Generally, a strategy will need to issue the signal each bar in order for a live order to maintain. If the strategy stops issuing the signal, WL8 will correctly cancel the live order.
In this case, I see there was an orphan position sale. It looks like the limit sell was executed by the backtester but perhaps was not able to execute in that processing period in the live account. So WL8 canceled the limit order and sold the orphaned position using a market order.
In this case, I see there was an orphan position sale. It looks like the limit sell was executed by the backtester but perhaps was not able to execute in that processing period in the live account. So WL8 canceled the limit order and sold the orphaned position using a market order.
It getting canceled because of this issue: Wrong candles on IQFeed streaming chart
https://www.wealth-lab.com/Discussion/Wrong-candles-on-IQFeed-streaming-chart-8720
IQFeed & WL are NOT in sync!!!!
I would appreciate your time and attention to this issue
https://www.wealth-lab.com/Discussion/Wrong-candles-on-IQFeed-streaming-chart-8720
IQFeed & WL are NOT in sync!!!!
I would appreciate your time and attention to this issue
We’re working very diligently on this.
I really need to understand WHY my order was canceled
I lost for no reason $242.00!!!!
I lost for no reason $242.00!!!!
This order was canceled because it was part of a stop/limit OCO pair. The Stop portion filled so the Limit portion then canceled.
Trying to understand why my order was canceled
Is there a way for me to find out why the order was canceled? It would be helpful if there was a way to see what's wrong & how to fix it?
Pretty odd.
1. Double click the order. Are there any messages? (There don't appear to be any.)
2. Any Log Viewer messages?
3. You might be able to find a reason in TWS or in your account on the IB site. (not sure)
1. Double click the order. Are there any messages? (There don't appear to be any.)
2. Any Log Viewer messages?
3. You might be able to find a reason in TWS or in your account on the IB site. (not sure)
Reason #1 - No Messages
Reason #2 - Noting in the Log Viewer
Reason #3 - I don't see any notice's in my IB Account,
Reason #2 - Noting in the Log Viewer
Reason #3 - I don't see any notice's in my IB Account,
In TWS, find the "Show Completed Orders" filter button, check the "Canceled by" boxes, then look for your order.
I can not find such a button in TWS - Can you please share with me a screenshot?
It's the filter button in the upper right corner of Classic TWS.
Anyway, I'm certain that you have a message like this one in the Log Viewer for all CME/GLOBEX contracts, like RTY:
200: No security definition has been found for RTYZ2
A couple weeks ago, IB announced a future futures (sic) exchange change that we tried to adapt to in code, but it seems that it didn't fully work. You'll need to modify contracts that you've already referenced in the IBContracts.txt file.
1. File > Open WealthLab User Data Folder
2. Close WealthLab
3. Open IBContracts.txt
4. Search all occurrences of GLOBEX and Replace with CME
5. Save
Should work.
Anyway, I'm certain that you have a message like this one in the Log Viewer for all CME/GLOBEX contracts, like RTY:
200: No security definition has been found for RTYZ2
A couple weeks ago, IB announced a future futures (sic) exchange change that we tried to adapt to in code, but it seems that it didn't fully work. You'll need to modify contracts that you've already referenced in the IBContracts.txt file.
1. File > Open WealthLab User Data Folder
2. Close WealthLab
3. Open IBContracts.txt
4. Search all occurrences of GLOBEX and Replace with CME
5. Save
Should work.
Your Response
Post
Edit Post
Login is required