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Open Bug report MC-2519

Portfolio Trader Real time Auto-trading is unreliable for live trading: position entry price is fake and doesn't show up on a chart with this symbol

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Description

Portfolio Trader Real time Auto-trading is unreliable for live trading: position entry price is fake and doesn't show up on a chart with this symbol

Steps to reproduce this issue

check pic

Comments (7)
#1
user-offline.png  andb (andb)
Oct 04, 2018 - 22:18
A file was uploaded. Capture 1.PNGicon_open_new.png
#2
user-offline.png  MultiCharts Support (MultiCharts)
Oct 05, 2018 - 03:29
Hello andb,

You are comparing two different symbols. On the chart and in Portfolio Trader you are using @S, in the Order and Position tracker window you have @PL. In order to see the open position and active orders on your chart you need to open the Chart Trading Panel and select the corresponding broker profile/account on it: https://www.multicharts.com/trading-software/index.php/Chart_Trading
Changes:
  •   icon_status.pngStatus changed: Under Review => Not a bug
#3
user-offline.png  andb (andb)
Oct 05, 2018 - 06:06

you are not looking correctly.

chart symbol is @S, trade in Backtest Results is on @S (the one with loss = 42600), and there is a Portfolio Trader in Real time execution mode (Automate Order Execution) in the background which you don't see - but look better and you'll see a position open on @S with a loss of $42612.50 - which is totally wrong (as there is no price price entry of $8.75 for @S)

#4
user-offline.png  MultiCharts Support (MultiCharts)
Oct 05, 2018 - 06:59
TS and GAIN Soybean symbols have different price format. You need to add multiplier *0.01 to the description of TS symbol @S in QuoteManager. Double click on the symbol to edit the Description field. Then configure the TS @S Symbol Settings the same way as the current ZS Gain symbol settings are configured (set the same PriceScale, MinMove, BigPointValue). Once that is done you need to close and reopen all workspaces that are using this instrument to apply the changes. Then disconnect GAIN broker profile, go to the Symbol Mapping, delete all lines for this instrument. Then add the symbol mapping for this instrument (TS to GAIN).
#5
user-offline.png  andb (andb)
Oct 05, 2018 - 13:11

So ... if this was the case, why is the exit price not on a similar scale with the entry?
I would have expected consistency: regardless on what price scale was used, both the entry and the exit should be the same.

As you can see, both the entry and the exit are in the same day. Meaning, even if the OEC price was used (corresponding to the current upfront S symbol), then both entry and exit would have been on the same scale.

Smells like another issue, what do you think?

#6
user-offline.png  andb (andb)
Oct 07, 2018 - 00:27

I did what you said and it messed up pricing completely.
I reverted back S settings to default and and now problem is gone. Two things to observe:

1) Your suggestion was not fit for the issue.
2) The fact you guys cannot reproduce it does not mean the problem doesn't exist. And status of this = Not a Bug is completely misleading. The problem is there, you see it in the picture. You cannot ignore it.
3) It can actually pop up to any of us users anytime - which is, well, disturbing.

4) The only way to fix this is to automate Contracts roll-over and fix all the loop-holes you've got in Contracts definitions (which was opened as a Feature Request this Summer), just the way Ninjatrader did.

Until then, well - we're in the dark ... not a funny feeling when having money on the line.

#7
user-offline.png  MultiCharts Support (MultiCharts)
Oct 09, 2018 - 05:18
andb, the recommendations that were provided to you address the specific situation from your screenshot. They were tested on our end and are also being successfully used by the other clients with the same setup. When one data provider has the price format for a specific instrument different from the other vendor - it is not MultiCharts platform issue. From our end we have added ability to overcome that by adding the price multiplier for TS symbols. If the suggested solution does not work for you and you still have the issue - please come to the live chat to demonstrate it remotely.
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