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Date/Time: Sat, 15 Mar 2025 03:11:11 +0000



Post From: Trailing Step appears not to be moving

[2022-07-06 22:41:34]
User764761 - Posts: 9
Thanks for the suggestion but I found after 6 months back testing the trailing step gives about 30% better in PnL than the straightforward trail. I do agree that I should change the 15 back to 12. I moved it from 12 to 15 when I go stopped out probably due to some excess spread so widened the original stop as an experiment. It would have been better to keep the two the same at 15 & 15 or 12 & 12.

Below are the details you requested. This shows events from the trade placement to first rejection of a stop move.

ActivityType  DateTime  TransDateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance  ExchangeOrderID  ClientOrderID  TimeInForce  Username
Positions  2022-07-01 14:46:46.620460  00:00:00.000000  F.US.MGCQ22  Removing Position with quantity of 0                Unspecified      <AccountName>                0.00        
Orders  2022-07-06 14:46:14.081103  2022-07-06 14:46:14.081091  F.US.MGCQ22  F.US.MGCQ22 1 Min #4 | User order entry | Last: 1761.1 | AO=1. Attached Order | Client side bracket order | Server side OCO order  94    Limit    Buy  1755.0    Pending Child-Client      <AccountName>  Close  93            0.00      Good till Canceled  
Orders  2022-07-06 14:46:14.089039  2022-07-06 14:46:14.089029  F.US.MGCQ22  F.US.MGCQ22 1 Min #4 | User order entry | Last: 1761.1 | AO=1. Attached Order | Client side bracket order | Server side OCO order  95    Step Trailing Stop    Buy  1762.5    Pending Child-Client      <AccountName>  Close  93            0.00      Good till Canceled  
Orders  2022-07-06 14:46:14.093666  2022-07-06 14:46:14.093659  F.US.MGCQ22  F.US.MGCQ22 1 Min #4 | User order entry | Last: 1761.1 | AO=1  93    Limit  1  Sell  1761.0    Order Sent      <AccountName>  Open              0.00      Day  
Orders  2022-07-06 14:46:14.148428  2022-07-06 14:46:14.148423  F.US.MGCQ22  CQG order update. Status: IN_TRANSIT  93  291911261  Limit  1  Sell  1761.0    Pending Open      <AccountName>  Open              0.00    93.39039  Day  
Orders  2022-07-06 14:46:14.208762  2022-07-06 14:46:14.208757  F.US.MGCQ22  CQG order update. Status: ACK_PLACE  93  291911261  Limit  1  Sell  1761.0    Open      <AccountName>  Open              0.00    93.39039  Day  
Positions  2022-07-06 14:46:35.347338  00:00:00.000000  F.US.MGCQ22  Updated Service Position Quantity to -1                Unspecified      <AccountName>                0.00        
Orders  2022-07-06 14:46:35.347428  2022-07-06 14:46:35.347410  F.US.MGCQ22  CQG order update. Status: FILL  93  291911261  Limit  1  Sell  1761.0    Filled  1761.0  1  <AccountName>  Open      7085412100        0.00    93.39039  Day  
Positions  2022-07-06 14:46:35.347470  00:00:00.000000  F.US.MGCQ22  Updated Internal Position Quantity to -1. Previous: 0        1        Unspecified      <AccountName>      -1          0.00        
Fills  2022-07-06 14:46:35.347502  00:00:00.000000  F.US.MGCQ22  CQG order update. Status: FILL  93  291911261  Limit  1  Sell  1761.0    Filled  1761.0  1  <AccountName>  Open    -1  7085412100        0.00    93.39039  Day  
Orders  2022-07-06 14:46:35.354197  2022-07-06 14:46:35.354182  F.US.MGCQ22  Auto-sent child from parent fill  94    Limit  1  Buy  1755.0    Order Sent      <AccountName>  Close  93  -1          0.00      Good till Canceled  
Orders  2022-07-06 14:46:35.354252  2022-07-06 14:46:35.354247  F.US.MGCQ22  Auto-sent child from parent fill  95    Step Trailing Stop  1  Buy  1762.5    Order Sent      <AccountName>  Close  93  -1          0.00      Good till Canceled  
Orders  2022-07-06 14:46:35.367520  2022-07-06 14:46:35.367501  F.US.MGCQ22  CQG order update. Status: IN_TRANSIT  94  291888650  Limit  1  Buy  1755.0    Pending Open      <AccountName>  Close  93  -1          0.00    94.89314  Good till Canceled  
Orders  2022-07-06 14:46:35.368414  2022-07-06 14:46:35.368400  F.US.MGCQ22  CQG order update. Status: IN_TRANSIT  95  291888651  Step Trailing Stop  1  Buy  1762.5    Pending Open      <AccountName>  Close  93  -1          0.00    95.76590  Good till Canceled  
Orders  2022-07-06 14:46:35.456842  2022-07-06 14:46:35.456831  F.US.MGCQ22  CQG order update. Status: ACK_PLACE  94  291888650  Limit  1  Buy  1755.0    Open      <AccountName>  Close  93  -1          0.00    94.89314  Good till Canceled  
Orders  2022-07-06 14:46:35.457221  2022-07-06 14:46:35.457213  F.US.MGCQ22  CQG order update. Status: ACK_PLACE  95  291888651  Step Trailing Stop  1  Buy  1762.5    Open      <AccountName>  Close  93  -1          0.00    95.76590  Good till Canceled  
Orders  2022-07-06 14:46:35.916355  2022-07-06 14:46:35.916342  F.US.MGCQ22  Auto-trade order modification: F.US.MGCQ22 1 Min #4 | Trade Management by Study. Requested Price: 1761.0. Requested Quantity: 1  95  291888651  Step Trailing Stop  1  Buy  1762.5    Pending Modify      <AccountName>  Close  93  -1          0.00    95.76590  Good till Canceled  
Orders  2022-07-06 14:46:36.018880  2022-07-06 14:46:36.018874  F.US.MGCQ22  Order modification failed | Reject text: Buy order stop price must be above last trade price ExchangeRejectCode = 2061  95  291888651  Step Trailing Stop  1  Buy  1762.5    Open      <AccountName>  Close  93  -1          0.00    95.76590  Good till Canceled  
Orders  2022-07-06 14:46:36.451777  2022-07-06 14:46:36.451774  F.US.MGCQ22  Auto-trade order modification: F.US.MGCQ22 1 Min #4 | Trade Management by Study. Requested Price: 1761.0. Requested Quantity: 1  95  291888651  Step Trailing Stop  1  Buy  1762.5    Pending Modify      <AccountName>  Close  93  -1          0.00    95.76590  Good till Canceled  
Orders  2022-07-06 14:46:36.554129  2022-07-06 14:46:36.554122  F.US.MGCQ22  Order modification failed | Reject text: Buy order stop price must be above last trade price ExchangeRejectCode = 2061  95  291888651  Step Trailing Stop  1  Buy  1762.5    Open      <AccountName>  Close  93  -1          0.00    95.76590  Good till Canceled