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Direct MessagesDate/Time: Thu, 25 Apr 2024 10:46:23 +0000
StopLimit has no Limit price (TransAct)
View Count: 2581
| [2013-06-24 17:57:46] |
| cross - Posts: 70 |
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I think this is misleading (live): http://puu.sh/3na76.PNG I set the Stop-Limit Order Limit Offset (under the Set tab of Trade Window) both Primary and Attached to 0 .. in the hope of getting a StopLimit with equal stop and limit price (eg. buying at exactly the triggered stop price). I entered the trade from the Chart Trade Mode and right click chart trade menu. PS: a 3 target order with 3 lots.. why is it sent in 3x1 lot order? Why not a 1x3 lots entry then 3x1 different exit? |
| [2013-06-25 00:02:47] |
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In your image, you are pointing out prices within the TransAct software. We cannot help with that. Please contact TransAct support or your broker. The limit price was set correctly. For your 2nd question, please refer to the documentation here about this: http://www.sierrachart.com/index.php?l=doc/doc_AttachedOrders.html 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 |
| [2013-06-25 09:29:50] |
| cross - Posts: 70 |
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I am a user and I have no clue which software cause the problem. I entered the trade in SC that's why I started here. Just for the completness.. in this Trade Activity Log it can be clearly seen that TransAct fills the order at a different price which is a serious error IMHO. http://puu.sh/3nQMX.PNG Have no worry, I reported there. Unfortunately, I found another error with the StopLimit order type on the TransAct DOM (moving one leaves the Limit part where it has been placed originally). PS: Q2: I re-read the doc and found the reason, thanks. Date Time Of Last Edit: 2013-06-25 09:35:20
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| [2013-06-25 22:16:29] |
| Kwill721 - Posts: 24 |
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I've also been having problems with Stop Limit orders. I get the Rithmic feed with my broker. Last week I was trading Gold futures and had placed a S-L order with a 2 tick limit past the Stop price and I got a fill 5 ticks worse than the stop. I know I had entered the order correctly, but when I contacted my broker about it, they sent me a copy of the order ticket that showed I had used a 50 tick limit! Ridiculous, I told them, I had never placed an order with a limit range like that and never would.I would just use a Stop Market order if I didn't care where I was filled at. Last night it happened again, where I was filled with a one tick slip on a Stop limit order where I specified a zero limit past the stop price. On both these trades I was using a combination of the SC chart dom and an SC trading dom to place the orders. I've placed Stop Limit orders before with the Trading DOM with no problems. |
| [2013-06-25 23:03:09] |
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Are you modifying these stop orders after submitting them? We need to see the lines for this order in question, from the Trade Activity Log. Follow these instructions here: http://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport The log will show very precisely the order prices, and exactly what has happened. We cannot help without the log. 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 |
| [2013-06-25 23:05:01] |
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Just for the completness.. in this Trade Activity Log it can be clearly seen that TransAct fills the order at a different price which is a serious error
We do see this. Please contact TransAct Support about this. The order prices that you see in the Trade Activity Log are unmodified from TransAct. Update: We have seen the log files you sent for this and we have forwarded them to TransAct. So there is no need to contact them anymore. We have already sent them to the engineer there. 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: 2013-06-26 00:36:56
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| [2013-06-26 09:26:21] |
| cross - Posts: 70 |
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Kwill721: you are right, I recorded a video which clearly shows that TransAct don't handle the limit price of a S/L order, even when it has been sent from its own DOM (SC: I just appended to the logs). Be careful while this gets solved. The 50 tick limit they shown you for gold is an exchange safety boundary. They sent me a same log with 20 tick limit on 6E.. which is a non-sense. That limit should be applied to simple Stop (market) prices for safety but not to a properly set S/L. *** Sierra Support: Many thanks, you are the BEST! *** |
| [2013-06-26 10:32:45] |
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What we have observed when using Rithmic, is that when modifying a Stop-Limit order. The limit price does not change even though we do provide that price during the order modification. Only the Stop price changes. We have wrote to them about this just now. When you modify a Stop-Limit order in Sierra Chart, we always adjust the limit price to maintain the same offset that it previously had to the Stop price. 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 |
| [2013-06-26 10:40:39] |
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We have confirmed when modifying a stop-limit order through TransAct, that the Limit price does not change even though we do provide an updated limit price. So both Rithmic and TransAct are not properly updating the limit price. 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: 2013-06-26 16:18:24
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| [2013-06-26 19:56:04] |
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After looking into this some more, we have realized that there is a problem with Stop-Limit orders being submitted as Stop-Market orders in the case of TransAct and Rithmic because these are using the new GSP type connection. This will be resolved in the next release which should be out tomorrow. This is only a very recent problem affecting the newest versions. Not older versions. 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 |
| [2013-06-26 20:40:47] |
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We are putting out a new release now. It will be available in about 20 minutes. The version is 992. This resolves the problem of Stop-Limit orders being sent as Stop-Market orders in recent versions when using Rithmic and TransAct. This will resolve the problem of having a much larger than expected limit price which is set by the exchange. In the case of the order price sometimes being off one tick when using TransAct, we have explained why this happens to TransAct and hopefully they will resolve it on their side. The issue is a bit technical, and it is not practical to resolve on our side and other services do not have an issue with this. 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 |
| [2013-06-26 21:27:49] |
| cross - Posts: 70 |
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The two problems looked very close to each other. Good job. Looking forward to TransAct's fix too. Thank you guys! |
| [2013-06-28 00:23:27] |
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The issue where sometimes an order price is off one tick after TransAct accepts the order, will be resolved in the next release. Really TransAct should properly round the number, but we made a slight adjustment to the values, so it will not be affected.
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 |
| [2013-07-08 10:20:07] |
| cross - Posts: 70 |
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FYI: Stop-limit orders stopped ticking down after submission only from v993.
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