Support Board
Date/Time: Mon, 10 Mar 2025 16:19:52 +0000
Post From: Possible Order Allocation bug?
| [2022-03-23 16:24:53] |
| j4ytr4der_ - Posts: 946 |
|
Uh oh... I'm afraid this is much worse than I realized, and now I understand something that nearly blew up some evaluations I'm running this morning. I can reproduce this as many times as I want, I have videos of it if you want to see them. I will try to explain here but it is a bit messy. If you place a bracket on your master chart, it will place on your copies. Everything seems fine, until you add to your position in any way. If you do (and I am set to scale in/out btw), multiople things can go bad. I have seen the copies end up with the wrong position size for the target order (position size on master and copies is say 2 contracts, target on the copies will be 6...), or the copies don't add to their positions even though I used a market order on the master, so I wind up with 2 contracts on in master, 1 in copies. The exit size problem on the copies, can mean that if the target is reached, the position flips (but only in the copies because the master exits properly... this is what happened to me this morning). Basically things get very messy if you do anything other than use the bracket as initially entered, only moving the child orders but never adjusting your position size. I hope this is helpful, happy to provide further documentation/info if you would like. |