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Date/Time: Thu, 28 Mar 2024 20:36:32 +0000



[User Discussion] - Trades keep randomly closing.

View Count: 698

[2021-05-05 03:57:48]
j4ytr4der_ - Posts: 910
I've had an issue for many months and I'm finally out of ideas as to what to look into, so I'm asking here in case anyone has any further suggestions.

I get trades randomly exiting themselves. Happens at least several times a week, always using the Sierra Sim Futures Trading Service.

The Trade Service Log shows nothing at all, and the Trade Activity tab of the Trade Activity Log shows the trade was exited, but without any Trade Window Configuration. You can see it was in place on entry, but on exit (sometimes just a few seconds later, other times longer) the "Notes" field is empty.

I have hit no button, or keystroke. I'm literally sitting here with my hands in my lap watching, and the trade exits. It's as if I had hit Move to BE+1, but of course I didn't. And my stop and target are 10 to 20 ticks away (ES bracket) and price never got anywhere even remotely close to it. Here is the Trade Activity data from the most recent instance of this just a little while ago:

ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance  ExchangeOrderID  ClientOrderID
Fills  2021-05-04 21:58:45.002  ESM21  Trading Evaluator order update (Filled). Info: Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.00. Text: Parent order. Tag: 7-WideBracket No Trail.twconfig  84021  822838  Market  4  Sell      Filled  4170.75  4  TESTING  Open    -4  822838.1      7-WideBracket No Trail.twconfig  0.00  822838  84021.97186
Fills  2021-05-04 21:58:48.346  ESM21  Trading Evaluator order update (Filled). Info: Trade simulation fill. Bid: 4171.00 Ask: 4171.25 Last: 4171.25  84024  822841  Market  4  Buy      Filled  4171.25  4  TESTING  Close      822841.1  4171.25  4171.00    0.00  822841  

I'm stumped, any ideas on what to look for anyone?
[2021-05-05 04:30:44]
user_xyz - Posts: 366
Have you tried starting from scratch, delete your WideBracket order and create a new one? Or unchecking 'use attached orders' box, place orders manually and see what happens. Seems like there is a BE, Bracket, Stop Loss or something triggering the order to exit.
[2021-05-05 04:34:15]
j4ytr4der_ - Posts: 910
I recall that I did check that, but this has been going on for SO long that it's been a while. I'll check that out again as well. If only I could MAKE it happen on demand and it wasn't so random...
[2021-05-05 04:45:16]
user_xyz - Posts: 366
I'm guessing if it's random (it's really probably not) something is triggering the exit that doesn't happen that often so it appears random. I'd create a new order, start from scratch. Make sure the flatten & cancel time isn't set, check offset, Move to BE etc.
[2021-05-05 11:22:47]
j4ytr4der_ - Posts: 910
Yep will do. I know for a fact all the global P&L profit management stuff is disabled so not a factor. The strangest part is if it was an exit being triggered by me in any way, the Trade Activity should show the TWC used to exit, which would be the same one used for entry... but that doesn't happen, the Notes field is just blank when these "ghost exits" happen.
[2021-05-05 23:01:46]
user_xyz - Posts: 366
Can you copy/paste 'all activity' for said order(s)? The "Note" field I believe is only populated if Order -> Set -> "Use Config Name As Text Tag" is checked, otherwise I think it's empty.
[2021-05-05 23:31:38]
j4ytr4der_ - Posts: 910
And it is checked, that's the thing. You can see in the data I pasted above, my entry has it... exit does not. But normally it's filled out for both entry and exit (when I actually initiate the exit myself). I've always used the config name as text tag, I like that feature.

Also I'm not sure what you mean by "all activity". That's everything there is in the Trade Activity tab. Is there some other data from somewhere you want to see?
[2021-05-06 00:41:14]
user_xyz - Posts: 366
"All Activity" in the drop down, instead of just "Fills". This will include positions, orders etc. If you have all activity types round trip on the mysterious trades it might help. The sequence should be Orders, Position, Fills...
[2021-05-06 01:14:46]
j4ytr4der_ - Posts: 910
Oh! Damn I never even saw that you could change that, it's always greyed out in the Trades tab and I rarely ever look at the Trade Activity tab so never noticed it. I'm looking through it now and will post back when I have more to add.
[2021-05-06 01:26:04]
j4ytr4der_ - Posts: 910
So I don't really know how to make sense of this, but I've reduced the data down to only the timeframe where this issue occurred last night.

***WRONG DATA***

There's so much going on I can't really follow any of it. The trade itself was posted above and is this:

ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID
Fills 2021-05-04 21:58:48.346 ESM21 Trading Evaluator order update (Filled). Info: Trade simulation fill. Bid: 4171.00 Ask: 4171.25 Last: 4171.25 84024 822841 Market 4 Buy Filled 4171.25 4 TESTING Close 822841.1 4171.25 4171.00 0.00 822841

Any insights are appreciated!
Date Time Of Last Edit: 2021-05-06 04:21:23
[2021-05-06 04:15:17]
user_xyz - Posts: 366
That image of all the action helps but your trade time of 21:58 isn't in there, it's an hour later? You should be able to track your order, the fill, your position(s) and the exit and see exactly what's going on...
[2021-05-06 04:19:29]
j4ytr4der_ - Posts: 910
Oops! I copy/pasted the wrong thing. Lemme get it right and post again.
[2021-05-06 04:20:58]
j4ytr4der_ - Posts: 910
OK let's try that again...

https://snipboard.io/Zjl0aK.jpg
[2021-05-06 04:22:29]
j4ytr4der_ - Posts: 910
OK wtf it says daily loss limit was reached... did the loss management turn itself back on??? Digging in now
[2021-05-06 04:23:43]
seandunaway - Posts: 212
By any chance was it immediately after a reconnect?

I had this happen to me once recently. It was totally bizarre because I verified no flattening features were enabled and my setup hasn't changed for years. Luckily, I was locked and was able to keep my position.

I posted about it here: Reconnect tries to cancel orders or flatten position?
Date Time Of Last Edit: 2021-05-06 04:24:39
[2021-05-06 04:24:50]
j4ytr4der_ - Posts: 910
Not that I'm aware of.

Daily loss limit flattening is disabled also. So weird.
[2021-05-06 05:07:54]
user_xyz - Posts: 366
Well there you go Order to Flatten Position, Daily Net Loss limit reached... You should be able to troubleshoot from here! ;-)
[2021-05-06 05:10:38]
j4ytr4der_ - Posts: 910
yeah the trouble is, that stuff is all disabled. So unfortunately, doesn't help! =(
[2021-05-06 05:11:01]
j4ytr4der_ - Posts: 910
I did just update to the newest SC, I was a few weeks behind. Maybe it'll be better.

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