Stop loss not triggered on automatic trading system

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  • 07/26/2018 at 10:49 AM #76783
    Shitforbrains

    Hi,

    I’m testing a few trading systems on my demo account and I’m currently experiencing some problems with stop losses not being triggered. This morning when there was some high volatility in the DAX, all my systems ignored their set stop loss level. When looking at the open positions in the IG terminal I was minus 35 pips although my stop is set at 20. But what’s even more weird is that on these open positions the stop loss level was set to something crazy  like 1250 pips, although the code says 20.

    After about 15 minutes the DAX  calmed down and bounced back a bit and my systems reached their limit levels instead, closing all positions. It seems high volatility makes the systems go crazy? I won’t be able to go live if I can’t trust the systems.

    Has anyone else experienced anything similar?

    Regards,

    M

    07/26/2018 at 11:04 AM #76787
    GraHal

    What is your lot size?

    It’s not 20 pips x 62 lot size showing as 1240 stop loss is it?

    Just a thought, but no it can’t be as you say below?

    Now I’ve got shit for brains! 🙂

    Shitforbrains wrote:

    DAX  calmed down and bounced back a bit and my systems reached their limit levels instead, closing all positions. I

     

    1 user thanked author for this post.
    avatar Shitforbrains
    07/26/2018 at 11:19 AM #76789
    Vonasi

    Did you actually see that the stops had been placed on the market? If your strategy tries to place them too close to price then the order will be rejected. If they are not on the market then they cannot be hit! Have you checked your rejected orders for that strategy at that time?

    Also it depends how you are calculating the stop value as if it is based on close price and then there is a big gap then the value of the stop compared to the open after the gap may not be what you actually wanted.

    Just some thought….

    1 user thanked author for this post.
    avatar Shitforbrains
    07/26/2018 at 11:26 AM #76790
    Shitforbrains
    GraHal wrote:

    What is your lot size?

    It’s not 20 pips x 62 lot size showing as 1240 stop loss is it?

    Just a thought, but no it can’t be as you say below?

    Now I’ve got shit for brains! 🙂

    Shitforbrains wrote:

    DAX calmed down and bounced back a bit and my systems reached their limit levels instead, closing all positions. I

    I wish it was the lot size, but it can’t be since the systems work fine 90% of the time. 🙂

     

    07/26/2018 at 11:35 AM #76792
    Shitforbrains
    Vonasi wrote:

    Did you actually see that the stops had been placed on the market? If your strategy tries to place them too close to price then the order will be rejected. If they are not on the market then they cannot be hit! Have you checked your rejected orders for that strategy at that time?

    Also it depends how you are calculating the stop value as if it is based on close price and then there is a big gap then the value of the stop compared to the open after the gap may not be what you actually wanted.

    Just some thought….

    Yes, when looking at the open positions in my IG terminal I saw both stop loss and limit, but with crazy numbers. There was one short position opened at around 12740 and the stop loss was set to 14000, very strange. Hmm, I haven’t been able to check my rejected orders yet. Will do that after work.

    My systems open orders on specific times such as 09:00:00 and 09:05:00 etc. I don’t know if that can screw anything up.

     

    07/26/2018 at 3:03 PM #76815
    Carine

    Hello,

    In order to allow us to analyze your platform, please send us a technical report by following these instructions:

     

    • As soon as you encounter the issue, go to the “Help” menu on the ProRealTime toolbar.
    • Please assure that the window concerned by this issue is open.
    • Click on “Help center”, then on “I have a technical problem”
    • Choose the category “Automatic trading”
    • Give the name of the code you are referring to.
    • To benefit from a technical help we need you to authorize us the access to the crypted code. To give us a temporary access, please check the box “I authorize the decryption of the codes (…)”
    • Give as many details as possible, explain the issue you are having in the text box and mention
    • Click “Send report”

    This will send us a report containing technical information concerning your platform, which will allow our technical team to run a diagnostic analysis of the issue you have come across.

    Regards,

    1 user thanked author for this post.
    avatar Shitforbrains
    07/26/2018 at 7:52 PM #76841
    Shitforbrains

    Thank you Carine, I will keep this in mind the next time my systems act strange.  Could I report todays technical issues and refer to what trading systems were affected or do I have to report as soon as I encounter these problems again?

    08/02/2018 at 7:03 AM #77382
    Shitforbrains

    A little update on my stop-loss problem. I deleted about 8-10 systems that had not been running for over a month and all of a sudden the limits and stop loss were triggered as should.
    If you look at my screenshot you can see the crazy limit and stoploss for a long position that in real life should have had a 20/20 stop/limit.

    Well, my systems run alright for now.

    08/02/2018 at 4:43 PM #77425
    grimweasel47

    I had a similar issue and had to delete the ‘if on market’ command ahead of my stops section

    1 user thanked author for this post.
    avatar Shitforbrains
    08/06/2018 at 1:53 PM #77636
    Nicolas

    ‘if on market’ is true after 1 bar elapsed since the open of the position.

    08/09/2018 at 8:14 AM #77823
    Shitforbrains

    Now I have 3 systems on the 4 h timeframe that won’t trigger any orders at all. Even though I restart all systems each morning, there’s always a couple of them not behaving as they should. No canceled or rejected orders, the systems just seem dead even though they’re running.

    08/09/2018 at 8:25 AM #77824
    GraHal
    Shitforbrains wrote:

    No canceled or rejected orders, the systems just seem dead even though they’re running.

    Post screen shots of Fwd Test (no orders) and Back Test (Orders) for same period to prove Systems are dead in Fwd Test??

    08/09/2018 at 10:55 AM #77842
    Shitforbrains

    How do I do a FWD test? 

    08/09/2018 at 11:08 AM #77845
    Nicolas

    Do backtests are opening orders while it doesn’t with strategies running in real time?

    08/09/2018 at 12:22 PM #77853
    GraHal
    Shitforbrains wrote:

    How do I do a FWD test?

    Fwd / Forward test is running a Strategy / System in realtime / live trading … usually on your Demo Platform with virtual money (also referred to as paper trading)?

    But I guess you could Forward Test on your Live Platform with real money (but not recommended!? 🙂 ).   
     

    1 user thanked author for this post.
    avatar Shitforbrains
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