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Automated Trading Studies with QUANT SPREAD TRACKER & QUANTMAP
View Count: 1482
| [2019-05-14 15:27:53] |
| User280107 - Posts: 1 |
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Hello dear support! i have recently connected my real IB account to the SC station with success, in order to run the Qalgo (automated trading system strategy based on the automated trading system), and, the first buy orders was correctly sent by the SC station to the IB trading service ; therefore, i have noticed that the order exit was not triggered, and that, even if the exit alert was correctly triggered on the chart. you can find the trade message log file here : Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:28:32
Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:28:32 TradeActivity files query time: 0.125748 seconds. | 2019-05-14 22:29:09 TradeActivity files query time: 0.001440 seconds. | 2019-05-14 22:29:15 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:31:56 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:31:56 Trading is not allowed. Reason: Is full recalculation | 2019-05-14 22:31:56 Trading is not allowed. Reason: Is full recalculation | 2019-05-14 22:31:56 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:31:59 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:31:59 Trading is not allowed. Reason: Is full recalculation | 2019-05-14 22:31:59 Trading is not allowed. Reason: Is full recalculation | 2019-05-14 22:31:59 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2ex | Sell Exit signal ignored. Short position does not exist. | 2019-05-14 22:32:02 Auto-trade: ES-201906-GLOBEX [CV] 0.75 Range #1 | [QalgoV6]HFT Sell Prog ALGO2 | SellEntry | Bar start date-time: 2019-05-14 22:32:00.001 | SellEntry signal is ignored because working orders exist. | 2019-05-14 22:32:02 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2 | General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error | 2019-05-14 22:32:02 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2ex | Sell Exit signal ignored. Short position does not exist. | 2019-05-14 22:32:02 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:32:02 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:32:02 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 2. InternalOrderID: 698917. | 2019-05-14 22:32:02 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 3. InternalOrderID: 698918. | 2019-05-14 22:32:02 Interactive Brokers | Received position. Trade Account: U9168861. Symbol: ES-201906-GLOBEX | 2019-05-14 22:32:03 Interactive Brokers | Requesting Open orders. | 2019-05-14 22:32:17 Interactive Brokers | Received Open orders end message. | 2019-05-14 22:32:17 Auto-trade: ES-201906-GLOBEX [CV] 0.75 Range #1 | [QalgoV6]HFT Sell Prog ALGO2 | SellEntry | Bar start date-time: 2019-05-14 22:32:35.001 | SellEntry signal is ignored because working orders exist. | 2019-05-14 22:32:57 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2 | General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error | 2019-05-14 22:32:57 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2ex | Sell Exit signal ignored. Short position does not exist. | 2019-05-14 22:32:57 Auto-trade: ES-201906-GLOBEX [CV] 0.75 Range #1 | [QalgoV6]HFT Buy Prog ALGO2 | BuyEntry | Bar start date-time: 2019-05-14 22:33:40.001 | BuyEntry signal is ignored because working orders exist. | 2019-05-14 22:33:42 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Buy Prog ALGO2 | General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error | 2019-05-14 22:33:42 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2ex | Sell Exit signal ignored. Short position does not exist. | 2019-05-14 22:33:42 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:33:42 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:33:42 Auto-trade: ES-201906-GLOBEX [CV] 0.75 Range #1 | [QalgoV6]HFT Sell Prog ALGO1 | SellEntry | Bar start date-time: 2019-05-14 22:34:45.001 | SellEntry signal is ignored because working orders exist. | 2019-05-14 22:35:02 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO1 | General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error | 2019-05-14 22:35:02 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 5. InternalOrderID: 698920. | 2019-05-14 22:35:02 Trading message from IB: Order Canceled - reason:. Error Code: 202. ServiceOrderID: 3. InternalOrderID: 698918. | 2019-05-14 22:35:02 Trading message from IB: Order Canceled - reason:. Error Code: 202. ServiceOrderID: 4. InternalOrderID: 698919. | 2019-05-14 22:35:02 Interactive Brokers | Received position. Trade Account: U9168861. Symbol: ES-201906-GLOBEX | 2019-05-14 22:35:03 Interactive Brokers | Requesting Open orders. | 2019-05-14 22:35:17 Interactive Brokers | Received Open orders end message. | 2019-05-14 22:35:17 Order Error - 'Trade >> Trading Locked' is enabled. Internal Order ID: 698922. Service Order ID: (none). Symbol: ES-201906-GLOBEX | 2019-05-14 22:36:23 * Order Error - 'Trade >> Trading Locked' is enabled. Internal Order ID: 698923. Service Order ID: (none). Symbol: ES-201906-GLOBEX | 2019-05-14 22:36:23 * If you need i can provide the position statement record on .txt file too. Finnally i have taken only one trade automatically ( a buy entry) then he was exit automatically too, but without any sell alert triggered on the chart. A little bit strange for me. Maybe i am missing something ? It looks like the issue was here : Trading is not allowed. Reason: Is full recalculation | 2019-05-14 22:31:59
Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2ex | Sell Exit signal ignored. Short position does not exist. | 2019-05-14 22:32:02 Auto-trade: ES-201906-GLOBEX [CV] 0.75 Range #1 | [QalgoV6]HFT Sell Prog ALGO2 | SellEntry | Bar start date-time: 2019-05-14 22:32:00.001 | SellEntry signal is ignored because working orders exist. | 2019-05-14 22:32:02 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2 | General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error | 2019-05-14 22:32:02 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2ex | Sell Exit signal ignored. Short position does not exist. | 2019-05-14 22:32:02 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:32:02 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:32:02 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 2. InternalOrderID: 698917. | 2019-05-14 22:32:02 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 3. InternalOrderID: 698918. | 2019-05-14 22:32:02 Interactive Brokers | Received position. Trade Account: U9168861. Symbol: ES-201906-GLOBEX | 2019-05-14 22:32:03 Interactive Brokers | Requesting Open orders. | 2019-05-14 22:32:17 Interactive Brokers | Received Open orders end message. | 2019-05-14 22:32:17 Auto-trade: ES-201906-GLOBEX [CV] 0.75 Range #1 | [QalgoV6]HFT Sell Prog ALGO2 | SellEntry | Bar start date-time: 2019-05-14 22:32:35.001 | SellEntry signal is ignored because working orders exist. | 2019-05-14 22:32:57 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2 | General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error | 2019-05-14 22:32:57 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2ex | Sell Exit signal ignored. Short position does not exist. | 2019-05-14 22:32:57 Auto-trade: ES-201906-GLOBEX [CV] 0.75 Range #1 | [QalgoV6]HFT Buy Prog ALGO2 | BuyEntry | Bar start date-time: 2019-05-14 22:33:40.001 | BuyEntry signal is ignored because working orders exist. | 2019-05-14 22:33:42 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Buy Prog ALGO2 | General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error | 2019-05-14 22:33:42 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO2ex | Sell Exit signal ignored. Short position does not exist. | 2019-05-14 22:33:42 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:33:42 Trading is not allowed. Reason: Formula state has not changed | 2019-05-14 22:33:42 Auto-trade: ES-201906-GLOBEX [CV] 0.75 Range #1 | [QalgoV6]HFT Sell Prog ALGO1 | SellEntry | Bar start date-time: 2019-05-14 22:34:45.001 | SellEntry signal is ignored because working orders exist. | 2019-05-14 22:35:02 Chart: ES-201906-GLOBEX [CV] 0.75 Range #1 | Study: [QalgoV6]HFT Sell Prog ALGO1 | General order error. Refer to 'Trade >> Trade Service Log' for specific message for this trading action error | 2019-05-14 22:35:02 Trading message from IB: Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. Error Code: 2109. ServiceOrderID: 5. InternalOrderID: 698920. | 2019-05-14 22:35:02 Trading message from IB: Order Canceled - reason:. Error Code: 202. ServiceOrderID: 3. InternalOrderID: 698918. | 2019-05-14 22:35:02 Trading message from IB: Order Canceled - reason:. Error Code: 202. ServiceOrderID: 4. InternalOrderID: 698919. | 2019-05-14 22:35:02 Interactive Brokers | Received position. Trade Account: U9168861. Symbol: ES-201906-GLOBEX | 2019-05-14 22:35:03 Interactive Brokers | Requesting Open orders. | 2019-05-14 22:35:17 Interactive Brokers | Received Open orders end message. | 2019-05-14 22:35:17 Order Error - 'Trade >> Trading Locked' is enabled. It appears that my IB settings (about the allowed trading hours) are different from the SC settings, regarding the allow trading hours set on the chart menu. What do you think about it ? Thank's in advance for your help, really appreciated! I am new in SC world, and i hope to run a long time with Sierrachart! thank's Panny |
| [2019-05-16 04:29:56] |
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Finnally i have taken only one trade automatically ( a buy entry) then he was exit automatically too, but without any sell alert triggered on the chart. A little bit strange for me.
Refer to:Automated Trading Management: Troubleshooting Automated Trading System Behavior And also: Trading System Based on Alert Condition: Order Signals and Disappearing Alert Condition Markers It appears that my IB settings (about the allowed trading hours) are different from the SC settings, regarding the allow trading hours set on the chart menu. What do you think about it ? This is not a problem.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-05-16 17:39:58
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