Support Board
Date/Time: Wed, 09 Sep 2026 03:38:54 +0000
Replay Trade Order Variance
View Count: 404
| [2026-07-25 19:35:48] |
| Gradient - Posts: 219 |
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Hi, I'm running a replay in Accurate Trading System Backtest Mode. The processing speed is 5 seconds and the replay speed is 960. My chart update interval is 100ms. Intraday data storage time unit is 1tick. I've noticed that on the first day in the replay window there isn't an issue with orders being sent and appearing in the Trade Orders Window. However, in subsequent days, the trades are being originated by the system, but no orders are appearing in the Trade Orders Window. I've attached two screenshots showing the variance. Ex 1 (6/23) is the first day in the test period. Orders appear in the Trade Orders Window and the fills can be seen on the chart. The fills coincide with the signals of the system which can be seen via the stair steps in the subregion. Ex 2 (6/24) the next day in the test period. Signals are still visible via the subregion stair steps, but no orders appear in the Trade Orders Window and thus there are no fills displayed on the chart. Can someone advise why this may be happening and how to correct it? Thanks |
 SystemA Executions Ex 1.png / V - Attached On 2026-07-25 19:34:18 UTC - Size: 84.78 KB - 74 views SystemA Executions Ex 2.png / V - Attached On 2026-07-25 19:34:26 UTC - Size: 69.85 KB - 76 views |
| [2026-07-27 06:06:25] |
| Sierra_Chart Engineering - Posts: 24814 |
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Is this an ACSIL system?
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-07-29 03:44:41] |
| Gradient - Posts: 219 |
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Yes, it’s an ACSIL system
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| [2026-07-29 14:35:55] |
| Sierra_Chart Engineering - Posts: 24814 |
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Confirm that the order actually has been submitted and not rejected: Automated Trading From an Advanced Custom Study: Debugging/Troubleshooting Automated Trading Systems Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-08-13 00:23:15] |
| Gradient - Posts: 219 |
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The order was not submitted. I have no rejections on the Trade Service Log. Also the Rev 2933 apparently corrected some issues as prior the Message Log and Trade Service Log weren't updating. They're populating values again now. The issue however still exists in Rev 2933. I'm seeing execution signals but orders not appearing in the Trade Order Window. Initially orders appear for a couple days in a thirty day replay, but after they are no longer being generated. |
| [2026-08-13 02:32:21] |
| Sierra_Chart Engineering - Posts: 24814 |
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Therefore, if no order was submitted, then there is not going to be any order listed in the Trade Orders window: However, in subsequent days, the trades are being originated by the system, but no orders are appearing in the Trade Orders Window. No it did not. There has been no changes to this functionality: Also the Rev 2933 apparently corrected some issues as prior the Message Log and Trade Service Log weren't updating. They're populating values again now.
These Log windows might have been disabled:Window, CB and CW Menus: Disable Visible Message Logging (Window) Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-08-13 02:33:19
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| [2026-08-13 02:40:35] |
| Gradient - Posts: 219 |
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Correct if no orders were submitted there wouldn't be any in the Trade Orders Window. To clarify, I should have stated no orders were cancelled in the Trade Orders Window. The signals are visible via the subgraph. Stale orders are cancelled but there were none in the Trade Orders Window despite the signals. I've never disabled logging. I've closed both the Message Log and Trade Service Log and reopened multiple times and there were no logs prior to the latest revision. My system sends messages to the logs and none were appearing. Seemingly, however, if I had disabled logging, it would still be disabled post revision. |
| [2026-08-13 06:27:44] |
| Sierra_Chart Engineering - Posts: 24814 |
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You need to resolve this: The signals are visible via the subgraph. Stale orders are cancelled but there were none in the Trade Orders Window despite the signals. The problem is in your own code. This is absolute fact. There is nothing wrong in Sierra Chart at all here. There never has been. This is simply a complete impossibility. If your trading system is not submitting orders, you must resolve that. That is for you to resolve. Posting here alleging there is something wrong with Sierra Chart, is pointless. There never has been any problem in Sierra Chart regarding this. This is impossible. And also alleging that somehow there is some logging problem in Sierra Chart is also completely false. There has never ever ever been a problem with that. There has never been anything fixed with this. There never has been any problem whatsoever ever with this! Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-08-13 07:34:17
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| [2026-08-13 15:36:28] |
| Gradient - Posts: 219 |
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I just ran a backtest overnight for YTD Jan 2026. What is a logical explanation for orders being sent from 2nd Jan to 14th Jan and thereafter, no orders were sent for the remainder of the entire year. Is it reasonable to believe that if orders were sent for the first half of Jan that they would just stop if there was an issue generating orders. This happening all while I can see, trace, and export the signals generated over the entire period. I also write a message to the logs when orders are generated. It's more plausible that no orders would ever be sent if there was an issue generating them. Signals and orders occur concurrently. Maybe there is a code issue. However, I don't think that's the case. I understand checking your code first as I've worked professionally in an engineering capacity for several years. But I also know there could be edge cases. Like the variance in results depending on the type of replay being run, etc. Also, w.r.t. the logging issue, again I've never disabled logging. It makes no sense to given that my system exports directly to the logs. That issue persisted for a while. If one hypothetically did disable logging, checked the logs to troubleshoot a system, and investigated why there were no logs, the first check intuitively would be to see if they were disabled. They weren't. I've never alluded to an issue with the platform in general. I've used it for over a decade. |
| [2026-08-13 16:06:02] |
| Gradient - Posts: 219 |
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I just ran a test. I switched Sim accounts. Scrolled back to the 14th of Jan the last date my system had orders in the original test. I reduced the speed significantly and restarted the test. Again, orders were submitted with no problem on the 14th of Jan. However, on the 15th of Jan, signals are visible but no orders occur. The Trade Service Log states that Order Action was ignored because sc.AllowONlyOneTradePerBar is TRUE. However, no pending orders appear in the Trade Orders Window. So orders are being submitted but are being ignored given the AllowOnlyOneTradePerBar, but no order appears in the Trade Orders Window. Intuitively, an order should have been pending or canceled in the Trade Orders Window if future orders are ignored within the same bar. Also, I don't think it's a reasonable assumption that all orders would be ignored for 95% of a backtest and the original parent order that triggered the rejection of the remaining orders not show up in the Trade Orders Window. |
| Trade Service Log for Missing Orders.png / V - Attached On 2026-08-13 16:00:00 UTC - Size: 602.3 KB - 16 views |
| [2026-08-13 16:09:49] |
| Gradient - Posts: 219 |
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I believe I've identified the issue. I need to do some further testing but if I'm correct this may resolve the problem. |
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