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Date/Time: Thu, 16 May 2024 03:30:09 +0000



OCO_LIMIT_STOP_ORDER with attached target and stop orders

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[2017-02-21 22:22:45]
User953407 - Posts: 5

// Create an s_SCNewOrder object.
s_SCNewOrder NewOrder;
NewOrder.OrderQuantity = 1;
NewOrder.OrderType = SCT_ORDERTYPE_OCO_LIMIT_STOP;
NewOrder.Price1 = limitPrice;
NewOrder.Price2 = stopPrice;
NewOrder.TimeInForce = SCT_TIF_DAY;

//Specify a Target and a Stop. We are specifying one Target and one Stop, additional targets and stops can be specified as well.
NewOrder.Target1Offset = limitOrder_Target_Offset;
NewOrder.Target1Offset_2 = stopOrder_Target_Offset;
    
NewOrder.Stop1Offset = stopOrder_Stop_Offset;
NewOrder.Stop1Offset_2 = stopOrder_Stop_Offset;  

I am specifying an order as above. When the order gets executed I get the IDs of the attached orders.


  if (Result > 0) //If there has been a successful order entry, then draw an arrow at the low of the bar.
  {
  
   // Remember the order IDs for subsequent modification and cancellation
    Target1OrderID = NewOrder.Target1InternalOrderID;
    Stop1OrderID = NewOrder.Stop1InternalOrderID;
        
    Target2OrderID = NewOrder.Target1InternalOrderID_2;
    Stop2OrderID = NewOrder.Stop1InternalOrderID_2;
  }

The when the position is not 0, I am checking which orders are live and I get all four of them!!!
by checking if sc.GetOrderByOrderID(Target1OrderID, ExistingOrder) != SCTRADING_ORDER_ERROR

How can this be true?
[2017-02-22 02:59:58]
Sierra Chart Engineering - Posts: 104368
The only way to know if the order is actually working and can fill is to use this function:
https://www.sierrachart.com/index.php?page=doc/ACSILTrading.html#IsWorkingOrderStatusNoChild

This is not the right method:
sc.GetOrderByOrderID(Target1OrderID, ExistingOrder) != SCTRADING_ORDER_ERROR

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
[2017-02-22 08:06:20]
User953407 - Posts: 5
In this case, could you please let me know what is the best way to find out which of the two orders in the SCT_ORDERTYPE_OCO_LIMIT_STOP has been executed?

Thanks a lot.
[2017-02-22 10:57:48]
Sierra Chart Engineering - Posts: 104368
You need to look at the OrderStatusCode of the order to see if the order has filled:
Automated Trading From an Advanced Custom Study: s_SCTradeOrder Structure Members

You can get the order details with this function:
Automated Trading From an Advanced Custom Study: sc.GetOrderByOrderID
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
[2017-02-22 11:58:00]
Marmany - Posts: 303
1)I am having an issue where a study is interpreting live attached orders as being scale in orders. My code has been adapted from that in tradingsystem.cpp and uses != SCTRADING_ORDER_ERROR.
In tradingsystem.cpp none of the examples contain the IsWorkingOrderStatusNoChild function. Is it a recent addition?

2) In the Manual the code example is:
//Order is considered working
if (IsWorkingOrderStatusNoChild(ExistingOrder.OrderStatusCode))
{
}
Should that be sc.IsWorking.......?

Please advise
[2017-02-22 18:24:09]
Sierra Chart Engineering - Posts: 104368
Is it a recent addition?
No. It just was never documented until recently.


Should that be sc.IsWorking.......?
No.
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: 2017-02-22 18:24:22

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