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Date/Time: Wed, 01 May 2024 20:10:06 +0000



Post From: Prevent spreadsheet trading if there was already an order

[2013-11-27 12:16:14]
JordiE - Posts: 38
Hi, good morning,

Bad news for us, guys...

Again, it happened several times. (I'm attaching some pictures, made on the FXCM TradeStation for monitoring the trades)

For a detailed analisis, the complete system we're running is as follows:
1) One single PC 7core, and CPU running between 30% and 70%, (not so busy)
2) Seven SierraCharts engines running at the same time, independent and identical Automated Systems, one on each Forex PAIR
3) Each of the seven identic Automated System has 8 Charts with their corresponding SpreadSheets pages and one SpreadSheet-for-Alerts and one Spreadsheet-for-Trading
4) A hutch quantity of formulas and calculations on the Spreadsheets.
5) The seven SierraCharts Automated Systems trade on the same "primary" account at FXCM vía FIX connections.
6) A FXCM propietary software, (TradeCopier VPAMM),replicates all trades from the "primary" account (xxxx2002)to a "Main" account (xxxx2145), multiplying Size by four. (due to internal administrative reasons, we need to keep both accounts separated)
7) As long as we've seen, the problems on the double-trades occurs just on the "primary" account, that is, the one driven by the SierraCharts Automated Systems.
8) The observed problems are of two differente kinds:
a) What should be a single shot trade, results in two different possitions in the market (just on the "primary" account, but not in the "Main" one) with same correct Size each of them.
b) Sometimes, when a Reversal should take place (during this "debugging" time, we made the Systems first to flatten the existing position and then go into the new Reverse position), the existing position had not been flattened, thus keeping co-existing the previous (say e.j. Long one) position, the one which should Flatten it (say e.j. Short) and the new Reversed position (say e.j. Short one) all three with same correct Size and, for both Shorts, same Entry Time and aproximatly same Entry price, all said just in the "primary" account.
9) Finally, after the last change, switching to "NO" the Cancel Working Orders on Entries and Reversals yesrterday night, a new error has been observed in three different Pairs, which is, the correct Size should be 5 and, instead, in one pair it was 9, in another Pair it was 7,5 and in the third Pair it was 20.

I'm attaching the following Files:
1) Current SpreadSeet-For-Trading Settings
2) Two examples, showing incorrect trades on different Pairs.

Sorry for this very long explanation but, I guess, all the System Information should be considered when debugging these random problems/ trading errors.

I hope you can find some suggestions for us to follow.

Many thanks in advance, in the meanwhile.
Best regards
Jordi
image3x_CAD_on_Primary_EUR_7.5Size_GBP_9Size_SGD_20Size_on_primar.JPG / V - Attached On 2013-11-27 12:15:12 UTC - Size: 144.34 KB - 463 views
imageSpreadSheet_Settings_27112013.JPG / V - Attached On 2013-11-27 12:15:22 UTC - Size: 84.59 KB - 459 views
imageSGD_20_GBP_9_EUR_7_5_NZD_2B&1S.JPG / V - Attached On 2013-11-27 12:15:52 UTC - Size: 145.19 KB - 456 views