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Replay multiple charts in chartbook. Getting OrderstatusCode == SCT_OSC_UNSPECIFIED

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[2017-05-30 02:09:35] #1 [Go To First Post]
@sstfrederik - Posts: 403
Hi, Iaw /ACS_Source/scconstants.h, the OrderStatusCode "should" never be 0 (SCT_OSC_UNSPECIFIED) but I do get it when running an auto strategy in replay. - running version 1545 - running replay for all charts in chartbook, 1 sec interval - Trade activity log says order was filled - no other issues in service log - when I trade a single chart in replay mode the OrderStatusCode == 8 (SCT_OSC_FILLED) Anything I can do, apart from using SCT_OSC_UNSPECIFIED as part of my condition? Kind regards, Frederik Date Time Of Last Edit: 2017-05-30 02:10:16

[2017-05-30 02:46:20] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Actually what is happening is the default order structure is being returned, which means the order was never found because it was removed from the list. Check the return value of the function you are using. 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

[2017-05-30 09:48:13] #3 [Go To First Post]
@sstfrederik - Posts: 403
Chart: Replay 240.0X: ESM17 1.00 Range #8 \| Study: AS Trading System \| OrderStatusCode = 0, FillResult = -1 \| 2017-05-30 05:45:11 * Nothing in the trade service log. The codesnippet is this: if(LongOrderExit == true){ s_SCTradeOrder TradeOrderData; FillResult = sc.GetOrderByOrderID(LongOrderID, TradeOrderData); OrderStatusCode = TradeOrderData.OrderStatusCode; SCString noot; noot.Format("OrderStatusCode = %d, FillResult = %d", OrderStatusCode, FillResult); sc.AddMessageToLog(noot,1); //if filled // added OSC_UNSPECIFIED to make it work with replaying all chartbooks// if (OrderStatusCode == SCT_OSC_FILLED \|\| OrderStatusCode == SCT_OSC_UNSPECIFIED){ //reset some persistent values }

[2017-05-30 17:57:42] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
A return value of -1 means the order was not found. Why this can happen during a back test is fully documented here: http://www.sierrachart.com/index.php?page=doc/ACSILTrading.html#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 Date Time Of Last Edit: 2017-05-30 17:57:55

[2017-07-10 16:00:14] #5 [Go To First Post]
wwwingman - Posts: 185
I had the same problem for backtesting and needed to adjust the code for replay. If I understand correctly it means sierra deletes the filled orders on replay. Is it possible to avoid that in some way (user option ?) ? this is useful for backtesting semi automatically strategies. -- W

[2017-07-10 16:30:40] #6 [Go To First Post]
@sstfrederik - Posts: 403
Change the replay mode to something else than accurate replay and it will not happen.

[2017-07-10 16:50:51] #7 [Go To First Post]
wwwingman - Posts: 185
Change the replay mode to something else than accurate replay and it will not happen. No. I need precise replay. -- W.

[2017-07-11 18:02:53] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Is it possible to avoid that in some way (user option ?) ? this is useful for backtesting semi automatically strategies. No, the orders are removed to improve performance. Maybe we can add an option, but we already have 1000 other things to do. This is just yet another that we cannot get to anytime soon. 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: 2017-07-12 03:21:44

[2017-07-12 03:21:13] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What we will try to do is keep the filled and canceled orders during a back test persistent for 30 seconds instead of immediately removed. Hopefully that will help. 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

[2017-07-12 06:11:32] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have not yet done any testing of the changes but we have implemented what is described in post #9 above. 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: 2017-07-12 06:11:50

[2017-07-12 06:19:06] #11 [Go To First Post]
wwwingman - Posts: 185
Thank you. FWIW : My goal is to have a behavior that is similar on live/sim/replay. By eliminating the orders automatically on tick replay it is impossible for me to know that an order was filled when using GetOrderByOrderID. I can obviously tweak (which is what I did..) to something like "if we are in replay mode and I get an error it means the order was filled" but you can see it is a bad approach. Maybe there are other ways to check my order got filled that I am not aware of... (but going to non precise replay is not an option..). -- W.

[2017-07-12 06:55:19] #12 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We could add the capability to get all of the order fills for a particular Internal Order ID. We have something like this on the task list. 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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