jul when i was using MC11.

is there some setting i have missed? what is "optimize order flow" function? does it related to the issue?
Could you help & give me insight what to check this issue about?

Thanks in advance.

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Smoky
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Re: [Portfolio trader] 2nd reversal trade not executing?

Postby Smoky » 01 Sep 2018

hi support team,

3. Buy - as mentioned in 2, this reversal trade signal didn't happened, the previous trade wasn't closed. And i don't know where to check if it is the problem in MC when sending orders. Checking in IB, it seems that there was no such order received.

interestingly, when i run backtest, the 3rd trade mentioned above occurred as expected.

Thanks in advance.
I have already send here the same issue about reversal order ignored by MC12 !

i works to show all in my log to prove it ! (many orders in my side because all orders are reversal in my strategy)

johnnykf88
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Re: [Portfolio trader] 2nd reversal trade not executing?

Postby johnnykf88 » 02 Sep 2018

hi support team,

3. Buy - as mentioned in 2, this reversal trade signal didn't happened, the previous trade wasn't closed. And i don't know where to check if it is the problem in MC when sending orders. Checking in IB, it seems that there was no such order received.

interestingly, when i run backtest, the 3rd trade mentioned above occurred as expected.

Thanks in advance.
I have already send here the same issue about reversal order ignored by MC12 !

i works to show all in my log to prove it ! (many orders in my side because all orders are reversal in my strategy)
hi Smoky, did you experience the same issue in MC11? did you try downgrading to MC11 for this? I asked this as it seems to me that the same situation occurred once or twice even when i was using MC11. it is rare since my case is the 2nd reversal order not done (looked like MC did not sent any order at that moment), certainly 2 reversal trades is not often in my strategy.

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Smoky
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Re: [Portfolio trader] 2nd reversal trade not executing?

Postby Smoky » 02 Sep 2018

yes Johnnykf88 ,

MC11 have the same issue, i works on MC12 because i hope a quick fix, my stategy use only reversal, then i can find easy when trade are not sent to broker ...

In my log i trace "Raison_Calcul=GetAppInfo(aiCalcReason);" to find how trade events are manage by MC and "mp= MarketPosition_at_Broker;" for MP changes :

After every sending order,i make a log tick/tick with date, high resolution time and execution time in ms,
and sometime after reversal orders MP don't change and no event order came on my log !

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Svetlana MultiCharts
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Re: [Portfolio trader] 2nd reversal trade not executing?

Postby Svetlana MultiCharts » 26 Sep 2018

Hello!

Please provide us the following report the so that our engineers could analyze the issue.

Please reproduce the issue in a minimal environment, that means a simplified signal shall be applied to one trading chart in one workspace.
As soon as the issue reproduced, please send us the following files to support@multicharts.com:

1. The workspace where the issue is reproduced.
2. Export of used symbols (with data) from QuoteManager in .qmd archive: http://www.multicharts.com/trading-soft ... rting_Data
3. The exported scripts with all dependent functions that are used on the workspace: http://www.multicharts.com/trading-soft ... ng_Studies
4. The screenshots demonstrating the issue.
5. Step-by-step instruction how to reproduce the issue. Please specify the time of the bar on which you expected the problem order to be executed.
6. MultiCharts Logs, collected via Feedback application, when the issue is reproduced: http://www.multicharts.com/trading-soft ... harts_Logs
7. Order ID numbers of the problem orders (Order and Position Tracker -> Orders tab -> Broker Order ID column).

As soon as we receive the requested files, the engineers will study the case and we will get in touch with you when we have any feedback from them.


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