cgeorgan
06-29-2010, 12:15 PM
I have a bug I can reproduce with decent frequency:
First, I need a strategy where exit orders were not (for some reason) issued properly - a "broken position". Note that I have an unmanaged strategy but it seems to get order issuance right 99% of the time.
Anyways, this broken position shows a position in the "positions" tab; obviously no orders in the "orders" tab, and (most importantly) the chart has stopped running. Strategies are not run *from* the charts; rather I have the chart up which matches the time frame and will visually show trades.
Flattening the broken position will disable the strategy - no problem there. However, doing a complete historical re-load of the broken chart will cause a problem that requires shutdown.
EDIT - On re-load, the chart that caused this break will be loaded in a "messed up" fashion - i.e. no data from the prior session break until the time the chart started to re-load. If you manually re-load at that point, the entire chart will come up correctly.
First, I need a strategy where exit orders were not (for some reason) issued properly - a "broken position". Note that I have an unmanaged strategy but it seems to get order issuance right 99% of the time.
Anyways, this broken position shows a position in the "positions" tab; obviously no orders in the "orders" tab, and (most importantly) the chart has stopped running. Strategies are not run *from* the charts; rather I have the chart up which matches the time frame and will visually show trades.
Flattening the broken position will disable the strategy - no problem there. However, doing a complete historical re-load of the broken chart will cause a problem that requires shutdown.
EDIT - On re-load, the chart that caused this break will be loaded in a "messed up" fashion - i.e. no data from the prior session break until the time the chart started to re-load. If you manually re-load at that point, the entire chart will come up correctly.