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Order rejected...why??
 Post subject: Order rejected...why?? Post rating: 0   New post Posted: Mon 17 Nov, 2014, 10:36 
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Joined: Fri 14 Nov, 2014, 15:13
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Location: Italy, Venaria Reale
Good morning, I need your help with my strategy developed with Java JForex SDK. I run history test from 1/1/2006 to 24/10/2014, sometimes it runs without problem but other time when I submit the order jforex platform reject them with the following reasons.

In particular it shows me two kind of strange messages, eg:

1) reasons: ORDER_SUBMIT_REJECTED - System offline order

2) reasons: ORDER_SUBMIT_REJECTED - No liquidity order

The second reason is very strange because i tested my strategy using a big account (50.000 Eur) with an high leverage (1:100) and small size position. Furthermore system show me that message, but after that error, often strategy run well for next operations.

here my complete trade log with few more info...
Can you help me?

Dott. Sergio Vinci
(+39)3466686682
[email protected]

------TRADE log----

>
> 22:38:56 onStop
> 22:38:56 Order open failed: TS_USD_JPY_SELL_1d6918fb--- CANCELED SELL 0.00215 @ 0.0 reasons:ORDER_SUBMIT_REJECTED - System offline order: CANCELED SELL 0.00215 @ 0.0
> 22:38:56 Order closed label: TS_GBP_USD_BUY_1c1dab2a#1.59904#-4.36#[6] Sat 01/11/2014 00:00:00
> 22:38:56 Submit Order TS_USD_JPY_SELL_1d6918fb instr USD/JPY action SELL
> 22:38:55 Order closed label: TS_USD_JPY_SELL_08bf2ec5#109.914#-50.96#[5] Fri 31/10/2014 04:44:37
> 22:38:55 Submit Order TS_USD_JPY_SELL_08bf2ec5 instr USD/JPY action SELL
> 22:38:54 Order closed label: TS_USD_JPY_BUY_85cdb180#108.837#84.0#[4] Thu 30/10/2014 00:00:00
> 22:38:54 Submit Order TS_GBP_USD_BUY_1c1dab2a instr GBP/USD action BUY
> 22:38:53 Order open failed: TS_EUR_JPY_SELL_32ab90d9--- CANCELED SELL 0.00771 @ 0.0 reasons:ORDER_SUBMIT_REJECTED - No liquidity order: CANCELED SELL 0.00771 @ 0.0
> 22:38:53 Submit Order TS_EUR_JPY_SELL_32ab90d9 instr EUR/JPY action SELL
> 22:38:52 Submit Order TS_USD_JPY_BUY_85cdb180 instr USD/JPY action BUY
> 22:38:50 Order open failed: TS_GBP_USD_SELL_4e60ee65--- CANCELED SELL 0.00772 @ 0.0 reasons:ORDER_SUBMIT_REJECTED - System offline order: CANCELED SELL 0.00772 @ 0.0
> 22:38:50 Order closed label: TS_EUR_USD_BUY_eb2720fd#1.26688#12.23#[6] Sat 25/10/2014 00:00:00
> 22:38:50 Submit Order TS_GBP_USD_SELL_4e60ee65 instr GBP/USD action SELL
> 22:38:49 Order open failed: TS_EUR_JPY_SELL_aed760aa--- CANCELED SELL 0.00381 @ 0.0 reasons:ORDER_SUBMIT_REJECTED - No liquidity order: CANCELED SELL 0.00381 @ 0.0
> 22:38:49 Order closed label: TS_EUR_USD_BUY_74b7701d#1.26492#-25.04#[5] Fri 24/10/2014 00:00:00
> 22:38:49 Submit Order TS_EUR_JPY_SELL_aed760aa instr EUR/JPY action SELL
> 22:38:48 Order closed label: TS_GBP_USD_SELL_4b2dff4e#1.60448#55.37#[4] Thu 23/10/2014 00:00:00
> 22:38:48 Submit Order TS_EUR_USD_BUY_eb2720fd instr EUR/USD action BUY
> 22:38:47 Submit Order TS_EUR_USD_BUY_74b7701d instr EUR/USD action BUY
> 22:38:46 Order closed label: TS_GBP_JPY_SELL_9b2d6311#172.711#-22.8#[2] Tue 21/10/2014 00:00:00
> 22:38:46 Submit Order TS_GBP_USD_SELL_4b2dff4e instr GBP/USD action SELL
> 22:38:43 Order open failed: TS_USD_JPY_SELL_5e9bd6b8--- CANCELED SELL 0.00845 @ 0.0 reasons:ORDER_SUBMIT_REJECTED - System offline order: CANCELED SELL 0.00845 @ 0.0
> 22:38:43 Order closed label: TS_EUR_USD_SELL_58deb6ce#1.27609#11.33#[6] Sat 18/10/2014 00:00:00
> 22:38:43 Submit Order TS_USD_JPY_SELL_5e9bd6b8 instr USD/JPY action SELL
> 22:38:42 Order closed label: TS_GBP_USD_BUY_ab90ccb9#1.6095#51.14#[5] Fri 17/10/2014 00:00:00
> 22:38:42 Submit Order TS_GBP_JPY_SELL_9b2d6311 instr GBP/JPY action SELL
> 22:38:41 Submit Order TS_EUR_USD_SELL_58deb6ce instr EUR/USD action SELL
> 22:38:41 Order closed label: TS_EUR_GBP_SELL_7544152e#0.80018#-50.55#[3] Wed 15/10/2014 13:29:37
> 22:38:40 Submit Order TS_GBP_USD_BUY_ab90ccb9 instr GBP/USD action BUY
> 22:38:39 Submit Order TS_EUR_GBP_SELL_7544152e instr EUR/GBP action SELL
> 22:38:37 Order open failed: TS_EUR_JPY_BUY_6a24cfbe--- CANCELED BUY 0.00551 @ 0.0 reasons:ORDER_SUBMIT_REJECTED - System offline order: CANCELED BUY 0.00551 @ 0.0
> 22:38:37 Submit Order TS_EUR_JPY_BUY_6a24cfbe instr EUR/JPY action BUY
> 22:38:36 Order open failed: TS_EUR_JPY_BUY_0ed9ef2e--- CANCELED BUY 0.00575 @ 0.0 reasons:ORDER_SUBMIT_REJECTED - No liquidity order: CANCELED BUY 0.00575 @ 0.0
> 22:38:36 Order closed label: TS_USD_JPY_BUY_30f116f6#107.83#-8.83#[5] Fri 10/10/2014 00:00:00
> 22:38:36 Submit Order TS_EUR_JPY_BUY_0ed9ef2e instr EUR/JPY action BUY
> 22:38:35 Order open failed: TS_EUR_JPY_SELL_dd24833e--- CANCELED SELL 0.00548 @ 0.0 reasons:ORDER_SUBMIT_REJECTED - No liquidity order: CANCELED SELL 0.00548 @ 0.0
> 22:38:35 Order closed label: TS_EUR_USD_SELL_6e45a93a#1.27426#-30.45#[4] Thu 09/10/2014 00:00:00
> 22:38:35 Submit Order TS_EUR_JPY_SELL_dd24833e instr EUR/JPY action SELL
> 22:38:34 Submit Order TS_USD_JPY_BUY_30f116f6 instr USD/JPY action BUY
> 22:38:33 Order closed label: TS_GBP_JPY_BUY_49aefef4#174.995#-7.46#[2] Tue 07/10/2014 00:00:00
> 22:38:33 Submit Order TS_EUR_USD_SELL_6e45a93a instr EUR/USD action SELL
> 22:38:31 Order open failed: TS_EUR_USD_BUY_45b4e873--- CANCELED BUY 0.00371 @ 0.0 reasons:ORDER_SUBMIT_REJECTED - System offline order: CANCELED BUY 0.00371 @ 0.0
> 22:38:31 Submit Order TS_EUR_USD_BUY_45b4e873 instr EUR/USD action BUY
> 22:38:30 Submit Order TS_GBP_JPY_BUY_49aefef4 instr GBP/JPY action BUY
> 22:38:29 Order closed label: TS_GBP_JPY_BUY_3ab752d2#174.468#-51.91#[4] Thu 02/10/2014 15:40:37
> 22:38:29 Submit Order TS_GBP_JPY_BUY_3ab752d2 instr GBP/JPY action BUY
> 22:38:28 onStart


 
 Post subject: Re: Order rejected...why?? Post rating: 0   New post Posted: Mon 24 Nov, 2014, 13:51 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Please provide application + strategy pair that replicates the case.


 
 Post subject: Re: Order rejected...why?? Post rating: 0   New post Posted: Mon 24 Nov, 2014, 14:25 
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Joined: Fri 14 Nov, 2014, 15:13
Posts: 5
Location: Italy, Venaria Reale
Greetings,

My test parameters:

tester account:
initial deposit: 50.000 EUR;
Leverage 100:
MC: 200
MC Equity: 0
Commission Default and Overnights Default

Instruments:
USDJPY; GBPUSD; EURJPY; EURGBP; GBPJPY; EURUSD

1 minute, Bid, 4 ticks OHLC

Thanks for your support!


 
 Post subject: Re: Order rejected...why?? Post rating: 0   New post Posted: Tue 25 Nov, 2014, 10:17 
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Posts: 6139
1) System offline - means that your strategy is trying to trade on weekends when market is closed.

2) No liquidity - happens if your strategy is trying to trade instrument that you didn't select in historical tester or data for that instrument wasn't loaded. We couldn't find any problems with that in latest JForex platform release so it's either fixed, or you just didn't select all instruments your strategy trade.


 
 Post subject: Re: Order rejected...why?? Post rating: 0   New post Posted: Thu 27 Nov, 2014, 11:29 
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Joined: Fri 14 Nov, 2014, 15:13
Posts: 5
Location: Italy, Venaria Reale
Thanks!


 

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