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Live system misses trade signals

Posted By Ossie68 9 Years Ago
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Posted Wednesday July 02 2008
My live system seems to ocassionally ignore trade signals based on 1 minute data. In those instances, it does not generate pending orders (it goes without saying that the live system was activated). However, when I run a simulation these trades do show up in the trade list results as expected. What could have caused this?
Posted Wednesday July 02 2008
Unfortunately, that's not really enough information to speculate.  Which broker are you using?  Is there any pattern to the missed trades?  Any error in the logging in RightEdge when the pending order is not created?

Ossie68 (7/2/2008)
My live system seems to ocassionally ignore trade signals based on 1 minute data. In those instances, it does not generate pending orders (it goes without saying that the live system was activated). However, when I run a simulation these trades do show up in the trade list results as expected. What could have caused this?
Posted Wednesday July 02 2008
Are you checking the Error property of the Position object you get back when you call OpenPosition, or the Order object you get back when you call SubmitOrder.  If this property is not null, there was a problem submitting the order.  You probably want to write the message to the output window in this case so you can know what went wrong.

Thanks,
Daniel



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