Why did ALL my active Algo Trading strategies stopped on Christmas Day, at 00:55
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Not for me …
Now this is odd … Attached is the bottom of my list. It starts at December 15 ?
The 2nd attachment shows my manual trading “cancelled” list. It is all what is in there. The top 4 was implied (just minutes ago) by moving a limit order plus changing a quantity. The other ones I don’t know any more. But if these kind of things compose this list, then 1000+ are missing if this should be from of December 7.So indeed things can be in there, but what it is and what not ? …
beats me.May the difference be due to you being IB and I am IG?
Attached is the Version I am using.
@GraHal, I was not specific enough. The first attachment in that previous post is IG. The one denoted “manual trading” is from IB.
Below the IG version from you and from me.GraHal thanked this post@GraHal – I use exactly the same version of PRT.
GraHal thanked this postI suggest a filter not to trade certain times
@Eric, thanks for your feedback. Refer to the two screenshots attached.Contrary to ones gut that tells you that when market goes to sleep ATR should decline. The truth is that ATR spikes in absence of volume when markets goes to sleep.
Do you suggest the filter must contain ATR and TimesOfDay or only one of the two or do you have any other suggestions ?
This message (below) has been discussed before. But I forgot the merits of it. I have had it myself as well, and in that case the dreaded (for you empty) tab showed like the 2nd attachment for me. Translated it tells that I put the Limit too far from the current price point. If I recall correctly, this was about me setting a TP to “infinity” because the code had a Set Target (whatever) command in there anyway, and I never wanted the system to reach that because I code my own take profit. Btw, just an example and not your case. Still it can very well be about similar but now related to a bug (?). It was also the first thing which came to my mind after reading your topic, yesterday. But, while extreme “sudden distances” can occur when Forex has been down between days (for the 20 minutes or whatever it is), I checked for this in your situation and I don’t think this can be in order.
The above is actually for reference.
Try to interpret that error message as that “your settings” imply that the positions will be cancelled when an error occurs (the system will stop anyway). And thus not that the number of retries (the {0}) is settable (it may read like that). And thus FYI, when you flip that setting, the error will still occur, the system(s) will stop, but the position(s) will remain. You may not like that for the better as your positions become a loose running train.
It could be you yourself with the best insight of what could have happened here, you knowing what your systems actually do. I suppose there will be some (very) nice trickery that makes your systems virtually not lose a thing (remember my “hats off”). That trickery (or smart moves) may now play against you.
Thus, assumed the message is plain correct (price is not available any more), what could it be in all of your systems that made PRT choke ? Or actually made the broker system choke.
Let me add that your first post has an atmosphere of “yeah, I could expect this to happen long ago, but it always went fine”. N.b.: Pure my own words but also my way of debugging IT systems (the way the user reports is often crucial for the analysis).Something else – see 4th attachment;
To me it seems that the losses in pips are way out of consistency boundaries. It will be again you who can tell something about that. Thus, how on earth can a system which tends to make a few pips per trade, lose over 100 pips in so many of these cases, which actually should be a static situation ? I won’t tell this seems fishy, but something tells me that this can’t be. And with this too, you never talked about this, which to me “speaks”. Again, you could be doing something in there which is “the big trick”, but on the 26th a situation occurred that did not dig it. … You surely should not unveil your secrets, but you should be able to answer the question whether it could be normal that these relatively large losses occur in all of your systems, once they were thrown out at any random moment. Btw, you don’t need to explain that any still running position is virtually always in a loss, until that very brief (scalping) moment. But this high ?All ‘n all, in 100% good spirit, couldn’t you expect this to happen one day ?
🙂
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Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 12/28/2021 |
| Status: | Active |
| Attachments: | 26 files |
