Support Board
Date/Time: Wed, 30 Apr 2025 20:44:05 +0000
Post From: Stop-Loss Order Automatically Canceled After 12:00noon in Simulated Mode with Chart Replay
| [2025-03-31 11:40:24] |
| User856649 - Posts: 9 |
|
Hello, I am encountering an issue while testing my trading strategy using Simulated Mode with Chart Replay. Specifically, my stop-loss order consistently disappears at a certain point during the replay. Upon checking the logs, I found the following message: "Order is expired based on Time in Force" This happens every time after 12:00 noon. The stop-loss order gets cancelled automatically. I initially discovered this issue through ACSIL, but later confirmed that it also occurs when placing orders manually via chart trading. I am using the default Time in Force setting when placing the stop-loss order. According to the official documentation, the default value is SCT_TIF_DAY: "This member also sets the Time in Force for any Attached Orders used as well. If this is not specified, then the Time in Force will be SCT_TIF_DAY." When I explicitly set the Time in Force to SCT_TIF_GOOD_TILL_CANCELED, the issue no longer occurs. For reference, my chart time zone is set to New York. Chart Session Start/End Time: 9:30 - 16:00 SC version: 2749 Could you please confirm if this is expected behaviour, or if there is a configuration I may have missed? LOG: ActivityType DateTime TransDateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance ExchangeOrderID ClientOrderID TimeInForce Username IsAutomated Orders 2025-03-20 11:54:42.375000 2025-03-20 11:54:42.375000 [Sim]NVDA-NQTV Replay 10.00X: NVDA-NQTV[M] 600 Trades | User order entry | Last: 119.939995 | AOE=false | AOU=false 1923 Market 1 Sell Order Sent Sim1 Open 0.00 Day N Orders 2025-03-20 11:54:42.375001 2025-03-20 11:54:42.375000 [Sim]NVDA-NQTV Simulated order accepted 1923 1923 Market 1 Sell Open Sim1 Open 0.00 Day N Orders 2025-03-20 11:54:42.375002 2025-03-20 11:54:42.375000 [Sim]NVDA-NQTV Trade simulation fill. Bid: 119.95 Ask: 119.96 Last: 119.96 1923 1923 Market 1 Sell Filled 119.95 1 Sim1 Open 0.00 Day N Fills 2025-03-20 11:54:42.375003 2025-03-20 11:54:42.375000 [Sim]NVDA-NQTV Trade simulation fill. Bid: 119.95 Ask: 119.96 Last: 119.96 1923 1923 Market 1 Sell Filled 119.95 1 Sim1 Open -1 1923.1 0.00 Day N Orders 2025-03-20 11:55:33.192007 2025-03-20 11:55:33.192007 [Sim]NVDA-NQTV Replay 10.00X: NVDA-NQTV[M] 600 Trades | User order entry | Last: 119.96999 | AOE=false | AOU=false 1924 Stop 1 Buy 120.20 Order Sent Sim1 Close -1 0.00 Day N Orders 2025-03-20 11:55:33.192008 2025-03-20 11:55:33.192007 [Sim]NVDA-NQTV Simulated order accepted 1924 1924 Stop 1 Buy 120.20 Open Sim1 Close -1 0.00 Day N Orders 2025-03-20 12:00:00.010000 2025-03-20 12:00:00.010000 [Sim]NVDA-NQTV Order is expired based on Time in Force 1924 1924 Stop 1 Buy 120.20 Pending Cancel Sim1 Close -1 0.00 Day N Orders 2025-03-20 12:00:00.010001 2025-03-20 12:00:00.010000 [Sim]NVDA-NQTV Simulated order canceled 1924 1924 Stop 1 Buy 120.20 Canceled Sim1 Close -1 0.00 Day N Thank you. |