I GIVE UP

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hilmy83 said:
Yes I think I'll try this. Cause today, after the pnl alert, it kept going with an open order.

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You mad about something? You're like a woman who holds grudges..

DOn't derail this thread bitch, let me do my thing and you figure out how to make a penny
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Is it your thing to cry about an algo that could have wiped your account?
And you are trying now to make people to fix your code? That shit code that you had to pay for?
Is that your "thing"?
 
a main problem here is that some think there is a determinant sequence of events. There isn't. You place an order at a price you think the market is at. Maybe you get a partial fill. Then you try to cancel. Get a partial fill. Get a too late to cancel. Get market updates. Compute signals. etc... Your oms, positions, quotes need to be tight
 
I think I figured it out. I have reversal cancel called out when target is hit. What I need to do is just have buy.cancel and sell.cancel call out to make sure it gets rid of those phantom orders that get "unlinked" from the sequence for whatever reason, like what happened today.

I think this would be like the fail safe check. Hopefully this will work.
 
2rosy said:
a main problem here is that some think there is a determinant sequence of events. There isn't. You place an order at a price you think the market is at. Maybe you get a partial fill. Then you try to cancel. Get a partial fill. Get a too late to cancel. Get market updates. Compute signals. etc... Your oms, positions, quotes need to be tight
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Yeah, a very weak algo that didn't care to check if orders went filled before trying anything else. As basic as it can get.
 
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