フォルツァ執行上の問題点 - ページ 149

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fxsaber:
成行注文の一部が約定し、残りの成行注文にポジションがぶら下がってしまうという事態に遭遇したことはありませんか？

よくあることです。

 
prostotrader:

よくあることです。

取り消された一部成行注文を表示してください。

 
fxsaber:

取り消された一部成行注文を表示してください。

すみません、マーケットオーダーという表現を誤解していたようです。

 

OpenerとMQがレイテンシーの問題を解決したようです。

2週間目、端末は正常に動作しています(Bild 2560)。

チュフチュフ...。

 
prostotrader:

OpenerとMQがレイテンシーの問題を解決したようです。

2週間目、端末は正常に動作しています(Bild 2560)。

チュフチュフ...。

端末自体のラグも、後のベータ版ではかなり解消されています。

 
証券取引所は、週末にSreaderをバージョンアップしています。月曜日にMetatraderで問題がないことを祈る)。
 

ブレーキをかけよう

2020.09.14 15:59:19.143 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:19.166 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:19.168 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:19.170 Trades  '41443': deal #82030384 buy 5 Si-9.20 at 75399 done (based on order #134195028)
2020.09.14 15:59:19.171 Trades  '41443': order #134195028 buy 5 / 5 Si-9.20 at market done in 27.568 ms
2020.09.14 15:59:20.001 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:20.025 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:20.025 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:20.030 Trades  '41443': order #134195032 buy 5 / 5 Si-9.20 at market done in 29.414 ms
2020.09.14 15:59:20.031 Trades  '41443': deal #82030386 buy 5 Si-9.20 at 75399 done (based on order #134195032)
2020.09.14 15:59:21.312 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:21.336 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:21.337 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:21.342 Trades  '41443': order #134195057 buy 5 / 5 Si-9.20 at market done in 29.918 ms
2020.09.14 15:59:21.344 Trades  '41443': deal #82030393 buy 3 Si-9.20 at 75396 done (based on order #134195057)
2020.09.14 15:59:21.346 Trades  '41443': deal #82030394 buy 2 Si-9.20 at 75396 done (based on order #134195057)
2020.09.14 15:59:22.656 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:22.680 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:22.681 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:22.686 Trades  '41443': order #134195066 buy 5 / 5 Si-9.20 at market done in 29.829 ms
2020.09.14 15:59:22.687 Trades  '41443': deal #82030400 buy 4 Si-9.20 at 75397 done (based on order #134195066)
2020.09.14 15:59:22.689 Trades  '41443': deal #82030401 buy 1 Si-9.20 at 75398 done (based on order #134195066)
2020.09.14 15:59:24.072 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:24.097 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:24.098 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:24.100 Trades  '41443': order #134195075 buy 5 / 5 Si-9.20 at market done in 27.903 ms
2020.09.14 15:59:24.101 Trades  '41443': deal #82030402 buy 5 Si-9.20 at 75393 done (based on order #134195075)
2020.09.14 15:59:25.336 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:25.359 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:25.360 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:25.368 Trades  '41443': order #134195086 buy 5 / 5 Si-9.20 at market done in 31.470 ms
2020.09.14 15:59:25.369 Trades  '41443': deal #82030403 buy 5 Si-9.20 at 75400 done (based on order #134195086)
2020.09.14 15:59:26.216 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:26.245 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:26.245 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:26.247 Trades  '41443': order #134195090 buy 5 / 5 Si-9.20 at market done in 31.242 ms
2020.09.14 15:59:26.250 Trades  '41443': deal #82030404 buy 1 Si-9.20 at 75399 done (based on order #134195090)
2020.09.14 15:59:26.252 Trades  '41443': deal #82030406 buy 4 Si-9.20 at 75400 done (based on order #134195090)
2020.09.14 15:59:27.136 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:27.159 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:27.160 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:27.161 Trades  '41443': order #134195097 buy 5 / 5 Si-9.20 at market done in 24.935 ms
2020.09.14 15:59:27.161 Trades  '41443': deal #82030408 buy 5 Si-9.20 at 75400 done (based on order #134195097)
2020.09.14 15:59:27.993 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:28.016 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:28.016 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:28.019 Trades  '41443': order #134195102 buy 5 / 5 Si-9.20 at market done in 25.454 ms
2020.09.14 15:59:28.019 Trades  '41443': deal #82030410 buy 5 Si-9.20 at 75400 done (based on order #134195102)
2020.09.14 15:59:28.841 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:28.864 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:28.865 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:28.869 Trades  '41443': order #134195109 buy 5 / 5 Si-9.20 at market done in 27.542 ms
2020.09.14 15:59:28.869 Trades  '41443': deal #82030415 buy 4 Si-9.20 at 75399 done (based on order #134195109)
2020.09.14 15:59:28.870 Trades  '41443': deal #82030416 buy 1 Si-9.20 at 75399 done (based on order #134195109)
2020.09.14 15:59:29.897 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:29.922 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:29.922 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:29.926 Trades  '41443': order #134195115 buy 5 / 5 Si-9.20 at market done in 28.643 ms
2020.09.14 15:59:29.927 Trades  '41443': deal #82030421 buy 5 Si-9.20 at 75408 done (based on order #134195115)
2020.09.14 15:59:30.657 Trades  '41443': exchange buy 5 Si-9.20 at market
2020.09.14 15:59:30.681 Trades  '41443': accepted exchange buy 5 Si-9.20 at market
2020.09.14 15:59:30.681 Trades  '41443': exchange buy 5 Si-9.20 at market placed for execution
2020.09.14 15:59:30.686 Trades  '41443': order #134195122 buy 5 / 5 Si-9.20 at market done in 28.736 ms
2020.09.14 15:59:30.687 Trades  '41443': deal #82030422 buy 5 Si-9.20 at 75410 done (based on order #134195122)
2020.09.14 16:00:01.309 Trades  '41443': cancel order #134194743 buy limit 25 Si-9.20 at 75281
2020.09.14 16:00:01.347 Trades  '41443': accepted cancel order #134194743 buy limit 25 Si-9.20 at 75281
2020.09.14 16:00:01.347 Trades  '41443': cancel order #134194743 buy limit 25 Si-9.20 at 75281 placed for execution
2020.09.14 16:00:01.357 Trades  '41443': cancel #134194743 buy limit 25 Si-9.20 at market done in 48.053 ms
 

トレーディング、自動売買システム、トレーディング戦略のテストに関するフォーラム

フォルツァ実行に関する質問

ドミトリー・スクブ, 2020.03.13 14:49

2020.03.13 10:28:32.425 トレード '10644': failed modify order #119361362 buy 0.00 GOLD-3.20 at market sl: 0.0 tp: 0.0 expiration: gtc -> 1640.6, sl: 0.0 tp: 0.0 expiration: day [Request rejected due to lack of network connection] [ネットワーク接続がないため、リクエストは却下されました...。

このメッセージは、似たようなものに出会ったので、検索してみました。

2020.09.26 22:40:10.437 Network '': connection to RoboForex-ECN lost
2020.09.26 22:42:13.192 Network '': connection to RoboForex-ECN lost
2020.09.26 22:44:16.250 Network '': connection to RoboForex-ECN lost
2020.09.26 22:46:19.003 Trades  '': failed buy stop 0.01 ETHBTC at 0.04290 [Request rejected due to absence of network connection]
2020.09.26 22:46:19.003 Network '': connection to RoboForex-ECN lost
2020.09.26 22:48:22.064 Network '': connection to RoboForex-ECN lost
2020.09.26 22:50:25.127 Network '': connection to RoboForex-ECN lost
2020.09.26 22:53:23.894 Network '': connection to RoboForex-ECN lost
2020.09.26 22:55:30.350 Network '': connection to RoboForex-ECN lost
2020.09.26 22:57:31.577 Network '': connection to RoboForex-ECN lost
2020.09.26 22:59:35.233 Network '': connection to RoboForex-ECN lost
2020.09.26 23:01:39.217 Network '': connection to RoboForex-ECN lost
2020.09.26 23:01:39.615 Trades  '': failed cancel order #182212542 buy stop 0.01 XRPUSD at 0.3417 [Request rejected due to absence of network connection]

このメッセージが発生する仕組みがわかりませんでした。

このサーバーでは定期的に発生します。このような再現性の高い病気は、開発者がもっと見直すべきかもしれませんね...。
 

mt5のディスカバリーサーバーが今どこにあるかご存知の方はいらっしゃいますか？

 

ポジションを閉じる ことができない

2020.12.16 22:23:56.532 Trades  '78402': exchange sell 1 Si-12.20 at market
2020.12.16 22:23:56.563 Trades  '78402': failed exchange sell 1 Si-12.20 at market [Market closed]
2020.12.16 22:23:58.108 Trades  '78402': exchange sell 1 Si-12.20 at market
2020.12.16 22:23:58.139 Trades  '78402': failed exchange sell 1 Si-12.20 at market [Market closed]
2020.12.16 22:23:58.794 Trades  '78402': exchange sell 1 Si-12.20 at market
2020.12.16 22:23:58.825 Trades  '78402': failed exchange sell 1 Si-12.20 at market [Market closed]
明日、ポジションが黒字でなければ、クレームを書かなければならない。カスタマーサービスは夜間は利用できない。留守番電話はメールに書き込むことを申し出て、電話を切った。
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