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Direct MessagesDate/Time: Sun, 05 May 2024 09:05:56 +0000
Post From: After SC update, automated strategy opens more contracts than allowed
| [2020-06-16 20:10:31] |
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We tested this and we cannot reproduce. These are the results: Submitting a new order with a Position of 1 when 'Multiple Entries in Same Direction' is not enabled: Auto-trade: Replay 15X: ESM20[M] 1 Min #1 | 202006 | BuyEntry | Bar start date-time: 2020-06-16 05:53:00.000 | BuyEntry signal is ignored because a Long position exists or working order quantities indicate a potential Long position, and 'Multiple Entries in Same Direction' is not enabled. Position: 1. Position with all working orders: 1. Position with Market working orders: 1 | 2020-06-16 16:05:05.181 Submitting an order with a quantity of 1 when there is a position of 1: Auto-trade: Replay 15X: ESM20[M] 1 Min #1 | 202006 | BuyEntry | Bar start date-time: 2020-06-16 06:07:00.000 | BuyEntry signal is ignored because maximum Long Position quantity allowed has been reached or would be exceeded with new order. Max. Position allowed: 1. Resulting Position without working orders: 2. Resulting Position with all working orders except exits: 2. Resulting Position with Market working orders: 2 | 2020-06-16 16:05:59.906 Trying to use an order quantity of 3 from a flat position: Auto-trade: Replay 15X: ESM20[M] 1 Min #1 | 202006 | BuyEntry | Bar start date-time: 2020-06-16 06:50:00.000 | BuyEntry signal is ignored because maximum Long Position quantity allowed has been reached or would be exceeded with new order. Max. Position allowed: 1. Resulting Position without working orders: 3. Resulting Position with all working orders except exits: 3. Resulting Position with Market working orders: 3 | 2020-06-16 16:08:52.569 Relevant documentation: Automated Trading Management: MaximumPositionAllowed Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-06-16 20:12:33
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