Strategies stopped due to rejected orders.

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Viewing 15 posts - 1 through 15 (of 18 total)
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  • 10/22/2018 at 7:43 AM #83300
    Vonasi

    Two of my strategies running on live demo were stopped last night for the following reason:

    Screenshot_1-4

    As can be seen there are no cancelled or rejected orders for the these strategies on the DJI.

    I have sent in a report with a link to this topic.

    10/22/2018 at 8:55 AM #83305
    GraHal

    Doubt this is linked to your reason, but seems worth mentioning here.

    Does min DJI stake size change throughout 24 hour period?

    I had Rejections last night on 2 separate Systems and Reason was Min Stake Size = 2 (Systems were set at Stake Size = 1)

    Edit / PS

    I just noticed … the System tried to place an Order every 1 Second for 11 seconds … is this normal on a 5 Min TF??  I thought code would be read once at the end of each 5 Min bar??

    10/22/2018 at 9:17 AM #83310
    Vonasi

    I’m not sure that is related. Both of my strategies open position sizes of 0.5 which is the minimum size shown on IG for the DJI – so I’m not sure why your error message says that it is 2. It might be worth you sending a report and starting a separate topic for this issue.

    10/22/2018 at 9:36 AM #83311
    GraHal
    Vonasi wrote:

    so I’m not sure why your error message says that it is 2.

    Coffee has worked through now … my Reject above was on my CFD account, I think it is Min Stake Size = 2  on the DJI (Cash) £1 on CFD.

    So to keep your Thread ‘clean’ you can delete my post if you wish?

    But do you have any thoughts on my System making 11 attempts (1 every 1 second for 11 seconds) to place an order on a 5 min TF?  Is this normal you reckon?

     

     

    10/22/2018 at 11:14 AM #83318
    Vonasi

    I’ll leave the posts as a discussion is a discussion!

    I didn’t realise that minimum stake was different for CFD and spread betting.

    Why do you not use spread betting as you are UK based?

    I’m just in the process of opening a Swiss IG account but this has been delayed due to my passport being in a different location to me at the moment! This account will have to be CFD and I had not considered that things such as minimum stake size would be different.

    10/22/2018 at 11:16 AM #83319
    verygrubby

    FYI I think the minimum size for the Dow on IG is actually 0.2 now, Vonasi…

    10/22/2018 at 11:18 AM #83320
    Vonasi
    verygrubby wrote:

    FYI I think the minimum size for the Dow on IG is actually 0.2 now, Vonasi…

    Is that CFD? I checked one of my spread betting accounts this morning and IG had the DJI as minimum 0.5.

    10/22/2018 at 11:32 AM #83323
    GraHal
    Vonasi wrote:

    Why do you not use spread betting as you are UK based?

    I do use SB and would always go Live on SB, but why do you not double up (ecstasy and agony!)  the number of Systems on Demo by using Demo CFD accounts also?? 🙂

     

    10/22/2018 at 1:47 PM #83328
    verygrubby
    Vonasi wrote:

    Is that CFD?

    My live spread betting account….

    10/23/2018 at 5:16 AM #83370
    random45689

    As per OP I have had the same where the rejected order list doesn’t show anything but never worked out why but to be fair have not had it in a while (absolutely no help whatsoever I know but another +1 from me)

    That’s a first re: min order size changing/never knew about that/never noticed it/will keep in mind

    GraHal wrote:

    I just noticed … the System tried to place an Order every 1 Second for 11 seconds … is this normal on a 5 Min TF?? I thought code would be read once at the end of each 5 Min bar??

    That’s what I’ve been going on about in other posts… I reckon no matter what TF being used the orders are placed/communication between PRT(Paris) and IG(London) servers is minimum of 1 second – I think it is understandable as orders take time to transmit/fill etc. and I think this is why we get rejected orders/broker could not confirm status etc. and it is not the code at fault but rather the issue that exists when the code is placing orders/waiting for confirmation that needs to be sorted out one way or the other – my hunch is that this is all linked and as per another post of mine where IG is basically saying “things don’t work on the 1 second TF” makes me wonder how it is possible for any TF strategy to work reliably – in other words these issues are much more apparent on 1s TF strategies (that I have been working on) than they are on higher TF’s as it is hit and miss when such an issue occurs so is less likely to happen on higher TF’s and can just be put down to a ‘bug’ at the time and move on

    1 user thanked author for this post.
    avatar GraHal
    10/23/2018 at 4:39 PM #83402
    Vonasi

    This afternoon the two strategies that were stopped a few days ago and then restarted by me opened two positions on pending orders – but I noticed that the positions were not under ProOrder control and they were opened by pending orders left on the market for several days.

    It seems that if a strategy is stopped then the pending orders stay live and do not cancel at the next bar close. This has happened to me twice now.

    This is on a demo account but does not install much faith in accurate order execution and messes up the demo account balance making forward testing results difficult to properly analyse.

    10/23/2018 at 4:50 PM #83404
    random45689

    Do you/did you see the pending orders in the working orders window in the IG dashboard?

    10/23/2018 at 5:03 PM #83406
    Jakub
    GraHal wrote:

    Doubt this is linked to your reason, but seems worth mentioning here.

    Does min DJI stake size change throughout 24 hour period?

    I had Rejections last night on 2 separate Systems and Reason was Min Stake Size = 2 (Systems were set at Stake Size = 1)

    Edit / PS

    I just noticed … the System tried to place an Order every 1 Second for 11 seconds … is this normal on a 5 Min TF?? I thought code would be read once at the end of each 5 Min bar??

    Hi GraHal,

    when an order gets rejected the system tries to place the same order every second. After several rejections, the strategy automatically stops. We are working in order to increase the time of the order placement when one order gets rejected.

    Best regards,

    Jakub

    1 user thanked author for this post.
    avatar GraHal
    10/23/2018 at 8:51 PM #83415
    Vonasi

    Thanks for your reply Jakub but I have marked this unresolved again as you have explained GraHal’s  problem but not mine.

    My problem is that two strategies were stopped for rejected orders but no orders were shown as having been rejected in my orders list. A few days later trades were opened that were not under ProOrder control as pending orders had obviously been left on the market by these strategies and never cancelled – and despite pending orders supposedly being cancelled after one candle these ones were never cancelled.

    10/27/2018 at 6:29 AM #83586
    Vonasi

    One of the strategies got stopped again last night. Once again there were no rejected orders in the orders list. This was the reason given:

    Screenshot_6-1

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