+1 888 340 6572
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_faded.png
Please log in to bookmark issues
feature_request_small.png
Open Feature request MC-109

Cross order = Strategy Position wrong information

action_vote_minus_faded.png
2
Votes
action_vote_plus_faded.png
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
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  Alex MultiCharts (Alex MultiCharts)
Jan 20, 2011 - 08:38

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 - 10:28

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  Alex MultiCharts (Alex MultiCharts)
Mar 11, 2011 - 09:03

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 - 09:13

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  Alex MultiCharts (Alex MultiCharts)
Mar 14, 2011 - 06:36

I am transforming your bur report into feature request.

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Critical
Attachments (1)
Commits (0)
There are no code checkins for this issue
Duplicate issues (0)
This issue does not have any duplicates