Stoploss order entered and rejected at end of session  [SOLVED]

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firemag
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Stoploss order entered and rejected at end of session

Postby firemag » 28 Nov 2017

I have a strategy that uses SetStopLoss(), but, for some reason, the order is going in at the end of the session and consequently being rejected. Do I have an incorrect setting?

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Svetlana MultiCharts
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Re: Stoploss order entered and rejected at end of session

Postby Svetlana MultiCharts » 01 Dec 2017

Hello, Firemag

When the issue is reproduced, please, don’t close MultiCharts and send us logs through Help -> Feedback.
Also, please provide ID of the order.

firemag
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Re: Stoploss order entered and rejected at end of session

Postby firemag » 02 Dec 2017

Svetlana MultiCharts wrote:When the issue is reproduced, please, don’t close MultiCharts and send us logs through Help -> Feedback.
Also, please provide ID of the order.
Okay, will do.

firemag
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Re: Stoploss order entered and rejected at end of session

Postby firemag » 05 Dec 2017

firemag wrote:
Svetlana MultiCharts wrote:When the issue is reproduced, please, don’t close MultiCharts and send us logs through Help -> Feedback.
Also, please provide ID of the order.
Okay, will do.
This occurred again on a trade in CL with GAIN Capital. I submitted the logs and order IDs yesterday (12/4). Did you receive them?

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Svetlana MultiCharts
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Re: Stoploss order entered and rejected at end of session

Postby Svetlana MultiCharts » 05 Dec 2017

Hello, firemag,

Yes, we received them. Thank you for the provided information.

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Svetlana MultiCharts
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Re: Stoploss order entered and rejected at end of session  [SOLVED]

Postby Svetlana MultiCharts » 12 Dec 2017

Logs analysis showed the following:
The broker/exchange did not accept the orders and rejected them, because they were sent after the session close.
We can recommend the following:
- Use GTC for Time in Force parameter.
- If you need to have the order cancelled before sessions close – modify your script so that it stops sending the orders several minutes before session close.
- If you need to have the order active at broker after session close - change the symbol sessions to end 1-5 minutes earlier than regular closing time to make sure the orders are received by the broker before session close.
If you are using Daily bars for trading - enable the option "Build from minutes" in Format-> Instrument-> Settings tab to have the sessions applied.
If market is slow before session close you may also need to change the timeout for forced bar close to 1 second as described here:
http://www.multicharts.com/discussion/viewtopic.php?f=1&t=10642#p52185

Please also update MultiCharts to the latest version through Help -> Check for updates.


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