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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