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Date/Time: Sun, 28 Apr 2024 13:05:23 +0000



Post From: Trades keep randomly closing.

[2021-05-05 03:57:48]
j4ytr4der_ - Posts: 918
I've had an issue for many months and I'm finally out of ideas as to what to look into, so I'm asking here in case anyone has any further suggestions.

I get trades randomly exiting themselves. Happens at least several times a week, always using the Sierra Sim Futures Trading Service.

The Trade Service Log shows nothing at all, and the Trade Activity tab of the Trade Activity Log shows the trade was exited, but without any Trade Window Configuration. You can see it was in place on entry, but on exit (sometimes just a few seconds later, other times longer) the "Notes" field is empty.

I have hit no button, or keystroke. I'm literally sitting here with my hands in my lap watching, and the trade exits. It's as if I had hit Move to BE+1, but of course I didn't. And my stop and target are 10 to 20 ticks away (ES bracket) and price never got anywhere even remotely close to it. Here is the Trade Activity data from the most recent instance of this just a little while ago:

ActivityType  DateTime  Symbol  OrderActionSource  InternalOrderID  ServiceOrderID  OrderType  Quantity  BuySell  Price  Price2  OrderStatus  FillPrice  FilledQuantity  TradeAccount  OpenClose  ParentInternalOrderID  PositionQuantity  FillExecutionServiceID  HighDuringPosition  LowDuringPosition  Note  AccountBalance  ExchangeOrderID  ClientOrderID
Fills  2021-05-04 21:58:45.002  ESM21  Trading Evaluator order update (Filled). Info: Trade simulation fill. Bid: 4170.75 Ask: 4171.00 Last: 4171.00. Text: Parent order. Tag: 7-WideBracket No Trail.twconfig  84021  822838  Market  4  Sell      Filled  4170.75  4  TESTING  Open    -4  822838.1      7-WideBracket No Trail.twconfig  0.00  822838  84021.97186
Fills  2021-05-04 21:58:48.346  ESM21  Trading Evaluator order update (Filled). Info: Trade simulation fill. Bid: 4171.00 Ask: 4171.25 Last: 4171.25  84024  822841  Market  4  Buy      Filled  4171.25  4  TESTING  Close      822841.1  4171.25  4171.00    0.00  822841  

I'm stumped, any ideas on what to look for anyone?