Support Board

Date/Time: Tue, 30 Apr 2024 16:31:56 +0000

[User Discussion] - Automated Trading Order Execution

[2015-01-21 16:15:52] #1 [Go To First Post]
Richard Novak - Posts: 24
Hello, I've implemented an auto trading system using ASCIL and I'm having a problem with order operations not being performed in the correct order on occassion. The system I've developed is a reversal system. When I enter a position I hold it until an opposite setup occurs. When an opposite setup occurs I flatten and cancel all orders and then enter an order in the opposite direction. What I'm seeing on occassion, is that the new order operation is executed prior to the flatten and cancel operation. When this occurs the flatten and cancel operation flattens and cancels the original order and the new order and I end up with no position. In my code the flatten and cancel call is always performed prior the sell or buy order call. I determined that the order of operations was incorrect by looking at the trade activity window. At this point I'm just testing the system using the SierraChart trade simulation mode. It should be noted that I'm performing unmanaged trading. Do you have any thoughts on why this may be occurring and how to prevent it from happening? Thank you

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