Why isn't stack handler executing trades?

[pwholzel]

As you can see here, the stack handler did execute some trades, but I don't understand why it isn't executing more? For example, the position for US10 should be 4 contracts, so why doesn't stack handler execute a trade for +4? Thanks.

[tgibson11]

Because it says you have a position break in US10. Trades are not executed for instruments with a position break! (For good reason...your broker is saying your actual position is different than what pysystemtrade thinks.)

Broker says you are long 1 US10, but pysystemtrade shows nothing.

You need to do a balance trade to fix this. Then verify that it shows no more break.

[pwholzel]

Thanks, Todd. I ended up doing some manual trades to try to fix it, but now my contract stack is off. How would I fix that?

[tgibson11]

BALANCE trades! Not manual!

https://github.com/robcarver17/pysystemtrade/blob/master/docs/production.md#balance-trade-create-a-series-of-trades-and-immediately-fill-them-not-actually-executed

[tgibson11]

You can do them at the contract or instrument level...looks like you'll need both. Get contract positions in sync w/ broker first. Then balance the instruments & contracts. (I think)

[robcarver17]

As a general comment, these sorts of question indicate you haven't THOROUGHLY read and understood production.md.

Trading with real money on a automated trading system is a very serious business.

pst is not a plug and play solution.

[tgibson11]

This is only a paper trading account.

Still...I agree that these are rather basic operational issues. The OP should have a much better understanding of how pysystemtrade works before attempting to trade with real money.

[pwholzel]

I realize what I am doing seems strange, but I'm just trying to get the code to work at this point. I was getting an error when trying to balance the trade as Todd suggested, so resorted to manual trades.

I tried again today, by starting from scratch. I deleted my mongoDB, to start from a clean slate, then followed all of the steps here successfully, up till the instruction to schedule a cron tab: https://github.com/robcarver17/pysystemtrade/blob/3f069c8494078e2a548e286dd4f3d2e9a3e8913f/docs/production.md#quick-start-guide

Instead of scheduling the cron, I have been trying to step through each of the linux scripts separately, as I know I will encounter errors, so I want to be aware of where in the process they occur:
run_capital_update: success
run_daily_price_update: success
run_daily_fx_and_contract_udpates: success
run_daily_update_multiple_adjusted_prices: success
run_systems: success
run_strategy_order_generator: success
run_stack_handler: sucess ->Now at this point shouldn't trades have been executed on my paper account based on the positions determined by the "run_systems", so that I shouldn't have breaks, as shown below? No trades occurred, so I fiddled with balance trades, but it was giving me errors. Thanks as always for your input.

[tgibson11]

Now at this point shouldn't trades have been executed on my paper account based on the positions determined by the "run_systems", so that I shouldn't have breaks, as shown below? No trades occurred,

Probably not. That might happen if all desired orders could be placed and filled immediately, but that is usually not the case for various reasons (trading hours, market conditions)

You seem to have an incorrect understanding of how stack handler works.

See production docs:

In other words, you should not run stack handler manually, unless you're kicking it off to run continuously in the background like crontab would. It usually needs to attempt its various operations multiple times before all orders are completed.

You should use interactive_order_stack to do things manually.

so I fiddled with balance trades, but it was giving me errors.

You never mentioned an error trying to do a balance trade though...

[pwholzel]

Thanks, Todd. I didn't realize stack handler behaved differently when being run from cron. Maybe I will try that next. In any case here is the error I get when trying to balance the trades:

[tgibson11]

Sorry, I should have been more precise. It's not command line vs cron per se.

It's running continuously in a loop vs just one-and done. That is controlled by the max_executions settings in private_control_config. You should restore those to the defaults, or something similar.

[tgibson11]

I'll look into the other issue. For some reason it's not finding any strategies.

[tgibson11]

Ok...it tries to get a list of strategies from existing positions. But since you deleted your database, you probably don't have any existing positions.

This could be considered a bug, but since you already deleted your database, I would suggest just closing the positions at IB, and starting over.

[dcwtx]

@tgibson11 your consulting fees are going to be outrageous...!