Problem when use PlaceStopOrderAsync and ClosePositionAsync
Problem when use PlaceStopOrderAsync and ClosePositionAsync
12 Aug 2018, 09:12
Dear cTrader,
My robot use use PlaceStopOrderAsync and ClosePositionAsync to place orders and close positions when coditions met.
I notice that the time that these command run between live trade and back tect are difference. If in back test, the command for all orders or all positions opened or closed will be issued in same time, but in live trade, it's not same
For back test:
20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,32151) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32438) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,32121) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32468) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,32091) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32498) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,32061) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32528) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,32031) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32558) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,32001) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32588) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31971) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32618) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31941) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32648) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31911) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32678) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31881) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32708) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31851) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32738) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31821) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32768) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31791) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32798) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31761) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32828) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31731) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32858) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31701) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32888) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31671) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32918) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31641) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32948) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31611) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,32978) 20/07/2018 19:29:27.255 | Placing Stop Order to Sell 41000 USDCAD (Price: 1,31581) 20/07/2018 19:29:27.255 | Placing Stop Order to Buy 41000 USDCAD (Price: 1,33008)
20/07/2018 19:30:04.372 | Closing position PID4 20/07/2018 19:30:04.372 | Closing position PID8 20/07/2018 19:30:04.372 | Closing position PID12 20/07/2018 19:30:04.372 | Closing position PID16 20/07/2018 19:30:04.372 | Closing position PID84 20/07/2018 19:30:04.372 | Closing position PID88 20/07/2018 19:30:04.372 | Closing position PID92 20/07/2018 19:30:04.372 | Closing position PID96 20/07/2018 19:30:04.372 | Closing position PID100 20/07/2018 19:30:04.372 | Closing position PID104 20/07/2018 19:30:04.372 | Closing position PID108 20/07/2018 19:30:04.372 | Closing position PID112 20/07/2018 19:30:04.372 | Closing position PID116 20/07/2018 19:30:04.372 | Closing position PID120 20/07/2018 19:30:04.372 | Closing position PID20 20/07/2018 19:30:04.372 | Closing position PID24 20/07/2018 19:30:04.372 | Closing position PID28 20/07/2018 19:30:04.372 | Closing position PID32 20/07/2018 19:30:04.372 | Closing position PID36 20/07/2018 19:30:04.372 | Closing position PID40 20/07/2018 19:30:04.372 | Closing position PID44 20/07/2018 19:30:04.372 | Closing position PID48 20/07/2018 19:30:04.372 | Closing position PID52 20/07/2018 19:30:04.372 | Closing position PID56 20/07/2018 19:30:04.372 | Closing position PID60 20/07/2018 19:30:04.372 | Closing position PID64 20/07/2018 19:30:04.372 | Closing position PID68 20/07/2018 19:30:04.372 | Closing position PID72 20/07/2018 19:30:04.372 | Closing position PID76
For live trade:
20/07/2018 19:29:27.013 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,32140) 20/07/2018 19:29:27.013 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32445) 20/07/2018 19:29:27.013 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,32100) 20/07/2018 19:29:27.013 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32485) 20/07/2018 19:29:27.013 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,32060) 20/07/2018 19:29:27.013 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32525) 20/07/2018 19:29:27.029 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,32020) 20/07/2018 19:29:27.029 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32565) 20/07/2018 19:29:27.029 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31980) 20/07/2018 19:29:27.029 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32605) 20/07/2018 19:29:27.029 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31940) 20/07/2018 19:29:27.029 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32645) 20/07/2018 19:29:27.029 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31900) 20/07/2018 19:29:27.029 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32685) 20/07/2018 19:29:27.029 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31860) 20/07/2018 19:29:27.029 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32725) 20/07/2018 19:29:27.029 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31820) 20/07/2018 19:29:27.029 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32765) 20/07/2018 19:29:27.029 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31780) 20/07/2018 19:29:27.060 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32805) 20/07/2018 19:29:27.076 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31740) 20/07/2018 19:29:27.076 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32845) 20/07/2018 19:29:27.076 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31700) 20/07/2018 19:29:27.076 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32885) 20/07/2018 19:29:27.076 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31660) 20/07/2018 19:29:27.076 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32925) 20/07/2018 19:29:27.076 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31620) 20/07/2018 19:29:27.076 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,32965) 20/07/2018 19:29:27.076 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31580) 20/07/2018 19:29:27.076 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,33005) 20/07/2018 19:29:27.076 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31540) 20/07/2018 19:29:27.076 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,33045) 20/07/2018 19:29:27.076 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31500) 20/07/2018 19:29:27.076 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,33085) 20/07/2018 19:29:27.076 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31460) 20/07/2018 19:29:27.076 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,33125) 20/07/2018 19:29:27.076 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31420) 20/07/2018 19:29:27.091 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,33165) 20/07/2018 19:29:27.091 | Placing Stop Order to Sell 3000 USDCAD (Price: 1,31380) 20/07/2018 19:29:27.091 | Placing Stop Order to Buy 3000 USDCAD (Price: 1,33205)
20/07/2018 19:30:04.453 | Closing position PID16702410 20/07/2018 19:30:04.453 | Closing position PID16702412 20/07/2018 19:30:04.453 | Closing position PID16702408 20/07/2018 19:30:04.453 | Closing position PID16702461 20/07/2018 19:30:04.469 | Closing position PID16702459 20/07/2018 19:30:04.469 | Closing position PID16702463 20/07/2018 19:30:04.485 | Closing position PID16702434 20/07/2018 19:30:04.500 | Closing position PID16702432
I have 2 questions:
1. Why PlaceStopOrderAsync and ClosePositionAsync NOT issued command same time in live trade? Does cTrader prevent robot open or close too many positions in one time?
2. Beside PlaceStopOrderAsync and ClosePositionAsync, have another method that has same problem?
Thanks!
PanagiotisCharalampous
13 Aug 2018, 10:04
Hi nguyenbaocuong,
Time difference between placing orders is natural and expected as there is processing time involved. You cannot expect instant order placement in a live environment. Backtesting is just a simulation, there is no trading taking place, there is communication with the server, neither time progression can be simulated in millisecond accuracy, therefore processing time might not be represented accurately.
Best Regards,
Panagiotis
@PanagiotisCharalampous