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Delayed Stop Loss Execution - Automated Strategy


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Delayed Stop Loss Execution - Automated Strategy

  #1 (permalink)
Shooter McGavin
Los Angeles, CA
 
Posts: 7 since Apr 2023
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Hi all,

I watched my stop loss take a handful of seconds to execute while using an automated strategy. If I was trading on the chart the stop loss would have executed quickly.

What could be causing the the delayed stop loss execution? What can I do to improve this?

Regards,
Shooter

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  #2 (permalink)
 
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 trendisyourfriend 
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Shooter McGavin View Post
Hi all,

I watched my stop loss take a handful of seconds to execute while using an automated strategy. If I was trading on the chart the stop loss would have executed quickly.

What could be causing the the delayed stop loss execution? What can I do to improve this?

Regards,
Shooter

Is it your strategy? I am asking as if not then maybe the developer left some trades to pass before checking if the stop(s) and target(s) are in a proper state such as accepted and working before moving them in the planned location.

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  #3 (permalink)
 kevinkdog   is a Vendor
 
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Are you trading SIM or real money?

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  #4 (permalink)
Shooter McGavin
Los Angeles, CA
 
Posts: 7 since Apr 2023
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Trading real money. I'm using the provided _Stop & Targets strategy which uses the SetStopLoss function.

Below is an example. I was using a 5.25pt stop. It triggered correctly on 4/5. But on 4/6 it triggered at 6.25pts, a whole point off. That's the one I watched happen on the screen and haven't used auto strategies since I as try to figure this out.

Entered Filled/Canceled Symbol Type Quantity Qty Filled Qty Left Limit Filled Price
04/05/23 12:10:00 PM 04/05/23 12:10:01 PM ESM23 Sell 1 1 0 Market 4,111.25
04/05/23 12:36:15 PM 04/05/23 12:36:15 PM ESM23 Buy 1 1 0 Market 4,116.50
04/06/23 12:20:00 PM 04/06/23 12:20:01 PM ESM23 Sell 1 1 0 Market 4,125.50
04/06/23 12:33:49 PM 04/06/23 12:33:49 PM ESM23 Buy 1 1 0 Market 4,131.75

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  #5 (permalink)
 kevinkdog   is a Vendor
 
Posts: 3,666 since Jul 2012
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Shooter McGavin View Post
Trading real money. I'm using the provided _Stop & Targets strategy which uses the SetStopLoss function.

Below is an example. I was using a 5.25pt stop. It triggered correctly on 4/5. But on 4/6 it triggered at 6.25pts, a whole point off. That's the one I watched happen on the screen and haven't used auto strategies since I as try to figure this out.

Entered Filled/Canceled Symbol Type Quantity Qty Filled Qty Left Limit Filled Price
04/05/23 12:10:00 PM 04/05/23 12:10:01 PM ESM23 Sell 1 1 0 Market 4,111.25
04/05/23 12:36:15 PM 04/05/23 12:36:15 PM ESM23 Buy 1 1 0 Market 4,116.50
04/06/23 12:20:00 PM 04/06/23 12:20:01 PM ESM23 Sell 1 1 0 Market 4,125.50
04/06/23 12:33:49 PM 04/06/23 12:33:49 PM ESM23 Buy 1 1 0 Market 4,131.75

I'd probably talk to Tradestation, since they might want to look at the logs and see when you order was sent relative to when the stop was hit, etc. Hard to say from info provided what may have happened.

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