Cheers Nicolas, helpful as always.. to clarify though
1: Sometimes it is instantaneous, however the same program put up live with a differing amount say, perhaps changing the trail start or stop loss but not the trigger criteria, will not kick in whereas the one thats been running a while will. It can be the following day before it kicks in. I’ve put programs onto other accounts that dont kick in till the following day, but kick in where they’ve been running a while, and I’ve added to up to 3 accounts and its consistent across the 3 of them not kicking in till the following day. It happens a fair bit, though admittedly not every time. I notice it as I’m looking across 6 accounts whereas if just my own I probably wouldnt notice. I also probably test and check more than most. This can happen when closing and re-initialising as well. Because I trade and test the programs a lot I likely come across it more than someone just running a few programs.
2: They dont show as an order rejection, they dont show or trigger at all, I have to therefore assume its latency or the system missing the execution somehow. I’m not talking of 1 or 2 either, perhaps a dozen times across 6 accounts over 3 months. This could in my view be faulty memory modules, extended latency, not really sure, but there is no evidence of order rejection associated with the issue of programmes not executing wherea they have on other accounts and on the signal indicator indicating they should have. If the system is anything like mine a reboot now and again is required for proper performance.
3: You are familiar with this one, its your Dax Kama. The other programs are my own, although I amended the stop to 40 and made one other adjustment to the trail if I recall. The signal was generated at 4am yesterday on 30th July. The order was executed at 8am following the 4am candle close and signal. On one of the accounts out of 3 of them it was executed at 12 noon making it a losing trade instead of a winning one at 8am. The signal indicator generated reflects the signal on the 4am candle but the system did not execute it until 12 open. Nothing rejected, and it was triggered at 8am on the other 2 accounts. If executing from the program there should have been no trade triggered at 12 noon yesterday, so it executed the 4am signal that should have been executed on the 8am open at 12 noon open candle where there had been no signal to trade at that time. It could be so many things, perhaps how the sytem may glitch reading the time zones perhaps which are set the same across all the accounts, whatever the reason which I can only speculate about, it reflected in a trade that had no signal to trade at that point in time.
4: Slippage I understand, but its more about the seconds candles being read properly by the ticks generated i think. They dont just give different amounts, but non comparable results on the seconds charts. Everything running on minutes and hours or above is very accurate on back-testing. I could live with differing amounts due to slippage, in this case the results are just erroneous on the seconds backtesting. PRT menton something about amount of ticks available per candle, perhaps its just too low a timefrom to accurately recall results from but thats just speculation, the results however, a little erroneous, but I still use them to see how a new program seems to look then I forward test it on demo and if I like it start it live on a nominal amounts, compare the demo and the live for synchronisity and go fully live when I have some consistency of good results, so I just have to work around the issue, but its all part of the game of course..
To be honest I dont expect 100% performance, latency executing so many programs, etc etc, I might expect the occasional missed trade, slippage is just commonplace, but when across 6 accounts I’m surprised by how much it is actually happening with trades not executing or running when they say they are running after initialisation. The delay in running I surmised rightly or wrongly that it likely takes the system a short while to store soemwhere, I can be running a program on the same system, put the same one up on the same system or a different one and it wont kick in the same as the one already running until the following day. I have to assume it takes time for the system to run it in its memory, I wouldnt be able to ascertain why, just that in practice that is what it does.
The code I run is usually free of glitches, because I will have ironed them out on demo and backtesting, my code is usually sound when going live. Overall I run code on 40seconds, 5 minutes, 4hours and 7 hours, and I use mtf to run a 4hour trail on a 7 hour code. I have noticed when running on the demo that if you run 2 codes the same but one with an mtf trail for instance, that when both are not in a trade they dont always kick in together, the MTF appears to read differently somehow, this could be related to the issue around programs not always kicking in, or it could be something to do with the mtf engine, I’m still monitoring that particular issue.
All these issues are forwarded via the platform tech help. I use IG, however for PRT they always refer me to PRT as they are the IB for me and PRT get the Tech help messages from me via the platform, I have to say that they either have difficulty reading English sometimes. or they are deflecting the issue, or simpy lack the comprehension for whats being stated, they appear to work off the assumption you dont know what you are on about, sorry I have to disapoint in that respect in some circumstances.
I’m glad you think the post may be of some use to some, thats why I put it up for awareness. Hope that helps to clarify further. thnaks fo rthe prompt response as always. I don’t think PRT wil lbe of much use with resolutions, but if more are made aware of them, perhaps it will beging to be picked up on some of them. You just have to keep an eye out, not assume a losing trade is a losing trade every time, and make some allowances in working practices to work around some of the issues. Otherwise its doing well for me at the moment, and got dsome nifty programs up and running and they are doing OK at the mo. Onwards and upwards as they say.
