Support Board
Date/Time: Fri, 26 Apr 2024 13:17:45 +0000
Post From: Trade Execution Issue Upon Upgrade to Version 1983
[2020-02-21 03:56:18] |
User279754 - Posts: 38 |
Sure, here's activity from a 30-minute period (the full log would be overkill I think). You'll notice entries and exits every 5-min bar. If you review the chartbook I attached previously you'll see there are no exit signals being generated by the system. Somehow, although they are not apparent on the chart itself, they are generating in the log. If you review the criterion used in the exit algo, you will clearly see the criterion has not been met for these executions--the chart itself is a proper reflection of where all the executions should occur. This is why I believe there's some type of conflict within Sierra Chart causing these executions to trigger erroneously. Again, if you run it on v1981 you'll see that executions will only occur when signals appear on the chart, as they should. Thank you for your time in reviewing this. ActivityType DateTime Symbol Quantity OrderType BuySell FillPrice Price OrderStatus OrderActionSource Price2 InternalOrderID ServiceOrderID FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Fill 2020-02-16 19:55:00.007 [Sim]F.US.ENQH20 1 Market Buy 9655.00 Filled Trade simulation fill. Bid: 9654.75 Ask: 9655.00 Last: 9654.75 4914745 4914745 1 Sim1 Open 1 4914745.1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:55:00.006 [Sim]F.US.ENQH20 1 Market Buy 9655.00 Filled Trade simulation fill. Bid: 9654.75 Ask: 9655.00 Last: 9654.75 4914745 4914745 1 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:55:00.005 [Sim]F.US.ENQH20 1 Market Buy Open Simulated order accepted 4914745 4914745 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:55:00.004 [Sim]F.US.ENQH20 1 Market Buy Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:55:00.000 | Last: 9654.75 4914745 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:55:00.003 [Sim]F.US.ENQH20 1 Market Sell 9657.25 Filled Trade simulation fill. Bid: 9657.25 Ask: 9657.50 Last: 9657.50 4914744 4914744 1 Sim1 Close 4914744.1 9657.50 9657.50 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:55:00.002 [Sim]F.US.ENQH20 1 Market Sell 9657.25 Filled Trade simulation fill. Bid: 9657.25 Ask: 9657.50 Last: 9657.50 4914744 4914744 1 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:55:00.001 [Sim]F.US.ENQH20 1 Market Sell Open Simulated order accepted 4914744 4914744 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:55:00.000 [Sim]F.US.ENQH20 1 Market Sell Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:55:00.000 | Last: 9657.5 4914744 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:50:00.007 [Sim]F.US.ENQH20 1 Market Buy 9655.50 Filled Trade simulation fill. Bid: 9655.25 Ask: 9655.50 Last: 9655.25 4914743 4914743 1 Sim1 Open 1 4914743.1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:50:00.006 [Sim]F.US.ENQH20 1 Market Buy 9655.50 Filled Trade simulation fill. Bid: 9655.25 Ask: 9655.50 Last: 9655.25 4914743 4914743 1 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:50:00.005 [Sim]F.US.ENQH20 1 Market Buy Open Simulated order accepted 4914743 4914743 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:50:00.004 [Sim]F.US.ENQH20 1 Market Buy Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:50:00.000 | Last: 9655.25 4914743 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:50:00.003 [Sim]F.US.ENQH20 1 Market Sell 9660.75 Filled Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9661.00 4914742 4914742 1 Sim1 Close 4914742.1 9661.00 9660.75 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:50:00.002 [Sim]F.US.ENQH20 1 Market Sell 9660.75 Filled Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9661.00 4914742 4914742 1 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:50:00.001 [Sim]F.US.ENQH20 1 Market Sell Open Simulated order accepted 4914742 4914742 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:50:00.000 [Sim]F.US.ENQH20 1 Market Sell Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:50:00.000 | Last: 9661 4914742 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:45:00.007 [Sim]F.US.ENQH20 1 Market Buy 9661.00 Filled Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9660.75 4914741 4914741 1 Sim1 Open 1 4914741.1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:45:00.006 [Sim]F.US.ENQH20 1 Market Buy 9661.00 Filled Trade simulation fill. Bid: 9660.75 Ask: 9661.00 Last: 9660.75 4914741 4914741 1 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:45:00.005 [Sim]F.US.ENQH20 1 Market Buy Open Simulated order accepted 4914741 4914741 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:45:00.004 [Sim]F.US.ENQH20 1 Market Buy Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:45:00.000 | Last: 9660.75 4914741 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:45:00.003 [Sim]F.US.ENQH20 1 Market Sell 9664.00 Filled Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25 4914740 4914740 1 Sim1 Close 4914740.1 9664.25 9662.50 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:45:00.002 [Sim]F.US.ENQH20 1 Market Sell 9664.00 Filled Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25 4914740 4914740 1 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:45:00.001 [Sim]F.US.ENQH20 1 Market Sell Open Simulated order accepted 4914740 4914740 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:45:00.000 [Sim]F.US.ENQH20 1 Market Sell Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:45:00.000 | Last: 9664.25 4914740 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:40:00.007 [Sim]F.US.ENQH20 1 Market Buy 9663.50 Filled Trade simulation fill. Bid: 9663.25 Ask: 9663.50 Last: 9663.50 4914739 4914739 1 Sim1 Open 1 4914739.1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:40:00.006 [Sim]F.US.ENQH20 1 Market Buy 9663.50 Filled Trade simulation fill. Bid: 9663.25 Ask: 9663.50 Last: 9663.50 4914739 4914739 1 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:40:00.005 [Sim]F.US.ENQH20 1 Market Buy Open Simulated order accepted 4914739 4914739 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:40:00.004 [Sim]F.US.ENQH20 1 Market Buy Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:40:00.000 | Last: 9663.5 4914739 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:40:00.003 [Sim]F.US.ENQH20 1 Market Sell 9660.50 Filled Trade simulation fill. Bid: 9660.50 Ask: 9660.75 Last: 9660.50 4914738 4914738 1 Sim1 Close 4914738.1 9662.00 9660.50 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:40:00.002 [Sim]F.US.ENQH20 1 Market Sell 9660.50 Filled Trade simulation fill. Bid: 9660.50 Ask: 9660.75 Last: 9660.50 4914738 4914738 1 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:40:00.001 [Sim]F.US.ENQH20 1 Market Sell Open Simulated order accepted 4914738 4914738 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:40:00.000 [Sim]F.US.ENQH20 1 Market Sell Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:40:00.000 | Last: 9660.5 4914738 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:35:00.007 [Sim]F.US.ENQH20 1 Market Buy 9662.50 Filled Trade simulation fill. Bid: 9662.25 Ask: 9662.50 Last: 9662.50 4914737 4914737 1 Sim1 Open 1 4914737.1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:35:00.006 [Sim]F.US.ENQH20 1 Market Buy 9662.50 Filled Trade simulation fill. Bid: 9662.25 Ask: 9662.50 Last: 9662.50 4914737 4914737 1 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:35:00.005 [Sim]F.US.ENQH20 1 Market Buy Open Simulated order accepted 4914737 4914737 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:35:00.004 [Sim]F.US.ENQH20 1 Market Buy Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:35:00.000 | Last: 9662.5 4914737 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:35:00.003 [Sim]F.US.ENQH20 1 Market Sell 9660.25 Filled Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25 4914736 4914736 1 Sim1 Close 4914736.1 9660.50 9660.25 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:35:00.002 [Sim]F.US.ENQH20 1 Market Sell 9660.25 Filled Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25 4914736 4914736 1 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:35:00.001 [Sim]F.US.ENQH20 1 Market Sell Open Simulated order accepted 4914736 4914736 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:35:00.000 [Sim]F.US.ENQH20 1 Market Sell Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:35:00.000 | Last: 9660.25 4914736 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:30:00.007 [Sim]F.US.ENQH20 1 Market Buy 9660.50 Filled Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25 4914735 4914735 1 Sim1 Open 1 4914735.1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:30:00.006 [Sim]F.US.ENQH20 1 Market Buy 9660.50 Filled Trade simulation fill. Bid: 9660.25 Ask: 9660.50 Last: 9660.25 4914735 4914735 1 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:30:00.005 [Sim]F.US.ENQH20 1 Market Buy Open Simulated order accepted 4914735 4914735 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:30:00.004 [Sim]F.US.ENQH20 1 Market Buy Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:30:00.000 | Last: 9660.25 4914735 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:30:00.003 [Sim]F.US.ENQH20 1 Market Sell 9662.50 Filled Trade simulation fill. Bid: 9662.50 Ask: 9662.75 Last: 9662.75 4914734 4914734 1 Sim1 Close 4914734.1 9662.75 9662.00 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:30:00.002 [Sim]F.US.ENQH20 1 Market Sell 9662.50 Filled Trade simulation fill. Bid: 9662.50 Ask: 9662.75 Last: 9662.75 4914734 4914734 1 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:30:00.001 [Sim]F.US.ENQH20 1 Market Sell Open Simulated order accepted 4914734 4914734 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:30:00.000 [Sim]F.US.ENQH20 1 Market Sell Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:30:00.000 | Last: 9662.75 4914734 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:25:00.007 [Sim]F.US.ENQH20 1 Market Buy 9660.25 Filled Trade simulation fill. Bid: 9660.00 Ask: 9660.25 Last: 9660.00 4914733 4914733 1 Sim1 Open 1 4914733.1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:25:00.006 [Sim]F.US.ENQH20 1 Market Buy 9660.25 Filled Trade simulation fill. Bid: 9660.00 Ask: 9660.25 Last: 9660.00 4914733 4914733 1 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:25:00.005 [Sim]F.US.ENQH20 1 Market Buy Open Simulated order accepted 4914733 4914733 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:25:00.004 [Sim]F.US.ENQH20 1 Market Buy Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Entry | BuyEntry | Bar start date-time: 2020-02-16 19:25:00.000 | Last: 9660 4914733 Sim1 Open NQ_Algo_Trailing_Percent_Stop.twconfig Fill 2020-02-16 19:25:00.003 [Sim]F.US.ENQH20 1 Market Sell 9664.00 Filled Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25 4914732 4914732 1 Sim1 Close 4914732.1 9664.25 9661.00 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:25:00.002 [Sim]F.US.ENQH20 1 Market Sell 9664.00 Filled Trade simulation fill. Bid: 9664.00 Ask: 9664.25 Last: 9664.25 4914732 4914732 1 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:25:00.001 [Sim]F.US.ENQH20 1 Market Sell Open Simulated order accepted 4914732 4914732 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Order 2020-02-16 19:25:00.000 [Sim]F.US.ENQH20 1 Market Sell Order Sent Auto-trade: Bar Backtest: F.US.ENQH20 [CB] 5 Min #1 | Long Exit (Experimental) | BuyExit | Bar start date-time: 2020-02-16 19:25:00.000 | Last: 9664.25 4914732 Sim1 Close 1 NQ_Algo_Trailing_Percent_Stop.twconfig Date Time Of Last Edit: 2020-02-21 03:58:34
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