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Issue with Marketposition


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Issue with Marketposition

  #11 (permalink)
 bchip 
Torino, Italy
 
Experience: Advanced
Platform: TradeStation
Trading: ES,YM,CL,GC
Posts: 132 since Sep 2017
Thanks Given: 160
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ShadowFox View Post
I don't think this is an issue with your code (even though there are issues with your code). Check your Trade Manager - Messages log for an error message. That may help figure out why the order may have been rejected. 9/10 this happens to me because my strategy tried to place an order during "pre open" (1 second too early for ES). Only way I know to fix this is to run a custom session. Its very rare that I get these issues in liquid markets so I have not ventured to fix this yet. I just watch the open. Or more likely I check charts out after the close and know that I am expecting trades to happen on market open, then I make sure I receive fill notification if I am not monitoring.

Thanks, appreciate the help...even though its a sim obviously just worried that when its live stuff doesnt happen as it should
Also using this as a learning point on how to diagnose problems
So any questions and comments already help a lot, just how to go through the diagnosing.

This is the only place I know to check the reports...these are the "messages" in the trademanager

The green lines are the buys & sells. There was a disconnection but it was 15 minutes earlier, so cant see that it affected it.
Seems the 1 buy order is just missing


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  #12 (permalink)
 
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 ShadowFox 
CO/USA
 
Experience: Intermediate
Platform: TradeStation, Multicharts
Trading: Stocks, Futures
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bchip View Post
Thanks, appreciate the help...even though its a sim obviously just worried that when its live stuff doesnt happen as it should
Also using this as a learning point on how to diagnose problems
So any questions and comments already help a lot, just how to go through the diagnosing.

This is the only place I know to check the reports...these are the "messages" in the trademanager

The green lines are the buys & sells. There was a disconnection but it was 15 minutes earlier, so cant see that it affected it.
Seems the 1 buy order is just missing


It looks like the strategy only sent 1 buy order so it was not a rejected order. You probably don't have issues with rejected orders as often on a SIM account. Was the strategy supposed to send 2 orders here? Did the strategy show 2 orders and SIM account only had 1 buy? I had a similar issue with strategies not sending orders but when I would reload the data all of a sudden the buy order would show up as if it should have triggered.

I found no resolution to this issue. The only thing that solved it was a COMPLETE wipe of my machine and rebuild. I do this fairly regularly now depending on how much development I do on my trading server. I found that most fill related issues, lagging issues, freezing issues are related to the cached info by Tradestation. I could not resolve just be deleting the caches. I could not resolve by uninstalling Tradestation and rebuilding from scratch or a backup. The best answer for increased performance and repair of any issues was a complete wipe of my OS, reinstall tradestation (no backup), then rebuild from importing my studies/strategies, and opening views from backup. I now make it a regular habit to export all easylanguage code and backup views. I can completely rebuild in about 20 minutes (pending windows updates which can take multiple hours...).

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  #13 (permalink)
 bchip 
Torino, Italy
 
Experience: Advanced
Platform: TradeStation
Trading: ES,YM,CL,GC
Posts: 132 since Sep 2017
Thanks Given: 160
Thanks Received: 116



ShadowFox View Post
It looks like the strategy only sent 1 buy order so it was not a rejected order. You probably don't have issues with rejected orders as often on a SIM account. Was the strategy supposed to send 2 orders here? Did the strategy show 2 orders and SIM account only had 1 buy? I had a similar issue with strategies not sending orders but when I would reload the data all of a sudden the buy order would show up as if it should have triggered.

I found no resolution to this issue. The only thing that solved it was a COMPLETE wipe of my machine and rebuild. I do this fairly regularly now depending on how much development I do on my trading server. I found that most fill related issues, lagging issues, freezing issues are related to the cached info by Tradestation. I could not resolve just be deleting the caches. I could not resolve by uninstalling Tradestation and rebuilding from scratch or a backup. The best answer for increased performance and repair of any issues was a complete wipe of my OS, reinstall tradestation (no backup), then rebuild from importing my studies/strategies, and opening views from backup. I now make it a regular habit to export all easylanguage code and backup views. I can completely rebuild in about 20 minutes (pending windows updates which can take multiple hours...).

Yip, it shouldve sent an order, it did so consistently for the whole day except at the end.
No clue either, but will take the suggestions from above, maybe avoid the markeposition as a filter and now I have a bit more knowledge
on how to diagnose and look around. Thanks for the help.


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Last Updated on April 12, 2022


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