Rogue trades ? How to start AutoTrading !
Posted: Jun 26 2024
Dear Team, Dear all,
(first post, so be gentle with me somewhat )
I must be doing something wrong, or possibly there's a bug somewhere, but ... look :
What I try to picture here is the trade you see in the left which is without Broker part of it, and the others which do bear their broker part. Zooming in to clarify :
So we have the "broker" arrows and the MC arrows. The broker arrows come along with the @ price and the tick triangle.
Here is a part from earlier tonight (same day as the picture above) :
These are all without Broker data - hence not real trades.
Now on to the real issue I have with this :
This is in AA mode, which is all fine for me. But when I start AutoTrading, the real trades only start to occur when such a rogue trade exits. Thus, back to the first picture, I am sitting there waiting for whatever it is I can't see, until finally "some" exit occurs and the Live trading begins.
N.b.: To me it seems that as long as no Live AutoTrading is in order, this is just forward testing BUT which would not be entirely correct, because normal forward testing would remove the "backtest" trades from the chart, which clearly does not happen here.
FYI, this does not bring any solution with all the combinations I tried :
... which in this case is more complicated because of the here loose running trade which I should kill first before AutoTrading tries to deal with it. So why do I show this latter ? well, because it is always involved; it still is so that rogue trades are present and I need to deal with them first. Ehh ... How ?? This part summarized, I can't let my Strategy quickly kill that open trade because it won't get in anyway, waiting for a rogue trade to finish first ... which could be in a DD for a day. Side note : I don't even want to throw out such a loose running trade - just start-through the Strategy (ehm, as quickly as possible).
I am not asking for solving this bug - if it is a bug in the first place.
But I do kindly ask for a work around which someone may know ? Some kind of workflow that I could apply ?
If nobody has ever seen this, then my hint for MC would be : please look into the separate Bid and Ask streams which I use. As @Kate may recall, something was amended for me there.
Thanks !
Peter
(first post, so be gentle with me somewhat )
I must be doing something wrong, or possibly there's a bug somewhere, but ... look :
What I try to picture here is the trade you see in the left which is without Broker part of it, and the others which do bear their broker part. Zooming in to clarify :
So we have the "broker" arrows and the MC arrows. The broker arrows come along with the @ price and the tick triangle.
Here is a part from earlier tonight (same day as the picture above) :
These are all without Broker data - hence not real trades.
Now on to the real issue I have with this :
This is in AA mode, which is all fine for me. But when I start AutoTrading, the real trades only start to occur when such a rogue trade exits. Thus, back to the first picture, I am sitting there waiting for whatever it is I can't see, until finally "some" exit occurs and the Live trading begins.
N.b.: To me it seems that as long as no Live AutoTrading is in order, this is just forward testing BUT which would not be entirely correct, because normal forward testing would remove the "backtest" trades from the chart, which clearly does not happen here.
FYI, this does not bring any solution with all the combinations I tried :
... which in this case is more complicated because of the here loose running trade which I should kill first before AutoTrading tries to deal with it. So why do I show this latter ? well, because it is always involved; it still is so that rogue trades are present and I need to deal with them first. Ehh ... How ?? This part summarized, I can't let my Strategy quickly kill that open trade because it won't get in anyway, waiting for a rogue trade to finish first ... which could be in a DD for a day. Side note : I don't even want to throw out such a loose running trade - just start-through the Strategy (ehm, as quickly as possible).
I am not asking for solving this bug - if it is a bug in the first place.
But I do kindly ask for a work around which someone may know ? Some kind of workflow that I could apply ?
If nobody has ever seen this, then my hint for MC would be : please look into the separate Bid and Ask streams which I use. As @Kate may recall, something was amended for me there.
Thanks !
Peter