Hello, I am experiencing some bizarre discrepancies between a backtest using a particular algorithm, settings, and a single ticker (all of mine are single ticker all in vs go to cash). Currently, the backtest shows cash (exited Oct 5), but for the past week every trading day the auto-place has been repetitively placing the same buy order and building up a huge position in the ticker. Not only should there be no order, but there should not be the same order over and over each day.
There are only 3 parameters, and they are of course the same in the backtest and the auto-place. I am using buy at close and sell at close building blocks, and I always worry this relatively new feature is not fully worked out.
How can I debug this? Thanks.
There are only 3 parameters, and they are of course the same in the backtest and the auto-place. I am using buy at close and sell at close building blocks, and I always worry this relatively new feature is not fully worked out.
How can I debug this? Thanks.
Rename
It seems pretty straightforward if it consistently places the order - the condition to PlaceTrade() is true every day.
It should be easy to see exactly why if you just "Open as C# Coded Strategy".
From the description, I'd say you selected "Multiple Positions" at the top of the blocks.
It should be easy to see exactly why if you just "Open as C# Coded Strategy".
From the description, I'd say you selected "Multiple Positions" at the top of the blocks.
Hello, there are 10 other uses of this algorithm but using different tickers and slightly different settings for the 3 parameters. None of the others are generating repetitive orders in the same way. Is there some setting in the auto-place parameters that I might have set incorrectly just for this specific algorithm/ticker? Thanks.
I'm only hearing this: "something isn't working like the others".
There's nothing to go on here, but, I'll repeat that if you have "Multiple Positions" selected for one and not the others, then you'll get orders placed every day for "the one".
There's nothing to go on here, but, I'll repeat that if you have "Multiple Positions" selected for one and not the others, then you'll get orders placed every day for "the one".
Hello, I did confirm the single position is ticked, not multiple position. I'm quite aware that's not the culprit.
In any event, when auto-placing this algorithm with a demo IB account, I use Algo #1 with ticker A and settings (1,2,3). I also use Algo #1 with ticker B and setting (4,5,6). And so on for up to 10 different iterations. But for only ticker B, there are the unpredictable repetitive buy signals every day, with the same number of shares ordered (let's say 777 shares, which was the case for one of my real examples).
I notice the status window in the Strategy Monitor says Runs Completed 21 and Total Signals 10 (i. e. over the past 1 to 2 weeks of simulations). However, strangely the Total Positions and Open Positions both say 0, as if it can't see the position already sitting in my account. Perhaps that's why it keeps placing the repetitive order.
Then again, as you explained, the order also ought not to be placed if the trigger for the order was some time ago. The rest of the ticker/parameter combos for Algo #1 are not sending any signals, which might be behaving correctly.
In any event, when auto-placing this algorithm with a demo IB account, I use Algo #1 with ticker A and settings (1,2,3). I also use Algo #1 with ticker B and setting (4,5,6). And so on for up to 10 different iterations. But for only ticker B, there are the unpredictable repetitive buy signals every day, with the same number of shares ordered (let's say 777 shares, which was the case for one of my real examples).
I notice the status window in the Strategy Monitor says Runs Completed 21 and Total Signals 10 (i. e. over the past 1 to 2 weeks of simulations). However, strangely the Total Positions and Open Positions both say 0, as if it can't see the position already sitting in my account. Perhaps that's why it keeps placing the repetitive order.
Then again, as you explained, the order also ought not to be placed if the trigger for the order was some time ago. The rest of the ticker/parameter combos for Algo #1 are not sending any signals, which might be behaving correctly.
Does anyone else care to guess without any code, symbols, or data?
Here's my last try.. you enabled "Live Positions" in the Preferences > Trading, but the position is not synchronizing for some reason - wrong account selected in the configuration or the chart symbol is different than the one used by the broker.
Here's my last try.. you enabled "Live Positions" in the Preferences > Trading, but the position is not synchronizing for some reason - wrong account selected in the configuration or the chart symbol is different than the one used by the broker.
Hello, for tech support purposes, is there a way to provide some code/symbols/data to debug this?
Currently, the 'Exit Orphan Positions' is selected. I believe this is mutually exclusively with 'Live Positions'; should I try using the latter option?
One thing I do I suddenly recall is that I am using the IB advisor, which is the only way to make available multiple accounts for trading. Did you say that is not officially supported? If that is still true, then either I would need to pay for you to add that support or move multiple accounts over to Schwab and hope that that would solve all the bugs (not a sure thing for all the trouble).
Currently, the 'Exit Orphan Positions' is selected. I believe this is mutually exclusively with 'Live Positions'; should I try using the latter option?
One thing I do I suddenly recall is that I am using the IB advisor, which is the only way to make available multiple accounts for trading. Did you say that is not officially supported? If that is still true, then either I would need to pay for you to add that support or move multiple accounts over to Schwab and hope that that would solve all the bugs (not a sure thing for all the trouble).
Since I don't have an advisor account, I can't test or support functions that are specific to advisors, but trading on multiple accounts should work. If you see all accounts, balances and Positions in the Accounts tool, then it's working. Is it?
We can go in to more detail at info@wealth-lab.com, and if required we can set up a call.
We can go in to more detail at info@wealth-lab.com, and if required we can set up a call.
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