[Bug] Multiple stop/limits are not handled properly

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2haerim
Posts: 502
Joined: 01 Sep 2006
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[Bug] Multiple stop/limits are not handled properly

Postby 2haerim » 26 Jun 2009

Code: Select all

  Sell ("SL2") Next Bar EP - 0.2 Stop;  // a
  Sell ("SL") Next Bar EP - 0.1 Stop;   // b
  Sell ("SP") Next Bar EP + 0.4 Limit;  // c
  Sell ("SP2") Next Bar EP + 0.3 Limit; // d


MC V5 Gold only accepts a and c only. To be more correct, it filters all the non-first stop/limit orders no matter how many stop/limit orders are triggered.

I hope this gets fixed ASAP.

Thanks.

2haerim
Posts: 502
Joined: 01 Sep 2006
Been thanked: 2 times

Postby 2haerim » 01 Jul 2009

Is this confirmed as a bug and will be fixed in V5.5?

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 03 Jul 2009

HaeRim,

We have run tests for auto trading through TWS. MC sends to TWS all the orders that are supposed to be sent.
If you are using your own broker, please keep in mind that:

a) If you use the PerPositionBasis mode, all the orders will be sent to the broker;

b) If you use the PerTradeBasis, some only the 1st stop and the 1st limit orders will be submitted.

Why are you using the PerTradeBasis mode? Is there any specific reason for doing so? Is there a reason why you are not using the PerPosition mode?


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