Observed multiple times there are missing alerts to trigger order in stream mode ( Fidelity stream, 1 m, TQQQ and SQQQ pair)

Trades generated by a strategy:
Long TQQQ 217 5/29/2020 11:27 79.42 5/29/2020 11:31 79.42 0 $0.00 5 $0.00 Short to Long Buy Short -0.2 0.3
Long SQQQ 1,756 5/29/2020 11:31 9.848 5/29/2020 11:35 9.84 -0.08 ($13.70) 5 ($2.74) Long to Short Buy Long -0.18 0.58
Long TQQQ 217 5/29/2020 11:35 79.438 5/29/2020 11:43 79.685 0.31 $53.51 9 $5.95 Short to Long Buy Short -0.3 0.47

Actual Orders auto-placed from alerts

PaperAccount1 5/29/2020 11:26 Filled TQQQ Buy Market 218
PaperAccount1 5/29/2020 11:34 Filled TQQQ Buy Market 218
PaperAccount1 5/29/2020 11:42 Filled TQQQ Sell Market 436


There are three alerts missing ( sell TQQQ at 5/29/2020 11:31, buy SQQQ at 5/29/2020 11:31 and sell 5/29/2020 11:35). However portfolio-sync allows to sell TQQQ one time.

Please help to advise how to handle this case?

Thanks

Greg

If you wish to troubleshoot this, the most important and missing pieces are:

1) your strategy code,
2) data loading + position sizing settings,
3) Wealth-Lab's preferences (Backtest, Slippage, Advanced and Trading).

Do we have stream simulator to debug?

Let's not get sidetracked.

And since you're apparently trading a pairs strategy in Streaming mode, here's what you need to know as employment notes: Choosing optimal trading tool: Strategy Monitor or Strategy window

Eugene,

Great information. The missing alerts occurred randomly.

Since SellAtMarket for stock 1 and BuyAtMarket for stock 2 at the same coming bar, needs to have a routine to makes sure that the secondary data is available.

Thanks a lot.

At your service.