Duplicate orders when TWS is restarted.
Posted: Jul 15 2012
I have noticed that when TWS restarts it duplicates some of the existing orders. I experimented with this for a while to try and understand what is going on with it. I got one instrument to duplicate it's stop 6 times while other instruments which went through the same number of restarts only duplicated their orders once. The duplicate orders are being executed resulting in a discrepancy between the broker position and the strategy position. Is Multicharts and TWS supposed to reference each other to correct such errors?
I also noticed that when the orders expired, the existing open positions stops weren't replaced for a few hours even when the instruments trading session was running. What is causing the delay in placing the new stops?
I also noticed that when the orders expired, the existing open positions stops weren't replaced for a few hours even when the instruments trading session was running. What is causing the delay in placing the new stops?