- ago
Hello,

I found today that my strategy which was working fine before suddenly does not seem to be submitting its orders to IB through the strategy monitor. The order monitor says the orders have been "placed" but IB shows no record of anything. The log also does not mention these orders. I have attached a screenshot of the difference between what WL is showing and IB's active orders.

Thanks,
Dandude

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Glitch8
 ( 7.81% )
- ago
#1
Is it possible your connection to IB was somehow interrupted? Yes, "Placed" means that WL8 tried to place the order but it got stuck, otherwise the status would have changed to "Active."
0
- ago
#2
No because it placed other orders. I haven't tested it but it placed the OCO orders but not non OCO.
0
Glitch8
 ( 7.81% )
- ago
#3
I see a message in the WL8 log (status bar) that is partially cut off. What does that say?
0
- ago
#4
I have the same issue. Order Manager shows as "Placed" but does not appear in TWS Activity > Orders window as usual. Must be something on IB side. Maybe it will clear up by AM. Will have to see if my orders actually got placed and TWS is just not displaying.
0
- ago
#5
IB does not appear to be recieving the orders from this strategy. A couple of strategies have OCO orders that are reaching IB, but the ones that have non-OCO orders are not registering.

Here is a screenshot of the log as well as the text:



2/1/2024 16:27:43: Status = LoadingData
2/1/2024 16:27:43: Starting Streaming Bars Thread
2/1/2024 16:27:43: Populating Data
2/1/2024 16:27:43: Calling GetHistories Pass 1
2/1/2024 16:27:44: GetHistories returned with 1 symbols
2/1/2024 16:27:44: Calling GetHistories Pass 2
2/1/2024 16:27:44: GetHistories returned with 1 symbols
2/1/2024 16:27:44: NQH24:2,000 bars to 20240201 1600|Interactive Brokers
2/1/2024 16:27:44: Running Now
2/1/2024 16:27:44: Status = Idle
2/1/2024 16:27:45: Status = Processing
2/1/2024 16:27:47: Ran Strategy on NQH24: 1 Signals, Run Time=847ms
2/1/2024 16:27:47: Status = Deactivated
2/1/2024 16:27:47: Status = Completed
2/1/2024 16:27:47: Processed all Symbols
2/1/2024 16:27:47: Status = Deactivated
2/1/2024 16:27:47: Leaving Streaming Bars Thread
2/1/2024 16:31:03: Status = LoadingData
2/1/2024 16:31:03: Starting Streaming Bars Thread
2/1/2024 16:31:03: Populating Data
2/1/2024 16:31:03: Calling GetHistories Pass 1
2/1/2024 16:31:04: GetHistories returned with 1 symbols
2/1/2024 16:31:04: Calling GetHistories Pass 2
2/1/2024 16:31:04: GetHistories returned with 1 symbols
2/1/2024 16:31:04: NQH24:2,000 bars to 20240201 1600|Interactive Brokers
2/1/2024 16:31:04: Running Now
2/1/2024 16:31:04: Status = Idle
2/1/2024 16:31:04: Status = Processing
2/1/2024 16:31:06: Ran Strategy on NQH24: 1 Signals, Run Time=338ms
2/1/2024 16:31:06: Status = Deactivated
2/1/2024 16:31:06: Status = Completed
2/1/2024 16:31:06: Processed all Symbols
2/1/2024 16:31:06: Status = Deactivated
2/1/2024 16:31:06: Leaving Streaming Bars Thread
2/1/2024 16:31:32: Status = LoadingData
2/1/2024 16:31:32: Starting Streaming Bars Thread
2/1/2024 16:31:32: Populating Data
2/1/2024 16:31:32: Calling GetHistories Pass 1
2/1/2024 16:31:33: GetHistories returned with 1 symbols
2/1/2024 16:31:33: Calling GetHistories Pass 2
2/1/2024 16:31:33: GetHistories returned with 1 symbols
2/1/2024 16:31:33: NQH24:2,000 bars to 20240201 1600|Interactive Brokers
2/1/2024 16:31:33: NextRun set to 2/1/2024 16:45
2/1/2024 16:31:33: Status = Idle
2/1/2024 16:45:00: Status = Processing
2/1/2024 16:45:40: NextRun set to 2/1/2024 17:00
2/1/2024 16:45:40: Status = Incomplete
2/1/2024 16:45:40: No Updates for 1 Symbol: NQH24
2/1/2024 16:58:23: Status = Deactivated
2/1/2024 16:58:24: Leaving Streaming Bars Thread
2/1/2024 16:58:26: Status = LoadingData
2/1/2024 16:58:26: Starting Streaming Bars Thread
2/1/2024 16:58:26: Populating Data
2/1/2024 16:58:26: Calling GetHistories Pass 1
2/1/2024 16:58:27: GetHistories returned with 1 symbols
2/1/2024 16:58:27: Calling GetHistories Pass 2
2/1/2024 16:58:27: GetHistories returned with 1 symbols
2/1/2024 16:58:27: NQH24:2,000 bars to 20240201 1600|Interactive Brokers
2/1/2024 16:58:27: Running Now
2/1/2024 16:58:27: Status = Idle
2/1/2024 16:58:28: Status = Processing
2/1/2024 16:58:29: Ran Strategy on NQH24: 1 Signals, Run Time=354ms
2/1/2024 16:58:29: Status = Deactivated
2/1/2024 16:58:29: Status = Completed
2/1/2024 16:58:29: Processed all Symbols
2/1/2024 16:58:29: Status = Deactivated
2/1/2024 16:58:29: Leaving Streaming Bars Thread
2/1/2024 16:58:32: Status = LoadingData
2/1/2024 16:58:32: Starting Streaming Bars Thread
2/1/2024 16:58:32: Populating Data
2/1/2024 16:58:32: Calling GetHistories Pass 1
2/1/2024 16:58:32: GetHistories returned with 1 symbols
2/1/2024 16:58:32: Calling GetHistories Pass 2
2/1/2024 16:58:32: GetHistories returned with 1 symbols
2/1/2024 16:58:32: NQH24:2,000 bars to 20240201 1600|Interactive Brokers
2/1/2024 16:58:32: NextRun set to 2/1/2024 17:00
2/1/2024 16:58:32: Status = Idle
2/1/2024 16:59:08: Status = Deactivated
2/1/2024 16:59:09: Leaving Streaming Bars Thread
2/1/2024 16:59:13: Status = LoadingData
2/1/2024 16:59:13: Starting Streaming Bars Thread
2/1/2024 16:59:13: Populating Data
2/1/2024 16:59:13: Calling GetHistories Pass 1
2/1/2024 16:59:13: GetHistories returned with 1 symbols
2/1/2024 16:59:13: Calling GetHistories Pass 2
2/1/2024 16:59:13: GetHistories returned with 1 symbols
2/1/2024 16:59:13: NQH24:2,000 bars to 20240201 1600|Interactive Brokers
2/1/2024 16:59:13: NextRun set to 2/1/2024 17:00
2/1/2024 16:59:13: Status = Idle
2/1/2024 17:00:00: Status = Processing
2/1/2024 17:00:40: NextRun set to 2/1/2024 17:15
2/1/2024 17:00:40: Status = Incomplete
2/1/2024 17:00:40: No Updates for 1 Symbol: NQH24
2/1/2024 17:00:43: Status = Deactivated
2/1/2024 17:00:43: Leaving Streaming Bars Thread
2/1/2024 17:00:45: Status = LoadingData
2/1/2024 17:00:45: Starting Streaming Bars Thread
2/1/2024 17:00:45: Populating Data
2/1/2024 17:00:45: Calling GetHistories Pass 1
2/1/2024 17:00:46: GetHistories returned with 1 symbols
2/1/2024 17:00:46: Calling GetHistories Pass 2
2/1/2024 17:00:46: GetHistories returned with 1 symbols
2/1/2024 17:00:46: NQH24:2,000 bars to 20240201 1600|Interactive Brokers
2/1/2024 17:00:46: Running Now
2/1/2024 17:00:46: Status = Idle
2/1/2024 17:00:46: Status = Processing
2/1/2024 17:00:48: Ran Strategy on NQH24: 1 Signals, Run Time=340ms
2/1/2024 17:00:48: Status = Deactivated
2/1/2024 17:00:48: Status = Completed
2/1/2024 17:00:48: Processed all Symbols
2/1/2024 17:00:48: Status = Deactivated
2/1/2024 17:00:48: Leaving Streaming Bars Thread
2/1/2024 17:00:49: Status = LoadingData
2/1/2024 17:00:49: Starting Streaming Bars Thread
2/1/2024 17:00:49: Populating Data
2/1/2024 17:00:49: Calling GetHistories Pass 1
2/1/2024 17:00:49: GetHistories returned with 1 symbols
2/1/2024 17:00:49: Calling GetHistories Pass 2
2/1/2024 17:00:50: GetHistories returned with 1 symbols
2/1/2024 17:00:50: NQH24:2,000 bars to 20240201 1600|Interactive Brokers
2/1/2024 17:00:50: NextRun set to 2/1/2024 17:15
2/1/2024 17:00:50: Status = Idle
2/1/2024 17:15:00: Status = Processing
2/1/2024 17:15:01: Ran Strategy on NQH24: 1 Signals, Run Time=369ms
2/1/2024 17:15:01: NextRun set to 2/1/2024 17:30
2/1/2024 17:15:01: Status = Completed
2/1/2024 17:15:01: Processed all Symbols
2/1/2024 17:27:13: Status = Deactivated
2/1/2024 17:27:13: Leaving Streaming Bars Thread
2/1/2024 17:27:15: Status = LoadingData
2/1/2024 17:27:15: Starting Streaming Bars Thread
2/1/2024 17:27:15: Populating Data
2/1/2024 17:27:15: Calling GetHistories Pass 1
2/1/2024 17:27:15: GetHistories returned with 1 symbols
2/1/2024 17:27:15: Calling GetHistories Pass 2
2/1/2024 17:27:16: GetHistories returned with 1 symbols
2/1/2024 17:27:16: NQH24:2,000 bars to 20240201 1715|Interactive Brokers
2/1/2024 17:27:16: Running Now
2/1/2024 17:27:16: Status = Idle
2/1/2024 17:27:16: Status = Processing
2/1/2024 17:27:17: Ran Strategy on NQH24: 1 Signals, Run Time=349ms
2/1/2024 17:27:17: Status = Deactivated
2/1/2024 17:27:17: Status = Completed
2/1/2024 17:27:17: Processed all Symbols
2/1/2024 17:27:17: Status = Deactivated
2/1/2024 17:27:17: Leaving Streaming Bars Thread
2/1/2024 17:27:20: Status = LoadingData
2/1/2024 17:27:20: Starting Streaming Bars Thread
2/1/2024 17:27:20: Populating Data
2/1/2024 17:27:20: Calling GetHistories Pass 1
2/1/2024 17:27:20: GetHistories returned with 1 symbols
2/1/2024 17:27:20: Calling GetHistories Pass 2
2/1/2024 17:27:20: GetHistories returned with 1 symbols
2/1/2024 17:27:20: NQH24:2,000 bars to 20240201 1715|Interactive Brokers
2/1/2024 17:27:20: NextRun set to 2/1/2024 17:30
2/1/2024 17:27:20: Status = Idle
2/1/2024 17:30:00: Status = Processing
2/1/2024 17:30:01: Ran Strategy on NQH24: 1 Signals, Run Time=337ms
2/1/2024 17:30:01: NextRun set to 2/1/2024 17:45
2/1/2024 17:30:01: Status = Completed
2/1/2024 17:30:01: Processed all Symbols
2/1/2024 17:45:00: Status = Processing
2/1/2024 17:45:01: Ran Strategy on NQH24: 1 Signals, Run Time=370ms
2/1/2024 17:45:01: NextRun set to 2/1/2024 18:00
2/1/2024 17:45:01: Status = Completed
2/1/2024 17:45:01: Processed all Symbols
2/1/2024 18:00:00: Status = Processing
2/1/2024 18:00:02: Ran Strategy on NQH24: 1 Signals, Run Time=368ms
2/1/2024 18:00:02: NextRun set to 2/1/2024 18:15
2/1/2024 18:00:02: Status = Completed
2/1/2024 18:00:02: Processed all Symbols
2/1/2024 18:15:00: Status = Processing
2/1/2024 18:15:02: Ran Strategy on NQH24: 1 Signals, Run Time=353ms
2/1/2024 18:15:02: NextRun set to 2/1/2024 18:30
2/1/2024 18:15:02: Status = Completed
2/1/2024 18:15:02: Processed all Symbols
2/1/2024 18:30:00: Status = Processing
2/1/2024 18:30:01: Ran Strategy on NQH24: 1 Signals, Run Time=368ms
2/1/2024 18:30:01: NextRun set to 2/1/2024 18:45
2/1/2024 18:30:01: Status = Completed
2/1/2024 18:30:01: Processed all Symbols
2/1/2024 18:45:00: Status = Processing
2/1/2024 18:45:01: Ran Strategy on NQH24: 1 Signals, Run Time=334ms
2/1/2024 18:45:01: NextRun set to 2/1/2024 19:00
2/1/2024 18:45:01: Status = Completed
2/1/2024 18:45:01: Processed all Symbols
2/1/2024 19:00:00: Status = Processing
2/1/2024 19:00:01: Ran Strategy on NQH24: 1 Signals, Run Time=353ms
2/1/2024 19:00:01: NextRun set to 2/1/2024 19:15
2/1/2024 19:00:01: Status = Completed
2/1/2024 19:00:01: Processed all Symbols
2/1/2024 19:15:00: Status = Processing
2/1/2024 19:15:01: Ran Strategy on NQH24: 1 Signals, Run Time=356ms
2/1/2024 19:15:01: NextRun set to 2/1/2024 19:30
2/1/2024 19:15:01: Status = Completed
2/1/2024 19:15:01: Processed all Symbols
2/1/2024 19:30:00: Status = Processing
2/1/2024 19:30:01: Ran Strategy on NQH24: 1 Signals, Run Time=354ms
2/1/2024 19:30:01: NextRun set to 2/1/2024 19:45
2/1/2024 19:30:01: Status = Completed
2/1/2024 19:30:01: Processed all Symbols
2/1/2024 19:45:00: Status = Processing
2/1/2024 19:45:01: Ran Strategy on NQH24: 1 Signals, Run Time=347ms
2/1/2024 19:45:01: NextRun set to 2/1/2024 20:00
2/1/2024 19:45:01: Status = Completed
2/1/2024 19:45:01: Processed all Symbols
2/1/2024 20:00:00: Status = Processing
2/1/2024 20:00:01: Ran Strategy on NQH24: 1 Signals, Run Time=366ms
2/1/2024 20:00:01: NextRun set to 2/1/2024 20:15
2/1/2024 20:00:01: Status = Completed
2/1/2024 20:00:01: Processed all Symbols
2/1/2024 20:15:00: Status = Processing
2/1/2024 20:15:02: Ran Strategy on NQH24: 1 Signals, Run Time=418ms
2/1/2024 20:15:02: NextRun set to 2/1/2024 20:30
2/1/2024 20:15:02: Status = Completed
2/1/2024 20:15:02: Processed all Symbols
2/1/2024 20:30:00: Status = Processing
2/1/2024 20:30:01: Ran Strategy on NQH24: 1 Signals, Run Time=352ms
2/1/2024 20:30:01: NextRun set to 2/1/2024 20:45
2/1/2024 20:30:01: Status = Completed
2/1/2024 20:30:01: Processed all Symbols
2/1/2024 20:45:00: Status = Processing
2/1/2024 20:45:01: Ran Strategy on NQH24: 1 Signals, Run Time=360ms
2/1/2024 20:45:01: NextRun set to 2/1/2024 21:00
2/1/2024 20:45:01: Status = Completed
2/1/2024 20:45:01: Processed all Symbols
2/1/2024 21:00:00: Status = Processing
2/1/2024 21:00:02: Ran Strategy on NQH24: 1 Signals, Run Time=392ms
2/1/2024 21:00:02: NextRun set to 2/1/2024 21:15
2/1/2024 21:00:02: Status = Completed
2/1/2024 21:00:02: Processed all Symbols
2/1/2024 21:15:00: Status = Processing
2/1/2024 21:15:01: Ran Strategy on NQH24: 1 Signals, Run Time=348ms
2/1/2024 21:15:01: NextRun set to 2/1/2024 21:30
2/1/2024 21:15:01: Status = Completed
2/1/2024 21:15:01: Processed all Symbols
2/1/2024 21:30:00: Status = Processing
2/1/2024 21:30:01: Ran Strategy on NQH24: 1 Signals, Run Time=346ms
2/1/2024 21:30:01: NextRun set to 2/1/2024 21:45
2/1/2024 21:30:01: Status = Completed
2/1/2024 21:30:01: Processed all Symbols
2/1/2024 21:45:00: Status = Processing
2/1/2024 21:45:02: Ran Strategy on NQH24: 1 Signals, Run Time=368ms
2/1/2024 21:45:02: NextRun set to 2/1/2024 22:00
2/1/2024 21:45:02: Status = Completed
2/1/2024 21:45:02: Processed all Symbols
2/1/2024 22:00:00: Status = Processing
2/1/2024 22:00:02: Ran Strategy on NQH24: 1 Signals, Run Time=387ms
2/1/2024 22:00:02: NextRun set to 2/1/2024 22:15
2/1/2024 22:00:02: Status = Completed
2/1/2024 22:00:02: Processed all Symbols
2/1/2024 22:15:00: Status = Processing
2/1/2024 22:15:01: Ran Strategy on NQH24: 1 Signals, Run Time=334ms
2/1/2024 22:15:01: NextRun set to 2/1/2024 22:30
2/1/2024 22:15:01: Status = Completed
2/1/2024 22:15:01: Processed all Symbols
2/1/2024 22:30:00: Status = Processing
2/1/2024 22:30:01: Ran Strategy on NQH24: 1 Signals, Run Time=343ms
2/1/2024 22:30:01: NextRun set to 2/1/2024 22:45
2/1/2024 22:30:01: Status = Completed
2/1/2024 22:30:01: Processed all Symbols
2/1/2024 22:45:00: Status = Processing
2/1/2024 22:45:02: Ran Strategy on NQH24: 1 Signals, Run Time=356ms
2/1/2024 22:45:02: NextRun set to 2/1/2024 23:00
2/1/2024 22:45:02: Status = Completed
2/1/2024 22:45:02: Processed all Symbols

0
- ago
#6
Same issue here. Orders are triggered, show up in the order manager and never make it to IB. Worked fine today but orders are not going in for tomorrow. These are all straight-limit orders.
0
Cone8
 ( 24.56% )
- ago
#7
I'm not seeing a problem with intraday futures.
I'll try entering limit orders for the next session....

.. and yes, I see it.. investigating.
0
Glitch8
 ( 7.81% )
- ago
#8
We found the issue, the change to convert limit/stop orders to market is preventing pre-market orders from getting through. We have a fix in place and are just testing it out, will release shortly! Note: it doesn't impact orders placed during normal market hours.
0
Glitch8
 ( 7.81% )
- ago
#9
The hot-fix is released.
1
Best Answer
- ago
#10
How / where do I get hot-fix?
0
Glitch8
 ( 7.81% )
- ago
#11
Through the normal update process. It is Build 76.
0
- ago
#12
Today after updating to B76, one of my strategies sold one share after limit was reached, instead of closing the entire position. (The signal also shows 1 share when I rerun it.) Before I jump into troubleshooting, I thought I'd ask: Is this possibly a bug introduced by hot fix?
0
Glitch8
 ( 7.81% )
- ago
#13
Anything’s possible, but you say the strategy is issuing a sell signal for 1 share. I’d look at the strategy and position sizing, and you can email us the strategy so we can help figure out what’s going on.
0
Cone8
 ( 24.56% )
- ago
#14
It would be important to know which Trading Preferences > Portfolio Sync settings were enabled too.
0
- ago
#15
I see that my setting for Position Sizing is currently not correct. The position was opened on Thursday (based on a Wednesday signal). On Thursday WL crashed on me and I had to reconstruct the strategies in the SM that day. It's possible at that time I made an error setting the sizing for this strategy. The Thursday limit sell signal was issued on Thursday (for Friday close).

It's also the same day I upgraded to B76. Do you think there's a reasonable likelihood the upgrade could have changed the Position Sizing setting in the SM? Is the Position Size setting in the SM used for exits as well as entries?

In the Trading Preferences I do *not* have "Always Set Exit Quantity to Full Position Quantity" checked. This because I have other strategies where I sell partial positions based on signals. I have never found I needed this set for this strategy in order to sell the entire position, but now I'm not sure why.

In my code, I do not sell the position, I'm placing a trade without identifying quantity.
CODE:
            PlaceTrade(bars, TransactionType.Sell, OrderType.Limit, target, "Limit Sell Target");


How does WL determine how much of the position to sell in this case? Should I be using ClosePosition() instead?
0
Glitch8
 ( 7.81% )
- ago
#16
>>Do you think there's a reasonable likelihood the upgrade could have changed the Position Sizing setting in the SM?<<

That seems very unlikely.

>>Is the Position Size setting in the SM used for exits as well as entries?<<

No

>>How does WL determine how much of the position to sell in this case? Should I be using ClosePosition() instead?<<

WL finds a matching open position and sets the size of the exit accordingly. How it matches is controlled under Preferences, Backtest, Other Settings, Position Matching.
0
- ago
#17
It sounds like the default action for PlaceTrade() is to sell the entire position even if the "Always set ... full position quantity" box is not checked. And even if my Position Sizing setting was incorrect, it shouldn't have affected the exit quantity.

Then what are the possible explanations for why the strategy sold only one position, rather than the entire position?

You mentioned backtesting. If I had the Position Sizing setting to one share and ran the backtest, it is possible it only had one share in the Positions List, even though there were many more shares at the live broker?

Now that I think about it, I'm not sure my strategy ever looks at the live broker. It may depend fully on the backtest positions list for open positions and size of positions. That could explain it.
1

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