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Open Feature request MC-109

Cross order = Strategy Position wrong information

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Description

When you have a cross order on TWS=  (for example 2 strat close on the same time on the same symbol but one long one short).
only one order is accepted by IB.
In my case the order send by strat 30_01 was sent but cancelled by tws. The trade is close on the chart but still open on Strategy position.
on the video you can see:
strat 30_01 is long on Strategy position. I swith off the strat and swith on again and strat 30_01 now doesn't appear.
on copy screen :
log tws: order cancelled because cross order is #4197
order 4197 doesn't appear on log in MC
remarq: When a market order is send to IB, if there is a problem, the message in log MC is not enough visible.
If Qty left 0 the message is only an information not an error or warning.
there is not enough solution to filter/sort in order and position tracker
I 'll send you all information (MC log file,tws log file, video, screen shot) by a link to megaupload by email

Steps to reproduce this issue

create a cross order

Comments (5)
#0
user-offline.png  MultiCharts Support (MultiCharts)
Jan 20, 2011 - 13:38

I have just sent an email to IB where i asked them to help us to reproduce the issue. If you can, please, come and show it to us.

#0
user-offline.png  laurent68 (laurent68)
Feb 23, 2011 - 15:28

Hi,
sorry for delayed answer.
Cross order are only rejected on live account NOT demo account.
Create 2 workspace. symbole : TF 1 minute
if it's 2-3 minutes before 10:15 :
on first :
If time = 1015 then buy 1 contract next bar;
on second :
If time = 1015 then sell 1 contract next bar;
set workspaces to trading auto AA ou AS.
that's all.
check the order. If they are submited on same second (should arrive veryoften in this cae)
one of the 2 order is rejected, with "cross order" error message in xml TWS log file.
Regards

#0
user-offline.png  MultiCharts Support (MultiCharts)
Mar 11, 2011 - 14:03

I have never received answer from IB. You need to contact them and ask if it's possible to send 2 market orders in the same direction on the same symbol on real account. If it's possible, then you need to ask them why the order is rejected..

#0
user-offline.png  laurent68 (laurent68)
Mar 11, 2011 - 14:13

Hi,
I know when you have 2 orders with  different direction on same symbol at same time you have a cross order an IB reject one of the 2 order.
Ok maybe it's to difficult to check that from MC, and it's IB responsable etc...
But, please you can improve this:
When a market order is send to IB, if there is a problem, the message in log MC is not enough visible:
If Qty left 0 (for a market order it's not normal) the message is only an information not an error or warning.
And , there is not enough solution to filter/sort in order and position tracker
thanks

#0
user-offline.png  MultiCharts Support (MultiCharts)
Mar 14, 2011 - 11:36

I am transforming your bur report into feature request.

History
Issue basics
  • Type of issue
    Feature request
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  • Status
    Under Review
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  • Type of bug
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