Auotrading issues

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Auotrading issues

Postby fs » 26 Aug 2008

Marina

You have been saying that our issues are subjective. Attached is the e-mail thread between you and I about the Autotrading issues with two distinct problems.

1. Sometimes MC generates limit orders which are rejected by IB. Sometimes the orders work, sometimes they don't from the same strategy and same symbol.

2. Some market orders are randomly never send to IB. No error message, or anything. MC simply just do not send them.

After trying several times to deny that this is a MC issue, you finally had to accept that this is a MC issue indeed and on June 5th you have told me that you will get back to me.

Almost three months later and I am still waiting for you to get back to me....
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Marina Pashkova
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Postby Marina Pashkova » 26 Aug 2008

Hi Fanus,
1. Sometimes MC generates limit orders which are rejected by IB. Sometimes the orders work, sometimes they don't from the same strategy and same symbol.
Our engineers believe that the most likely cause for those orders to be rejected was the discrepancy b/w the market position at the broker and in MC. Also, according to them, adding the conditions for checking only aggrevated the problem that was already there. We believe that this problem has been addressed in the version 4.0 that supports synchronous auto trading mode. However, to be 100% sure we want to run tests in the synchronous mode. I know, that at the time you reported the problem you provided us with all the relevant information. However, to make sure we're all on the same page, I have to ask you to submit once again:

a) the workspace(s)
b) the strategy(ies) used



2. Some market orders are randomly never send to IB. No error message, or anything. MC simply just do not send them.
The reason for those orders not being sent was as follows:

"Can't get order ID from broker for 300 milliseconds"

It means that IB's API never returned the order ID necessary for MC to submit the order. Do you think there might be something wrong with your TWS connection? I'm asking because you're the only customer who seems to consistently have this problem. Maybe you have ideas as to what might be wrong with IB on your machine.

Regards.

fs

Postby fs » 26 Aug 2008

Our engineers believe that the most likely cause for those orders to be rejected was the discrepancy b/w the market position at the broker and in MC. Also, according to them, adding the conditions for checking only aggrevated the problem that was already there. We believe that this problem has been addressed in the version 4.0 that supports synchronous auto trading mode.
If you have replicated the issue, investigated and fixed it, you would not have to say something like "we believe the most likely cause...". This statement is telling me that you still don't know and is just guessing what the cause is and is hoping it is solved now.
However, to be 100% sure we want to run tests in the synchronous mode.
This should have been done already if you really have solved the issue. This statement is telling me that you have done nothing about the issue for the last three months. If you have fixed something, surely you would have run tests to see if this is fixed?
However, to make sure we're all on the same page, I have to ask you to submit once again:

a) the workspace(s)
b) the strategy(ies) used
I have repeatedly sent you log files and workspaces and spent weeks with you on this issue and from your comments above it appears that you have done very little to resolve the issue and is just hoping that something in release 4 fixed it since you haven't done any testing to see if this is fixed. Now you want to start all over again. I don't have the energy to spend another couple of weeks with you on the issue just to get nowhere again. I have sent you all the logfiles and workspaces. Use them.
2. Some market orders are randomly never send to IB. No error message, or anything. MC simply just do not send them.

The reason for those orders not being sent was as follows:

"Can't get order ID from broker for 300 milliseconds"

It means that IB's API never returned the order ID necessary for MC to submit the order. Do you think there might be something wrong with your TWS connection? I'm asking because you're the only customer who seems to consistently have this problem. Maybe you have ideas as to what might be wrong with IB on your machine.

Regards.
There you go again blaming my computer or IB when the fact is that autotrading is simply not robust. I have been using NT, ButtonTrader, Zeroline trader and lately Neoticker to just name a few for a very long time on my machine and I have never had issues with any orders being missed/ignored. Are you saying that if Autotrading do not get a response within 300ms then it simply doesn't send the order? So, the requirements to use autotrading is a super fast computer and a very fast internet connection, otherwise it will not work? Why don't you mention that on your website?

To be honest, I gave up on Autotrading with MC as I have zero confidence in it. I am not going spend any more time to help you fix something I am not going to use anyway. In the beginning when it was still a beta product I was willing to spend the time and resolve issues as issues was expected, but I am not willing to do that in the official release anymore.

You don't need to respond to this. I don't expect this issue to be resolved and know we will just go around in circles again if you do respond. I have accepted the fact that MC Autotrading simply doesn't work.

The only reason I post this is to show that my comments are not subjective and not an excpetion as with the drawdown issue, but that they are based on real facts and bad experiences with your customer support which is more the norm than the exception.

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Postby TJ » 26 Aug 2008

sigh...

I remember Nick had similar experience with his bug fix reporting. But that was before Marina's time.

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Marina Pashkova
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Postby Marina Pashkova » 27 Aug 2008

Fanus,

We have tried to help you in resolving the issue (the length of our e-mail correspondence can prove that and there were many more e-mails as you know).

However, you just now confirmed that you're not interested in finding a solution - that's exactly why those issues haven't been resolved yet. It is now perfectly clear that all you want to do is show off your intellect and understanding of pretty much everything - even when your knowledge of the subject in question is very limited. Lots and lots of people use auto trading in MultiCharts. But they haven't encountered the problems that you are describing. Now, consider all your statements once again. If everything were exactly how you're describing it, nobody would be using auto trading. Since you're not willing to co-operate, please do not spam the forum with your theoretical speculations.

fs

Postby fs » 27 Aug 2008

Fanus,

We have tried to help you in resolving the issue (the length of our e-mail correspondence can prove that and there were many more e-mails as you know).
Yes you have tried, failed and gave up.
However, you just now confirmed that you're not interested in finding a solution - that's exactly why those issues haven't been resolved yet.
The issues has not been resolved because you don't know how to resolve them and has done nothing about it other than hoping that you fixed it by accident in the new release. I have sent you all the workspaces, log files and strategies. (This is very clear from the e-mail thread that I have sent numerous files to you. Also see attached screenprint showing that I have sent everything.) What else do you need? You have all the information, so why don't you use it to find a solution? Or is it maybe because you are the one not interested in finding a solution?
It is now perfectly clear that all you want to do is show off your intellect and understanding of pretty much everything - even when your knowledge of the subject in question is very limited.
I have demonstrated over and over to you that autotrading does not work. It got nothing to do with limited knowledge to see an order gets not executed. If you want to talk about limited knowledge, I have spent weeks with you demonstrated that you calculated drawdowns incorrectly and you just didn't get it, even when I explained it to you with clear examples. Only when I posted on Elitetrader, did Andrew understood the issue and confirmed as such. So please, lets not get into an arguement about who has limited knowlege.
Lots and lots of people use auto trading in MultiCharts. But they haven't encountered the problems that you are describing. Now, consider all your statements once again. If everything were exactly how you're describing it, nobody would be using auto trading.
For someone complaining about theoretical speculations, this is very theoretical to say lots and lots of users use it. How do you know? Do you have something built into MC that report to you how people are using it? What else is getting reported?
Since you're not willing to co-operate, please do not spam the forum with your theoretical speculations.
This is ridiculous to say this is theoretical speculations. Did you even read this thread and the e-mail I have attached? The whole point was to show that this is NOT a theoretical speculation, but a real issue. What is speculative about this? I have reported an issue, I have sent you log files, work spaces, strategies and screen prints. This is up to you to fix this now and stop speculating about my knowledge of the subject and what I am interested in. This not a speculation. The error is clear and reported. Please fix it.
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Postby Marina Pashkova » 29 Aug 2008

Hi Fanus,

We have double-checked everything regarding the orders that were never sent.

As I mentioned before, the orders were not sent by MultiCharts to IB because IB did not return order IDs within the 300 milliseconds timeout. And MultiCharts needs those IDs to submit orders.

Order ID's are assigned locally on your PC. It normally takes much less than 300 milliseconds for and order ID to be assigned. There might be something in your environment that results in this delay. At this point we do not have enough information to reproduce the exact enviroment on your PC and cause the exact same problem that you're having.

Let me know if you are still insterested in finding a solution and co-operate.
We have many customers contacting our help desk or e-mailing us about auto trading settings. So we can tell that quite a lot of our customers use it. However, so far, you are the only one who has encountered this problem.
Which means that for this problem to be investigated and fixed we would need your assistance.

Regards.

fs

Postby fs » 29 Aug 2008

I have asked you above what else than the numerous log files, screenprints, workspaces and strategies do you need?

This is a big limitation of autotrading to have an arbitrary cutoff time like 500ms. Even if this is a very poor and slow computer and it take 10 seconds for an order ID to get generated, then so be it. Then MC should place the order after 10 seconds and not just ignore it.

As I have mentioned to you before, the issue seems to appear when several orders are generated at the same time. This lead me to believe that the autotrading engine has some kind of internal locking issue and don't know how to handle instances like this. Instead of trying to blame the issue on my computer, I suggest to look at your auotrading code and optimize it. As I have said before, I have been using NT and Neoticker and I have never had an issue like this with them. MC is also much slower when plotting charts than other applications, so this is not unreasonable to expect that your autotrading code will be subpar compared to other trading platforms as well.

I have already spent weeks with you on this issue and you are no closer to a solution. If you want me to spend another few weeks with you on the issue, we need to come to an agreement on how you will compensate me for my time. I am not a member of your staff and is not getting paid to help you solve your bugs. Sending log files and spending an half hour here and there with your online support is one thing, but spending weeks troubleshooting an issue for you, is something completely different and unreasonable to expect from customers.


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