Same code, different entry executions,, any ideas?

thofaria · 2016-06-15T15:52:49+00:00

Hello everyone, I have started using the automated pro order with real money for a few weeks and have encountered this issue quite a few times. I run two bots with exactly the same time entry, and stop entry orders (only difference is one has a higher limit target than the other). However, one gets executed correctly whereas the other doesn´t (its 50-50 when it happens or not), the issue is always the entry execution point. Are there any priorities with respect to oldest bot (first bot to get live) gets executed first if you have the same code starting time on the same underlying? Or is it a matter of contract numbers? I´m thinking a bit wildly here but really would appreciate any input you may have Thanks a lot in advance! S

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06/15/2016 at 4:52 PM #9421 quote

thofaria
Participant

Junior

Hello everyone,

I have started using the automated pro order with real money for a few weeks and have encountered this issue quite a few times.

I run two bots with exactly the same time entry, and stop entry orders (only difference is one has a higher limit target than the other). However, one gets executed correctly whereas the other doesn´t (its 50-50 when it happens or not), the issue is always the entry execution point.

Are there any priorities with respect to oldest bot (first bot to get live) gets executed first if you have the same code starting time on the same underlying? Or is it a matter of contract numbers? I´m thinking a bit wildly here but really would appreciate any input you may have

Thanks a lot in advance!

S

06/15/2016 at 6:35 PM #9427 quote

Adolfo
Participant

Senior

Hi thofaria, I got the same problem a few days ago and still waiting for the right answer.

Best regards!

06/15/2016 at 7:35 PM #9430 quote

Nicolas
Keymaster

Legend

Questions:

1/same instrument? 2/same compiled version of the ProOrder code? 3/same traded amount of lot/share?

06/16/2016 at 9:56 AM #9447 quote
thofaria
Participant

Junior
Hi Nicolas,

To answer your questions, they are all yes (which makes the differing executions even more confusing)
1. Yes
2. Yes
3. Yes
Do higher lots have preference over smaller lots? I have seen that for 1 EUR mini-indices for example, it only executes a maximum of 10 regardless of the number you enter (20 for example)

Thanks in advance,

S
Author

Posts

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Same code, different entry executions,, any ideas?

ProOrder: Automated Strategies & Backtesting

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thofaria @thofaria Participant

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This topic contains 3 replies,
has 3 voices, and was last updated by thofaria
10 years, 4 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	06/15/2016
Status:	Active
Attachments:	No files