Support Board
Date/Time: Sat, 23 Nov 2024 23:21:04 +0000
Post From: Exit signal
| [2013-08-07 09:01:02] |
| kirstenjd - Posts: 34 |
|
I had a better look at the Trade Activity Log. Thank you for repeatedly telling me to have a better look at it. Attached please find the Trade Activity Log. At 2013/08/06 08:14:59 a Buy Exit Order (internal order number 1968 quantity 511000) was generated by DefaultWorksheetStudy and this order was filled at 08:15:01 (internal order number 1968 quantity 511000). At 08:15:01 a second Buy Exit Order (internal order number 1969 quantity 511000) was generated by DefaultWorksheetStudy and this order was filled at 08:15:01 (internal order number 1969 quantity 511000). This second Buy Exit Order was generated before order number 1968 was filled - see attached Trade Activity Log. This order (number 1969) and its fill now resulted in a "new" short position of 511000 and I had to flatten this manually. The way I interpret this is that a Buy Exit Order was generated just before bar close (14:59) and before the fill signal was received, a second Buy Exit Order was generated just after the next bar opened 15:01). Both orders were then filled. How do you read this? If this is what happened, how can I prevent this in the future? This has happened a few times and I had to Flatten manually. |
 TradeActivityLog.xlsx - Attached On 2013-08-07 09:00:21 UTC - Size: 27.28 KB - 754 views |