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Issues with OL Stops after PR-2J

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Vinay

Posts: 640

Joined: 12/9/2011
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Subject : Issues with OL Stops after PR-2J
Posted : 9/17/2021 10:15 AM
Post #48284

Barry,

While running ToDoList analysis on an EOD profile containing nearly 1100 symbols I am getting the following error in 1 or 2 symbols everyday since I updated OT to PR-2J.





After lots of investigation I narrowed down the issue to the attached Stop. If I remove this particular stop from the strategies then I am not getting this error. Please note that I have been using this stop continuously since last 2 years and have never encountered this issue. I have also noticed that this error occurs on the day this stop fires an exit while processing a symbol. So one day this error appears on one symbol and on next day it appears while processing another symbol. It does not happens on the same symbol next day which is understandable because that symbol is no longer in trade.

I have OT installed on another laptop which has PR-2H and I am not facing this issue there with the same set of data, profile, strategies etc. It appears that something has changed between PR-2H and PR-2J in the way OT is processing Stops which is causing this issues.

P.S. I had skipped PR-2I, so I can't say whether this issue was introduced by PR-2I or PR-2J.

Attached file : Error.jpg (24KB - 338 downloads)
Attached file : InactivityAdvanced.txt (1KB - 254 downloads)

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Barry Cohen

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Subject : RE: Issues with OL Stops after PR-2J
Posted : 9/17/2021 12:11 PM
Post #48286 - In reply to #48284

Can you get me the strategy as well please?
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Vinay

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Subject : RE: Issues with OL Stops after PR-2J
Posted : 9/17/2021 12:18 PM
Post #48287 - In reply to #48284

It is not strategy dependent. If you run any long tern positional strategy with this stop (in addition of any other stops) on a fairly long focus list (1000+) you should get this error. This error appears when any symbol triggers this (InactivityAdvanced) stop. I have checked this with multiple strategies.

Important thing to reproduce this error is that InactivityAdvanced stop should get triggered.


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Barry Cohen

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Subject : RE: Issues with OL Stops after PR-2J
Posted : 9/17/2021 12:33 PM
Post #48288 - In reply to #48287

I have it triggering on symbols without an error. I think I need a strategy that generates the error. Any strategy you can give me that gets the error will do.
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Vinay

Posts: 640

Joined: 12/9/2011
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Subject : RE: Issues with OL Stops after PR-2J
Posted : 9/17/2021 1:09 PM
Post #48289 - In reply to #48284

Barry,

I have mailed you Strategy and Data files to reproduce the error.




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