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Date/Time: Sat, 27 Apr 2024 05:21:14 +0000



Post From: Attached Target:Limit orders automatically fill once Parent filled during replay

[2019-02-04 22:59:08]
Yoda - Posts: 106
I'm trying to use attached Target:Limit orders during a replay. However, when the parent order fills, the Target:Limit orders also automatically fill even though price never reached the targets.

If I change the target type from Target:Limit to Target:Market if Touched, then the replay works correctly and the targets are only filled once price touches the respective target.

Is there a switch or something that I need to throw for Target:Limit to work on a replay?

I've read through the following pages and cannot find anything that explains this behaviour:
Replaying Charts
Attached Orders

I've attached a screenshot showing the issue where the Targets were set as follows:

Target 1 10.00P | Qty 100 | Lmt
Target 2 20.00P | Qty 100 | Lmt
Target 3 30.00P | Qty 100 | MIT
Stop All | 10.00P | Stop | L

I then pushed Buy at the open today on AMZN and 300 shares were filled at 1624.40. The first 2 Target:Limits were immediately filled and SC is showing a profit of $3000 even though price had not yet traded above 1627 (no where near the targets). The 3rd Target:MIT is correctly showing as Open @ 1654.54
imageTarget Limit issue on Replay 2019-02-04 1847.png / V - Attached On 2019-02-04 22:56:17 UTC - Size: 490.12 KB - 242 views