stop order cancelled

Questions about MultiCharts and user contributed studies.
waveslider
Posts: 197
Joined: 16 Oct 2011
Has thanked: 63 times
Been thanked: 20 times

stop order cancelled

Postby waveslider » 06 Mar 2012

Hello,

I had a stop order cancelled today and am trying to figure out why.

Basically I am exiting a third of the trade size (con) at an initial stop (entryprice+/- maxstop*.5),
and the remaining third is to be exited at the full stop distance.

Yesterday I had the initial stop activated and the remaining stop was cancelled, never re-issued.

here is part of the code being used - it is not within any other loop (mp is just marketposition):


If mp<>0 then begin

if mp<0 then Buy to cover ("stopshort") maxlist(1,con-intportion(con*.33)) contracts next bar entryprice+maxstop stop;
if mp>0 then Sell ("stoplong") maxlist(1,con-intportion(con*.33)) contracts next bar entryprice-maxstop stop;

If con>1 then begin
if mp<0 then Buy to cover ("stopshort2") maxlist(1,intportion(con*.33)) contracts next bar entryprice+maxstop*.5 stop;
if mp>0 then Sell ("stoplong2") maxlist(1,intportion(con*.33)) contracts next bar entryprice-maxstop*.5 stop;
end;


Thanks for the help

User avatar
Henry MultiСharts
Posts: 8378
Joined: 25 Aug 2011
Has thanked: 1199 times
Been thanked: 2677 times

Re: stop order cancelled

Postby Henry MultiСharts » 06 Mar 2012

Hello Waveslider,

Please let me know who is your data feed and broker, what symbol you are trading and what the chart resolution is.
What is the reason of the reject in File -> New -> Order and position tracker window -> Logs tab ?

waveslider
Posts: 197
Joined: 16 Oct 2011
Has thanked: 63 times
Been thanked: 20 times

Re: stop order cancelled

Postby waveslider » 06 Mar 2012

Henry -

Data feed is Rithmic, broker Rithmic (Vision Financial). Trading NQH2 on a 10 minute chart. There is no rejection on the log, the order was not rejected.
When the first stop was filled, exiting 1/3 of the position (see code above), the other order (to exit the remaining 2/3) was cancelled and not re-issued.

Basically I have two stop levels. First stop exits 1/3 of the position, second stop exits remaining 2/3. They are issued at the same time. In this case, after the first stop was hit (and filled), the remaining stop should have either stayed where it was, or re-issued.

Instead it was cancelled and not re-issued.

User avatar
Henry MultiСharts
Posts: 8378
Joined: 25 Aug 2011
Has thanked: 1199 times
Been thanked: 2677 times

Re: stop order cancelled

Postby Henry MultiСharts » 06 Mar 2012

Please let me know what version of MultiCharts are you running.
Go to Help -> About MultiCharts and tell me exact version and build number.
Can the problem be easily reproduced?

waveslider
Posts: 197
Joined: 16 Oct 2011
Has thanked: 63 times
Been thanked: 20 times

Re: stop order cancelled

Postby waveslider » 06 Mar 2012

MultiCharts Version 7.4 (Build 4953)

It cannot be easily reproduced as it would require a stop order to be filled - that is the point where the second stop is cancelled.

I can't understand why the second stop order is not being re-issued.

Can you see any errors in the code I have posted that would cancel the order?

User avatar
JoshM
Posts: 2074
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1479 times
Contact:

Re: stop order cancelled

Postby JoshM » 06 Mar 2012

Do you have IntraBarOrderGeneration turned on? If yes, this behaviour...
waveslider wrote:Basically I have two stop levels. First stop exits 1/3 of the position, second stop exits remaining 2/3. They are issued at the same time. In this case, after the first stop was hit (and filled), the remaining stop should have either stayed where it was, or re-issued.

Instead it was cancelled and not re-issued.


..is perfectly okay when looking at your code:

Code: Select all

If mp<>0 then begin

   if mp < 0 then
      Buy to cover ("stopshort") maxlist(1,con-intportion(con*.33)) contracts next bar entryprice+maxstop stop;

   if mp > 0 then
      Sell ("stoplong") maxlist(1,con-intportion(con*.33)) contracts next bar entryprice-maxstop stop;

   If con > 1 then begin
      if mp < 0 then
         Buy to cover ("stopshort2") maxlist(1,intportion(con*.33)) contracts next bar entryprice+maxstop*.5 stop;
         
      if mp > 0 then
         Sell ("stoplong2") maxlist(1,intportion(con*.33)) contracts next bar entryprice-maxstop*.5 stop;
   end;

end;

Because as soon as 'con' is higher than 1, the "stoplong" and "stopshort" aren't issued any more, but only the "stopshort2" and "stoplong2" orders are issued. If I understand you correctly, that's the behaviour that you describe.

Try changing the code to the following if you had IntrabarOrderGeneration turned on:

Code: Select all

If mp<>0 then begin

   if mp < 0 then
      Buy to cover ("stopshort") maxlist(1,con-intportion(con*.33)) contracts next bar entryprice+maxstop stop;

   if mp > 0 then
      Sell ("stoplong") maxlist(1,con-intportion(con*.33)) contracts next bar entryprice-maxstop stop;

   If con > 1 then begin
   
      if mp < 0 then begin
         Buy to cover ("stopshort") maxlist(1,con-intportion(con*.33)) contracts next bar entryprice+maxstop stop;
         Buy to cover ("stopshort2") maxlist(1,intportion(con*.33)) contracts next bar entryprice+maxstop*.5 stop;
      end;
         
      if mp > 0 then begin
         Sell ("stoplong") maxlist(1,con-intportion(con*.33)) contracts next bar entryprice-maxstop stop;
         Sell ("stoplong2") maxlist(1,intportion(con*.33)) contracts next bar entryprice-maxstop*.5 stop;
      end;
   end;

end;

waveslider
Posts: 197
Joined: 16 Oct 2011
Has thanked: 63 times
Been thanked: 20 times

Re: stop order cancelled

Postby waveslider » 06 Mar 2012

I don't have IOG enabled, thanks for the code.

Actually what is happening is that after the first stop is hit, the second stop is cancelled and not re-issued.

This doesn't make sense since MP (marketposition) is still <>0, and orders should be issued each bar if they aren't already there.

Could this have something to do with the word "entryprice"? Does entryprice become altered after an exit?

Still, I am not even getting an order rejected - there is just no order issued.

User avatar
JoshM
Posts: 2074
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1479 times
Contact:

Re: stop order cancelled

Postby JoshM » 06 Mar 2012

waveslider wrote:I don't have IOG enabled, thanks for the code.

My mistake - even if you have IOG disabled, the original order will still be 'not issued'. If you have IOG enabled, MultiCharts will stop issuing it on the next tick, but if you have IOG disabled, MC will stop issuing it at the next bar. In other words, the order has a "life" of one bar (IOG off) or one tick (IOG on).

So, IOG on or off, the original order will not be reissued when 'con' is greater than 1.

waveslider wrote:Could this have something to do with the word "entryprice"? Does entryprice become altered after an exit?

According to the wiki entry: "the price at the initial entry into the specified position", so the entry price is not static if you manage the position when it's on.

waveslider wrote:Still, I am not even getting an order rejected - there is just no order issued.

I think it's definitely your code. As an example, attach an signal with the following code to your demo account:

Code: Select all

Variables:
   atr(0);

if (Time > 900) and (Time < 1000) then begin

   atr = AvgTrueRange(14);
   
   Buy ("EL STP #1") 1 contracts next bar at (Close + atr * 10) stop;
   
   SellShort ("ES STP #1") 1 contracts next bar at (Close - atr * 10) stop;
   
end;

You'll see that, as soon as the Time is higher than 9 am, the two orders are issued. But as soon as the time is higher than 10 am, the orders are not issued any more - which would be a simplified version of what your strategy does with the 'con' variable.

Of course you'll probably need to change the time, but if you watch the OPT you'll see this "not issuing stop orders any more" in practice. (That will probably make more sense than me trying to explain it :) )

waveslider
Posts: 197
Joined: 16 Oct 2011
Has thanked: 63 times
Been thanked: 20 times

Re: stop order cancelled

Postby waveslider » 06 Mar 2012

Sorry Josh - I don't follow...

I guess the question is, why was "stoplong" cancelled after "stoplong#2" was filled?

Also - "con" in this case is an input for the number of contracts. It is really just there in case I am trading just one contract - then the 2 level exit would not be used.

In the instance that happened yesterday, I was long much more than 1 contract so con was above 1 at all times.

In any case, since the original stop (entryprice-maxstop) has no other requirements other than whether mp (marketposition)<>0, shouldn't it be re-issued or better not cancelled?

Thanks for your help!

waveslider
Posts: 197
Joined: 16 Oct 2011
Has thanked: 63 times
Been thanked: 20 times

Re: stop order cancelled

Postby waveslider » 27 Mar 2012

I am having yet another order cancellation/reissue event.

Today I had a limit order above the market, a stop order below.

The stop order was adjusted, so the stop was cancelled and re-issued.

At the same time the limit order was cancelled and re-issued, losing my place in the order queue. There is no reason for the Limit order to have been re-issued at the time of the stop adjustment.

I use Ritmic data for a live feed/execution. Is this the issue? I read in other posts that there is an OCO issue here - is that what is going on?

My original posting to this topic was of a similar nature. 2 stop exits, the first gets filled and the second cancelled never to be re-issued. The code works fine in TS - it is not a coding issue.

Coming to live help does not seem like the answer. I cannot readily reproduce these issues, and they are outlined above. I can be more specific if necessary.

Can I get a clear answer here - is there an issue with the Rithmic platform and Multicharts regarding OCO?

h4nk
Posts: 24
Joined: 08 Dec 2011
Been thanked: 5 times

Re: stop order cancelled

Postby h4nk » 28 Mar 2012

I have the same problem. I trade ES contract. Here's what I found out. Essentially, scaling out of a position does not work in MC 7.4. Consider this scenario:

1. The entry signal buys 2 ES contracts at 1300 all at once. The exit signal sets a stop loss for 2 contracts at 1297. The exit signal is also supposed to sell 1 contract at 1301 and triggers a dollar trailing stop at 1301.25 with $50 dollar value. So, the dollar trailing stop is supposed to be placed at 1300.25.
2. If 1 contract gets sold at 1301, the remaining 1 stop loss order will get canceled even though it is supposed to stay. This is a bug, I already told MC support to fix this problem. I have showed this problem live. I don't know if they have fixed this bug in MC 8.
3. Another weird bug is the dollar trailing stop scale out bug. Essentially, the dollar trailing stop is calculated wrong ONLY IF scaling out strategy is used. In my case, instead of trailing by $50, somehow it trails by $100. So, after the first contract got sold at 1301 and the dollar trailing stop got triggered and placed at 1300.25, it only moves up 1 tick after the price hits 1302.50. This is wrong. I already showed this live. I don't know if this has been fixed in MC8.

Can anybody confirm the issue I have? Do you have the same problem?

waveslider
Posts: 197
Joined: 16 Oct 2011
Has thanked: 63 times
Been thanked: 20 times

Re: stop order cancelled

Postby waveslider » 28 Mar 2012

H4nk -

do you use Rithmic? Just wondered if this is Rithmic specific and that is why it hasn't been fixed yet.

THIS IS A VERY MAJOR BUG!

Not being able to accurately create and maintain OCO renders this platform basically worthless to those traders who are actually controlling risk.

I do not use trailing stops, but the problem is much larger than that.

In my experience, any time MC issues more than one order, and one of the orders need adjustment, both orders are adjusted - and one is sometimes cancelled altogether.

MC please respond to this issue! This is the type of problem that could potentially cost traders huge losses, much more than the cost of a competing platform!

thanks.

User avatar
Henry MultiСharts
Posts: 8378
Joined: 25 Aug 2011
Has thanked: 1199 times
Been thanked: 2677 times

Re: stop order cancelled

Postby Henry MultiСharts » 28 Mar 2012

waveslider wrote:H4nk -

do you use Rithmic? Just wondered if this is Rithmic specific and that is why it hasn't been fixed yet.

THIS IS A VERY MAJOR BUG!

Not being able to accurately create and maintain OCO renders this platform basically worthless to those traders who are actually controlling risk.

I do not use trailing stops, but the problem is much larger than that.

In my experience, any time MC issues more than one order, and one of the orders need adjustment, both orders are adjusted - and one is sometimes cancelled altogether.

MC please respond to this issue! This is the type of problem that could potentially cost traders huge losses, much more than the cost of a competing platform!

thanks.


In MultiCharts 7.4 there was an issue with partial exits. It has beed already fixed in MultiCharts 8.0.
Our engineers will try to reproduce your problem in our environment and make sure it already fixed in MultiCharts 8.0
Have you tried MultiCharts 8 ? Do you have the same issue on the latest version?

User avatar
Henry MultiСharts
Posts: 8378
Joined: 25 Aug 2011
Has thanked: 1199 times
Been thanked: 2677 times

Re: stop order cancelled

Postby Henry MultiСharts » 28 Mar 2012

h4nk wrote:I have the same problem. I trade ES contract. Here's what I found out. Essentially, scaling out of a position does not work in MC 7.4. Consider this scenario:

1. The entry signal buys 2 ES contracts at 1300 all at once. The exit signal sets a stop loss for 2 contracts at 1297. The exit signal is also supposed to sell 1 contract at 1301 and triggers a dollar trailing stop at 1301.25 with $50 dollar value. So, the dollar trailing stop is supposed to be placed at 1300.25.
2. If 1 contract gets sold at 1301, the remaining 1 stop loss order will get canceled even though it is supposed to stay. This is a bug, I already told MC support to fix this problem. I have showed this problem live. I don't know if they have fixed this bug in MC 8.
3. Another weird bug is the dollar trailing stop scale out bug. Essentially, the dollar trailing stop is calculated wrong ONLY IF scaling out strategy is used. In my case, instead of trailing by $50, somehow it trails by $100. So, after the first contract got sold at 1301 and the dollar trailing stop got triggered and placed at 1300.25, it only moves up 1 tick after the price hits 1302.50. This is wrong. I already showed this live. I don't know if this has been fixed in MC8.

Can anybody confirm the issue I have? Do you have the same problem?

Please let me know the operator name and the date when you have reported this issue.
Please also let me know your chat name and email (you can PM it to me) so that I can check the status of your reports.

waveslider
Posts: 197
Joined: 16 Oct 2011
Has thanked: 63 times
Been thanked: 20 times

Re: stop order cancelled

Postby waveslider » 28 Mar 2012

Henry -
I just downloaded 8.0 beta 2 yesterday, also beginning to use intrabarpersist where I didn't use it in TS.
Hopefully this will solve things, I'll keep the board posted.
I don't trade everyday, so it might take a bit.

thanks for the response.

escamillo
Posts: 197
Joined: 25 Mar 2011
Has thanked: 22 times
Been thanked: 55 times

Re: stop order cancelled

Postby escamillo » 28 Mar 2012

[Edited out.] Anyway, it looks like something froze there. Sigh...
Attachments
Chart vs. O&P Tracker mismatch.png
Chart vs. O&P Tracker mismatch.png (124.47 KiB) Viewed 745 times

h4nk
Posts: 24
Joined: 08 Dec 2011
Been thanked: 5 times

Re: stop order cancelled

Postby h4nk » 31 Mar 2012

Hi waveslider, I use Open E Cry. So, the bug is not broker / data provider specific.

User avatar
JoshM
Posts: 2074
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1479 times
Contact:

Re: stop order cancelled

Postby JoshM » 31 Mar 2012

I must say I don't have a full understanding of the problem here (so I might be completely off here), but have you looked at the symbol mapping settings?

I had a similar problem last week, namely that pending stop orders were cancelled and resubmitted a moment later, but it turns out my symbol mapping setting was off. Even though the Buy and SellShort orders were submitted & executed correctly, it turned out that, if there is a (small) symbol mapping error, the pending orders aren't persistent (i.e. they are cancelled before they are due to cancel).

Perhaps it's worth trying removing the symbol mapping for that symbol and re-adding it new.

waveslider
Posts: 197
Joined: 16 Oct 2011
Has thanked: 63 times
Been thanked: 20 times

Re: stop order cancelled

Postby waveslider » 31 Mar 2012

Anything is worth a try Josh, but it appears the symbol mapping is correct. Can you give an example of how yours was incorrect? What was the error?

User avatar
JoshM
Posts: 2074
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1523 times
Been thanked: 1479 times
Contact:

Re: stop order cancelled

Postby JoshM » 01 Apr 2012

waveslider wrote:Anything is worth a try Josh, but it appears the symbol mapping is correct. Can you give an example of how yours was incorrect? What was the error?

I don't know -- it was fixed by MC Support during a chat, but I didn't take screenshots from the Symbol Mapping settings before that, since I didn't knew it could be caused by that. Anyway, I use IB and not Rithmic or OEC, so your correct symbol mapping options will probably look different from mine.

User avatar
Henry MultiСharts
Posts: 8378
Joined: 25 Aug 2011
Has thanked: 1199 times
Been thanked: 2677 times

Re: stop order cancelled

Postby Henry MultiСharts » 05 Apr 2012

h4nk wrote:I have the same problem. I trade ES contract. Here's what I found out. Essentially, scaling out of a position does not work in MC 7.4. Consider this scenario:

1. The entry signal buys 2 ES contracts at 1300 all at once. The exit signal sets a stop loss for 2 contracts at 1297. The exit signal is also supposed to sell 1 contract at 1301 and triggers a dollar trailing stop at 1301.25 with $50 dollar value. So, the dollar trailing stop is supposed to be placed at 1300.25.
2. If 1 contract gets sold at 1301, the remaining 1 stop loss order will get canceled even though it is supposed to stay. This is a bug, I already told MC support to fix this problem. I have showed this problem live. I don't know if they have fixed this bug in MC 8.
3. Another weird bug is the dollar trailing stop scale out bug. Essentially, the dollar trailing stop is calculated wrong ONLY IF scaling out strategy is used. In my case, instead of trailing by $50, somehow it trails by $100. So, after the first contract got sold at 1301 and the dollar trailing stop got triggered and placed at 1300.25, it only moves up 1 tick after the price hits 1302.50. This is wrong. I already showed this live. I don't know if this has been fixed in MC8.

Can anybody confirm the issue I have? Do you have the same problem?

This situation has been already discussed in details and it was confirmed that there are no bugs.
If you need to clarify any points of this discussion-please come to our live chat 6.30 am - 10 am EST.

User avatar
Henry MultiСharts
Posts: 8378
Joined: 25 Aug 2011
Has thanked: 1199 times
Been thanked: 2677 times

Re: stop order cancelled

Postby Henry MultiСharts » 05 Apr 2012

waveslider wrote:Henry -
I just downloaded 8.0 beta 2 yesterday, also beginning to use intrabarpersist where I didn't use it in TS.
Hopefully this will solve things, I'll keep the board posted.
I don't trade everyday, so it might take a bit.

thanks for the response.

Please keep me updated on the progress with MultiCharts 8.0 beta 2.

h4nk
Posts: 24
Joined: 08 Dec 2011
Been thanked: 5 times

Re: stop order cancelled

Postby h4nk » 08 Apr 2012

Hi Henry,

Let me explain what went wrong: even though I have demonstrated live that the dollar trailing stop bug exists, for some reason "MC Logs" do not show that the dollar trailing stop bug exists. I have even sent a DOM picture that shows the bug. So, there is also a bug in MC Logs.

MC 7.4 has a scale out bug that prevents me to demonstrate the dollar trailing stop bug. So, fix this bug first so that the dollar trailing stop bug can be demonstrated live again.

MC 8 beta 2 has OEC tick bars bug that prevents me to test whether the above bugs are still there or not. So, I am waiting for MC 8 beta 3 to test. Why am I so persistent? Because there are bugs in MC 7.4 and 8 beta 2 that need to be fixed. We all have other things to do and these bugs block me from finishing my project.

Hengki

User avatar
Henry MultiСharts
Posts: 8378
Joined: 25 Aug 2011
Has thanked: 1199 times
Been thanked: 2677 times

Re: stop order cancelled

Postby Henry MultiСharts » 10 Apr 2012

h4nk wrote:Hi Henry,

Let me explain what went wrong: even though I have demonstrated live that the dollar trailing stop bug exists, for some reason "MC Logs" do not show that the dollar trailing stop bug exists. I have even sent a DOM picture that shows the bug. So, there is also a bug in MC Logs.

MC 7.4 has a scale out bug that prevents me to demonstrate the dollar trailing stop bug. So, fix this bug first so that the dollar trailing stop bug can be demonstrated live again.

MC 8 beta 2 has OEC tick bars bug that prevents me to test whether the above bugs are still there or not. So, I am waiting for MC 8 beta 3 to test. Why am I so persistent? Because there are bugs in MC 7.4 and 8 beta 2 that need to be fixed. We all have other things to do and these bugs block me from finishing my project.

Hengki


Hello Hengki,

MultiCharts is logging all of its activity. The logs from your PC were analyzed and a detailed answer was provided on this particular case. It was confirmed that there were no bugs in the demonstrated case. There are also no bugs in MC logging.

Our developers have implemented a fix for real time data issue with OEC data feed. Please install MultiCharts 8.0 beta 2 and download the zip file corresponding to your version of MultiCharts (32 bit or 64 bit).

32bit: http://dl.dropbox.com/u/27918922/MC_OEC_80.zip
64bit: http://dl.dropbox.com/u/27918922/MC_OEC_80x64.zip

Then you need to extract the folder from the archive to any location on your PC.

Here is how to install it:
Please, close MultiCharts and all its applications.
• Make sure that all MC processes are ended in Task manager:
o MultiCharts.exe
o MessageCenter.exe
o QuoteManager.exe
o tsServer.exe
o PLEditor.exe
o StudyServer.exe
o TradingServer.exe
o AtCenterServer.exe
o TPserver.exe
o Fixserver.exe

• Run the Updater.exe and click on “Update”.
• Make sure that there are no errors in the log of the updater.
• Close the updater and run MC.

If you have any further issues or the platform behavior is still unclear-please let us know. We will be glad to help you.

h4nk
Posts: 24
Joined: 08 Dec 2011
Been thanked: 5 times

Re: stop order cancelled

Postby h4nk » 13 Apr 2012

Hi Henry,

I tested MC 8 beta 2 with the OEC real time data fix. Here's what I found out:

1. The scale out bug has been fixed.
2. I am still testing the dollar trailing bug. I'll keep you updated.
3. The expired limit order bug from MC 8 beta 1 still exists: expired limit order is not cancelled by MC. Can you check this problem?

h4nk
Posts: 24
Joined: 08 Dec 2011
Been thanked: 5 times

Re: stop order cancelled

Postby h4nk » 13 Apr 2012

Hi Henry,

The dollar trailing stop bug has been fixed partially. It seems to lag by 1 ES tick. Can you check this problem?

User avatar
Henry MultiСharts
Posts: 8378
Joined: 25 Aug 2011
Has thanked: 1199 times
Been thanked: 2677 times

Re: stop order cancelled

Postby Henry MultiСharts » 13 Apr 2012

h4nk wrote: The expired limit order bug from MC 8 beta 1 still exists: expired limit order is not cancelled by MC. Can you check this problem?

This issue has not been reproduced in our environment.
h4nk wrote:Hi Henry,
The dollar trailing stop bug has been fixed partially. It seems to lag by 1 ES tick. Can you check this problem?

If you still have any issues, please send us the logs, the sample script that reproduces the issue and your workspace. Please also attach a detailed description of the issue.
You can also come to our live chat Monday-Friday 6:30 am - 11 am EST to demonstrate this behaviour to our engineers. We will do our best to help you.

h4nk
Posts: 24
Joined: 08 Dec 2011
Been thanked: 5 times

Re: stop order cancelled

Postby h4nk » 14 Apr 2012

Hi Henry,

I have contacted Roman regarding the expired limit order bug. As for the dollar trailing stop bug, I have demonstrated it live for more than 3 times. I am so done with it. I am tired of reporting the same bug over and over again. You already have my MC logs, workspace and scripts to reproduce the bug in your environment. As of now, there's a "workaround" that works for me. Since scaling out causes the dollar trailing stop to lag by 1 ES tick, I just need to reduce the dollar amount from 50 to 37.50. Problem solved.

I think I have done everything to report the bug. If that's not enough, I don't know. One thing I know about bug, if it doesn't get fixed correctly, it will blow up big time in the future in many areas. When that happens, it will be hard to fix.

User avatar
Henry MultiСharts
Posts: 8378
Joined: 25 Aug 2011
Has thanked: 1199 times
Been thanked: 2677 times

Re: stop order cancelled

Postby Henry MultiСharts » 17 Apr 2012

h4nk wrote:Hi Henry,

I have contacted Roman regarding the expired limit order bug. As for the dollar trailing stop bug, I have demonstrated it live for more than 3 times. I am so done with it. I am tired of reporting the same bug over and over again. You already have my MC logs, workspace and scripts to reproduce the bug in your environment. As of now, there's a "workaround" that works for me. Since scaling out causes the dollar trailing stop to lag by 1 ES tick, I just need to reduce the dollar amount from 50 to 37.50. Problem solved.

I think I have done everything to report the bug. If that's not enough, I don't know. One thing I know about bug, if it doesn't get fixed correctly, it will blow up big time in the future in many areas. When that happens, it will be hard to fix.

Hengki, the problem (if there is one) cannot be fixed unless it is reported by the user and confirmed by the MultiCharts customer care representative. We have helped you and answered all your questions. None of them were confirmed as bugs. If you have any issues or the platform behavior is still unclear-please let us know. We will be glad to help you.

h4nk
Posts: 24
Joined: 08 Dec 2011
Been thanked: 5 times

Re: stop order cancelled

Postby h4nk » 20 Apr 2012

It turns out that the dollar trailing stop bug is still there in MC 8 beta 2. The workaround that I tried did not work. After three ticks of correct dollar trailing stop move, it just stopped responding to price movement. It just stopped moving. I tried it with ESM2 futures. So, MC Users watch out. If you scale out your position, the dollar trailing stop will not behave as expected. It will lag by 1 ES tick and stop responding in real time condition.

I will demonstrate this bug live to MC support again since this bug is getting worse. I'll update the progress.

User avatar
Henry MultiСharts
Posts: 8378
Joined: 25 Aug 2011
Has thanked: 1199 times
Been thanked: 2677 times

Re: stop order cancelled

Postby Henry MultiСharts » 22 May 2012

h4nk wrote:It turns out that the dollar trailing stop bug is still there in MC 8 beta 2. The workaround that I tried did not work. After three ticks of correct dollar trailing stop move, it just stopped responding to price movement. It just stopped moving. I tried it with ESM2 futures. So, MC Users watch out. If you scale out your position, the dollar trailing stop will not behave as expected. It will lag by 1 ES tick and stop responding in real time condition.

I will demonstrate this bug live to MC support again since this bug is getting worse. I'll update the progress.


This issue is confirmed. It will be fixed when we introduce the Commission calculation and slippage in percent feature (expected after MultiCharts 8.0 Release).


Return to “MultiCharts”