Trading Performance Report possible bug

Hi,

Both regular MC and .NET corrupts the Trading Performance Report on my end. I trade manually with LMAX as a broker. This is how I can reproduce it: buy 1 contract, then another one and another until a total of 4 buy contracts are open, size 1 each. After that sell 1, then sell 2 and finally sell the 1 remaining (don't use close button). Trading Performance Report will show the first trade as opened and closed at the same price and time. From there all the report gets distorted. Both MC's are 64bit latest release.

Hello Zoli,

Order time in the report depends on the chart resolution.
The report time is rounded:
11:57:15 =11:58:00 - for minute resolution
11:57:15 =11:58:30 - for 30sec resolution
11:57:15 = 11:57:15 - for tick resolution if such bar time is present on the chart.

What is the chart resolution in your case?
How often do you send orders?
What is incorrect exactly? Please attach a screenshot similar to mine and highlight what you consider to be the problem.
Also attach a full-sized screenshot of you chart so that I can see the order you have submitted.

Hi Henry,

I have attached a screenshot that I saved last Friday when it happened again.
For some reason I was not able to reproduce it now, I did not have time to wait between the trades. I will try again as I am sure it can be reproduced, I did it when I first posted, but didn't make screenshot so, for now, the old screenshot should be fine. I have had this couple of weeks ago and the tech guys from support gathered info from my PC. I was inclined to think it is an isolated case but it is happening again. I am sure it has to do with selling other amount than you initially bought.
The first trade in the screenshot is shown as bought and sold at the same price which is not the case. The real profit I had out of those trades was like half of what the TPR is showing.
I'm sure you'll observe that happened with the regular MC64 and not the .NET, but I have reproduced it in .NET as well.

Hope this helps,
Zoli

Edit: Sorry, forgot to mention the Report was fine until the 5th Oct, I had a trade running overnight on the 4th, only after closing them all the first trade appeared as being closed at the same price.

Hi Henry,

I have attached a screenshot that I saved last Friday when it happened again.
For some reason I was not able to reproduce it now, I did not have time to wait between the trades. I will try again as I am sure it can be reproduced, I did it when I first posted, but didn't make screenshot so, for now, the old screenshot should be fine. I have had this couple of weeks ago and the tech guys from support gathered info from my PC. I was inclined to think it is an isolated case but it is happening again. I am sure it has to do with selling other amount than you initially bought.
The first trade in the screenshot is shown as bought and sold at the same price which is not the case. The real profit I had out of those trades was like half of what the TPR is showing.
I'm sure you'll observe that happened with the regular MC64 and not the .NET, but I have reproduced it in .NET as well.

Hope this helps,
Zoli

Edit: Sorry, forgot to mention the Report was fine until the 5th Oct, I had a trade running overnight on the 4th, only after closing them all the first trade appeared as being closed at the same price.

Hello Zoli,

There is nothing incorrect in your report.

"Trading Performance Report" reflects only the orders plotted on the chart (data range when the orders were placed should be plotted on the chart) and present in Order and Position tracker Orders tab.

If the Entry order is not present on the chart (data range does not include it/order is not present in OPT/was placed with a different mapping) then the trade will be listed with the same time and price for both entry and exit.

Hi Henry,

I always trade from the exact same chart.
What I was trying to explain is that I did NOT have the first order opened and closed at the same price in the Trading Performance Report PRIOR to the date and time when I've taken the screenshot. I am monitoring my performance multiple times a day and I know for a fact that the entire record changed dating back from the first trade. I was thinking it is happening when you open 1 buy and then you sell 2 continuously and it just hangs one of them. In the screenshot I sent appear 19 buy orders and 20 sell orders. As you were pointing out it might have happened if I would have placed the trade from somewhere else but that is not the case as I always trade from the same chart and it changed the entire report backwards when I closed the last trade.

Excuse my difficulties explaining, English is not my native language.

Hi again,

I just got across a situation in which I need to leave a pending order running overnight. I have a trade open and I have a Limit order to close it.
There is an issue with LMAX's orders. All the GTC orders sent from MC appear as GFD in LMAX, thus getting cancelled at midnight. Can this issue get fixed?
I know I said before that I always trade from the same chart, which is entirely true, but I just remembered that very rarely I get into this situation and I need to cancel the order in MC and place a pending order in LMAX's web platform to avoid having the order cancelled. Those orders usually don't get triggered, I cancel them in the morning and close the trade manually in MC.
Now, I am not sure if that would affect the Trading Performance Report in MC as the order comes from the broker and not MC. In theory it shouldn't because it appears in MC as well as cancelled and submitted, please see attached screenshot.

Hi again,

I just got across a situation in which I need to leave a pending order running overnight. I have a trade open and I have a Limit order to close it.
There is an issue with LMAX's orders. All the GTC orders sent from MC appear as GFD in LMAX, thus getting cancelled at midnight. Can this issue get fixed?

LMAX has confirmed this issue. There is no fix for it yet, but they are looking for the solution.

I know I said before that I always trade from the same chart, which is entirely true, but I just remembered that very rarely I get into this situation and I need to cancel the order in MC and place a pending order in LMAX's web platform to avoid having the order cancelled. Those orders usually don't get triggered, I cancel them in the morning and close the trade manually in MC.
Now, I am not sure if that would affect the Trading Performance Report in MC as the order comes from the broker and not MC. In theory it shouldn't because it appears in MC as well as cancelled and submitted, please see attached screenshot.

We are analyzing the information you have provided regarding this case.

Our developers have checked your OPT logs and report.
The order with the same time and price is expected behavior.

Currently we use your actual broker position and replay the OPT orders backwards.
As the result we get the initial position. If this initial position is not 0 then we create a synthetic entry order before other real orders to sync the broker and initial position for the correct report display.
In your particular case the market position after replay is –1. The broker position is flat. In order to compensate the difference we add a synthetic (Buy 1 contract) order to display the correct report.

As this behavior is causing misunderstanding we are looking into possible ways of improving the Manual Strategy Performance Report.