auto-attached exit strategy issue when manual trading

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darob
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auto-attached exit strategy issue when manual trading

Postby darob » 16 May 2019

Hi, Has anyone else experienced bizarre fills/cancellations at IB when using auto-attached OCO brackets when manual trading? Waiting for the position to fill before applying the exit strategy seems to eliminate the problem but I don’t consider that an ideal solution.

I see optimize orderflow controls for automated trading. Is there a way to apply this to auto-attached manual trading strategies?

Many thanks

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Anna MultiCharts
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Re: auto-attached exit strategy issue when manual trading

Postby Anna MultiCharts » 14 Jun 2019

Hello, darob!

Please describe how the issue looks like on your end (some screenshots will be welcome) and provide the steps for reproducing this. Also please specify the version of MultiCharts and IB TWS/Gateway that you use.
If you experience this on regular basis please send us the logs to illustrate the last time the issue happened on your end. To send the logs from the main MultiCharts window go Help -> Feedback. You need just “Attach Log files…” and “Upload collected data to helpdesk” options checked. Also remember to specify the exact order IDs in the commentary section.

darob
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Re: auto-attached exit strategy issue when manual trading

Postby darob » 14 Jun 2019

Hi Anna, I'm using MC.NET64 V. 12 Bld 18187 and TWS 972.1t

I should have added there’s often an error mssge “your order was repriced so as not to cross a related resting order”. The result is the position is partly stopped out and the balance is unprotected. I don’t have screenshots bc I’m scrambling to protect the position when this happens.

Could it be volatility related where the stop is struck before the order is completely filled?

Going forward, I’m going to note whether these are market or limit orders, as I use both, but I haven’t noticed a correlation at this point.

This doesn't happen often, but it happened on two consecutive trades the day I posted. It hasn't happened since.

I'll send logs if it happens again. Thanks a lot.


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