Delayed stop orders with multiple broker profiles

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automaton
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Delayed stop orders with multiple broker profiles

Postby automaton » 25 May 2019

I have a strange issue where GLOBEX stop orders get delayed (seconds to minutes) when using/automating a second Rithmic broker profile/workspace with the same exact strategy, instrument, and settings. The delay occurs in both profiles, and when the stop is finally placed, it occurs simultaneously on both profiles.

My strategy code is proper, no doubts, because when I run/automate a single Rithmic profile/workspace, the stop order follows post-entry fill within milliseconds like clockwork every time for months now. I believe the issue lies within MC, since no restrictions, logs, or errors appear on broker side. Some kind of conflict is occurring.

Thought I’d get some opinions from some of you GLOBEX guys and/or MC support staff.

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Svetlana MultiCharts
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Re: Delayed stop orders with multiple broker profiles

Postby Svetlana MultiCharts » 30 May 2019

Hello, automaton,

Please add traces in your code (print, fileappend) to clearly see the values that the script operates with, namely the time of order generation.
A general example is available in our wiki:
https://www.multicharts.com/trading-sof ... t_Executed

When the traces are added, please reproduce the issue in a simplified environment and send us the following files to support@multicharts.com so that we would be able to investigate the issue:

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.
6. MultiCharts Logs, collected via Feedback application, when the issue is reproduced: http://www.multicharts.com/trading-soft ... harts_Logs
7. If it is related to real-time trading, order ID numbers of the problem orders (Order and Position Tracker -> Orders tab -> Broker Order ID).
Please specify the time when the order was placed, and the time when you expected it to be placed.
8. Outputs of PowerLanguage Editor, where we could see, that the script has generated the order and it is not processed by MC correctly.

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.

automaton
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Re: Delayed stop orders with multiple broker profiles

Postby automaton » 01 Jun 2019

Thanks for the suggestion, but that seems like a bit much of unnecessary work. Can I suggest an alternative? Just have your team create two identical workspaces/Rithmic profiles, and insert two simple/identical pre-built intraday entry/exit strategies into a one minute chart built on tick data. As long as the stop is server/broker side, the problem should recreate itself on your end. If your engineering team recognizes no issues, I will go ahead and jump through the hoops you listed above.

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Svetlana MultiCharts
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Re: Delayed stop orders with multiple broker profiles

Postby Svetlana MultiCharts » 07 Jun 2019

Hello, automaton,

Here is the video demonstrating the test that we made according to your description:
http://bit.ly/2Ip5Mrk
The test didn’t reveal the issue you describe.

automaton
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Re: Delayed stop orders with multiple broker profiles

Postby automaton » 07 Jun 2019

Thank you so much for doing that. Good to see it worked on your end. One thing that differs with your testing, is the layout. You added two charts with different Rithmic profiles to the same workspace, unlike my layout which had one broker profile/chart in two different workspaces. I'll try it out using the layout your team used, and report back with your original recommendation if needed. Take care


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