Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sun, 28 Apr 2024 13:23:21 +0000
AutoTradeManagement question
View Count: 1032
| [2014-12-14 18:01:05] |
| onnb - Posts: 660 |
|
If I have 1. SupportReversals = 0 2. AllowOppositeEntryWithOpposingPositionOrOrders = 1 3. CancelAllOrdersOnEntriesAndReversals = 1 I am using Limit orders for entries. Say I am short 1 contract. I then call BuyEntry with quantity 1. In this case, does SC flatten the existing order and place a new entry order to go long? |
| [2014-12-14 18:06:09] |
| |
|
You say "flatten the existing order" but this does not make sense. Do you mean flatten the Position? If there is a short Position of 1, it will be 0 when the new buy limit order fills and there will be no working orders after that with what you describe. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-12-15 04:08:25
|
| [2014-12-14 18:27:24] |
| onnb - Posts: 660 |
|
yes, meant flatten existing position. In replacy, I see that I am short one contract. I call BuyEntry with qty 1. I am now long one. In the trade activity log I can see that when the BuyEntry is submitted 1. OCO's are canceled 2. 1 buy market order is filled 3. New Limit order is placed to go long Using the settings below, does that make sense? sc.AllowMultipleEntriesInSameDirection = 0; sc.SupportReversals = 0; sc.AllowOnlyOneTradePerBar = 1; sc.SupportAttachedOrdersForTrading = 0; sc.AllowEntryWithWorkingOrders = 0; sc.MaintainTradeStatisticsAndTradesData = 1; sc.SendOrdersToTradeService = !sc.GlobalTradeSimulationIsOn; sc.CancelAllOrdersOnEntriesAndReversals = 1; sc.AllowOppositeEntryWithOpposingPositionOrOrders = 1; (btw, the settings above run outside the set defaults block (not sure if that makes a difference or not) |
| [2014-12-15 04:11:46] |
| |
|
This is regarded as not a very safe line of code: sc.SendOrdersToTradeService = !sc.GlobalTradeSimulationIsOn; There should be a separate input within the study to control this. Merely disabling Trade Simulation Mode will activate the auto trade system assuming auto trading is enabled. We will add some additional logging to determine what the problem is in your case. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-12-16 22:38:53] |
| onnb - Posts: 660 |
|
Can I safely set the auto trade management properties outside the set defaults block? sc.AllowMultipleEntriesInSameDirection = 0;
sc.SupportReversals = 0; sc.AllowOnlyOneTradePerBar = 1; sc.SupportAttachedOrdersForTrading = 0; sc.AllowEntryWithWorkingOrders = 0; sc.MaintainTradeStatisticsAndTradesData = 1; sc.SendOrdersToTradeService = !sc.GlobalTradeSimulationIsOn; sc.CancelAllOrdersOnEntriesAndReversals = 1; sc.AllowOppositeEntryWithOpposingPositionOrOrders = 1; |
| [2014-12-16 22:41:06] |
| onnb - Posts: 660 |
|
disregard/close this thread. problem is on my end.
|
| [2014-12-17 02:16:30] |
| |
|
The answer to post #5 is yes. Understood about post #6. This would be the only reasonable explanation. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: