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Direct MessagesDate/Time: Sun, 19 May 2024 11:05:14 +0000
Post From: Inconsistent presentation of OrderFills on ES/MES charts
| [2019-07-04 22:08:52] |
| User972768 - Posts: 166 |
|
Hello, It seems that there is some inconsistence in presentation of OrderFill markers. This breaks calculation of current position and perhaps some other aspects of the application. I have a simple 5-min chart of ES (with MES set as trading symbol and "Use as Trading symbol" being ON). Between morning of Jul 3, 2019 and early hours of Jul 4, 2019 (all in US Eastern time zone) I had few trades. Last one was short with multiple entries into MES that I left open after CME closed at 13:15 US Eastern. This trade was closed during the following night (as 1 limit order for 12 lots, that worked and later as a set of manual transactions). Here is the issue. Unfortunately, I can't find a way to reproduce it, but sometimes on one of my computers I see chart with all order fills during this period of time. But if I create new chart and want to plot Order Fills, I see only last overnight trades. In this case it looks like opening long position instead of closing short one. Another issue is that if I create new chart just for MES (while leaving trading symbol field empty), there is no OrderFill markers as one would expect since all trades were done against this symbol. I'm attaching screenshots of charts as well as my Trading Log. Thank you very much Date Time Of Last Edit: 2019-07-04 22:14:28
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 ES_MES_20190703a.png / V - Attached On 2019-07-04 22:07:48 UTC - Size: 147.29 KB - 344 views ES_MES_20190703b.png / V - Attached On 2019-07-04 22:07:56 UTC - Size: 83.68 KB - 230 views Private File |