Order in globex issued late.

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waveslider
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Order in globex issued late.

Postby waveslider » 25 Jul 2012

I got stuck in a Nasdaq trade yesterday at the close, system was automated to re-issue stops on the re-open of the market.

As you can see from this order log, the order was issued 1 minute and 2 seconds after the market re-opened (PST) which resulted in a large slip.

Can someone tell me why this happens and how to avoid it?
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Henry MultiСharts
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Re: Order in globex issued late.

Postby Henry MultiСharts » 25 Jul 2012

Hello Waveslider,

Unfortunately the information you have provided is not sufficient for analysis.

What is the chart resolution?
Are you using IOG?
What exact code are you using to place an order?

If you want to have an analysis regarding a certain order you need to provide:
1) What exact version and build number of MultiCharts are you running? (in MultiCharts go to Help tab-> About)
2) MultiCharts logs (if you have not restarted the platform. Logs from the previous run are erased when you start MC).
In MultiCharts 8.0 Release Candidate go to Help->Feedback->Send logs. Please let me know that you have uploaded the logs.
If your MC version is lower than MC 8.0 Release Candidate please follow this guide: https://www.multicharts.com/trading-soft ... harts_Logs
3) In MultiCharts go to File->New->Open Order and position tracker window-> Orders tab->make sure you are not filtering the information in columns, then go to File->Export to excel.
Please also export the information from the Logs tab and send it to me for analysis.
4) Create a screenshot of Format->Strategy properties->Auto trading tab.
5) Workspace you are using
6) Strategy code you are using
7) Please attach a detailed problem description and highlight the problem on the screenshots.

waveslider
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Re: Order in globex issued late.

Postby waveslider » 25 Jul 2012

chart res - 10 minutes
IOG - No
code:
if mp<0 then Buy to cover ("stopshort") next bar entryprice+maxstop stop;
if mp>0 then Sell ("stoplong") next bar entryprice-maxstop stop;

Am using most recent version of MC64 -8.0 build 5622
Log has been erased as I re-started MC

I have sent you files. You should not need code. This deals with the market closing and re-opening for the overnight globex session in the e-mini market.
As you can see from the orders tab, the order was issued 1 minute after the market opened - the order should have been issued at 13:30 PST exactly when the market re-opened.

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Henry MultiСharts
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Re: Order in globex issued late.

Postby Henry MultiСharts » 30 Jul 2012

The provided information was not sufficient for analysis. RecalcLastBarAfter was suggested.
The problem would be investigated further as soon as it is reproduced.

waveslider
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Re: Order in globex issued late.

Postby waveslider » 30 Jul 2012

Thank you I will save a log file next time.


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