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Date/Time: Sat, 18 May 2024 15:56:44 +0000



Post From: Rithmic spread orders rejections

[2020-02-24 17:38:50]
User758616 - Posts: 2
Hi SC,

Do you have an ETA for the implementation to allow trading on
custom spread symbols?

For the limited time (a few days) I tried the custom symbol spread chart,
I have experienced "bad tick" on two days. My OCO order got hit (on
one leg in simulation mode) on THOUSANDs points away from the market. I needed
to stop the chart and deleted the file and reloaded it to get rid of
the bad tick. I hope Sierra Chart would work on the "filter" to make sure
that this will not happened during actual trading.

The above bad ticks only happened to the "custom spread symbol chart"
(under simulation mode) and NOT to the spread chart created using the
subchart study "difference" method. I had both charts displaced at the same
time hence realized the shortcoming (bad tick - under simulation mode) on the
"custom spread symbol chart". So for anyone reading this - you been warned.
Hopefully when Sierra Charts finally introduce this feature, they will
apply a meaningful and effective "filter" to ensure this will not happened.

Yes, the best solution is to trade "Exchanged generated spread symbol" -
ah one day!