The buy price triggered by Multichart was not traded.

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kentai
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The buy price triggered by Multichart was not traded.

Postby kentai » 03 Jun 2011

This is not the first time, I think this is the 2nd time I encountered this. Multichart initiated a market buy order that is not met during that bar. Attached is the chart. Pls see if there is a bug issue.
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Trigger price not same as market price.png
Trigger price not same as market price.png (48.94 KiB) Viewed 485 times

SUPER
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Re: The buy price triggered by Multichart was not traded.

Postby SUPER » 03 Jun 2011

kentai,

It could be related to something I also experinced sometime back, check out this thread.

viewtopic.php?f=1&t=7462&hilit=phantom+order

Super

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Stan Bokov
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Re: The buy price triggered by Multichart was not traded.

Postby Stan Bokov » 03 Jun 2011

Super, thank you for digging up that thread.

Kentai - please attach all of your log files (or email them to support@multicharts.com and indicate this thread in the subject) and we will analyze the issue. Sometimes IB does not fill market orders for a long time, and the situation described in the thread posted by super happens. We can only tell with the logs - what time it was sent and what happened. Remember, in SA mode, it will only show once it's been filled, while AA will display it at the price it was triggered.

kentai
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Re: The buy price triggered by Multichart was not traded.

Postby kentai » 06 Jun 2011

Hi Stan,

Thanks. I will look for the logfile and send to you if I encounter this again. Having said that, I believe that my orders in SA mode are in market order and it doesn't require my order confirmation to execute the orders. So very unlikely that the order has been delayed. By the way, what is AA mode?

Regards,
Ken

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TJ
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Re: The buy price triggered by Multichart was not traded.

Postby TJ » 06 Jun 2011

Hi Stan,

Thanks. I will look for the logfile and send to you if I encounter this again. Having said that, I believe that my orders in SA mode are in market order and it doesn't require my order confirmation to execute the orders. So very unlikely that the order has been delayed.

By the way, what is AA mode?

Regards,
Ken
AA mode = Asynchronous Auto trading mode


Press [F1]

Look under MultiCharts > Strategy Trading > Auto Trading

Understanding Automated Trade Execution

There is a section on the description and comparison of Synchronous and Asynchronous Modes

kentai
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Re: The buy price triggered by Multichart was not traded.

Postby kentai » 06 Jun 2011

Hi Stan,

Just found one. This time, I did not use the strategy. I merely use it to close my paper trading position. I hit the close button on the chart trading and it closed at a price that never traded. It is not one or two bids away. It is miles away from the market price. Pls see the chart, how do I export the log out?
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MultiCharts3.png
MultiCharts3.png (52.23 KiB) Viewed 484 times

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Stan Bokov
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Re: The buy price triggered by Multichart was not traded.

Postby Stan Bokov » 07 Jun 2011

Dear Kentai,

You can send us the logs by going to Start > All Programs > MultiCharts > Logs and then zipping up all of the folders in the Logs folder into an archive, and emailing them to support@multicharts.com. Please indicate URL of this thread in the email.

Could be a couple of things causing that strange behavior. First, IB doesn't track paper trading accounts that well, and sometimes market orders DO take some time to execute. We've seen market orders process up to 5 minutes. Then you have moved on and forgotten about that order and then.... out of the blue, it goes through. At a price that is no where near the current price.

Or could be a glitch in the IB paper trading account. We can only tell with the logs.

kentai
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Re: The buy price triggered by Multichart was not traded.

Postby kentai » 07 Jun 2011

Thank Stan,

Let me send you the log file for you to evaluate.

Regards,
Ken


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