Partially Filled Orders Replacement - Strange behaviour in MC11 15566  [SOLVED]

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wilkinsw
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Partially Filled Orders Replacement - Strange behaviour in MC11 15566

Postby wilkinsw » 16 Jan 2018

Hi,

I'm finding that most of the time my partfilled orders are immediately getting cancelled in MC11 15566. Note, I'm not trying to convert to market when partfilled here. MC is typically immediately cancelling the balance and then submitting exit OCO's for the partfill quantity.

I can't work out why. I also can't work out why sometimes this isn't the case. I am using the same signals I've used for at least 2 years and haven't seen this before. I don't use IOG. This behaviour has only been noticed since updating to MC11 15566 from MC10 recently.

Any ideas?

(https://www.multicharts.com/pm/public/m ... es/MC-2396)

Two examples:
1) CL partfilled 1 lot the rest immediately cancelled
partfill immediate cancel.PNG
partfill immediate cancel.PNG (70.19 KiB) Viewed 261 times


2)Si partfilled, the rest immediately cancelled
partfill immediate cancel 2.PNG
partfill immediate cancel 2.PNG (69.5 KiB) Viewed 261 times

2&3) MC settings
silver settings.PNG
silver settings.PNG (39.1 KiB) Viewed 261 times


3) Example of correct behaviour. Ad partfilled and still working the partfilled limit order (and will expect it to continue doing so until the price/size parameter changes, it's cancelled or until it is filled)
partfill ad.PNG
partfill ad.PNG (75.71 KiB) Viewed 261 times

3) MC settings
Attachments
ad settings.PNG
ad settings.PNG (40.2 KiB) Viewed 261 times

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Henry MultiСharts
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Re: Partially Filled Orders Replacement - Strange behaviour in MC11 15566

Postby Henry MultiСharts » 18 Jan 2018

Hi,

We are currently analyzing this behavior.
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Re: Partially Filled Orders Replacement - Strange behaviour in MC11 15566

Postby Henry MultiСharts » 31 Jan 2018

Hello Will,

We were unable to replicate this behavior using MultiCharts 10.0 R8 and 11.0 R5.
The following code was tested on 10 min bars with IOG disabled and no order conversion:

buy 5 contract next bar at close limit;
sell next bar c+5 limit;
sell next bar c-5 stop;

The order that was partially filled was not cancelled right away.

Please send me a test workspace and signal for replicating this behavior as well as the platform logs when the issue is replicated:
go to Help tab->Feedback (or Windows Start menu->All programs->MultiCharts64->Feedback).
Select two options:
- Attach log files to help us understand what happened
- Upload collected data to Help Desk.
Uncheck the other options as we do not need them right now.
Specify the ID of the order in question.

wilkinsw
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Re: Partially Filled Orders Replacement - Strange behaviour in MC11 15566  [SOLVED]

Postby wilkinsw » 31 Jan 2018

I haven't had a single issue since I reported this. Originally, after upgrading to MC11 15566 I suffered multiple undesired partfill+order delete events. But haven't suffered anymore since.
Apologies....don't know exactly what has happened here.


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