Support Board
Date/Time: Fri, 28 Feb 2025 18:16:05 +0000
Post From: Auto-trade is initiating erroneous orders based on 1 minute bars in the future
| [2021-08-25 01:43:30] |
| dk90 - Posts: 33 |
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All ES (symbol F.US.EPU21) orders were placed on 8/19/2021 CST timezone. Order action source was Auto-trade based on a formula that gets evaluated using a 1 minute bar. Order 1115 was initiated correctly on 06:30:56.714532. 1 minute bar start time was 06:30:00. So far so good. Order 1116 was initiated mysteriously on 6:30:56.668599. 1 minute bar start time was 06:31:00. Huh? It's peering into the future? This seems like an erroneous order duplicating order 1115. But why did it do that? The underlying price had not changed between the two orders. Same thing repeats with orders 1118 and 1119 less than hour later. Order 1118 executed correctly on 07:18:56.624203. 1 minute bar start time was 07:18:00 Order 1119 executed mysteriously on 07:18:56.636562. 1 minute bar start time was 07:19:00. Again it seems like it's duplicating order 1118 since it can't be peering into the future and underlying price was the same. I have uploaded the appropriate file which has my trading account name. I have also place $20 in my services account. I really need to figure out what went wrong. Thanks. Date Time Of Last Edit: 2021-08-28 16:07:21
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