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Direct MessagesDate/Time: Mon, 29 Apr 2024 16:02:29 +0000
ACSIL - List Closed Orders
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| [2015-07-12 20:26:13] |
| ejtrader - Posts: 688 |
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Question - Orders Position Data is not populated during reply. Edit - Never mind this works fine - when I use "Standard Replay" ( vs using Accurate Trading system Backtest Mode - which I was using earlier ). Thanks Date Time Of Last Edit: 2015-07-12 20:57:38
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| [2015-07-13 02:24:22] |
| ejtrader - Posts: 688 |
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SC Team - I am coding with the assumption that if there is an order fill - it's certainly going to be BSE_BUY or BSE_SELL. s_SCTradeOrder OrderDetails; sc.GetOrderByIndex(Index, OrderDetails); Wondering if under any circumstances - OrderDetails.BuySell is likely to BSE_UNDEFINED ? Thanks Date Time Of Last Edit: 2015-07-13 02:26:58
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| [2015-07-13 02:31:56] |
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In the case of when an order is submitted by Sierra Chart, the s_SCTradeOrder::BuySell member will always be Buy or Sell. It cannot be anything else. When a new order is received from the external Trading service which was not submitted by Sierra Chart, we are not aware of any case where it would be anything other than Buy or Sell, but theoretically it could be. 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: 2015-07-13 02:32:29
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| [2015-08-04 16:53:54] |
| ejtrader - Posts: 688 |
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SC Team - Wanted to get further clarification on couple of items on this subject. Appreciate if you can reply. Background / Observation: I am trying to get the history of trades that made up the current open position and have been using the structure - s_SCTradeOrder/sc.GetOrderByIndex and the following are my observations: Simulated Account: Trade -> Trade Orders and position -> Orders -- This structure seems to get cleared as soon as SC is closed and re-opened. Non-Simulated Account: same as above - just that as soon as a connection to trade service is made - it re-populates this data for the most recent trading day as defined under Global settings -> Global Trade Settings. for both sim/non-sim accounts - I can see the trade activity listed under trade -> trade activity log - which includes ALL the trades for all the days. Questions: - Can you confirm that you try to clear this data at SC restart time. For non-sim only - you populate again for the most recent trading day. - How to access the trades list that makes up the current open trade in case if the above is cleared from Orders and Position -> orders? - Which structure to use to get the data that is listed under Trade -> Trade Activity log? Just trying to find a reliable way to find all the trades that makes up the current position since most recent flat - even if trades are initiated 'n' number of days back. thanks Date Time Of Last Edit: 2015-08-04 19:08:50
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| [2015-08-04 19:07:17] |
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The Orders tab of the Trade Orders and Positions window is only assured to show Open orders. Other orders are never saved between Sierra Chart sessions. For what you want you need to use: https://www.sierrachart.com/index.php?page=doc/doc_ACSILTrading.html#scGetOrderFillEntry 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 |
| [2015-08-04 19:10:17] |
| ejtrader - Posts: 688 |
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Really appreciate the well throught structure you have implemented around these things. Would explore and see if I can accomplish what I need to. thanks |
| [2015-08-04 22:04:07] |
| ejtrader - Posts: 688 |
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Problem solved :) I wish I have asked this question few days back - would have saved several days of research on this topic :) Appreciate your help. Thanks Date Time Of Last Edit: 2015-08-04 22:04:54
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| [2015-08-05 19:39:24] |
| ejtrader - Posts: 688 |
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SC Team - Will there ever be a condition where the InternalOrderID is going to be "0" ( or a negative number) under any circumstances - for a valid order? Do you always assign a non-zero positive InternalOrderID under the following circumstances? Also Wondering if all these orders for the following cases actually show up in Order Fills history? - initiated in SC ( obviously they would show up in order fills) - initiated in external platform but synchronized with SC - broker initiated orders and synchronized with sc thanks Date Time Of Last Edit: 2015-08-05 19:57:30
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| [2015-08-05 19:56:49] |
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InternalOrderID is always set to a positive nonzero value. This will never be zero unless there was no order returned. The InternalOrderID for externally received orders, is the next available number. This is all. 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 |
| [2015-08-25 02:29:43] |
| ejtrader - Posts: 688 |
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SC Team - Today there is an occurrence where InternalOrderID is '0'. The sequence I can think of: - Order was placed when the platform was in connected state (as far as I remember). Orders & Positions tab has the internal Order ID reflected ( it appears like this is populated during the position sync) - Platform was in disconnected state and I have connected again. by this time the order apparently was already filled. In this condition the structure s_SCOrderFillData::InternalOrderID doesn't seem to be populated. Is there any way for you to populate this information during these conditions? If this is not an easy task - I would use some other work around. Thanks Date Time Of Last Edit: 2015-08-25 03:52:21
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