Hi,
looks like order size scaling is working incorrectly when sending orders to TradeBullet.
In this case the original order size was 1150 and my scaling is 25% (with $10 000 max) so my order size should have been 288. Instead C2 sent to TradeBullet order to sell 138 and in the next sync 150 more was sold:
2012-05-03 17:17:14:057 (2012-05-03 14:17 UTC) Processing new Collective2 order: TB Order TB629246 <account number removed> PLACE SELL 138 HCII LIMIT 14.94 DAY, System: 1st , Signal: 73306490
Please check. Thanks,
- Panu
This was a Sell To Close order. For "to Close" orders, the quantity sent is based on the amount of the OPENING position your TradeBullet reported to us as filled. Signal 72481150 (one of the 2 legs which was the matching BTO order) was never acknowledged as filled, and thus the closing order size was smaller than you expected.
Matthew
OK, can you fix that? It’s not possible to autotrade without sync enabled so you can assume the position size always matches scaling.
- Panu
This is not really a bug. It’s the design: closing sizes are based on opening fill reports. I don’t think we’ll be able to change that.
Yes I understand this was built as a feature at the time when autosync was not yet working and thus autotrading was a pain. But nowadays when sync is available this feature causes more harm than good. Of course it could be made available as an option if someone for some reason would still like to use this feature.
Today I got again a big slippage because of this "feature". I really hope it can be turned off in the future.
