Duplicate orders

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

  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

  

  verygrubby

  Participant

  Topics: 20

  Replies: 99

  Been thanked: 21 times
  04/22/2017 at 12:30 PM #32941
  GraHal

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

  

  GraHal

  Participant

  Topics: 203

  Replies: 8392

  Been thanked: 2036 times
  04/22/2017 at 12:42 PM #32942
  Eric

  no never

  timeframe?

  cumulateorders = false?

   

  

  Eric

  Participant

  Topics: 18

  Replies: 441

  Been thanked: 84 times
  04/22/2017 at 2:26 PM #32948
  verygrubby

  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

   

  

  verygrubby

  Participant

  Topics: 20

  Replies: 99

  Been thanked: 21 times
  04/24/2017 at 2:24 PM #33187
  verygrubby

  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.

  

  verygrubby

  Participant

  Topics: 20

  Replies: 99

  Been thanked: 21 times
  04/24/2017 at 2:45 PM #33189
  GraHal

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

  

  GraHal

  Participant

  Topics: 203

  Replies: 8392

  Been thanked: 2036 times
  04/24/2017 at 2:52 PM #33192
  Eric

  did the tradingsystem stop when this happened?

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

   

   

  

  Eric

  Participant

  Topics: 18

  Replies: 441

  Been thanked: 84 times
  04/25/2017 at 7:48 PM #33391
  Eric

  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..

  

  Eric

  Participant

  Topics: 18

  Replies: 441

  Been thanked: 84 times
  04/25/2017 at 10:27 PM #33410
  GraHal

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

  

  GraHal

  Participant

  Topics: 203

  Replies: 8392

  Been thanked: 2036 times
  04/26/2017 at 6:34 AM #33416
  Eric

  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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49

  // 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

   

  

  Eric

  Participant

  Topics: 18

  Replies: 441

  Been thanked: 84 times
  04/26/2017 at 7:55 AM #33431
  Eric

  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

  

  Eric

  Participant

  Topics: 18

  Replies: 441

  Been thanked: 84 times
  04/26/2017 at 8:17 AM #33432
  Nicolas

  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.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4738 times
• Author
  Posts