Support Board
Date/Time: Wed, 01 Apr 2026 00:54:23 +0000
Post From: ACSIL: 2nd Symbol Order Submission
| [2026-02-09 20:22:47] |
| Gradient - Posts: 199 |
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I'm submitting orders for multiple symbols from a single chart (i.e. Chart 1). (i.e. study that submits orders is only running on one chart but submitting orders for multiple symbols) There are multiple charts open in the Chartbook. The 2nd Symbol is the Symbol of another chart (i.e Chart 2) in the Chartbook which is different from the symbol of the chart where the study is running. Chart 1, via the study, submits orders for Symbol 1 (i.e. the symbol of Chart 1) and Symbol 2(i.e. the symbol of Chart 2). I've tested multiple order types, specifically, Market, Limit, Limit Touch Chase, and Market if Touched. ISSUES: 1) The fill price for the 2nd symbol is incorrect. When using limit orders and submitting orders via BuyOrder or SellOrder for the Symbol of the 2nd Chart, the fills are away from the arrival price (see attached). The example in the screenshot was just taken. The market is open but the fill price for the Symbol of the 2nd Chart is significantly away from the actual price during the replay. It's more in line with current prices not past prices. The replay does not include the current date. 2) Chart 1 and Chart 2 are using the same trading account. Yet when checking the TAL for that account only orders for Chart 1 appear in the Statistics and Trades tab. However, PnL appears for both symbols in the Chart Stats tab. 3) In some cases, when using limit orders, the market during the replay oscillates around the order for Chart 2 but no fill occurs. This specific event occurred when the market was closed and I was attempting to run a replay of all charts in the Chartbook. I've been connected to the datafeed during each of these tests as per the documentation that's required in order to submit orders for symbols other than the symbol referenced by the chart in which the study is running. |
 Sierra 2nd Symbol Order Sent Away From Arrival Price.png / V - Attached On 2026-02-09 20:13:08 UTC - Size: 19.08 KB - 25 views |