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Direct MessagesDate/Time: Thu, 02 May 2024 08:57:46 +0000
Duplicate Buy Exit/Sell Exits
View Count: 917
| [2015-04-23 12:59:22] |
| GC15 - Posts: 7 |
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I use a spreadsheet trading study to enter and exit trades. I have noticed that not only does it flatten a position upon executing a stop, but sometimes it will enter a position in the opposite direction. This position is usually not of the same quantity as the original position and it only occurs when there are multiple contracts in the original position, but not every time. Initially I though it was caused by a fast market. In the case of a long position the price would trade below my stop price, thereby triggering an exit, however before the position could be completely flattened, the price traded back above the stop, then below again, triggering the stop a second time. When the second stop is triggered it would only be for the amount of contracts not yet flattened by the original stop order and when both stops fill, I would end up with a short position. I tried to set a condition in my Buy Exit/Sell Exit formula that would only trigger a stop if there were no working orders. I also tried setting the Cancel All Working Orders on Exit to Yes and neither seemed to remedy the problem. This only occurs in the live market, I have not been able to recreate the scenario either in simulation mode or replay. I am curious if you think this is an issue with SC and/or my spreadsheet system or if this is an issue with my broker executing orders. If it’s the former, any advice you can provide would be greatly appreciated. I have attached two trade activity logs of the trades. |
Private File Private File Attachment Deleted. |
| [2015-04-23 19:37:42] |
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Could you please tell us where in the Trade Activity Log where you specifically see this duplicate order. Let us know the particular Date-Time and Internal Order ID number.
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 |
| [2015-04-23 20:13:43] |
| GC15 - Posts: 7 |
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On the 4/21/15 log the original stop was triggered at 9:36:02.000 then is triggered a second time at 9:36:05.000. I scale into positions so the sell entry at 9:36:13.002 would have been correct if the short position was suppose to be open. Since it wasn't I manually flattened at 9:36:47.000. On the 4/22/15 log the original stop triggered at 10:00:01.000 then was triggered a second time at 10:00:05.000 and I manually flattened at 10:00:56.000. Thank you for your assistance and if you need any additional information, let me know. |
| [2015-04-24 18:56:38] |
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The problem is the TransAct server did not send one of the order update reports indicating one of the fills for this order: Order 21/04/2015 09:36:05 NQM5 Auto-trade: NQM5 [CBV] 3 Min #1 | NQ 180 | Buy Exit | Last: 4432.25 2915780 Market 1 Sell Order Sent 34577 Close 1 So the Position quantity was temporarily wrong causing the additional signal. This is quite clear. 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 |
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