Support Board
Date/Time: Sun, 22 Dec 2024 10:39:51 +0000
Post From: 'Spreadsheet System for Trading' | Orders Cancelled Unexpectedly
| [2015-07-30 19:47:05] |
| User224651 - Posts: 28 |
|
Thanks for this insight. We have reviewed the formula in cell J27 and understand why the orders were cancelled. We have a rule in J27 that says that if an entry order is not filled after one bar then cancel, which we realize now causes a dilemma as we toggle 'Auto Trading Enabled' (Trade >> Auto Trading Enabled) on and off during the trading day. In today's instance, we had Auto Trading disabled when a short entry signal was given. Then on the next bar after the short entry signal was given, we turned on Auto Trading. On this bar when Auto Trading was enabled, a long signal was generated and a long entry limit order was placed on the open of the next bar. Immediately after the entry order was placed, J27 sent an order to cancel the orders from the short signal 2 bars ago - which occurred when Auto Trading was not enabled. Hence, though the short entry order/stop/target from two bars ago were never placed because auto trading was not enabled, J27 still did its housekeeping routine and sent out instructions to cancel all orders. In this case, J27 generated some friendly fire that cancelled the newly standing long entry limit, though the intent of the formula was to cancel the unfilled short entry limit order from 2 bars ago - where this short entry order was never sent out as Auto Trading was not enabled. Is there a configuration, or formula, that we can use that will allow us to turn auto-trading on\off at will, but that will also allow us to manage these back to back entry signals where one signal is generated when Auto Trading is not enabled and the next signal is generated when Auto Trading is enabled? |