Duplicate orders

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  • 04/22/2017 at 8:24 AM #32933 quote
    verygrubby
    Participant
    Master

    Morning all,

    Has anyone experienced incorrect or duplicate orders in live auto trading?

    I had a duplicate order placed the other day, and to make matters much worse, neither of the orders had stops or limits in place!

    This is pretty worrying to say the least.. I only had only gone live the day before this happened, and if I hadn’t noticed quickly, the result could have been a lot worse than the -40 points it cost me.

    Would be interested to hear how common this is..

    Thanks

    Geoff

    04/22/2017 at 12:30 PM #32941 quote
    GraHal
    Participant
    Master

    Were the duplicated orders at exactly same time and price as the correct orders?

    04/22/2017 at 12:42 PM #32942 quote
    Eric
    Participant
    Master

    no never

    timeframe?

    cumulateorders = false?

    04/22/2017 at 2:26 PM #32948 quote
    verygrubby
    Participant
    Master

    I tried replying earlier on my phone, but I don’t think it went through, so I’ll reply again:

    the trigger was correct, but it opened 2 positions instead of 1 – almost exactly the same level and time. Neither had a stop or limit set (they should have done, based on my code!).

    1 min timeframe, cumulateorders=false.

    I contacted support with this, but am still waiting for a reply.

    I think it might have had something to do with the maximum number of orders being hit that day.. my system had been stopped automatically. But obviously you wouldn’t expect it to result in a duplicate order with no stops or limits….very odd… and worrying

     

    thanks

    04/24/2017 at 2:24 PM #33187 quote
    verygrubby
    Participant
    Master

    UPDATE: after several emails to pro realtime, (who haven’t come up with any explanations as yet), they said I should talk to IG. IG said their servers had gone down at precisely the time one of my automatic orders was being processed, which meant it was initially rejected. Then, when their servers came back on line, the order went through, but somehow this resulted in the other issues (duplicate order, missing stops/limits). IG said to get to the bottom of the other issues, I would need to go back to pro realtime – but as the initial problem was at IG’s side, they would be happy to refund my losses from the 2 orders (which I accepted).

    Whether I’ll get any further with pro realtime I don’t know – but at least I recovered those losses.

    04/24/2017 at 2:45 PM #33189 quote
    GraHal
    Participant
    Master

    Sooo glad you got your losses refunded Grubby … that’s the main thing!

    04/24/2017 at 2:52 PM #33192 quote
    Eric
    Participant
    Master

    did the tradingsystem stop when this happened?

    have you set the positions to be closed (in trading options) if the system stops?

    04/25/2017 at 7:48 PM #33391 quote
    Eric
    Participant
    Master

    something is wrong maybe its the 1-min tf that not work?

    i have a bo system running on dow 1-min tf long only and today it took 1 long and closed with profit but then it open a short trade and closed on the same level and then the system stop?

    how can it open a short trade when i have only buy at market and sell?

    this is on demo, maybe live works better..

    04/25/2017 at 10:27 PM #33410 quote
    GraHal
    Participant
    Master

    Sorry to hear that Eric … not good all this, seems loads of odd things happening in many areas on PRT?

    04/26/2017 at 6:34 AM #33416 quote
    Eric
    Participant
    Master

    I think its the 1-min tf that not work? i dont use it normally

    here is some proof

    code used

    // Main code : BO DOW 1 min 05-09 LONG V1a
//-------------------------------------------------------------------------
DEFPARAM PRELOADBARS = 10000
DEFPARAM CumulateOrders = False
DEFPARAM FLATAFTER =200000
ONCE onetrade =0


IF Intradaybarindex =0 THEN
onetrade = 0
ENDIF


indicator1 = Close
indicator2 = CALL "Breakout HIGH MINUT 05-0900"




indicator3 = CALL "Breakout LOW MINUT 05-0900"




mal = indicator2 - indicator3


c1 = (indicator1 CROSSES OVER indicator2)


// Conditions to enter long positions
IF NOT LongOnMarket AND c1 AND TIME > 085930 AND TIME < 200000 AND onetrade =0 THEN
BUY 1 CONTRACTS AT MARKET
onetrade =1
ENDIF


// Conditions to exit long positions
If LongOnMarket THEN
SELL AT indicator3 STOP
ENDIF


// Conditions to enter short positions
// Stops and targets : Enter your protection stops and profit targets here
SET TARGET PPROFIT mal*10


SET STOP PLOSS 200
    BO-DOW.png BO-DOW.png
    04/26/2017 at 7:55 AM #33431 quote
    Eric
    Participant
    Master

    maybe it has something to do with the CALL function on 1-min tf?

    normally i use 15.30,60,240  min tf and have no problem with this

    04/26/2017 at 8:17 AM #33432 quote
    Nicolas
    Keymaster
    Master

    You should not use CALL in ProOrder, it introduces strong calculations not needed to get a fast execution. Always a better thing to include all your indicators/signals codes into your ProOrder strategy code. Until the new data engine is not ready, this is what I strongly recommend.

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Duplicate orders


ProOrder: Automated Strategies & Backtesting

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verygrubby @verygrubby Participant
Summary

This topic contains 11 replies,
has 4 voices, and was last updated by Nicolas
8 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/22/2017
Status: Active
Attachments: 1 files
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