Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sat, 20 Apr 2024 10:05:17 +0000
[Programming Help] - When scaling in, Attached Orders only sent on first entry
View Count: 1341
| [2018-01-26 00:30:15] |
| Sawtooth - Posts: 3976 |
|
Using the Spreadsheet System for Trading study: When scaling in with Buy Stop/Sell Stop orders, Attached Orders are not present on a subsequent entry if the first entry is filled then stopped out before second entry is filled. Scenario: -First Sell Stop entry is placed with child stop, then parent is filled. -Second Sell Stop entry is placed, but parent has not yet filled. -First entry stops out. -Second entry gets filled, but is naked with no stoploss. Is this expected behavior? Please advise. |
| [2018-01-26 05:21:31] |
| |
|
Reading through this, yes this does make sense. This is not really something that we would want to try to attempt to solve by submitting a new Stop order 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 Date Time Of Last Edit: 2018-01-26 05:21:51
|
| [2018-01-26 14:47:50] |
| Sawtooth - Posts: 3976 |
|
If it's expected behavior, it's nonetheless dangerous to one's account. Since the 2nd Sell Stop placement hadn't filled, why would there be a need to submit a new one? Why should a stop out have any affect on an unfilled order's Attached Order? IOW, there hasn't been a scale-in yet. The unfilled Sell Stop, and its Attached Order, should both be independent until the parent is filled. |
| [2018-01-26 18:30:34] |
| |
|
This is something that you need to understand and be aware of. The solution is to not use Scale In: Attached Orders: Scaling In Since the 2nd Sell Stop placement hadn't filled, why would there be a need to submit a new one? Why should a stop out have any affect on an unfilled order's Attached Order? The only solution from our side for something like this is for each order when using Scale In have its own Attached Order but to use the same price as the existing Attached Order (Either nearest or furthest) and link to it. 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: 2018-01-26 18:31:58
|
| [2018-01-26 19:52:29] |
| Sawtooth - Posts: 3976 |
|
The only solution from our side for something like this is for each order when using Scale In have its own Attached Order but to use the same price as the existing Attached Order (Either nearest or furthest) and link to it.
Yes, please.My client wants to scale in using Stop entries, and trail a common incrementing stop using the Trade Management by Study study, but sometimes the system leaves him with a naked position. Alternative, less desirable, solutions: -Add an option to the Trade Management by Study study to trail the Furthest stop, in addition to the default Nearest. (I would use two instances and not scale in.) -As a companion to J90, add a 'Last Entry/Exit Order Price' output to the Spreadsheet System for Trading study. (I could flatten a naked position and place another at that same price.) |
| [2018-01-29 20:51:59] |
| |
|
Give us about two weeks to implement a solution.
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 |
| [2018-03-28 08:31:59] |
| |
|
We are working on this now.
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 |
| [2019-02-26 22:22:50] |
| Chad - Posts: 231 |
|
Hi, I also want to scale in with AOs...was this feature released?
|
| [2019-02-26 22:48:36] |
| |
|
The underlying issue in this thread was solved. To use Scale In functionality, refer to: Attached Orders: Scaling In 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: 2019-02-26 22:49:15
|
| [2019-02-27 17:52:25] |
| Chad - Posts: 231 |
|
Thanks. This reference states that, when increasing "the size of the Position with a new order, the existing Attached Orders will be increased in quantity to match when the order fills and the Position is increased...new Attached Orders are not submitted." If I actually want to set new target and stop price values and discard the previous ones upon fill of the new order, should I just use the ModifyOrder function on the pre-existing tgt/stp? |
| [2019-02-27 18:39:22] |
| |
|
Yes you can do this and will work fine. This will require ACSIL: Automated Trading From an Advanced Custom Study You will need to know when the new scale in order submitted actually fills. So you would have to be getting the details that order and then check that its status is filled. 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 |
| [2023-01-10 15:52:31] |
| User500500 - Posts: 16 |
|
How to avoid a pending attached child order (Take Profit) to be placed before the parent order gets filled? Context: With ACSIL, I am using the function sc.GetTradePositionForSymbolAndAccount(PositionData, SymbolToTrade, TradeAccount); & NewOrder.Target1Offset = Tticks * sc.TickSize; Scenario A: SymbolToTrade = Symbol of the chart on which the system/study is applied Result: Pending Child Order Sent Correctly --> only placed after "parent" order gets filled (proper OSO) Scenario B: SymbolToTrade != Symbol of the chart on which the system/study is applied Result: Expected Pending Order is mistakenly sent by Sierra Chart as a main order regardless of the "parent" being filled or not (not OSO) I read in documentation that only 1 SL and/or 1 TP can be placed when using GetTradePositionForSymbolAndAccount() but not understanding why the TP is not sending as TP.. Important I resolve this otherwise the study keeps shooting target orders before their parent orders --> end up accumulating position in opposite direction as intended Any help or insight is appreciated! Date Time Of Last Edit: 2023-01-10 15:54:59
|
To post a message in this thread, you need to log in with your Sierra Chart account: