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Direct MessagesDate/Time: Thu, 02 May 2024 11:51:37 +0000
Attached Orders
View Count: 803
| [2015-10-15 18:11:12] |
| Richard Reyes - Posts: 98 |
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I am using attached orders with my automated trading system (USD/JPY). When I run my back testing, I see that the average MIT (Market if Touched) is 71000 and the average Stop (Stop Stop) is 61000. I also see MITs and Stops which are nowhere near the averages and are really all over the place. Why do I see so many fluctuations with the numbers associated with attached orders - MIT and Stop Stop. Once you set the attached orders, should not the results be fairly consistent? many Thanks
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| [2015-10-15 19:40:27] |
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, I see that the average MIT (Market if Touched) is 71000 and the average Stop (Stop Stop) is 61000.
We do not understand what you mean by this. What is 71000? 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 |
| [2015-10-15 22:05:20] |
| Richard Reyes - Posts: 98 |
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I set my attached order "Target" for "Target Market If Touched" so that my automated system (USD/JPY) will "Flatten" the trade when the profit (short or long) is at 71000 Yen. The Target attached order for "Stop Stop" will flatten the trade when the loss is at 61000 Yen. Again, I see where the attached order is indeed closing at 71000 Yen and 61000 Yen respectively, but I also see the automated trading system closing my trades at Yen amounts anywhere from 3000 Yen to 92000 (Slippage?) Yen. There is a lot of variance in the attached orders. I can see the "slippage on the closing be it the "Target Market if Touched" and the "Stop Stop" at over the set Target, but why would my automated system be closing my trades at 3000 and 9000, way under the 61000 Yen (Loss) and 71000 Yen (Profit)?
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| [2015-10-16 00:41:19] |
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This is something that you need to determine. You need to analyze your automated trading system and what it is doing and why. It is very helpful to look at the Trade Activity Log to see what it is doing. Here is the documentation for that: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#ViewingHistoricalTA It is not possible for us to answer your questions. We are only able to answer something that is very very specific with proper surrounding context information. All of this is just generalized and from our perspective we have absolutely no idea what the answer is. 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: 2015-10-16 00:42:45
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| [2015-10-17 08:22:18] |
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The only thing that we can think of is to have a look at the information here about how orders are filled to see if there is anything helpful to give you a clue of what might be wrong: https://www.sierrachart.com/index.php?page=doc/doc_TradeSimulation.php#HowOrdersAreFilled 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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