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Direct MessagesDate/Time: Thu, 09 May 2024 23:47:46 +0000
Multiple independent entries with attached StopLoss and Profit Target
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| [2017-06-06 11:13:47] |
| User287992 - Posts: 51 |
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Is it possible to achieve entries with independent attached StopLoss and Profit Target orders while using ACSIL studies? Only behavior I was able to see is increased size of SL/PT orders after additional market entries. I would like to have SL/PT for each entry instead. Thank you in advance for any help. |
| [2017-06-06 17:35:06] |
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Yes. This is the standard functioning so long as you have not set Support Scale In or Support Scale Out. Refer to: http://www.sierrachart.com/index.php?page=doc/ACSIL_Members_Variables_And_Arrays.html#scSupportTradingScaleIn There is nothing special to do. The orders will always be separate with their own Attached Orders automatically. 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 |
| [2017-06-16 15:07:16] |
| User287992 - Posts: 51 |
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Thank you. I had to explicitly add sc.SupportTradingScaleIn = false;
into strategy to override settings in trade window. |
| [2017-06-19 12:31:49] |
| User287992 - Posts: 51 |
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I have another problem regarding this. The entries and exits are not correctly connected in chart and trade activity log. For example the following trades have PT and SL 20 ticks: Symbol Trade Type Entry DateTime Exit DateTime Avg Entry Price Avg Exit Price
[Sim]GC-201708-NYMEX Short 2013-01-03 13:21:37.049 2013-01-03 14:12:07.001 1715.9 1717.0 [Sim]GC-201708-NYMEX Short 2013-01-03 13:33:13.070 2013-01-03 13:46:16.001 1715.0 1715.8 [Sim]GC-201708-NYMEX Short 2013-01-03 13:37:33.004 2013-01-03 13:37:33.010 1713.8 1713.9 Correctly it should be: 1715.9 => 1713.9 1715.0 => 1717.0 1713.8 => 1715.8 http://www.sierrachart.com/image.php?Image=1497875349884.png Is there any way to fix it? Thank you. |
Private File Private File |
| [2017-06-20 20:21:51] |
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Refer to the documentation here about this: http://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#OrderFillMatchingMethods Also, refer to: http://www.sierrachart.com/index.php?page=doc/ChartTrading.html#OrderFillConnectingLinesDoNotDisplay 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 |
| [2017-06-21 12:00:06] |
| User287992 - Posts: 51 |
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Thank you. Sadly neither FIFO nor FILO satisfies all cases. If we have 3 orders: Long Entry SL PT
1. 1000 980 1020 2. 1005 985 1025 3. 1010 990 1030 If the price will go up from 1010, then it will fill FIFO but if it will go down it will fill FILO. It would be great if SC could connect those trades based on parent/child connection that causes those fills. |
| [2017-06-26 10:30:49] |
| User287992 - Posts: 51 |
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Will this functionality be part of SC? It would help us a lot, thank you.
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| [2017-06-26 14:50:48] |
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How orders are grouped and matched is documented here: http://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#OrderFillMatchingMethods This will not change. Also check the Open/Close field to make sure it is correct for those order fills. 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 |
| [2017-06-26 16:47:26] |
| User287992 - Posts: 51 |
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Open/Close field is correct based on documentation but those trades are not real because neither FIFO nor FILO matches all trades correctly. I understand the way FILO and FIFO work and I am not asking you to change anything about it. But having multiple positions (and trying to use Trade Activity Log) right now seems very counter-intuitive, illogical and wrong, since trades are matched incorrectly. Please see enclosed tradelist to ilustrate how useless it is, since I am not able to analyze my trades the way I took them. Profit Target and Stop Loss is 20 ticks for every trade. |
 Pasted image at 2017_06_26 06_39 PM.png / V - Attached On 2017-06-26 16:46:40 UTC - Size: 251.15 KB - 267 views |
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