execute market order late

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joenetic
Posts: 30
Joined: 13 Jun 2013

execute market order late

Postby joenetic » 27 Feb 2020

I found the market order was execute very late, 9 seconds after the market order was executed, compare the debug script 14:19:01 the code placed a market order, but the order and position tracker showed the market order was filled on 14:19:10, why there has 9 seconds gap ?

Here is the debug scripts:
Time = 27/2/2020 14:17:51; Bars.Close[0] = 26500; Bars.Low[1] = 26500; Bars.High[1] = 26510
Time = 27/2/2020 14:18:56; Bars.Close[0] = 26504; Bars.Low[1] = 26500; Bars.High[1] = 26510
Time = 27/2/2020 14:18:57; Bars.Close[0] = 26505; Bars.Low[1] = 26500; Bars.High[1] = 26510
Time = 27/2/2020 14:19:01; Bars.Close[0] = 26507; order = 1
Time = 27/2/2020 14:19:01; Bars.Close[0] = 26507; Bars.Low[1] = 26500; Bars.High[1] = 26510
Time = 27/2/2020 14:19:09; Bars.Close[0] = 26506; Bars.Low[1] = 26500; Bars.High[1] = 26510
Time = 27/2/2020 14:19:09; Bars.Close[0] = 26506; Bars.Low[1] = 26500; Bars.High[1] = 26510
Time = 27/2/2020 14:19:09; Bars.Close[0] = 26506; Bars.Low[1] = 26500; Bars.High[1] = 26510
Time = 27/2/2020 14:19:14; Bars.Close[0] = 26508; order = 1
Time = 27/2/2020 14:19:14; Bars.Close[0] = 26508; Bars.Low[1] = 26500; Bars.High[1] = 26510
Time = 27/2/2020 14:19:20; Bars.Close[0] = 26509; order = 1
Time = 27/2/2020 14:19:20; Bars.Close[0] = 26509; Bars.Low[1] = 26500; Bars.High[1] = 26510
Time = 27/2/2020 14:19:22; Bars.Close[0] = 26509; order = 1
Time = 27/2/2020 14:19:22; Bars.Close[0] = 26509; Bars.Low[1] = 26500; Bars.High[1] = 26510
Time = 27/2/2020 14:19:23; Bars.Close[0] = 26510; order = 1

order and position tracker.png
order and position tracker screen
(19.49 KiB) Not downloaded yet
order and position tracker.png
order and position tracker screen
(19.49 KiB) Not downloaded yet

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Anna MultiCharts
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Re: execute market order late

Postby Anna MultiCharts » 27 Feb 2020

Hello joenetic,

According to your screenshots your order was generated on 14:19:10.112 and filled on 14:19:10.209.
Are you trading in IOG (Intra-bar Order Generation) or without it? If you don’t use IOG, then your script is calculated on the bar close. If it generates any orders, the orders are sent on the opening tick of the next bar. Was the symbol updating on the charts within these 9 seconds?
Anyway, to analyze this case we need you to send us the logs and the Order ID in question. Please send the logs from Help -> Feedback.

joenetic
Posts: 30
Joined: 13 Jun 2013

Re: execute market order late

Postby joenetic » 27 Feb 2020

Thank you Anna, I was using IOG in that time, the debug script showed that the long order code was executed on 14:19:01, order = 1 is long order indicator:
Time = 27/2/2020 14:19:01; Bars.Close[0] = 26507; order = 1

But the real order was generated on 14:19:10, there has 9 seconds gap, during this nine second gap, the Bar value Bars.Close[0] was keep updating.

Except this problem, there has some other order generation problems, e.g. the long order code was executed, but there has no long order was generated, I can use the logs to record this problems and send to you?

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Anna MultiCharts
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Re: execute market order late

Postby Anna MultiCharts » 11 Mar 2020

joenetic,

Yes, we will be able to analyze such cases by your logs.
In the comment to the logs please specify the Order IDs in question and the time of the issue.


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