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Direct MessagesDate/Time: Sun, 28 Apr 2024 08:01:44 +0000
Volume Stops not Working?
View Count: 2214
| [2018-02-16 19:21:20] |
| User839162 - Posts: 82 |
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I was testing out the --Stop: Trade Volume Triggered Stop-- in SIM today and it is not working. As you can see in the attached image. Price is trading through it without marketing me out at the specified volume threshold. I'm on version 1702. Please advise? Thanks |
 unknown.png / V - Attached On 2018-02-16 19:20:20 UTC - Size: 91.88 KB - 377 views |
| [2018-02-16 19:37:14] |
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Here is the documentation we have for this order type so far: Order Types: Trade Volume Triggered Stop To help understand how much volume has been counted, make sure these options are enabled: Global Trade Settings Windows: Additional Order Information (Global Settings >> Chart Trade Settings >> Working Orders >> Working Orders - Display) https://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#ChartTradeSettings_DisplayDetailedOrderInformation 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: 2018-02-16 19:37:23
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| [2018-02-16 19:45:03] |
| User839162 - Posts: 82 |
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I understand how Volume stops are supposed to work. It is a stop order. So if price trades through my stop price, it should market me out, whether it is where my stop order is at or with 1 tick of slippage, correct?
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| [2018-02-16 19:56:54] |
| User839162 - Posts: 82 |
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Here are more examples. As you can see in image 1 I'm using a Volume Stop. Image 2 shows that when any orders touch the stop it turns into a Mkt order. Image 3 shows price trading clean through it without stopping me out. Image 4 is my trade window with a volume threshold set to 600. It should have stopped me out, correct? Date Time Of Last Edit: 2018-02-16 20:10:28
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| [2018-02-18 02:16:16] |
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We are surprised by this and we are unable to reproduce. For now we just need to let this go until the next release since perhaps there is something unknown changed that has resolved it. Do not use this order type for 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 |
| [2018-02-18 05:56:55] |
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Actually we are now able to reproduce this as an Attached Order. It only happens in that case. We should have a new release out in a few days.
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 |
| [2018-02-18 21:09:43] |
| User839162 - Posts: 82 |
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Great! Thank you!
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| [2018-02-18 23:37:40] |
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This is actually now resolved in version 1704. Test again.
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 |
| [2018-02-19 00:46:50] |
| User839162 - Posts: 82 |
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Works great. Thanks for fixing so quickly.
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| [2018-02-19 04:04:13] |
| User839162 - Posts: 82 |
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Actually... please see the attached image. I should have been stopped out, correct? I'm using the bid/ask triggered stop with a 900 threshold. Thanks |
| [2018-02-19 04:43:42] |
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We will do some checking on this but the most likely explanation is that particular Bid quantity from the market depth was not present in the CQG best bid quantity which is a different set of data. If so, this is a data issue which we cannot help with. 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: 2018-02-19 05:01:03
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| [2018-02-19 04:51:20] |
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OK we do see the problem. We are going to fix this.
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 |
| [2018-02-20 05:27:53] |
| User839162 - Posts: 82 |
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Thank you. Is this fix in the 1705 release?
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| [2018-02-20 05:53:24] |
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Yes.
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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