Really strange problem – strategy executed the same order twice

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  • 11/16/2017 at 10:56 AM #52947
    Despair

    I’m just looking at a VERY strange situation. I run a strategy on daily bars. This strategy went short last night BUT it seems so as if it executed the same order twice. There are 2 contracts open both bought last night exactly at 02:48:01.

    Anyway when I look in my auto trading window the strategy is only holding 1 contract! First I thought I maybe had started the same strategy twice but this is not the case. So I have an open position that doesn’t belong to any strategy!

    11/16/2017 at 11:23 AM #52977
    WACHON

    Hola no me ha pasado por que todavía no he lanzado ninguna estrategia pero pronto lo haré y te voy a poder ayudar.  Te hago una pregunta….¿no tienes problemas con la prueba de tu sistema con respecto a que te arroja resultados diferentes ? osea haces las pruebas  sin el tick por tick y luego lo aplicas y te da otros resultados.

    Te agradecería tu respuesta.

    11/16/2017 at 11:46 AM #52984
    Despair

    Sorry, I don’t understand spanish. Please post your question in the spanish forum.

    11/16/2017 at 3:06 PM #52999
    jebus89

    Holy shit, that could be a major “fuck-you-bug”…. Is the trade closed? Are you going to let the “system” close it or are you going to close manually?

     

    this is bad.. but thankfully first time ive read about it, and im guessing you too. So might just be a freak accident. (nothing to do with time-setting in code?)

    11/16/2017 at 3:20 PM #53006
    robertogozzi

    Maybe the first order waited to much to send an answer to ProOrder and it could have been considered NOT executed after a predefined timeout. At that point ProOrder may have entered a second order, which is running, while the other one is orphaned.

    If you launch the same strategy twice their trades will be kept separate, I guess.

    It seems odd, anyway. I hope it is not on a real account!

    11/16/2017 at 3:30 PM #53007
    Despair

    1.) The strategy is not running twice. I checked this 10 times. Happened to me before. 😉 But when I mistakenly had the same strategy running twice the orders were executed with a 3-5 seconds between them. This time it was really simultaneously.

    2.) This is on live account (live is for me real money – not demo)

    3.) Both trades are currently still open and I’m going to let it run because I want to see if the strategy is still in control of both trades (I don’t think so) or if one trade closes through the strategy and the other remains open.

    4.) I already wrote to PRT regarding this bug.

    11/16/2017 at 3:46 PM #53019
    robertogozzi

    Will you please share their answeer?

    Thanks Despair.

    11/16/2017 at 3:56 PM #53023
    Despair

    Will do. But so far when contacting PRT their answers were usually zero information. They usually blame it on your code. I can remember one single time I got useful info from PRT. hahaha But we will see,

    11/16/2017 at 4:01 PM #53024
    Eric

    I had this problem once almost a year ago

    it was on demo with pathfinder and an extra position did not show up in proorder and stayed open after the system closed the trades and i had to close it manually

    on live trading i have never had this problem but i trade only a fixed size with no adding to positions (if thats the problem?)

    11/16/2017 at 5:02 PM #53035
    Despair

    These are no cumulated positions. That would be shown as one position. The strategy open 2 positions (each with 1 contract) at the same time. And as we all know, a strategy can only have 1 open position att a time. So I´m also expecting that I will have to close the second position manually.

    Both positions are profitable right now but this will probably change. hahaha

    11/17/2017 at 8:14 AM #53081
    Leo

    Once I used an strategy twice in the same market, in same time frame but totally different settings and variables. Then every one opens the same position same level at the same time. It was just a causality. Can be your case?

    11/17/2017 at 12:00 PM #53103
    Despair

    No, I do not run the strategy twice. Both positions are still open but now I saw that PRT shows that one position is NOT controlled by a strategy, it is completely rogue and I will have to close it manually.

    No comment from PRT on the issue so far.

    11/17/2017 at 6:02 PM #53124
    Despair

    I closed now the rogue position. It was obviously not under control of any strategy because no strategy was stopped when I closed the position.

    So far still no answer from PRT regarding the problem and I’m afraid they will not reply at all – this is my experience. Sad but true but the customer support of PRT is not good. Most often they don’t answer at all and if they answer, they do so several days later and blame the error on your code. 🙁

    11/22/2017 at 12:21 PM #53571
    Despair

    Now the same strategy did it again!! And it is obvious that it opens one trade as usual that it also controls but it opens a 2nd position that is not in control. Look at the picture attached.

    The upper position is not controlled by a strategy (you can see this from the red cross infront of it), as if I opened it manually but I did not!

    Any ideas what could cause this?

    11/22/2017 at 12:23 PM #53573
    Nicolas

    Instrument, timeframe and time tags of each order please?

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