Support Board
Date/Time: Tue, 02 Dec 2025 18:19:06 +0000
Post From: Stop Order Price Rounding with Partially Filled Limit Orders (ACSIL)
| [2025-12-02 17:03:37] |
| User805804 - Posts: 2 |
|
Thank you for the answer! I have just one parent buy limit order, and one attached OCO stop. No multiple parent orders entering additional quantities, and no "Scale In". What I believe is that Sierra Chart does not use the average fill price internally for the attached orders. The attached stop order price is determined once, based on the first fill price (parent order’s first partial fill), the tick offset I specified, and tick-size rounding. After that, the stop order price does not continually update as new partial fills come in. I assume that with Scale In off, the stop price is based on the parent order’s first fill price, not the average fill price. Then, if I modify the price of the stop order: I have to round it to the nearest tick. Is that correct? Thanks for your time and support! |