Support Board
Date/Time: Sat, 20 Apr 2024 00:24:08 +0000
Unexplained orders created when drawing Volume Profiles
View Count: 1150
[2016-02-19 15:18:56] |
User62657 - Posts: 11 |
I'm experiencing unexplained order entries when manually drawing volume profiles on charts with 'trade mode on'. These orders are entered at a price equal to the starting point of the drawn volume profile and do not include the 'use attached orders' specified in the DOM. It's a repeated event while in Sim mode. I've not tried it in live mode as money would be lost on several of these unintended trades. Is this behavior known? I'm currently using version 1362. |
[2016-02-19 17:50:13] |
Sierra Chart Engineering - Posts: 104368 |
Does the chart have an automated trading system on it? Otherwise, something like this does not make sense and we do not see how it is even technically possible. We have never had a report of something like this. If the problem is reproducible we need to look at it with remote assistance. 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: 2016-02-19 17:51:24
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[2016-02-19 17:59:28] |
User62657 - Posts: 11 |
There is no auto trade system on it, but I do have a lot of VP and numbers bars charts. The issue has inconsistently propped up, making me first think there was a memory issue. I'm trying to better characterize a repeatable scenario now and will forward that to you as time and trading permit. Total memory use is approximately 4GB of 8GB available. |
[2016-02-19 18:11:35] |
Sierra Chart Engineering - Posts: 104368 |
OK, we will wait for further information. Are you running any custom studies on the charts? Information about those is here: http://www.sierrachart.com/index.php?page=doc/helpdetails17.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 Date Time Of Last Edit: 2016-02-19 18:11:46
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[2016-02-19 18:20:40] |
User62657 - Posts: 11 |
The studies are.... Accumulation/Distribution Flow ZigZag Cumulative Delta Bars - Volume McClellan Oscillator Study Subgraphs Average Spreadsheet Study/Alert VbP - 1 minutes Polynomial Regression Channel Volume Value Area Lines VbP time range start - stop 1 VbP tine range start - stop 2 |
[2016-02-19 18:58:34] |
Sierra Chart Engineering - Posts: 104368 |
None of those are custom studies.
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 |
[2016-02-22 14:46:47] |
User62657 - Posts: 11 |
Sorry for the delay in reply (trading).....the issues arises when selecting existing drawn VPs to modify and/or erasing all drawn volume profiles. Hope this helps
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[2016-02-22 14:59:33] |
User62657 - Posts: 11 |
I should add that chart trade mode is on....DOM is on a separate window....at no time did the typical trade confirm button appear...
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[2016-02-22 18:25:45] |
Sierra Chart Engineering - Posts: 104368 |
We do not even see how this is technically possible. What we want you to do is to provide the first line in the Trade Activity Log for the submitted order. Here are instructions: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport Here are instructions to enable order confirmations: https://www.sierrachart.com/index.php?page=doc/doc_TradeWindow.html#OrderConfirmations Just before this happens, provide an image of the chart by following these instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image 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 |
[2016-02-22 18:52:29] |
User62657 - Posts: 11 |
There is no data in the trade activity portion of the log, only the Trade Stats for Charts which show the P/L. I've previously used order confirm on mods only,,,,but will now include confimation on all orders. This still doens't address how the order got placed to begin with http://www.sierrachart.com/image.php?l=1456167108200.png Nedd to return to trading now....will update as time permits |
[2016-02-22 18:57:18] |
Sierra Chart Engineering - Posts: 104368 |
There must be a line in the Trade Activity Log for this order. There is no other possibility. When you have time, carefully go over the instructions here: https://www.sierrachart.com/index.php?page=doc/doc_TradeActivityLog.php#TradeActivityLogToSupport Also we wanted to see an image of just the chart itself. Not the entire desktop. 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: 2016-02-22 18:57:36
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[2016-02-23 14:51:17] |
User62657 - Posts: 11 |
ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Order 2016-02-19 20:36:56.551 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1912.5. Attached Order 132755 Trailing Stop Limit Sell 1911.25 1911.25 Pending Child-Client Sim1 Close 132754 Order 2016-02-19 20:36:56.552 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1912.5 132754 Market 1 Buy Order Sent Sim1 Open Order 2016-02-19 20:36:56.553 [Sim]F.US.EPH16 Simulated order accepted 132754 132754 Market 1 Buy Open Sim1 Open Order 2016-02-19 20:36:56.554 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1912.50 Ask: 1912.75 Last: 1912.50 132754 132754 Market 1 Buy Filled 1912.75 1 Sim1 Open Fill 2016-02-19 20:36:56.555 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1912.50 Ask: 1912.75 Last: 1912.50 132754 132754 Market 1 Buy Filled 1912.75 1 Sim1 Open 1 132754.14 Order 2016-02-19 20:36:56.556 [Sim]F.US.EPH16 Auto-sent child from parent fill 132755 Trailing Stop Limit 1 Sell 1911.25 1911.25 Order Sent Sim1 Close 132754 1 Order 2016-02-19 20:36:56.557 [Sim]F.US.EPH16 Simulated order accepted 132755 132755 Trailing Stop Limit 1 Sell 1911.25 1911.25 Open Sim1 Close 132754 1 Order 2016-02-19 20:37:27.547 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1913.000000. Requested Price: 1911.5. Requested Quantity: 1 132755 132755 Trailing Stop Limit 1 Sell 1911.25 1911.25 Pending Modify Sim1 Close 132754 1 Order 2016-02-19 20:37:27.548 [Sim]F.US.EPH16 Simulated order modify complete 132755 132755 Trailing Stop Limit 1 Sell 1911.50 1911.50 Open Sim1 Close 132754 1 Order 2016-02-19 20:37:35.345 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account. Flatten/Reverse. 132755 132755 Trailing Stop Limit 1 Sell 1911.50 1911.50 Open Sim1 132754 Order 2016-02-19 20:37:35.346 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account. Flatten/Reverse. 132755 132755 Trailing Stop Limit 1 Sell 1911.50 1911.50 Pending Cancel Sim1 Close 132754 1 Order 2016-02-19 20:37:35.347 [Sim]F.US.EPH16 Simulated order canceled 132755 132755 Trailing Stop Limit 1 Sell 1911.50 1911.50 Canceled Sim1 Close 132754 1 Order 2016-02-19 20:37:35.348 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry. Flatten&Cancel | Last: 1912.75. Current Position quantity: 1 132756 Market 1 Sell Order Sent Sim1 Close 1 Order 2016-02-19 20:37:35.349 [Sim]F.US.EPH16 Simulated order accepted 132756 132756 Market 1 Sell Open Sim1 Close 1 Order 2016-02-19 20:37:35.350 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1912.75 Ask: 1913.00 Last: 1912.75 132756 132756 Market 1 Sell Filled 1912.75 1 Sim1 Close 1 Fill 2016-02-19 20:37:35.351 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1912.75 Ask: 1913.00 Last: 1912.75 132756 132756 Market 1 Sell Filled 1912.75 1 Sim1 Close 132756.15 Order 2016-02-19 20:38:01.104 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1913.5. Attached Order 132758 Trailing Stop Limit Sell 1910.50 1910.50 Pending Child-Client Sim1 Close 132757 Order 2016-02-19 20:38:01.105 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1913.5 132757 Limit 1 Buy 1912.00 Order Sent Sim1 Open Order 2016-02-19 20:38:01.106 [Sim]F.US.EPH16 Simulated order accepted 132757 132757 Limit 1 Buy 1912.00 Open Sim1 Open Order 2016-02-19 20:38:10.653 [Sim]F.US.EPH16 Unable to Flatten or Reverse because a Position does not exist. Working orders will be canceled Unspecified Sim1 Order 2016-02-19 20:38:10.669 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account during Flatten/Reverse. 132758 Trailing Stop Limit Sell 1910.50 1910.50 Pending Child-Client Sim1 132757 Order 2016-02-19 20:38:10.670 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account during Flatten/Reverse. 132758 Trailing Stop Limit Sell 1910.50 1910.50 Pending Cancel Sim1 Close 132757 Order 2016-02-19 20:38:10.671 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account during Flatten/Reverse. 132758 Trailing Stop Limit Sell 1910.50 1910.50 Canceled Sim1 Close 132757 Order 2016-02-19 20:38:10.672 [Sim]F.US.EPH16 Canceling all orders for Symbol and Account during Flatten/Reverse. 132757 132757 Limit 1 Buy 1912.00 Pending Cancel Sim1 Open Order 2016-02-19 20:38:10.684 [Sim]F.US.EPH16 Simulated order canceled 132757 132757 Limit 1 Buy 1912.00 Canceled Sim1 Open Order 2016-02-22 13:11:51.616 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1936. Attached Order 132760 Trailing Stop Limit Buy 1937.75 1937.75 Pending Child-Client Sim1 Close 132759 Order 2016-02-22 13:11:51.617 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1936 132759 Limit 1 Sell 1936.25 Order Sent Sim1 Open Order 2016-02-22 13:11:51.618 [Sim]F.US.EPH16 Simulated order accepted 132759 132759 Limit 1 Sell 1936.25 Open Sim1 Open Order 2016-02-22 13:12:06.388 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order cancel 132759 132759 Limit 1 Sell 1936.25 Pending Cancel Sim1 Open Order 2016-02-22 13:12:06.389 [Sim]F.US.EPH16 Simulated order canceled 132759 132759 Limit 1 Sell 1936.25 Canceled Sim1 Open Order 2016-02-22 13:12:06.390 [Sim]F.US.EPH16 Canceling child orders of internal order ID 132759 132760 Trailing Stop Limit Buy 1937.75 1937.75 Pending Cancel Sim1 Close 132759 Order 2016-02-22 13:12:06.391 [Sim]F.US.EPH16 Canceling child orders of internal order ID 132759 132760 Trailing Stop Limit Buy 1937.75 1937.75 Canceled Sim1 Close 132759 Order 2016-02-22 13:57:30.644 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1935.75. Attached Order 132762 Trailing Stop Limit Buy 1938.00 1938.00 Pending Child-Client Sim1 Close 132761 Order 2016-02-22 13:57:30.645 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1935.75 132761 Limit 1 Sell 1936.50 Order Sent Sim1 Open Order 2016-02-22 13:57:30.646 [Sim]F.US.EPH16 Simulated order accepted 132761 132761 Limit 1 Sell 1936.50 Open Sim1 Open Order 2016-02-22 13:58:31.944 [Sim]F.US.EPH16 Modifying Attached Order from parent modification/fill. Parent ref. price: 1936.25. Requested Price: 1937.75. Requested Quantity: 0 132762 Trailing Stop Limit Buy 1938.00 1938.00 Pending Modify Sim1 Close 132761 Order 2016-02-22 13:58:31.945 [Sim]F.US.EPH16 Order modified internally 132762 Trailing Stop Limit Buy 1937.75 1937.75 Pending Child-Client Sim1 Close 132761 Order 2016-02-22 13:58:31.946 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order modification. Requested Price: 1936.25. Requested Quantity: 1 132761 132761 Limit 1 Sell 1936.50 Pending Modify Sim1 Open Order 2016-02-22 13:58:31.947 [Sim]F.US.EPH16 Simulated order modify complete 132761 132761 Limit 1 Sell 1936.25 Open Sim1 Open Order 2016-02-22 13:59:23.008 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1936.25 Ask: 1936.50 Last: 1936.25 132761 132761 Limit 1 Sell 1936.25 Filled 1936.25 1 Sim1 Open Fill 2016-02-22 13:59:23.009 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1936.25 Ask: 1936.50 Last: 1936.25 132761 132761 Limit 1 Sell 1936.25 Filled 1936.25 1 Sim1 Open -1 132761.1 Order 2016-02-22 13:59:23.010 [Sim]F.US.EPH16 Auto-sent child from parent fill 132762 Trailing Stop Limit 1 Buy 1937.75 1937.75 Order Sent Sim1 Close 132761 -1 Order 2016-02-22 13:59:23.011 [Sim]F.US.EPH16 Simulated order accepted 132762 132762 Trailing Stop Limit 1 Buy 1937.75 1937.75 Open Sim1 Close 132761 -1 Order 2016-02-22 13:59:23.510 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1936.000000. Requested Price: 1937.5. Requested Quantity: 1 132762 132762 Trailing Stop Limit 1 Buy 1937.75 1937.75 Pending Modify Sim1 Close 132761 -1 Order 2016-02-22 13:59:23.511 [Sim]F.US.EPH16 Simulated order modify complete 132762 132762 Trailing Stop Limit 1 Buy 1937.50 1937.50 Open Sim1 Close 132761 -1 Order 2016-02-22 14:00:46.925 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1935.750000. Requested Price: 1937.25. Requested Quantity: 1 132762 132762 Trailing Stop Limit 1 Buy 1937.50 1937.50 Pending Modify Sim1 Close 132761 -1 Order 2016-02-22 14:00:46.926 [Sim]F.US.EPH16 Simulated order modify complete 132762 132762 Trailing Stop Limit 1 Buy 1937.25 1937.25 Open Sim1 Close 132761 -1 Order 2016-02-22 14:01:17.422 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1935.500000. Requested Price: 1937. Requested Quantity: 1 132762 132762 Trailing Stop Limit 1 Buy 1937.25 1937.25 Pending Modify Sim1 Close 132761 -1 Order 2016-02-22 14:01:17.423 [Sim]F.US.EPH16 Simulated order modify complete 132762 132762 Trailing Stop Limit 1 Buy 1937.00 1937.00 Open Sim1 Close 132761 -1 Order 2016-02-22 14:01:47.120 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order modification. Requested Price: 1935.5. Requested Quantity: 1 132762 132762 Trailing Stop Limit 1 Buy 1937.00 1937.00 Pending Modify Sim1 Close 132761 -1 Order 2016-02-22 14:01:47.121 [Sim]F.US.EPH16 Simulated order modify complete 132762 132762 Trailing Stop Limit 1 Buy 1935.50 1935.50 Open Sim1 Close 132761 -1 Order 2016-02-22 14:01:47.622 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1935.25 Ask: 1935.50 Last: 1935.50 132762 132762 Trailing Stop Limit 1 Buy 1935.50 1935.50 Filled 1935.50 1 Sim1 Close 132761 -1 Fill 2016-02-22 14:01:47.623 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1935.25 Ask: 1935.50 Last: 1935.50 132762 132762 Trailing Stop Limit 1 Buy 1935.50 1935.50 Filled 1935.50 1 Sim1 Close 132762.2 Order 2016-02-22 14:40:00.574 [Sim]F.US.EPH16 Auto-trade: F.US.EPH16 1 Min #5 | NANEX Testing | BuyEntry | Bar start time: 2016-02-22 14:40:00.000 | Last: 1938.25 132763 Market 1 Buy Order Sent Sim1 Open Order 2016-02-22 14:40:00.575 [Sim]F.US.EPH16 Simulated order accepted 132763 132763 Market 1 Buy Open Sim1 Open Order 2016-02-22 14:40:00.576 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1938.00 Ask: 1938.25 Last: 1938.25 132763 132763 Market 1 Buy Filled 1938.25 1 Sim1 Open Fill 2016-02-22 14:40:00.577 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1938.00 Ask: 1938.25 Last: 1938.25 132763 132763 Market 1 Buy Filled 1938.25 1 Sim1 Open 1 132763.3 Order 2016-02-22 14:47:06.034 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1939. Attached Order 132765 Trailing Stop Limit Buy 1940.00 1940.00 Pending Child-Client Sim1 Open 132764 1 Order 2016-02-22 14:47:06.035 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1939 132764 Stop 1 Sell 1938.50 Order Sent Sim1 Close 1 Order 2016-02-22 14:47:06.036 [Sim]F.US.EPH16 Simulated order accepted 132764 132764 Stop 1 Sell 1938.50 Open Sim1 Close 1 Order 2016-02-22 14:47:14.805 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order cancel 132765 Trailing Stop Limit Buy 1940.00 1940.00 Pending Cancel Sim1 Open 132764 1 Order 2016-02-22 14:47:14.806 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order cancel 132765 Trailing Stop Limit Buy 1940.00 1940.00 Canceled Sim1 Open 132764 1 Order 2016-02-22 14:47:17.467 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1938.50 Ask: 1938.75 Last: 1938.50 132764 132764 Stop 1 Sell 1938.50 Filled 1938.50 1 Sim1 Close 1 Fill 2016-02-22 14:47:17.468 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1938.50 Ask: 1938.75 Last: 1938.50 132764 132764 Stop 1 Sell 1938.50 Filled 1938.50 1 Sim1 Close 132764.4 Order 2016-02-22 19:09:24.836 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1940.5. Attached Order 132773 Trailing Stop Limit Sell 1938.75 1938.75 Pending Child-Client Sim1 Close 132772 Order 2016-02-22 19:09:24.837 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1940.5 132772 Limit 1 Buy 1940.25 Order Sent Sim1 Open Order 2016-02-22 19:09:24.838 [Sim]F.US.EPH16 Simulated order accepted 132772 132772 Limit 1 Buy 1940.25 Open Sim1 Open Order 2016-02-22 19:09:27.807 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1940.00 Ask: 1940.25 Last: 1940.25 132772 132772 Limit 1 Buy 1940.25 Filled 1940.25 1 Sim1 Open Fill 2016-02-22 19:09:27.808 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1940.00 Ask: 1940.25 Last: 1940.25 132772 132772 Limit 1 Buy 1940.25 Filled 1940.25 1 Sim1 Open 1 132772.5 Order 2016-02-22 19:09:27.809 [Sim]F.US.EPH16 Auto-sent child from parent fill 132773 Trailing Stop Limit 1 Sell 1938.75 1938.75 Order Sent Sim1 Close 132772 1 Order 2016-02-22 19:09:27.822 [Sim]F.US.EPH16 Simulated order accepted 132773 132773 Trailing Stop Limit 1 Sell 1938.75 1938.75 Open Sim1 Close 132772 1 Order 2016-02-22 19:09:28.520 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1940.500000. Requested Price: 1939. Requested Quantity: 1 132773 132773 Trailing Stop Limit 1 Sell 1938.75 1938.75 Pending Modify Sim1 Close 132772 1 Order 2016-02-22 19:09:28.521 [Sim]F.US.EPH16 Simulated order modify complete 132773 132773 Trailing Stop Limit 1 Sell 1939.00 1939.00 Open Sim1 Close 132772 1 Order 2016-02-22 19:09:35.145 [Sim]F.US.EPH16 Auto trail order modification. Trigger price: 1940.750000. Requested Price: 1939.25. Requested Quantity: 1 132773 132773 Trailing Stop Limit 1 Sell 1939.00 1939.00 Pending Modify Sim1 Close 132772 1 Order 2016-02-22 19:09:35.146 [Sim]F.US.EPH16 Simulated order modify complete 132773 132773 Trailing Stop Limit 1 Sell 1939.25 1939.25 Open Sim1 Close 132772 1 Order 2016-02-22 19:09:37.400 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order modification. Requested Price: 1940.75. Requested Quantity: 1 132773 132773 Trailing Stop Limit 1 Sell 1939.25 1939.25 Pending Modify Sim1 Close 132772 1 Order 2016-02-22 19:09:37.401 [Sim]F.US.EPH16 Simulated order modify complete 132773 132773 Trailing Stop Limit 1 Sell 1940.75 1940.75 Open Sim1 Close 132772 1 Order 2016-02-22 19:09:45.635 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order modification. Requested Price: 1940.5. Requested Quantity: 1 132773 132773 Trailing Stop Limit 1 Sell 1940.75 1940.75 Pending Modify Sim1 Close 132772 1 Order 2016-02-22 19:09:45.636 [Sim]F.US.EPH16 Simulated order modify complete 132773 132773 Trailing Stop Limit 1 Sell 1940.50 1940.50 Open Sim1 Close 132772 1 Order 2016-02-22 19:10:01.659 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1940.50 Ask: 1940.50 Last: 1940.50 132773 132773 Trailing Stop Limit 1 Sell 1940.50 1940.50 Filled 1940.50 1 Sim1 Close 132772 1 Fill 2016-02-22 19:10:01.660 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1940.50 Ask: 1940.50 Last: 1940.50 132773 132773 Trailing Stop Limit 1 Sell 1940.50 1940.50 Filled 1940.50 1 Sim1 Close 132773.6 Order 2016-02-23 14:40:01.189 [Sim]F.US.EPH16 Auto-trade: F.US.EPH16 1 Min #5 | NANEX Testing | BuyEntry | Bar start time: 2016-02-23 14:40:00.000 | Last: 1933.25 132782 Market 1 Buy Order Sent Sim1 Open Order 2016-02-23 14:40:01.190 [Sim]F.US.EPH16 Simulated order accepted 132782 132782 Market 1 Buy Open Sim1 Open Order 2016-02-23 14:40:01.191 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1933.25 Ask: 1933.50 Last: 1933.25 132782 132782 Market 1 Buy Filled 1933.50 1 Sim1 Open Fill 2016-02-23 14:40:01.192 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1933.25 Ask: 1933.50 Last: 1933.25 132782 132782 Market 1 Buy Filled 1933.50 1 Sim1 Open 1 132782.1 Order 2016-02-23 14:44:03.436 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1935.75. Attached Order 132784 Trailing Stop Limit Buy 1937.25 1937.25 Pending Child-Client Sim1 Open 132783 1 Order 2016-02-23 14:44:03.437 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order entry | Last: 1935.75 132783 Limit 1 Sell 1935.75 Order Sent Sim1 Close 1 Order 2016-02-23 14:44:03.438 [Sim]F.US.EPH16 Simulated order accepted 132783 132783 Limit 1 Sell 1935.75 Open Sim1 Close 1 Order 2016-02-23 14:44:03.439 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1935.75 Ask: 1936.00 Last: 1935.75 132783 132783 Limit 1 Sell 1935.75 Filled 1935.75 1 Sim1 Close 1 Fill 2016-02-23 14:44:03.440 [Sim]F.US.EPH16 Trade simulation fill. Bid: 1935.75 Ask: 1936.00 Last: 1935.75 132783 132783 Limit 1 Sell 1935.75 Filled 1935.75 1 Sim1 Close 132783.2 Order 2016-02-23 14:44:03.441 [Sim]F.US.EPH16 Auto-sent child from parent fill 132784 Trailing Stop Limit 1 Buy 1937.25 1937.25 Order Sent Sim1 Open 132783 Order 2016-02-23 14:44:03.442 [Sim]F.US.EPH16 Simulated order accepted 132784 132784 Trailing Stop Limit 1 Buy 1937.25 1937.25 Open Sim1 Open 132783 Order 2016-02-23 14:44:07.593 [Sim]F.US.EPH16 F.US.EPH16 #6 | User order cancel 132784 132784 Trailing Stop Limit 1 Buy 1937.25 1937.25 Pending Cancel Sim1 Open 132783 Order 2016-02-23 14:44:07.594 [Sim]F.US.EPH16 Simulated order canceled 132784 132784 Trailing Stop Limit 1 Buy 1937.25 1937.25 Canceled Sim1 Open 132783 |
[2016-02-23 17:40:32] |
User62657 - Posts: 11 |
I know you find this architecturally impossible, but it keeps occurring on an intermittent basis. Today it's side effects caused such a distraction that I lost $200 USD so please don't tell me it's impossible.
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[2016-02-23 18:07:36] |
Sierra Chart Engineering - Posts: 104368 |
This is in part helpful. However, we only wanted to see the line or lines for that particular order which was submitted. Not a large number of orders. We do not know which of the orders here was submitted unexpectedly. Anyway, we see that you do have an automated trading system submitting automated orders: Order 2016-02-23 14:40:01.189 [Sim]F.US.EPH16 Auto-trade: F.US.EPH16 1 Min #5 | NANEX Testing | BuyEntry | Bar start time: 2016-02-23 14:40:00.000 | Last: 1933.25 132782 Market 1 Buy Order Sent Sim1 Open Therefore, that must be the source of the orders. There is no other possibility. 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 |
[2016-02-23 18:38:32] |
User62657 - Posts: 11 |
Thank you for the discovery.....it was an old (and abandoned) test that I did not realize used Spreadsheet System For Trading, instead of Spreadsheet System/Alert. I am doubly pissed at myself for this error and use of your time. Thank you again.
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[2016-02-23 19:08:14] |
Sierra Chart Engineering - Posts: 104368 |
Also when trading live this automated trading system would not submit orders because it would have to be specifically set to send orders to the trading service which it currently is not set to do. This is a safety that exists. 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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