Why did ProOrder stop here?

• 08/31/2020 at 9:09 AM #143028
  Mike Boorman

  Hello folks,

  Hopefully you can help me here.

  My program stopped with an open trade as soon as the market opened on Sunday night/Monday morning. The only information I can get from PRT is “order cancelled” – there is no other explanation. This same code has carried trades overnight before so I can’t understand why it couldn’t handle the next market open (the gap was in favour of the trade so it shouldn’t have triggered any exit conditions). I’ve attached a screengrab of the market and the code. Could anyone explain why the program stopped itself?

   

  //------------------------------------------------------------------------- // Main code : /////Live ZUS30 zig A28 II //------------------------------------------------------------------------- DEFPARAM CumulateOrders = False slmove = 5 longentry1= close crosses over SuperTrend[1.5,34] shortentry1= close crosses under SuperTrend[1.5,34] longexit1= slprice shortexit1= slprice zig1start=101000 zig1end=105000 zig2start=124000 zig2end=132000 zig3start=152800 zig3end=160800 zig4start=0 zig4end=0 if intradaybarindex=0 then entryflag=0 endif if time =zig1start then entryflag=1 endif if time =zig1end then entryflag=0 endif if time =zig2start then entryflag=1 endif if time =zig2end then entryflag=0 endif if time =zig3start then entryflag=1 endif if time =zig3end then entryflag=0 endif if time =zig4start then entryflag=1 endif if time =zig4end then entryflag=0 endif if not onmarket and entryflag=1 and lowest[4] <= lowest[45] and longentry1 then BUY 1 PERPOINT AT MARKET entryflag=0 sl= AverageTrueRange[14](close) * 7 slprice = close - sl endif if not onmarket and entryflag=1 and highest[4] >= highest[45] and shortentry1 then Sellshort 1 perpoint at market entryflag=0 sl= AverageTrueRange[14](close) * 7 slprice = close + sl endif if longonmarket and high - sl > slprice + slmove then slprice = high - sl endif if longonmarket and close < longexit1 then sell at market endif if shortonmarket and low + sl < slprice - slmove then slprice = low + sl endif if shortonmarket and close > shortexit1 then exitshort at market endif Set stop ploss 300

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  //------------------------------------------------------------------------- // Main code : /////Live ZUS30 zig A28 II //------------------------------------------------------------------------- DEFPARAM CumulateOrders = False   slmove = 5   longentry1= close crosses over SuperTrend[1.5,34] shortentry1= close crosses under SuperTrend[1.5,34] longexit1= slprice shortexit1= slprice   zig1start=101000 zig1end=105000 zig2start=124000 zig2end=132000 zig3start=152800 zig3end=160800 zig4start=0 zig4end=0     if intradaybarindex=0 then entryflag=0 endif     if time =zig1start then entryflag=1 endif if time =zig1end then entryflag=0 endif   if time =zig2start then entryflag=1 endif if time =zig2end then entryflag=0 endif   if time =zig3start then entryflag=1 endif if time =zig3end then entryflag=0 endif   if time =zig4start then entryflag=1 endif if time =zig4end then entryflag=0 endif   if not onmarket and entryflag=1 and lowest[4] <= lowest[45] and longentry1 then BUY 1 PERPOINT AT MARKET entryflag=0 sl= AverageTrueRange[14](close) * 7 slprice = close - sl endif if not onmarket and entryflag=1 and highest[4] >= highest[45] and shortentry1 then Sellshort 1 perpoint at market entryflag=0 sl= AverageTrueRange[14](close) * 7 slprice = close + sl endif   if longonmarket and high - sl > slprice + slmove then slprice = high - sl endif   if longonmarket and close < longexit1 then sell at market endif   if shortonmarket and low + sl < slprice - slmove then slprice = low + sl endif   if shortonmarket and close > shortexit1 then exitshort at market endif   Set stop ploss 300

   

  

  Mike Boorman

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  08/31/2020 at 9:46 PM #143101
  GraHal

  I’ve had a few Systems in the last week or so with no error message and the Trade showed as cancelled in the Order List.

  Mine were on my Demo Platform, were yours also?

  

  GraHal

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  09/01/2020 at 8:38 AM #143111
  Nicolas

  The “order cancelled” is coming from your broker, not from ProOrder. I think that it is surely in relation with the gap that happen on that particular candlestick.. slippage? A market order should not be cancelled BTW.. so I don’t really know what happened here. If this happened on a live account, then you should ask your broker with the ticket order number for them to investigate.

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  Mike Boorman

  

  Nicolas

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  09/01/2020 at 9:07 AM #143115
  Mike Boorman

  GraHal:

  This was in real life, not demo mode. As it was, it only cost me a small amount of money, but if the market had kept running onwards in my favour I’d have been mightily pissed off!

   

  Nicolas:

  The gap would make sense as a reason if it was a gap downwards and caused my trailing stop to trigger, but it was upwards and in my favour because it was a long trade. I’ve got no profit take on there, so it should have just carried on as normal.

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  Mike Boorman

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  09/01/2020 at 9:14 AM #143116
  Nicolas

  Indeed, keep us inform of what IG will reply to you.

  

  Nicolas

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  09/10/2020 at 2:35 PM #143877
  Mike Boorman

  I just got this back from PRT: “Your ProRealTime platform tried to adjust your stop according to your code, as the market had just opened.
  However, the broker rejected the orders because they considered the market as closed.”

  I still haven’t had a reply from IG about this. Very strange that IG sent the message that the market had opened, but then decided it was closed once it started processing my stop request. Why would a bar start but then stop? When does that ever happen?!? None of this makes sense at all.

  

  Mike Boorman

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