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Hyperactive Order Modifications - how to test?
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=3918		 Page 1 of 2
Author:  macman [ Wed Nov 05, 2014 8:22 pm ]
Post subject:  Hyperactive Order Modifications - how to test?
Guys,

A bit of background.
I have been quite happily running tests on EAs on demo accounts with Global Prime (Jeremy) until suddenly all GP accounts were no longer available - blacklisted :shock:

It seems one of the EAs has some rogue code which was sending an order modification every tick. This resulted in the plug being pulled and my VPS IP number is now blacklisted at GP.

I have narrowed the problem down to 4 possible culprits, as Jeremy could give me the account number involved, but how can I test for 'Hyperactive Order Modifications' - Jeremy's phrase not mine? :?:

Any ideas welcome.

Thanks
Author:  renexxxx [ Wed Nov 05, 2014 9:14 pm ]
Post subject:  Hyperactive Order Modifications - how to test?
Hi macman,

Do you have the source code available of the suspect EA? That would be the place to start.

Rene.
Author:  macman [ Wed Nov 05, 2014 9:25 pm ]
Post subject:  Hyperactive Order Modifications - how to test?
renexxxx » Wed Nov 05, 2014 9:14 pm wrote:Hi macman,

Do you have the source code available of the suspect EA? That would be the place to start.

Rene.
Yes, all four are from this forum and I strongly suspect one of the four.

Before going back to the members who supplied them, I was hoping for a test routine so that I was sure which of them is faulty and if the fault is a one off Empty4 event.

Thanks for your interest
Author:  mobthehop [ Wed Nov 05, 2014 11:53 pm ]
Post subject:  Hyperactive Order Modifications - how to test?
macman... did you check the journal tab of the EAs in question - just scroll thru it to find which one has an insane amount of order modification for same ticket number(s)...
Author:  macman [ Thu Nov 06, 2014 8:10 am ]
Post subject:  Hyperactive Order Modifications - how to test?
Hi mob,

Jeremy has just de-blacklisted my VPS, so back up and working again, but of course there is no longer any Journal information, as basically the account is reset their end which wipes the Journal.
Is there maybe a local copy on Empty4 somewhere I am now wondering?

However the real point behind the question is I want to code a safety routine to be added to all EAs which checks for Hyperactive Order Modifications.

Imagine a situation where an EA is running on a live account on your VPS and you also have 9 other live accounts all running with the same broker. An EA goes rogue and without any warning you are in danger of ALL your live accounts going down, when the IP block kicks in :o

I am not even sure you would get any warning from many brokers before the plug was pulled in this situation.

How long would it take to get your IP de-blacklisted with your broker?

The risk is huge here ....... and IMHO it needs fixing - at least on my own system.

Way above my coding skills, but I can imagine a global routine which checks for Hyperactive Order Modifications can't be that hard ...... can it :?:

Thanks for your reply.
Author:  macman [ Thu Nov 06, 2014 9:11 am ]
Post subject:  Hyperactive Order Modifications - how to test?
macman » Thu Nov 06, 2014 8:10 am wrote:Hi mob,

Jeremy has just de-blacklisted my VPS, so back up and working again, but of course there is no longer any Journal information, as basically the account is reset their end which wipes the Journal.
Is there maybe a local copy on Empty4 somewhere I am now wondering?
Scratch that question, as I have just found the log, so I can identify the culprit, but the core question remains - Is it possible to have a 'watching' routine?

Also a big thanks to Jeremy at Global Prime for his help - what a brilliant service. :clap:

Thanks
Author:  Jemook [ Thu Nov 06, 2014 10:17 am ]
Post subject:  Hyperactive Order Modifications - how to test?
macman » Thu Nov 06, 2014 8:11 pm wrote:
macman » Thu Nov 06, 2014 8:10 am wrote:Hi mob,

Jeremy has just de-blacklisted my VPS, so back up and working again, but of course there is no longer any Journal information, as basically the account is reset their end which wipes the Journal.
Is there maybe a local copy on Empty4 somewhere I am now wondering?
Scratch that question, as I have just found the log, so I can identify the culprit, but the core question remains - Is it possible to have a 'watching' routine?

Also a big thanks to Jeremy at Global Prime for his help - what a brilliant service. :clap:

Thanks
That's what we are there for :)

Issues like this give us an opportunity to shine..

You are always a pleasure to deal with! Thanks

Cheers,
Jeremy
Author:  Jemook [ Thu Nov 13, 2014 5:53 am ]
Post subject:  Hyperactive Order Modifications - how to test?
macman » Thu Nov 06, 2014 7:10 pm wrote:Imagine a situation where an EA is running on a live account on your VPS and you also have 9 other live accounts all running with the same broker. An EA goes rogue and without any warning you are in danger of ALL your live accounts going down, when the IP block kicks in :o

I am not even sure you would get any warning from many brokers before the plug was pulled in this situation.

How long would it take to get your IP de-blacklisted with your broker?
Sorry I missed this - to add to the discussion we would NEVER block an IP on live without getting in touch with the client first. On demo we try and get in touch as well but if someone puts their email address as sdxfsi@kjal.com or other random characters we can't get in touch with them :)

Another client also has issues with sending too many orders using 'Secret Bob’s Basket ea.' if that helps isolate which one is causing the issue.

Cheers,
Jeremy
Author:  macman [ Mon Nov 17, 2014 7:01 pm ]
Post subject:  Hyperactive Order Modifications - how to test?
Hi Jeremy,

The EA which caused the problem is called ALR_with_Spread_v8.5-mod. I am looking at automating part of the money management I teach to my students so have recently been testing various auto hedging type solutions.

I have asked the member who posted it, in a PM, if he can check out the code. So far no reply.

The original version ALR_with_Spread, may suffer from the same problem, as the above version is an update.

Hope this helps in case this problem comes your way again.

Best regards,
Author:  Jemook [ Mon Nov 17, 2014 8:21 pm ]
Post subject:  Hyperactive Order Modifications - how to test?
Thanks Macman! Will let anyone else facing a similar issue know.

Cheers
Jeremy
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