Portfolio Trader orders not sent

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GiuseppeM
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Portfolio Trader orders not sent

Postby GiuseppeM » 29 Sep 2015

I have a portfolio constructed like the image attached.
It is a spread strategy with 2 simmetric signals:
in the first group of 4 couples there is the first signal:

Code: Select all

ratio= c/c data2;
if ratio > level then sellshort this bar c;
in the second group of 4 couples there is the second signal:

Code: Select all

ratio= c data2/c ;
if ratio > level then buy this bar c;
Now if i print the value of ratio for the 2 signal it is the same and this is an expected behaviour.
I have checked if the condition is actually met in both instruments via a simple print debug and everything is ok.
Waht is not expected is that for some symbols the order is NOT SENT even if the condition is met.
It is not rejected nor it's not filled, it is really NOT SENT so it cannot be a broker issue.

All instruments are using SMART routing of Interactive Brokers.
In order to make shure to have an entry at the close i have set for all of them the session ENDTIME to 5 minutes before the regular exchange endtime..

I have checked that the price was ticking is these last five minutes and it was, so the reason cannot be the lack of events.

Any advise on how to inestigate this annoying problem would be appreciated. Thanks in advance.
-Giuseppe
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Henry MultiСharts
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Re: Portfolio Trader orders not sent

Postby Henry MultiСharts » 06 Oct 2015

Hello Giuseppe,

Please make sure there is enough capital to open new positions: set Max % of Capital at Risk per Position to 100%. Set Initial Portfolio Capital to $1 000 000 000.
If there is already an open position for the instrument that cannot get new orders sent - make sure the option "Allow up to N entry orders in the same direction as the currently held position" enabled in Strategy Properties->Properties tab.

GiuseppeM
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Re: Portfolio Trader orders not sent

Postby GiuseppeM » 06 Oct 2015

The initial portfolio Capital was 100 000 and i was in the market with 10 000 considering all the open positions in that moment.
The position that was not sent was of 10 000 so there was enough residual capital, and i was not in the market with that instrument in that moment.
However since the Base currency was set to None mabye i think that those values could have been taken by the portfolio in a different currency and so with different amount rather than dollars, so mabye the issue is the initial Portfolio Capital

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Henry MultiСharts
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Re: Portfolio Trader orders not sent

Postby Henry MultiСharts » 08 Oct 2015

Hello Giuseppe,

In case you still have the issue - please send us the following information for analysis of this case to support@multicharts.com:
- workspace you are using;
- in QuoteManager select the symbols you are using, make a right click on it->Export data->Export instrument (with data). Send us the QMD export file for analysis;
- in PowerLanguage editor->File->Export->export with dependent functions the studies you are using in the workspaces you are providing. Send the study export file;
- specify the version and build number of MultiCharts you are running (in MultiCharts go to Help tab-> About);
- your output log that demonstrates the issue;
- instructions for replicating the error.

whirl
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Re: Portfolio Trader orders not sent

Postby whirl » 17 Mar 2016

Has this ever been resolved?

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Henry MultiСharts
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Re: Portfolio Trader orders not sent

Postby Henry MultiСharts » 12 Apr 2016

Hello whirl,

Has this ever been resolved?
We have not heard back from the user after we have requested the information required for analysis.

GiuseppeM
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Re: Portfolio Trader orders not sent

Postby GiuseppeM » 14 Apr 2016

Yes actually i have not sent anything because i have lost interest in spread strategies.


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