Support Board
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 |