Automated Execution bug

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Algyros
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Automated Execution bug

Postby Algyros » 11 Mar 2010

I just came off of Live Help. My problem is that on one of my automated strategies (in part, it generates buy and sell signals off of moving average crossovers) there was a buy that was properly executed this morning, but then, when the moving averages crossed down, no sell order was sent.

I was told by the Live Help Desk that this is a know bug that will be fixed soon.

Does this mean that no automated strategies based on moving average crossovers can be used until the bug is fixed? Can I please have some more information about this bug and how it will be addressed?

Thanks.

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Re: Automated Execution bug

Postby Spaceant » 11 Mar 2010

I just came off of Live Help. My problem is that on one of my automated strategies (in part, it generates buy and sell signals off of moving average crossovers) there was a buy that was properly executed this morning, but then, when the moving averages crossed down, no sell order was sent.

I was told by the Live Help Desk that this is a know bug that will be fixed soon.

Does this mean that no automated strategies based on moving average crossovers can be used until the bug is fixed? Can I please have some more information about this bug and how it will be addressed?

Thanks.


What version do you use?

Can you elabrate what does it mean by a known bug?

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Postby Algyros » 11 Mar 2010

I'm using 5.5 And I'm afraid that I can't elaborate. That is what I was told on Live Help. Specifically, that it is a bug that the engineers are aware of and that they are trying to fix.

The funny thing is that my crossover automated strategies were working fine until a week ago, when they would fail to register and transmit sell orders.

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Postby Algyros » 12 Mar 2010

I should add that when I turn auto-trader on again after having shut it down, the short trade is marked on the chart. However it did not occur in real time.

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Postby TJ » 12 Mar 2010

I'm using 5.5 And I'm afraid that I can't elaborate. That is what I was told on Live Help. Specifically, that it is a bug that the engineers are aware of and that they are trying to fix.

The funny thing is that my crossover automated strategies were working fine until a week ago, when they would fail to register and transmit sell orders.


then why are you posting?

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Postby Algyros » 12 Mar 2010

I'm posting because, according to what Live Desk Help told me, Auto-Trading (using moving average signals) currently does not work on Multicharts. Since that is the reason I bought a lifetime license, I am concerned. I would like to have more information about the nature of the problem and what is being done to correct it.

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Postby Algyros » 12 Mar 2010

And to answer your question specifically, I'm posting precisely because I can't elaborate and would like some help. I can't elaborate because when I asked Live Help to elaborate, I was told that this is "known bug" and was given no further information (except that it would be fixed and that I would be sent an email when it was fixed).

I've described what happens. I can't elaborate on the reasons that it happens because I wasn't given any specifics when I contacted Live Help. Again, all I was told is that this is a known bug.

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Postby TJ » 12 Mar 2010

I see.


FYI:
"I can't elaborate" means "I have the information, but I can't tell you".
You should simply say: "I don't know the detail".

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Postby Algyros » 12 Mar 2010

You are right, of course. Now, do you have any information/assistance regarding this problem?

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Postby TJ » 12 Mar 2010

You are right, of course. Now, do you have any information/assistance regarding this problem?


No.

If I had, I would have posted it.

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Postby janus » 13 Mar 2010

I'm posting because, according to what Live Desk Help told me, Auto-Trading (using moving average signals) currently does not work on Multicharts. Since that is the reason I bought a lifetime license, I am concerned. I would like to have more information about the nature of the problem and what is being done to correct it.


Is this just for moving average signals, or is this a common bug across all signal studies, built-in and custom?

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Postby Algyros » 13 Mar 2010

I also use signals based on pivot reversals, and they seem to be working fine.

What I really would like to know is if this is "a known bug," how long has it been known, what is the extent of the problem, and what is being done to address it. In other words, could the MC administration inform me/us of the nature of the problem and the steps being taken to fix it?

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Postby Bruce DeVault » 13 Mar 2010

I think you should request that Live Help elaborate on specifically what the bug is they're referring to, then we could likely comment in more detail and try to be of more help. With all that's been said that there's some "known bug" to do with "moving average crossovers" I don't think we can really comment at all at this point and would need more information in order to try to be helpful.

You need to ask them to explain to you exactly what the known issue is, so that you can explain it here, then others could elaborate on if it's something they've seen, or if they can reproduce it, and they may well have suggestions to work around it, if it's something that's been observed elsewhere. It's just that "ma cross" and "known bug" aren't specific enough for anyone to know what you're talking about exactly so you'll need to get more detail so you can post a more specific query.

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Postby Algyros » 13 Mar 2010

I'll get on LIve Help again on Monday and ask for further clarification.

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Postby flipflopper » 15 Mar 2010

I'm using 5.5 And I'm afraid that I can't elaborate. That is what I was told on Live Help. Specifically, that it is a bug that the engineers are aware of and that they are trying to fix.

The funny thing is that my crossover automated strategies were working fine until a week ago, when they would fail to register and transmit sell orders.


then why are you posting?


TJ... please tell me you are joking or at the very least have lost your mind!?!? There is a live auto trading bug and you want him to keep quiet about it!?!?

Are you the Gestapo or something? You are very suspect.

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Postby Bruce DeVault » 15 Mar 2010

There's nothing wrong with reporting a problem, but we need more specifics in order to be able to reproduce the issue or help with it.

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Postby flipflopper » 15 Mar 2010

There's nothing wrong with reporting a problem, but we need more specifics in order to be able to reproduce the issue or help with it.


Ummmm............ yeah. I don't expect you or any other non TS Support employee to say anything unless they have something useful to add.

TS Support is the only one needs to respond and explain what is going on.

This is a BUG!! Not some question about existing functionality. It's great that people want to be helpful but when there is nothing to add and trying to distract from the true underlying issue the opposite is being accomplished.

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Postby Bruce DeVault » 15 Mar 2010

The facts in this matter such as they are discernable are fairly clear. The original poster said that they contacted support and were told there was an existing issue. Naturally, we would like to know what that existing issue is so that we could look into it, see if it affects other projects, or see if we can help with the problem. So, of course, we asked that the poster find out more details and post them, so that the thread could go in a direction that is concrete enough to act on. There's no other way for this to proceed than for support to post more details, or for the original poster to do so after talking with them again (since that's quite possibly something that could happen first, before support happens to read this thread and has time to respond here directly), and that's exactly what we've requested to happen. There are plenty of us out here who would be glad to lend a hand, we just need more information to do so and have requested the additional details so the thread can move forward constructively.

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Postby flipflopper » 15 Mar 2010

The facts in this matter such as they are discernable are fairly clear. The original poster said that they contacted support and were told there was an existing issue. Naturally, we would like to know what that existing issue is so that we could look into it, see if it affects other projects, or see if we can help with the problem. So, of course, we asked that the poster find out more details and post them, so that the thread could go in a direction that is concrete enough to act on. There's no other way for this to proceed than for support to post more details, or for the original poster to do so after talking with them again (since that's quite possibly something that could happen first, before support happens to read this thread and has time to respond here directly), and that's exactly what we've requested to happen. There are plenty of us out here who would be glad to lend a hand, we just need more information to do so and have requested the additional details so the thread can move forward constructively.


So telling a poster "Why are you posting" because they don't have all the details is helpful?!!? Might as well say "shut up everything is fine... bugs should be ignored. I don't auto trade with real money so it won't effect me so stay quiet"

As far as I'm concerned TJ should be banned from posting.

That is all I am going to say on this matter.

UN F'N REAL !!

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Bruce DeVault
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Postby Bruce DeVault » 15 Mar 2010

I am interested in this issue, and have requested more information so I can try to help get to the bottom of it.

Although I speak for no one else, I did not interpret the exchange involving TJ as anything but a simple miscommunication. The original wording sounded like there was information being deliberately withheld, while it came to light then that instead, there simply wasn't any more information available and that more specifics were needed from support.

That's where the issue stands, and we need more information now from support or from the original poster in order for anyone to proceed.

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Postby Algyros » 15 Mar 2010

To be fair to me, I said that "I can't elaborate," which means that I am not able to elaborate. I did not say "I won't elaborate," which means I can but refuse to.

I was only asking for help. I did so on a public forum because I thought that other people might need the same help. If there is a bug, as I was told by Live Help, then that is an issue that affects more people than just me.

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Postby marekj » 15 Mar 2010

Btw, I don't like TJ posts also. For me 50% of his posts are idiotic ("Did your read manual?" type) and another 50% without value. Just my opinion.
Last edited by marekj on 15 Mar 2010, edited 1 time in total.

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Postby Bruce DeVault » 15 Mar 2010

If we can please, let's stick to the actual topic here which is about a possible automated trading bug. We need more information from the original poster regarding what Support advises is the specific "known issue" they are referring to, so Algyros, if you could check back with support please on this, that would help us to help you, either by substantiating and documenting what the issue is, or by helping you find a work-around from experience, once we know what the specific problem being reported is.

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Postby marekj » 15 Mar 2010

Why running around? Is not much simpler to call Anastasia and get more info?

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Postby Bruce DeVault » 15 Mar 2010

I would think so. And there's nobody more appropriate to do this than the person who reported the problem and knows the details. What more can we do? That's what I've asked that he do so we can better be of help.

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Postby marekj » 15 Mar 2010

Bruce, every person who have life time license/ monthly subscription has right to call tech support and get details about this bug. Why? because it is high possibility that this bug will affect person real trading.

I'm not using moving avg, etc. so I'm not calling. But If I'm using...I'm not waiting for others (my money no others, and I take care about money).

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Postby Bruce DeVault » 15 Mar 2010

I seriously doubt there's a bug that's specific to only moving average strategies (unless it's improperly written, but that would not be in the category of a platform bug anymore, and we are told they said there was a "known issue) - to say there's a problem that only manifests in moving average strategies would simply strain belief. It's far more likely there's an order handling issue that's more general than that. That's why we need more details on this, and why I have taken my time to post encouraging more detail to be collected so that I have enough to look into. It's because I care about the platform and am concerned it could affect myself and others (and nothing to do with moving averages) that I have spent my time on this so far, and will continue to do so as soon as I have something to work with.

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Postby geizer » 15 Mar 2010

The subject of this thread is still a priority of this thread. Please keep it such.
For everything else there is a PM button. Let's appreciate the fact that this forum is still uncensored. E-mail would be more efficient to discuss things not related to the solution of the problem posted by Algyros.

Life is good. 8)

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Postby Andrew Kirillov » 16 Mar 2010

We are analyzing the issue and hopefully we will resolve it soon.

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Postby Bruce DeVault » 18 Mar 2010

Thank you Andrew for posting an update about this. When time permits, if you could clarify the nature of the suspected problem we could better assess whether it affects other signals.

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Postby janus » 18 Mar 2010

I seriously doubt there's a bug that's specific to only moving average strategies (unless it's improperly written, but that would not be in the category of a platform bug anymore, and we are told they said there was a "known issue) - to say there's a problem that only manifests in moving average strategies would simply strain belief. It's far more likely there's an order handling issue that's more general than that. That's why we need more details on this, and why I have taken my time to post encouraging more detail to be collected so that I have enough to look into. It's because I care about the platform and am concerned it could affect myself and others (and nothing to do with moving averages) that I have spent my time on this so far, and will continue to do so as soon as I have something to work with.


Now you have me worried, perhaps unnecessarily. We need more details from support, PLEASE!

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Postby MC_Prog » 20 Mar 2010

I recommend deployment and use of Bugzilla, with both an internal and a customer-facing interface, as an excellent way of managing collection, assessment, prioritization of, and communication about identified (or mis-identified) bugs in the program.

http://www.bugzilla.org/

Users have a right to know, and developers and product managers have a need to know what the currently known bugs are in the program. Unknown, untracked, unprioritized, unscheduled, unfixed bugs are like termites eating away at the support joists of your house.

Software companies are often keen to hide their bugs, basically because they are embarrassing. This, however, is merely standard behavior with little upside.

Radical, transformative behavior is to "turn the light on", let your customers know what they (currently) need to avoid, challenge your developers to fix and close those bugs, and prove to yourselves and to your customers that you are serious about crafting your product to the highest possible quality standards.

I've seen this one key change transform software development shops from stumbling, perennial failure to consistent , persistent success - earning and keeping customer satisfaction and loyalty to match.

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Postby brendanh » 30 Mar 2010

I'm finding automation using IB is unreliable for certain trades. MC seems to "forget" overnight orders. When MC disconnects from IB each night, I choose to "cancel unfilled orders", as they should be replaced when automation is restarted. That's how TS works, and that's how MC works for intraday orders.

But when automation is restarted the next day, MC doesn't resend the stop\limit orders. The arrow for a trade appears, but no order has been sent. Is this the bug that's being fixed?

I'm sure most MC users would appreciate some detailed documentation on the inner workings of MC's automation system. How does MC associate its orders with IB orders? Does it use the date as an identifier, and that's why interday orders are failing?


On a less important note, sometimes using IB data, when I refresh a chart, it generates data (5 minute bars) for all but the current day. I have to restart MC to see the current day's bars.

I've always had these problems, don't think they are exclusive to beta 2.

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Postby Andrew Kirillov » 22 Apr 2010

Brendan,
We don't factor entries that have been made before AT initialization in 'Exit from Entry' statement.
We will improve it soon. A possible walk around is avoid the 'Exit from Entry' statement.

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Postby brendanh » 22 Apr 2010

Thanks Andrew. I hope this discovery has prompted a review of the rest of the PowerLanguage order commands to ensure they are recognised by the automation functions.

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Postby janus » 22 Apr 2010

Thanks Andrew. I hope this discovery has prompted a review of the rest of the PowerLanguage order commands to ensure they are recognised by the automation functions.


It will need more than a review to fix the totally alien approach that MC (and TS, and perhaps some other platforms) deals with orders. We need a totally new and fresh approach that mimics what a manual trader would do. For example, if I buy 10,000 shares in a stock, I can't easily sell numerous parcels later on of various and at the time of entering indeterminate sizes. I have to resort to various tricks to do it. I should be able to do it with a single statement, no matter how times it's used to close whatever number of shares.

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Postby brendanh » 20 May 2010

Brendan,
We don't factor entries that have been made before AT initialization in 'Exit from Entry' statement.
We will improve it soon. A possible walk around is avoid the 'Exit from Entry' statement.


My signal doesn't work properly without 'Exit from Entry' statements. I took a losing trade yesterday that the code with 'Exit from Entry' statements (in TS) did not take. Will this be fixed in the next beta?


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