Support Board
Date/Time: Thu, 28 Nov 2024 22:49:21 +0000
Post From: Spreadsheet System for Trading sending Entry and Exit orders without proper Signal
| [2023-03-13 20:54:49] |
| PeaceFrog - Posts: 105 |
|
This morning the Spreadsheet System I’m working with sent an Entry and Exit order when there was not a Signal in the System to do so. I know this because I replayed the chart in Simulation Mode and a Signal did not show up. Using the Spreadsheets “Details” button, I double checked the variables in the Signal formula at the exact time (per the Trade Activity Log) the Orders were sent and the variables did not result in a signal – I encounter “(not evaluated)” in the “Details”. Below are the Trade Service Log and Trade Activity Log. You can see that there are no Trade Service Log entries at the time the System sent the Entry and Exit Orders - 2023-03-13 04:08:11.097103 TRADE SERVICE LOG TradeActivity files query time: 0.016137 seconds. Entries: 0. Current queries: 1 | 2023-03-13 03:50:11.156 Buy Entry | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: K3 | Bar start date-time: 2023-03-13 04:00:00 | 2023-03-13 04:09:03.100 TRADE ACTIVITY LOG ActivityType Symbol DateTime OrderActionSource OrderStatus BuySell OrderType Quantity Price OpenClose FillPrice Price2 FilledQuantity InternalOrderID ServiceOrderID TradeAccount ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Orders F.US.CA6M23 2023-03-13 04:08:11.097103 Auto-trade: F.US.CA6M23[M] 10 Min #2 | CA6 - H11-Z22 - 1030ADX-2 Cont | BuyEntry | Formula: Buy Entry at row 3 is TRUE. | Bar start date-time: 2023-03-13 04:00:00.000 | Last: 0.7269 | AO=0 Order Sent Buy Limit 1 0.72695 Open 137321 91648 0.00 Day Orders F.US.CA6M23 2023-03-13 04:08:11.203782 CQG order update. Status: IN_TRANSIT Pending Open Buy Limit 1 0.72695 Open 137321 681075796 91648 0.00 137321.61824 Day Orders F.US.CA6M23 2023-03-13 04:08:11.204254 CQG order update. Status: ACK_PLACE Open Buy Limit 1 0.72695 Open 137321 681075796 91648 0.00 137321.61824 Day Positions F.US.CA6M23 2023-03-13 04:08:11.215360 Updated Service Position Quantity to 1 Unspecified 91648 0.00 Orders F.US.CA6M23 2023-03-13 04:08:11.215382 CQG order update. Status: FILL Filled Buy Limit 1 0.72695 Open 0.72695 1 137321 681075796 91648 55260250637 0.00 137321.61824 Day Positions F.US.CA6M23 2023-03-13 04:08:11.215383 Updated Internal Position Quantity to 1. Previous: 0 Unspecified 1 91648 1 0.00 Fills F.US.CA6M23 2023-03-13 04:08:11.215384 CQG order update. Status: FILL Filled Buy Limit 1 0.72695 Open 0.72695 1 137321 681075796 91648 1 55260250637 0.00 137321.61824 Day Orders F.US.CA6M23 2023-03-13 04:08:11.599712 Auto-trade: F.US.CA6M23[M] 10 Min #2 | CA6 - H11-Z22 - 1030ADX-2 Cont | BuyExit | Formula: Buy Exit (Sell) at row 3 is TRUE. | Bar start date-time: 2023-03-13 04:00:00.000 | Last: 0.72695 | AO=0 Order Sent Sell Limit 1 0.72730 Close 137322 91648 1 0.00 Day Orders F.US.CA6M23 2023-03-13 04:08:11.712763 CQG order update. Status: IN_TRANSIT Pending Open Sell Limit 1 0.72730 Close 137322 681050974 91648 1 0.00 137322.79979 Day Orders F.US.CA6M23 2023-03-13 04:08:11.713131 CQG order update. Status: ACK_PLACE Open Sell Limit 1 0.72730 Close 137322 681050974 91648 1 0.00 137322.79979 Day Later in the day, the System did return a Signal, which does show up in Chart Replay, and the Trade Service Log had the following entries: Auto-trade: F.US.CA6M23[M] 15 Min #2 | CA6 - H11-Z22 - 1545ADX-2 Cont | BuyEntry | Bar start date-time: 2023-03-13 05:00:00.000 | BuyEntry signal is ignored because maximum Long Position quantity allowed has been reached or would be exceeded with new order. Max. Position allowed: 1. Resulting Position without working orders: 2. Resulting Position with all working orders except exits: 2. Resulting Position with Market working orders: 2 | 2023-03-13 05:00:35.284 Buy Entry | Signal ignored because 'Signal Only Once Per Bar' is enabled and a signal was already given from formula column for bar. | Cell: K3 | Bar start date-time: 2023-03-13 05:00:00 | 2023-03-13 05:02:33.825 Something very similar happened a few weeks ago and has caused a serious loss for me. I really need to get this resolved so I can use the Spreadsheet System for Trading with some degree of confidence because right now the System is sending Orders when it shouldn’t be according to the formulas I have in the System. Please help. I really appreciate it. |