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Direct MessagesDate/Time: Mon, 13 May 2024 11:44:46 +0000
Post From: SC via Interactive Brokers not correctly setting OCO orders - important!
| [2015-05-03 21:45:31] |
| i960 - Posts: 360 |
|
I960, we are not going to debate this with you. We understand the nature of the problem and it cannot be solved unless IB allows the modification of the price of an order without specifying its quantity. And when using trailing stop orders, there is also a risk this problem will occur. The quantity of an order can change on the IB side and while that new quantity is being sent across the wire, Sierra Chart is not aware of it, and when SC makes an order modification, it is going to use the quantity that it is last aware of.
It can be solved because ButtonTrader already handles this situation without issue. Do not ever claim something "cannot be solved" unless you're absolutely sure it's technically impossible to do. The quantity of an order can change on the IB side and while that new quantity is being sent across the wire, Sierra Chart is not aware of it, and when SC makes an order modification, it is going to use the quantity that it is last aware of.
And that's your problem. We seem to have a common trend here with SC assuming something and not being defensive against real world race condition type situations. When you get the new quantity sent from IB, you've got additional information to correct the modification that just used stale data. It's a standard split-brain scenario. |