Issues with Lmax

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AlphaCat
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Issues with Lmax

Postby AlphaCat » 30 Oct 2013

Hi,

i am getting some unexpected behaviour while testing MC with lmax.

I sent a buy-market order, using the DOM. It got filled at 1.37484. MC attached a bracket order exit strategy. I then modified the stop order (again using the dom) and shortly after the target-limit was filled at 1.37585.

Everything worked as intended, but in the Order and Position Tracker, Positions History tab, i have 2 entries for the exit, both with price zero, and both showing a wrong PnL (it displays $0.84 but should be $1.01). Is this a configuration error on my part ? It should display an exit price and correct PnL.

Also, while checking the log of the lmax web-platform, MC apparently tries to cancel an unknowen order. It probably shouldnt do that.

Here are the links to screenshots for the order blotter and the relevant part of the lmax log:

http://i.imgur.com/CIzxoGK.jpg
http://i.imgur.com/dnQjn2g.jpg

Regards,
A.

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Henry MultiСharts
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Re: Issues with Lmax

Postby Henry MultiСharts » 31 Oct 2013

AlphaCat wrote:Everything worked as intended, but in the Order and Position Tracker, Positions History tab, i have 2 entries for the exit, both with price zero, and both showing a wrong PnL (it displays $0.84 but should be $1.01). Is this a configuration error on my part ? It should display an exit price and correct PnL.

Hello AlphaCat,

This situation is explained in our Wiki section for Order and Position Tracker Positions History Tab:
Note:We display all updates coming to MultiCharts from your broker. Unfortunately the updates of avg entry price and current market position come asynchronously from your broker. MultiCharts doesn’t filter them, otherwise it can lose some information. Symbol Mapping can also affect number of the duplicated lines (depends on the number of lines with the same instrument in Symbol Mapping window) in Position History tab.

In your case two messages regarding the same exit order were received from the broker within the same minute (19:07). That is expected behavior that both lines are shown in OPT Positions history tab. In one of the future versions of MultiCharts we will try to improve this behavior to have a single line shown.

AlphaCat wrote:Also, while checking the log of the lmax web-platform, MC apparently tries to cancel an unknown order. It probably shouldnt do that.
In most cases such message can appear when MultiCharts is trying to cancel the order that has been already cancelled by the broker. Such behavior can appear due to the asynchronous communication between MC and your broker (new cancel command has been sent before the broker reply was received). This behavior does not cause any issues.

If you want to know your current position and PnL - you can find it the Order and Position tracker Open Positions tab.
If you want to know the closed profit/loss for the trade - you can find it in the Trading Performance report.

AlphaCat
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Re: Issues with Lmax

Postby AlphaCat » 31 Oct 2013

Is it somehow possible, to get a list of closed trades and closed PnL ? I did not use a chart - only a dom window. If i now open a chart, the trades from yesterday are not displayed on it, so i cannot open a trading performance report.

And is it possible to get a report(or atleast a list) on all closed trades - from all traded symbols - for a trading day?

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Henry MultiСharts
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Re: Issues with Lmax

Postby Henry MultiСharts » 31 Oct 2013

AlphaCat wrote:Is it somehow possible, to get a list of closed trades and closed PnL ? I did not use a chart - only a dom window. If i now open a chart, the trades from yesterday are not displayed on it, so i cannot open a trading performance report.

The only way to get it in MultiCharts is to plot a chart and use the Trading Performance report.

MultiCharts stores each order that was sent from the platform in Order and position tracker Orders tab. It can also receive orders placed from the other application to your broker account if this information is provided by your broker, MultiCharts is running and the broker profile is connected.

The range of orders included in the Trading Performance Report depends on the chart data range. Once you have a chart plotted with the desired data range - please open the Chart Trading Panel on your chart and select the broker profile you are using for trading.

Show Trading Performance Report option should now become active in the View tab.

If you want to see the historical orders stored in Order and position tracker Orders tab on a chart – please go to Format chart trading->make sure "Show historical orders is enabled".

AlphaCat wrote:And is it possible to get a report(or atleast a list) on all closed trades - from all traded symbols - for a trading day?
Trading Performance report can show performance per chart/instrument only. In order to view the performance for the day please go to Trading Performance report->Periodical analysis ->Daily period analysis or plot 1 day of data on your chart.

AlphaCat
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Re: Issues with Lmax

Postby AlphaCat » 31 Oct 2013

Ok i understand.

In my opinion, there should be something like a "Trade history" tab in the Order and Position Tracker, that just shows all fills and associated PnL.

I'm not entirly sure what is intended with the Position history tab - as far as i understand it, even with no double entries, it would not show position exit price(its displayed as zero) or closed PnL - but only position opening price, open PnL and the exit-time (but no closed PnL nor exit price). This is a lot less useful than it could be.

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Henry MultiСharts
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Re: Issues with Lmax

Postby Henry MultiСharts » 01 Nov 2013

AlphaCat, thank you for your suggestion.

Please vote for the corresponding feature request:MC-1407

All feature requests are forwarded to the management of the company and are evaluated in a timely manner. Please note that even though we value your opinion not all requests can be implemented due to the fact that some features do not fit into our current roadmap.


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