emartin1978
- ago
Strategy that is highlighted in the SM did not submit the orders that are showing below when I ran a back test and looked at the open signals it looks like an order should have fired off. When I look at the TradeStation log for orders there is nothing showing since I reset the SIM account last night.

I suspect I am doing something wrong and would love some feedback.

I believe the time difference from the back test, signals that says 15:00 and local time is in the 14:00 hour is because of central CME vs. computer being in MTN time zone.





Log below just in case.

10/16/2024 07:59:32: Status = LoadingData
10/16/2024 07:59:32: Start Polling Thread
10/16/2024 07:59:32: Populating Data
10/16/2024 07:59:32: Calling GetHistories Pass 1
10/16/2024 07:59:34: GetHistories returned with 1 symbols
10/16/2024 07:59:34: Calling GetHistories Pass 2
10/16/2024 07:59:34: GetHistories returned with 1 symbols
10/16/2024 07:59:34: MNQZ24:5,422 bars to 20241016 0830|TradeStation
10/16/2024 07:59:34: NextRun set to 10/16/2024 08:00
10/16/2024 07:59:34: Status = Idle
10/16/2024 08:00:00: Status = Processing
10/16/2024 08:00:00: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 08:00:00: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 08:00:01: Ran Strategy on MNQZ24: 0 Signals, Run Time=738ms
10/16/2024 08:00:01: NextRun set to 10/16/2024 08:30
10/16/2024 08:00:01: Status = Completed
10/16/2024 08:00:01: Processed all Symbols
10/16/2024 08:30:01: Status = Processing
10/16/2024 08:30:01: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 08:30:02: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 08:30:02: Ran Strategy on MNQZ24: 0 Signals, Run Time=313ms
10/16/2024 08:30:02: NextRun set to 10/16/2024 09:00
10/16/2024 08:30:02: Status = Completed
10/16/2024 08:30:02: Processed all Symbols
10/16/2024 09:00:00: Status = Processing
10/16/2024 09:00:00: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 09:00:01: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 09:00:01: Ran Strategy on MNQZ24: 0 Signals, Run Time=296ms
10/16/2024 09:00:01: NextRun set to 10/16/2024 09:30
10/16/2024 09:00:01: Status = Completed
10/16/2024 09:00:01: Processed all Symbols
10/16/2024 09:30:00: Status = Processing
10/16/2024 09:30:00: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 09:30:01: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 09:30:01: Ran Strategy on MNQZ24: 0 Signals, Run Time=356ms
10/16/2024 09:30:01: NextRun set to 10/16/2024 10:00
10/16/2024 09:30:01: Status = Completed
10/16/2024 09:30:01: Processed all Symbols
10/16/2024 10:00:01: Status = Processing
10/16/2024 10:00:01: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 10:00:01: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 10:00:02: Ran Strategy on MNQZ24: 0 Signals, Run Time=296ms
10/16/2024 10:00:02: NextRun set to 10/16/2024 10:30
10/16/2024 10:00:02: Status = Completed
10/16/2024 10:00:02: Processed all Symbols
10/16/2024 10:30:00: Status = Processing
10/16/2024 10:30:00: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 10:30:01: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 10:30:01: Ran Strategy on MNQZ24: 0 Signals, Run Time=352ms
10/16/2024 10:30:01: NextRun set to 10/16/2024 11:00
10/16/2024 10:30:01: Status = Completed
10/16/2024 10:30:01: Processed all Symbols
10/16/2024 11:00:01: Status = Processing
10/16/2024 11:00:01: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 11:00:02: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 11:00:02: Ran Strategy on MNQZ24: 0 Signals, Run Time=315ms
10/16/2024 11:00:02: NextRun set to 10/16/2024 11:30
10/16/2024 11:00:02: Status = Completed
10/16/2024 11:00:02: Processed all Symbols
10/16/2024 11:30:00: Status = Processing
10/16/2024 11:30:00: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 11:30:01: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 11:30:02: Ran Strategy on MNQZ24: 0 Signals, Run Time=331ms
10/16/2024 11:30:02: NextRun set to 10/16/2024 12:00
10/16/2024 11:30:02: Status = Completed
10/16/2024 11:30:02: Processed all Symbols
10/16/2024 12:00:00: Status = Processing
10/16/2024 12:00:00: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 12:00:01: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 12:00:01: Ran Strategy on MNQZ24: 0 Signals, Run Time=333ms
10/16/2024 12:00:01: NextRun set to 10/16/2024 12:30
10/16/2024 12:00:01: Status = Completed
10/16/2024 12:00:01: Processed all Symbols
10/16/2024 12:30:00: Status = Processing
10/16/2024 12:30:00: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 12:30:01: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 12:30:01: Ran Strategy on MNQZ24: 0 Signals, Run Time=347ms
10/16/2024 12:30:01: NextRun set to 10/16/2024 13:00
10/16/2024 12:30:01: Status = Completed
10/16/2024 12:30:01: Processed all Symbols
10/16/2024 13:00:01: Status = Processing
10/16/2024 13:00:01: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 13:00:02: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 13:00:02: Ran Strategy on MNQZ24: 0 Signals, Run Time=323ms
10/16/2024 13:00:02: NextRun set to 10/16/2024 13:30
10/16/2024 13:00:02: Status = Completed
10/16/2024 13:00:02: Processed all Symbols
10/16/2024 13:30:01: Status = Processing
10/16/2024 13:30:01: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 13:30:01: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 13:30:01: Ran Strategy on MNQZ24: 0 Signals, Run Time=348ms
10/16/2024 13:30:01: NextRun set to 10/16/2024 14:00
10/16/2024 13:30:01: Status = Completed
10/16/2024 13:30:01: Processed all Symbols
10/16/2024 14:00:00: Status = Processing
10/16/2024 14:00:00: Pass 1 - Requesting updates for 1 symbols...
10/16/2024 14:00:00: Pass 1 - UpdateHistories returned 1 symbols
10/16/2024 14:00:01: Ran Strategy on MNQZ24: 0 Signals, Run Time=359ms
10/16/2024 14:00:01: NextRun set to 10/16/2024 14:30
10/16/2024 14:00:01: Status = Completed
10/16/2024 14:00:01: Processed all Symbols
10/16/2024 14:29:00: Status = Deactivated
10/16/2024 14:29:01: Leaving Polling Thread
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Cone8
 ( 5.94% )
- ago
#1
The Strategy Monitor runs a backtest too - the same backtest - however, the difference in the S.Mon is with Live Positions. When you enable that option, the backtest can be different than a purely hypothetical backtest based on if the account is holding (or not) a position for the test symbol.

There's a lot of documentation in the Help Guide for that Preference, so I won't repeat it here.

Where did the orders in the Order Manager come from?
I can understand the BuyAtLimit, but a CoverAtLimit signal is a profit target for a [possibly hypothetical] short position. And if hypothetical, this would not occur with LIve Positions enabled in the S. Monitor.
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emartin1978
- ago
#3
Those 2 positions were showing under signal after running a backtest.

I ran this one specifically to show where I am seeing it.

THis limit order does not show on tradestation.

specifically captured dates/times of markets and computer

so, backtest position shows here, but does not appear in the log for that time.



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emartin1978
- ago
#4
Some more data that I think is generally related.

Wrote a simple strategy with no rules, just buy / sell.
it does not show signal in strategy monitor, does not execute trade.

using same symbol ESz24 or SPY I can send trades thru Order manager and they work.

using a chart and the live trades buttons, orders do not execute.

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emartin1978
- ago
#5
I think I have located the problem that is quite self-inflicted.

Seems I set each strategy in SM to use a Fixed Dollar size of $1 rather than 1 share/contract.

I need to wait for the futures market to open in about 30 minutes to confirm.

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Cone8
 ( 5.94% )
- ago
#6
It's an easy one to overlook - I did too!
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