The best day for ProRealTime (not) – all fails

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  • 08/14/2023 at 5:23 AM #219008
    PeterSt

    This is not to cause panic or something, but to let people understand what they may discover at waking up.

    First off, during maintenance on the PRT-IB servers Saturday morning at 09:23 (Amsterdam) ProOrder systems have been thrown out (message : “Due to an error”). If you had open positions and the according parameter is set to let those be, check those positions because they will be unprotected now.

    Secondly, currently on-going is the issue on the PRT-IG servers that ProOrder systems are very eager to buy/sell (Enter). I currently have 14 systems which opened positions last night and more won’t go because out of funds and they are thrown out for that reason (killed from the server).
    Half is Long and half is Short so it goes in all directions, randomly as it seems. I can’t tell from within my own code what goes wrong.

    Everybody is sleeping at this moment, so there’s nobody in Paris behind the wheel to stop this.

    Disclaimer : when something happens like what happened on Saturday morning, I tend to start seeing ghosts. I am still having fun with it and it is not said that we (or I) will lose money over this**. But for example, see below (happens right during this typing). A few systems Exit, and with the now available funds right away a new position is opened. Mind you, in the according to my strategy wrong direction (see 2nd attachment).

    **) : Being out of funds is not because of losing money per se. This is merely because of all the positions taken, consuming too much funds.

    I reported this to my local support.
    I am curious what will happen, because it seems a very rare situation that servers are doing a wrong thing. This theoretically can be stopped by stopping the servers, but what will happen to open positions ? they keep on running in the right or in the wrong direction. Does your system have a Stop in there, then it will be at the broker and no worries. If it doesn’t have a stop, then PRT better hurry in brining up those servers again, in good shape that is.

    PS: In the 3rd attachment tonight’s activity. Quite amazing. And please notice that this is nothing like a same system taking positions over and over; these are different systems and nothing strange / wrong with that. It is only that they are all the most eager to buy. And it keeps on going. If I only could envision what actually goes wrong. Maybe it is a special market situation after all ? (+ seeing ghosts).
    🙂

    08/14/2023 at 7:05 AM #219012
    PeterSt

    I have nailed this down to the program code using the wrong TimeFrame. Or something which looks like that. Thus :

    It is as if all systems work with the 5s TF for the chart (but I seem to see randomly 10s and 20s as well) which exhibits by means of

    1. Pending orders (entry or exit) changing their price at the rate of that  projected TF (systems work at 1m);
    2. Calculations are done by this shorter TF(s).

    It is #2 which causes all the entry-eagerness (because all is short term calculated (crosses etc. happen too soon/often now)) and it is #1 which makes the entries happen fast (the Limit etc. price is way close to the current price) as the changes occur each 5 or 10 or 20 seconds. It behaves like something I could make (and have made) myself, but this feels more organic (hence better).

    08/14/2023 at 8:49 AM #219015
    Mr.Mjau

    Wrong timefram is one of the problems, some of my algos making trades on times where it should be impossible. Also stops are not working as they should.

    So far today -800€ as a result of this error…

    08/14/2023 at 9:42 AM #219017
    GraHal
    PeterSt wrote:

    issue on the PRT-IG servers that ProOrder systems are very eager to buy/sell (Enter).

    Is this just on Real Live?

    Just checked and 49 out of 49 of my Systems on Demo are still running since Friday.

    08/14/2023 at 10:10 AM #219019
    PeterSt

    Yes, Real Iive.
    And what runs will fairly normal keep on running, as it is only the “responsiveness” of Pending Stops which will be “too close to the ball”.
    It merely is about running systems NOT with a position, which will open positions unjustified. Look at all the green arrows (this is from the past hour). You can try to envision that all made for larger scale operation, now operates at the mere micro level (see the small (sideways) swings all now reacts to). I am still fine (but have my share of losses too), but nor everybody will like this. My personal advice would be to stop all the systems you have – at least for PRT-IG (I am not sure about IB as they were killed on Saturday and I won’t start any new as of now).

    I know that around 07:30 (Amsterdam) the issue arrived in Paris. I have no feedback of it.

     

     

    1 user thanked author for this post.
    avatar GraHal
    08/14/2023 at 10:27 AM #219023
    Nicolas

    For those who had an issue with IG Live over the weekend, I suggest you file a support ticket for further investigation.

    08/14/2023 at 10:39 AM #219026
    PeterSt
    Mr.Mjau wrote:

    Wrong timefram is one of the problems, some of my algos making trades on times where it should be impossible. Also stops are not working as they should.

    So far today -800€ as a result of this error…

    ProRealTime kindly asks to make a Technical Report via Help, and choose “Autotrading”. Notice the checkbox in there with which you allow them to see your code. I was told this is about “glancing over it” only, so they can see how you go about with TimeFrame commands. I sent in mine.

    Like Nicolas just advised – everybody with similar issues as of now should do this, but with the code appointed. That should help.

    2 users thanked author for this post.
    avatar Nicolas, avatar Mr.Mjau
    08/14/2023 at 11:06 AM #219027
    Mr.Mjau

    3 different algos and a total of 6 trades that was missexecuted, reported 1 via the way you suggested and told them to look at the others. Not expecting to get an answer, but mb they can fix it atlest.

    1 user thanked author for this post.
    avatar PeterSt
    08/14/2023 at 4:00 PM #219078
    PeterSt

    Unofficial : The issue has been resolved;

    For several hours I don’t see excessive quantities of trades any more, and since 30 minutes or so I see normal trades occurring again (in normal quantities and where I would expect them).

    1 user thanked author for this post.
    avatar Mr.Mjau
    08/14/2023 at 4:28 PM #219080
    Mr.Mjau

    Thanks

    Starting up my algos again and hoping for the best.

    What happend today is what scares me the most with trades made way outside my peramaters and stops, and all control is gone.

    08/14/2023 at 5:12 PM #219081
    PeterSt

    OK careful.
    I was just called with the message that PRT is working on it, but that it was not solved yet (still all is fine now over here). “Most probably all will be fine if the system is restarted (the code given to ProOrder again)”, I was told. But I did nothing of that sort and still all looks fine again. If possible, hold back again until a more formal message. If too late, you could kill your systems again.

    08/14/2023 at 6:24 PM #219082
    phoentzs

    I’m currently running the 5th trade in live and the 21st trade in the demo account… all without any problems or abnormalities. But all on Nasdaq if the instrument is interesting.

    08/14/2023 at 6:48 PM #219083
    Mr.Mjau

    My problems where on Dax and Wallsteet, both on 15 min timeframe. They happend between 00:00 and 09:00 ish

    08/16/2023 at 8:36 AM #219148
    PeterSt
    PeterSt wrote:

    Unofficial : The issue has been resolved;

    I just learned that when I announced that, the issue indeed was resolved (this was not clear at the time).
    I indeed never saw strangenesses any more since.

    2 users thanked author for this post.
    avatar Mr.Mjau, avatar GraHal
    08/16/2023 at 3:50 PM #219188
    Mr.Mjau

    Did you ever find out what the problem was?

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