I am testing strategy with BID and OFFER orders. I have placed both orders and receive these messages: 05:22:56 Positions: 45368065; 45368064 MERGED, result position closed 05:22:55 Merge in progress... 05:22:55 OFFER #174083705 FILLED FULLY 05:22:55 Merge request with label EURUSD2 sent for positions: 45368065, 45368064 at 2012-12-18 05:22:55.997 GMT by the strategy "__EA_MarketMaking": from the local computer 05:22:55 Order FILLED at 1.31731 USD (#174083762 Parent Order #174083705 PLACE OFFER 0.001 mil. EUR/USD @ 1.31731 EXPIRES: 2012-12-18 08:06:33) - Position #45368065 05:20:26 BID #174083704 FILLED FULLY 05:20:25 Order FILLED at 1.31723 USD (#174083737 Parent Order #174083704 PLACE BID 0.001 mil. EUR/USD @ 1.31723 EXPIRES: 2012-12-18 08:06:33) - Position #45368064 05:19:53 OFFER ACCEPTED: #174083705 PLACE OFFER 0.001 mil. EUR/USD @ 1.31731 EXPIRES: 2012-12-18 08:06:33 - Position #45368065 05:19:53 BID ACCEPTED: #174083704 PLACE BID 0.001 mil. EUR/USD @ 1.31723 EXPIRES: 2012-12-18 08:06:33 - Position #45368064 05:19:51 Order PLACE OFFER 1000 EUR/USD @ 1.31731 EXPIRES:2012-12-18 08:06:33.779 GMT is sent at 2012-12-18 05:19:53.906 GMT by the strategy "__EA_MarketMaking": from the local computer 05:19:51 Order PLACE BID 1000 EUR/USD @ 1.31723 EXPIRES:2012-12-18 08:06:33.779 GMT is sent at 2012-12-18 05:19:53.906 GMT by the strategy "__EA_MarketMaking": from the local computer 05:18:52 Strategy "__EA_MarketMaking" is started at 2012-12-18 05:18:55.673 GMT on the local computer with parameters "Trading configuration file"=[C:\FX\FX_Java_Tester\NoDirectionTradingMultipair.ini], "Trading main pair only"=[true], "Trading logs path"=[C:\FX\FX_Java_Tester\], "MT4 Calculation"=[false], "MT4 Calculation trading"=[false], "Java Calculation"=[true], "Java Calculation trading"=[true], "SocketServerAddress"=[172.20.2.135], "SocketServerPort"=[5844] 05:18:52 Strategy Disclaimer rev.1 is accepted. 05:18:52 Starting "__EA_MarketMaking" strategy at 2012-12-18 05:18:55.532 GMT on the local computer
But in intraday statement and settled was something realy different:
Trade ID Position ID Trade Date Instrument Primary Amount Prim. Cur. Price Secondary Amount Sec. Cur. Current Price Curr. Sec. Amount Curr. Sec. Cur. Order ID EUR/USD 122020319 45368090 18.12.2012 05:20:25 EUR/USD 1 000.00 EUR 1.317322 -1 317.32 USD 1.3174 -1 317.40 USD 174083704 122020333 45368090 18.12.2012 05:22:55 EUR/USD -1 000.00 EUR 1.317218 1 317.22 USD 1.3174 1 317.40 USD 174083705 0.00 EUR P/L -0.10 USD
So I am reporting this as an error and I would like to know, how these orders works in live environment. Both orders were submited with 0 as slippage in pips.
Thanks a lot
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File comment: Intraday statement
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File comment: Logs in messages window
messages.txt [2.47 KiB]
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