Support Board
Date/Time: Tue, 02 Dec 2025 16:32:44 +0000
Stop Order Price Rounding with Partially Filled Limit Orders (ACSIL)
View Count: 21
| [2025-12-02 12:17:07] |
| User805804 - Posts: 1 |
|
Hello, I am currently testing Sierra Chart (free trial) and developing a new ACSIL-based custom trading study. Since I cannot fully simulate real partial fills with different fill prices, I need clarification on how Sierra Chart handles stop order prices when the parent entry order is filled at an average price that is not an exact tick increment. Scenario: Let’s assume a buy limit order is filled in two parts: 3 contracts at 6801.25 2 contracts at 6801.50 This produces an average fill price of 6801.35 for 5 contracts. I am using an OCO stop order with an offset of 4 ticks (0.25 per tick). Questions: 1. What is the actual stop price Sierra Chart will use when the average fill price is not aligned with a tick? For the example above, would the stop be placed at 6800.35, 6800.25, or 6800.50? In other words, how exactly does Sierra Chart round the internally calculated stop price to the nearest valid tick? 2. If I later modify the stop order programmatically to be 2 ticks away from the average fill price, what price should my ACSIL code send? Should it be 6800.85, 6800.75, or 6801.00, based on Sierra Chart’s rounding rules? I want to match Sierra Chart’s internal logic so that my ACSIL study updates stop orders using the same rounding behavior as the Trade Service. Any clarification on the exact rounding method would be greatly appreciated. Thank you! |
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