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Direct MessagesDate/Time: Sun, 05 May 2024 06:13:13 +0000
Post From: Trailing Stops in Bond Futures - TT
| [2014-03-13 08:41:51] |
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We do not observe a problem with this. We see no reason in the code why this would occur and we tested it using live trading data when connected to TT FIX. A Trailing Stop Attached Order did get automatically adjusted: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID
Order 2014-03-13 04:34:13.000 [Sim]ZB-201406-CBOT ZB-201406-CBOT 10 Min #1 | User order entry | Last: 132.0625 19799 Trailing Stop Sell 131 30/32 Pending Child Sim Close 19798 Order 2014-03-13 04:34:13.001 [Sim]ZB-201406-CBOT ZB-201406-CBOT 10 Min #1 | User order entry | Last: 132.0625 19798 Limit 1 Buy 132 8/32 Order Sent Sim Open Order 2014-03-13 04:34:13.002 [Sim]ZB-201406-CBOT Simulated order accepted 19798 19798 Limit 1 Buy 132 8/32 Open Sim Open Order 2014-03-13 04:34:13.003 [Sim]ZB-201406-CBOT Trade simulation fill. Bid: 132 7/32 Ask: 132 8/32 19798 19798 Limit 1 Buy 132 8/32 Filled 132 8/32 1 Sim Open Order 2014-03-13 04:34:13.005 [Sim]ZB-201406-CBOT Auto-sent child from parent fill 19799 Trailing Stop 1 Sell 131 30/32 Order Sent Sim Close 19798 Order 2014-03-13 04:34:13.006 [Sim]ZB-201406-CBOT Simulated order accepted 19799 19799 Trailing Stop 1 Sell 131 30/32 Open Sim Close 19798 Order 2014-03-13 04:34:37.000 [Sim]ZB-201406-CBOT ZB-201406-CBOT 10 Min #1 | User order modification 19799 19799 Trailing Stop 1 Sell 131 30/32 Pending Modify Sim Close 19798 Order 2014-03-13 04:34:37.001 [Sim]ZB-201406-CBOT Simulated order modify complete 19799 19799 Trailing Stop 1 Sell 131 28/32 Open Sim Close 19798 Order 2014-03-13 04:37:47.000 [Sim]ZB-201406-CBOT Auto trail order modification. Trigger price: 132.250000 19799 19799 Trailing Stop 1 Sell 131 28/32 Pending Modify Sim Close 19798 Order 2014-03-13 04:37:47.001 [Sim]ZB-201406-CBOT Simulated order modify complete 19799 19799 Trailing Stop 1 Sell 132 2/32 Open Sim Close 19798 Order 2014-03-13 04:37:47.002 [Sim]ZB-201406-CBOT Auto trail order modification. Trigger price: 132.343750 19799 19799 Trailing Stop 1 Sell 132 2/32 Pending Modify Sim Close 19798 Order 2014-03-13 04:37:47.003 [Sim]ZB-201406-CBOT Simulated order modify complete 19799 19799 Trailing Stop 1 Sell 132 5/32 Open Sim Close 19798 Order 2014-03-13 04:37:47.004 [Sim]ZB-201406-CBOT Auto trail order modification. Trigger price: 132.375000 19799 19799 Trailing Stop 1 Sell 132 5/32 Pending Modify Sim Close 19798 Order 2014-03-13 04:37:47.005 [Sim]ZB-201406-CBOT Simulated order modify complete 19799 19799 Trailing Stop 1 Sell 132 6/32 Open Sim Close 19798 Order 2014-03-13 04:37:49.001 [Sim]ZB-201406-CBOT Auto trail order modification. Trigger price: 132.781250 19799 19799 Trailing Stop 1 Sell 132 6/32 Pending Modify Sim Close 19798 Order 2014-03-13 04:37:49.002 [Sim]ZB-201406-CBOT Simulated order modify complete 19799 19799 Trailing Stop 1 Sell 132 19/32 Open Sim Close 19798 Order 2014-03-13 04:37:49.003 [Sim]ZB-201406-CBOT Trade simulation fill. Bid: 132 12/32 Ask: 133 5/32 19799 19799 Trailing Stop 1 Sell 132 19/32 Filled 132 12/32 1 Sim Close 19798 We recommend testing this during a chart replay since that is the easiest way to test a trailing stop especially when the replay runs at a fast speed. Do you notice a problem during a replay of ZB with the trailing stop getting automatically adjusted ? 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: 2014-03-13 08:44:12
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