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Date/Time: Sat, 21 Mar 2026 23:48:34 +0000
ACSIL - Multiple simultaneous entry orders with independent per-entry attached exits ...
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| [2026-03-21 21:19:41] |
| User316362 - Posts: 215 |
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ACSIL - Multiple simultaneous entry orders with independent per-entry attached exits - exits cross-assign between entries I have an ACSIL trading system that submits multiple simultaneous entry orders in the same direction on the same bar: This is for rithmic connection. MarketEntry1 (market, 1 lot) with Target1Offset=37.5, StopAllOffset=183.75, OCOGroup1Quantity=1 MarketEntry2 (market, 1 lot) with Target1Offset=62.5, StopAllOffset=183.75, OCOGroup1Quantity=1 LimitEntry1 (limit, 1 lot) with Target1Offset=37.5, StopAllOffset=183.75, OCOGroup1Quantity=1 Using both sc.BuyEntry and sc.BuyOrder — same result either way. The problem: when the limit entry fills at a lower price (e.g. 25102.25) and its target (25139.75) is hit, one of the market contracts (filled at 25139) exits at 25139.75 instead of the limit contract. The limit leg stays open with no exit. Additional follow-up: I tested further and confirmed the issue occurs in simulation mode regardless of the trading service connected — both Rithmic and Sierra Chart's own Teton Order Routing Service show the same cross-assignment problem in simulation/replay. So my question has three specific parts: 1. Simulation (Rithmic or Teton connected): Is there any ACSIL mechanism to correctly isolate per-entry attached exits when multiple parent orders are open simultaneously in the same direction? This affects backtesting accuracy. 2. Live trading via Rithmic: Rithmic supports server-side OCO but NOT server-side bracket orders. Will client-side bracket management correctly isolate exits per parent entry when multiple entries are open simultaneously? 3. Live trading via Teton: Teton supports both server-side OCO and server-side bracket orders. Will exits be correctly isolated per parent entry automatically in live trading, even when multiple entries (market + limit) are submitted on the same bar? The core scenario: 3 simultaneous long entries (2 market at price X, 1 limit at price X-37.5), each with their own attached target and stop via Target1Offset/StopAllOffset/OCOGroup1Quantity. The limit's target at X+37.5 is being filled by a market contract instead of the limit contract. OCOGroup1Quantity=1 is set on each entry but SC's simulation still cross-assigns exits between entries. Question: Is there a supported way in ACSIL to have multiple simultaneous entry orders where each entry's attached exits are strictly bound to that entry's contracts only, both in simulation and with Rithmic live trading (which supports server-side OCO but not server-side bracket orders)? if i use teton connections, trading live through Dorman using Sierra Chart's Teton Order Routing Service, which supports server-side bracket orders. So my question has two parts: In simulation/replay mode, is there any ACSIL mechanism to correctly isolate per-entry attached exits when multiple parent orders are open simultaneously in the same direction? We need this for backtesting. In live trading via Teton, will server-side bracket orders correctly isolate the exits per parent order automatically, even when multiple entries are submitted on the same bar? Additional context — NinjaTrader equivalent: This strategy was originally implemented in NinjaTrader 8 using StopTargetHandling = StopTargetHandling.PerEntryExecution. In NT, this setting causes each entry order's target and stop to be strictly bound to that specific entry's contracts — exits never cross-assign between entries regardless of price proximity. The NT implementation used: SetProfitTarget("MarketEntry1", CalculationMode.Ticks, mkt1Ticks) — bound by entry signal name SetProfitTarget("LimitEntry1", CalculationMode.Ticks, lmt1Ticks) — bound by entry signal name SetStopLoss(CalculationMode.Price, stopPrice) — one shared stop NT's FromEntrySignal property on each execution allowed detecting exactly which entry's target filled. This gave precise per-entry exit isolation. Is there an equivalent to StopTargetHandling.PerEntryExecution in Sierra Chart's ACSIL that would achieve the same per-entry exit isolation, particularly in simulation/replay mode? Date Time Of Last Edit: 2026-03-21 21:56:46
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