Hello,
My previous topic concerned a Strategy that no longer worked with Ameritrade.
I created a new Strategy that, while it also does not work in Strategy Manager, was able to run through Backtest and generate signals.
It's two-parter and, after I placed one signal, the first part happened, but not the second.
The goal is to buy stocks that gap down 2.80% from yesterday's close. Then, once the order has been filled, send a limit order to sell the stock when it reaches yesterday's close.
My data is up to date and there were no warning messages.
Any idea as to why WL bought the stock but did not issue the sell order?
Thanks!
My previous topic concerned a Strategy that no longer worked with Ameritrade.
I created a new Strategy that, while it also does not work in Strategy Manager, was able to run through Backtest and generate signals.
It's two-parter and, after I placed one signal, the first part happened, but not the second.
The goal is to buy stocks that gap down 2.80% from yesterday's close. Then, once the order has been filled, send a limit order to sell the stock when it reaches yesterday's close.
My data is up to date and there were no warning messages.
Any idea as to why WL bought the stock but did not issue the sell order?
Thanks!
Rename
Have you tried switching it to Single Position?
I just tried it via Run Backtest.
It bought the stock, but did not send the sell order.
It bought the stock, but did not send the sell order.
It's selling on the same bar when I run it, are you not seeing these same bar exits?
I just read that you run the Strategy in a Strategy Window using Run Backtest. This won't trigger that same-bar exits on a fill. This will only happen when Strategies are auto-traded in the Strategy Monitor or in a Streaming Chart window.
Yes. I does it as a historical backtest, but not live.
Don't know if I need to change some setting. It buys just fine, but then doesn't create the sell order. That's what should happen with how the Strategy is written, right?
Don't know if I need to change some setting. It buys just fine, but then doesn't create the sell order. That's what should happen with how the Strategy is written, right?
It should happen if you are running the Strategy in the Strategy Monitor or in a Streaming Chart window, with AutoPlace activated.
I just tried it from both with no success.
Perhaps it's related to the problem Cone is helping with at:
https://wealth-lab.com/Discussion/Strategy-deactivates-itself-running-on-TDA-data-in-Strategy-Monitor-10639
Perhaps it's related to the problem Cone is helping with at:
https://wealth-lab.com/Discussion/Strategy-deactivates-itself-running-on-TDA-data-in-Strategy-Monitor-10639
I just tried running it again with Auto-Place enabled on my one-symbol DataSet that contains a stock that is still well within range, but no trade is placed at all, not even an opening one.
Earlier, I was able to at least get the buy out. All I can guess is that TDA is shutting things down.
Earlier, I was able to at least get the buy out. All I can guess is that TDA is shutting things down.
Okay, between your 2 threads on the subject, I think I've pieced it together .
You're using Streaming with Daily bars.
I'm not sure why you'd choose Streaming for Daily for the S. Monitor. It doesn't add any value there except the close the current daily bar with a streaming tick at the end of the session.
For Daily strategies in the S. Monitor, select Polling.
When the strategy runs, it will Signal the Buy at Limit order 2.8% below yesterday's close. You must have Auto-Place selected to place the order live. If you did that, at the moment the order is filled, the [Same-bar] Sell at Limit order will be automatically Placed by the system.
You're using Streaming with Daily bars.
I'm not sure why you'd choose Streaming for Daily for the S. Monitor. It doesn't add any value there except the close the current daily bar with a streaming tick at the end of the session.
For Daily strategies in the S. Monitor, select Polling.
When the strategy runs, it will Signal the Buy at Limit order 2.8% below yesterday's close. You must have Auto-Place selected to place the order live. If you did that, at the moment the order is filled, the [Same-bar] Sell at Limit order will be automatically Placed by the system.
Hey Hal, I dug further and did find something that looks to be blocking these fills, I'm working on it for the next Build.
Thanks Dion!
Hopefully, that will fix it.
I understand what Cone said; it's just strange that my original Strategy that only did the buys also doesn't work anymore.
Out of curiosity, if the next build doesn't get me working, would you recommend any o$ the other brokers/data providers. I'm still wanting to buy gaps and sell at the previous close. I've been using TOS to find the gaps and then using WL's SM to click a few and send the orders. So, just for order sending, and not autotrading.
Hopefully, that will fix it.
I understand what Cone said; it's just strange that my original Strategy that only did the buys also doesn't work anymore.
Out of curiosity, if the next build doesn't get me working, would you recommend any o$ the other brokers/data providers. I'm still wanting to buy gaps and sell at the previous close. I've been using TOS to find the gaps and then using WL's SM to click a few and send the orders. So, just for order sending, and not autotrading.
Hi Cone,
FYI: I ran my Strategy ran this morning, using polling, and it at least ran again. No idea why it didn't work yesterday, but did today, as I made no changes.
Still not sending the closing sell orders after the buy was filled. Neither using Streaming Data or Polling, nor having Auto-Place enabled or not, made any difference.
Hopefully, whatever Dion found will get the sell order part working. Thank you all for the time you're putting in to help me.
FYI: I ran my Strategy ran this morning, using polling, and it at least ran again. No idea why it didn't work yesterday, but did today, as I made no changes.
Still not sending the closing sell orders after the buy was filled. Neither using Streaming Data or Polling, nor having Auto-Place enabled or not, made any difference.
Hopefully, whatever Dion found will get the sell order part working. Thank you all for the time you're putting in to help me.
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