"Ghost operations" with low TF robots

Forums › ProRealTime English forum › ProOrder support › "Ghost operations" with low TF robots

Viewing 15 posts - 16 through 30 (of 37 total)
1 2 3
  • 07/02/2020 at 8:25 PM #138158
    Dow Jones
    TempusFugit wrote

    This way I think it can´t make both long and short entries at the same time. Is that right?

    I can see one of your trades that has the ghost operation goes like this,

    22-May 06:34 22-May 12:50 short -> you did the SELLSHORT AT MARKET

    22-May 12:50 22-May 12:50 short -> here is where you try to do BUY AT MARKET. I think it costs you the spread (different hour may have higher spread)

    22-May 12:50 22-May 19:50 long -> here is the effective BUY AT MARKET

    I don’t know if there is better solution, I had some strategies need to revert trade as well, what I did is apply the NOT ONMARKET then have 2 flags, samebarsignal and needtotrade. samebarsignal is to skip other IF conditions in case one of the IF condition has met, then needtotrade is set when need to close current trade, so can open the trade in reverse direction in next bar. samebarsignal change between o and 1, needtotrade will change from 0 to 2, 0 = do nothing, 1 = open long, 2 = open short. The concept is roughly there, then you see how you adapt accordingly, I manage it like this as the strategy is in-ordinary,  so could be different depends on your strategy.

     

    07/03/2020 at 10:30 AM #138237
    TempusFugit

    Dow,

    Thanks for the idea, I am not sure to understand it but doesn´t matter because I have checked with the GRAPH function and there is no simultaneous Long and Short orders. Just with this code:

    As I expected it´s just not possible both orders at the same time because of the conditions of the entries. So that can´t be the problem

    07/03/2020 at 10:47 AM #138245
    TempusFugit
    GraHal wrote:

    You could just say / email to IG …

    Please could you explain what is the – 1 second bar – transaction at the red arrow on attached 2 min Timeframe Order List?

    Note that there is another transaction at the exact same time -see blow arrow.

    I mailed them just with that question. Their answer:

    “No entiendo cual es exactamente su duda, lo que nos indica es una operación realizada por su pro order en el backtesting.”

    It means: “I don´t understand your problem, what you send us is an operation from the order in the backtesting”

    Note it´s not an “order in the backtesting” but a Live ProOrder

    I have answered trying to explain again the problem but I´ve been in this situation several times and my experience is that I need several mails just to make them understand what is the problem and then they tell me they are going to send it to the tech team. And sometimes after a long time they will send me some mail saying something is not help at all or they just don´t answer again. That´s have been my experience so far with PRT, I never tried with IG but it seems it is going in the same way.  Have been your experience different with them?

    07/03/2020 at 11:02 AM #138250
    Paul

    do you use defparam cumulateorders = true or is moneymanagement used to add to a position?

    07/03/2020 at 11:08 AM #138251
    GraHal
    TempusFugit wrote:

    Have been your experience different with them?

    No  … my experience has been same as yours (with lots of Customer Service staff of many organisations) and it gets me so annoyed it ruins my day! So I don’t bother any more!  I try to find a work around that means I don’t get annoyed! 🙂

    Often I have thought … are they cleverer than me and them making out they don’t understand etc is a big ruse to put us off? Then they don’t have to do anything except reply with more stupidity!!??

    How about putting the Issue on the IG Forum, there are some helpful members on there who I am sure will have some meaningful comments. This is my phase 2 work around! 🙂

    Here is the link

    https://community.ig.com/forums/forum/15-ig-trading-support-dealing-questions/?ct=1593770766

     

    07/03/2020 at 12:12 PM #138270
    Dow Jones
    TempusFugit wrote:

    As I expected it´s just not possible both orders at the same time because of the conditions of the entries. So that can´t be the problem

    Sorry, I didn’t explained well the problem…initially I was thinking it may have run both code line together (but it is possible on different scenario, but not yours). In my 2nd explanation, I think could be more relevant, as the problem is because after you open the short trade, your code run into BUY AT MARKET, in this case, PRT seems to close your short trade, then it open a long trade and close it on the same second, then it open again the long trade. I elaborate further as below.

    22-May 06:34 22-May 12:50 short -> you did the SELLSHORT AT MARKET -> this open the short trade

    22-May 12:50 22-May 12:50 short -> here is where you try to do BUY AT MARKET. I think it costs you the spread (different hour may have higher spread) -> this close the short trade, then open the long trade, but it closes at the same second

    22-May 12:50 22-May 19:50 long -> here is the effective BUY AT MARKET -> this finally open the long trade as desired

    I’m not sure if it is a bug, as I overcome it with coding, now that someone raise, maybe should be reported…

    07/03/2020 at 12:31 PM #138274
    Dow Jones

    @TempusFugit, and for my idea to not open and close at the same bar, this is a simple example and I did something similar (not exactly same) to my strategy. You will observe the reverse trade will be open at the next open bar if you wish to close the trade at the previous bar. Not sure if this is the case, maybe @nicolas can confirm, I think probably PRT cannot close the on-going trade and open the reverse trade at the same bar by just purely using the BUY AT MARKET or SELLSHORT AT MARKET without having the “ghost trade” you saw.

     

    1 user thanked author for this post.
    avatar TempusFugit
    07/03/2020 at 4:04 PM #138303
    TempusFugit
    Paul wrote:

    do you use defparam cumulateorders = true or is moneymanagement used to add to a position?

    I use “Defparam cumulateorders=false”. I have to different ways to modify position: a position sizing based in diferent parameters: indicators, the entryhour… and another one related to the past performance.

    Do you think that could be the reason? I can´t see how. I have been using both position sizing in my systems for a long time and never had this issue before. Just now only when I started to use <5m TimeFrame systems. I think should be related to that. Everything I use in my robots is pretty standard in every of them (execution code, position sizing, stop…)

    07/03/2020 at 4:37 PM #138305
    TempusFugit
    GraHal wrote:

    No … my experience has been same as yours (with lots of Customer Service staff of many organisations) and it gets me so annoyed it ruins my day! So I don’t bother any more! I try to find a work around that means I don’t get annoyed! 🙂

    Often I have thought … are they cleverer than me and them making out they don’t understand etc is a big ruse to put us off? Then they don’t have to do anything except reply with more stupidity!!??

    I don´t want to look happy to hear about your troubles but it´s a relive to know that I am not the only one that suffer it and have the same idea about it :). I really think they answer anything just to check the “answered” box. Once they even replied repeting what I told them with other words: I said “I have problem xxxx with my order” they said: “it seems your orders have xxxx problem” I should say that they don´t have an easy job, many times after ask them for help I discovered that the problem was in my code or something they hardly could help but the true is not even once have been any help at all, I don´t know why I keep trying sometimes

    I never tryed the IG forum. I will now

    1 user thanked author for this post.
    avatar GraHal
    07/03/2020 at 4:56 PM #138315
    Paul

    @TempusFugit

    I ran into a similar problem as you have and it was visible in a backtest on the closed positions tab.

    It showed  bars=0 & with profit or loss, caused by position-sizing Thought maybe there’s a link to your problem.

    You should  look preferably on the tab orderlist. The closed positions tab doesn’t display the correct entry & close time for some positions with are added to a current position

    So if it displays a loss/profit with 0 or 1 bar, it actually could have ran multiple bars, at-least that’s what I suspect and the real entry&exit times can be seen there on tab orderlist. Take a look at each individual trade with more positions on the chart to be sure.

    Here’s a pic with my situation in a backtest.

    2 users thanked author for this post.
    avatar TempusFugit, avatar GraHal
    07/03/2020 at 5:06 PM #138320
    TempusFugit

     

    Grahal, thanks for the suggestion about writing to IG. This time they answered something interesting and quickly. They tell me that the two operations (blue and red arrows in your image) are actually just one, as I suspected from seeing it in backtest. And that for some reason PRT divided that operation in two. They suggest me to ask PRT support the reason. I have sent two different tickects about it already.

    Actually they didn´t tell nothing that I already knew or suspected from looking the order in backtest but is a relive that they seem to understand the issue and answered something with sense.

    The IG answer in spanish:

    De la captura que nos ha mandado parece ser que hay un error en como ProRealtime le esta mostrando el historial de ProOrder.

    Le ha dividide una operacion (flecha azul en su captura de pantalla) en dos diferentes (flecha azul + flecha roja).

    Esa operacion de 0.92 contratos en el Dax 1€ fue abierta el 15/06 a las 08:04 y fue cerrada  a las 11:52 de el mismo dia con una perdida de €166.43, que como usted puede ver es la suma de las dos perdidas que nos ha indicado en su captura de pantalla.

    Si revisa esta operacion en su historial en My IG vera que esta mostrado correctamente. Le aconsejo de abrir una incidencia tecnica con ProRealtime sobre este tema.

    07/03/2020 at 5:27 PM #138327
    GraHal
    TempusFugit wrote:

    This time they answered something interesting and quickly.

    Oh well, that’s good and the IG answer goes some way towards restoring our faith that sometimes we can get a useful / helpful answer!? 🙂

    1 user thanked author for this post.
    avatar TempusFugit
    07/03/2020 at 5:40 PM #138329
    TempusFugit
    Paul wrote:

    You should  look preferably on the tab orderlist. The closed positions tab doesn’t display the correct entry & close time for some positions with are added to a current position

    Thanks Paul. I looked into the orderlist and it seems that my issue is similar to you but in my case there is no multiple  positions. In my case it looks like in the change of position from short to long the system get confused with the different position sizing and put a one-second order that doesn´t really exist.

    My conclusion is that the actual operations/results are rigth but the order display is mess up. Do you agree?

    07/03/2020 at 5:53 PM #138333
    Paul

    yes. Not the exact same problem, but the result of the order display messed up is the same!

    07/06/2020 at 7:24 AM #138513
    Nicolas

    Let us know when you get any news from IG please.

  • Author
    Posts
Viewing 15 posts - 16 through 30 (of 37 total)
1 2 3

Find exclusive trading pro-tools on ProRealCode Marketplace

Similar topics:
low and following lower low in weekly timeframe
lower tf ema on higher tf
52 week low
52 week low scanner
5day high and 5 day low
buy low/high of previous candle not next candle
daily returns on lower tf
does this higher high, lower low indicator exsist in prc ?
draw levels open, high, low
draw segment on low and high

Create your free account now and post your request to benefit from the help of the community
Register or Login