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Date/Time: Fri, 26 Apr 2024 03:09:33 +0000

Post From: sierra and t4, automated spreadsheet strategy

[2014-01-27 10:07:45] Link To Thread - Link To Post [Go To First Post]
User60591 - Posts: 39
Hi I'm running automated strategy from spreadsheet on tst combine, trading 6E Attached pls find screenshot of t4 and sierra. Second trade is a problem. Got filled sell 8 @ 13706 and got stopped out 7 @13713. One lot was missing on initial short. I was net -8, but the dome and sierra worked with -7. 1 lot was missing. Alldough it's visible on sierra, below you can see T4 dome and after the wrong fill there were no attached orders to that 1 contract that stayed. On the 3,th trade i missed a runner because to quantity was > 1 The same problem I noticed last week when I hit the buy market and sell market form attached orders window. I tryed it on 10 lots and the 1 contract was left also. Is there a problem with order types? I have target: limit, stop:stop. What will happen in a case if I'm short 10 6E on a live market @ 13700 with stop @13707, and the price comes to 13707, but there were only 6 contracts traded and I was 1'st in the queue? will I be left with 4 contracts or the rest of it will go market order @ 13699? How the simulator deals with this problem? my spreadsheet setting are on page 2. thank you


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