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Direct MessagesDate/Time: Thu, 18 Apr 2024 23:01:01 +0000
ATM leaving buy/sell orders after targets are filled
View Count: 1328
| [2018-05-25 21:04:45] |
| User357598 - Posts: 6 |
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Howdy, If I place an order, then add-on more orders, once my first target is reached there is an excess number of buys/sell stops left over. After my final target is hit, the excess stop orders still remain and if price comes back they get filled -- which is not intended of course. Not sure if I'm doing something wrong with my trade configuration or if there's a bug. My strategy is configured for "support scale in" and "support scale out". Please see screenshots illustrating the issue and my configuration. Trade confituration: * http://www.sierrachart.com/image.php?Image=1527281331201.png * http://www.sierrachart.com/image.php?Image=1527281434958.png * http://www.sierrachart.com/image.php?Image=152728145361.png * http://www.sierrachart.com/image.php?Image=1527281283456.png * http://www.sierrachart.com/image.php?Image=1527281369249.png Illustration of problem (mark-up of live issue): * https://photos.app.goo.gl/8pKRw6CoT4xhjQ3b2 * https://photos.app.goo.gl/aQ8t1tXgdYtRDNRU2 Thank you, Date Time Of Last Edit: 2018-05-25 21:37:53
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| [2018-05-31 05:17:51] |
| User357598 - Posts: 6 |
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Just checking in. Sorry; I haven't been able to figure this out. If it is not a bug can someone point me in the right direction please? Much thanks! = ) |
| [2018-05-31 06:28:29] |
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We apologize for this. We did review this and we were going to respond but then overlooked it. In this section here we explain under what conditions Attached Orders are canceled: http://www.sierrachart.com/index.php?page=doc/AttachedOrders.html#Functionality You really need to be sure that these stop orders are actually Attached Orders and you are not entering them independently. There are no other cases where orders would be automatically canceled. So it is hard for us to give an exact answer because we really do not know the exact sequence of actions you are performing. 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 |
| [2018-05-31 06:31:16] |
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Also make sure this option is disabled: http://www.sierrachart.com/index.php?page=doc/GlobalTradeSettings.html#UseServerSideBracketOrders It might be the cause of the problem which we would have no control over. And be sure to read the prior post. We are also doing some testing 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 Date Time Of Last Edit: 2018-05-31 06:31:39
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| [2018-06-01 04:54:55] |
| User357598 - Posts: 6 |
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Thanks for the response. After a few additional hours of troubleshooting I figured it out: The first target (further away) was assigned to OCO group 1 and the second target (closer) was assigned OCO group 2. I simply reversed things so that OCO group 1 was assigned to the closer target and OCO group 2 was assigned to the more distant target. The problem existed because: Although add-ons were added to the closer TARGET the STOPS for the add-ons were added for the second target. Hence when the first target was hit, all add-ons were covered but excess buy/sell stops were left over. And when the final target was hit the excess buy/sell stops remained -- and could be filled if price reversed (not cool). I don't know if this would be considered a bug or a misconfiguration on my end. Here's the steps to reproduce, if it helps: STEPS TO REPRODUCE ------------------- 1 - Create target 1 at 50 ticks away and assign to OCO Group 2 2 - Create target 2 at 10 ticks away and assign to OCO Group 1 3 - Create a 10 tick "stop: stop" assigned to "all OCO Groups" 4 - Save config 5 - Enter long and quickly add on 6 - First target is assigned 3 contracts and second target is assigned 1 contract 7 - ?? > First target is reached but 3 sell stops remain. EXPECTED > 1 sell stop remains 8 - Second target is reached and 2 sell stops remain 9 - Price reverses and sell stops are filled |
| [2018-06-05 02:27:40] |
| User357598 - Posts: 6 |
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Actually, I was wrong about the work around -- sorry. This is still a problem. I think it is probably a bug. Also, I'm pretty sure I didn't have this issue until I upgraded to build 1733 (64 bit). Please see my "steps to reproduce" (in the previous post) and let me know if you need any help or clarification -- will gladly help. Much thanks, |
| [2018-06-05 10:32:12] |
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We are testing 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 |
| [2018-06-05 20:31:24] |
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We are going to be releasing version 1758 with some changes and better code organization in this particular area and we will want you to test that with your trading configuration. It is coming out in about 20 minutes.
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 |
| [2018-06-06 02:50:42] |
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We think that you may still have an issue in 1758 potentially. We now fully understand the reason for the issue and we are implementing a complete solution for this. We just have to make sure that when scaling in, that both the target and stop orders that have their quantities increased are within the same OCO group. 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 |
| [2018-06-06 04:18:36] |
| User357598 - Posts: 6 |
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Thanks for the hard work and prompt respsone: I can verify that the problem still exists in build 1758 but **ONLY** when "global settings" > "global trade settings" > "scale in" is set to "nearest orders". When set to "furthest orders" the problem is not reproducible since contracts and stops are both assigned to the furthest order. NOTE: The "global trade settings" > "Scale in" config was not honored in build 1733 but is honored in build 1758. I'm out of town the next couple days but will be available Friday to test this further, if needed. Sincerely, -N.C. Date Time Of Last Edit: 2018-06-06 04:26:25
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| [2018-06-06 05:06:43] |
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We are confident we do have the problem now resolved and we are going to be putting out prerelease 1759 within about 20 minutes.
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: 2018-06-06 05:07:06
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