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Direct MessagesDate/Time: Thu, 25 Apr 2024 13:40:40 +0000
Trading Through My Price
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| [2013-10-11 10:14:10] |
| butch1130 - Posts: 8 |
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Hello, I am running the trial of the software. My Trade DOM has orders entered and as I watch price move up and down, it is often passing through my resting orders and not filling my orders. Is this an issue with the software, or an issue with the trial data feed? I am trading CL. Thanks, Dave |
| [2013-10-11 15:51:43] |
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We see you are running version 1034. This could potentially be a problem on that version. It is a prerelease. Install version 1032. Do this with Help >> Download Current Version. If you still see this on version 1032, then the problem is that you need to understand how orders are filled. They are filled based on bid and ask pricing: https://www.sierrachart.com/index.php?l=doc/doc_TradeSimulation.php#HowOrdersAreFilled 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 |
| [2013-10-11 16:25:49] |
| butch1130 - Posts: 8 |
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does not help. I tried both versions. My orders are being filled at prices that DO NOT even trade in the market. I guess my question should be answered by, "yes, the data used for the trial is not accurate data". My next question is then, Why Not? Dave |
| [2013-10-11 16:30:25] |
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No. That is not correct what you are saying. The data is accurate. This is not a data problem at all. In the case of a stop order, you will notice that the last trade price will trigger the fill of it and then it will fill either at the best bid or ask price based upon whether it is a sell or buy order. There should not be a problem with this. If there is we would have to schedule a time and look at this with remote assistance to see what the problem is. Most likely it is just a case of misunderstanding. 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 |
| [2013-10-11 16:42:08] |
| butch1130 - Posts: 8 |
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This morning I had two instances when my resting Stop Market Order was traded through by over 5 ticks. No Filled order at all. I then had two more instances when my resting Stop Market Order was filled 5 ticks below my stop price AND 3 ticks below the actual low of the 3 minute bar I was watching. The low for the bar was 101.22 and my fill came in at 101.19. Market never went below 101.22 so a fill at 101.19 was not possible. I can (somewhat) understand that a fill may be out of range. I cannot understand why a stop price trades but my order does not get filled at all. Either of these scenarios are unacceptable, would you not agree? I have sim traded on Ninja as well as other products and never had these kind of issues. Please advise. |
| [2013-10-12 02:00:03] |
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This morning I had two instances when my resting Stop Market Order was traded through by over 5 ticks. No Filled order at all. When you notice this, provide us an image of the chart or Trade DOM, by following these steps:https://www.sierrachart.com/index.php?l=PostingInformation.php#Image There must be some explanation for this. It should not occur as we understand it. I then had two more instances when my resting Stop Market Order was filled 5 ticks below my stop price AND 3 ticks below the actual low of the 3 minute bar I was watching. The low for the bar was 101.22 and my fill came in at 101.19. Market never went below 101.22 so a fill at 101.19 was not possible. We can see that you are using the CFD data feed. This is not futures prices. It is bid and ask data only. Therefore, this does make complete sense based upon the current bid and ask prices for USOil. The chart bars consist of midpoint prices. This is documented here: http://www.sierrachart.com/index.php?l=doc/SCRealTimeFOREX.php#DataRecordingModes Refer to this section for information about how orders are filled: https://www.sierrachart.com/index.php?l=doc/doc_TradeSimulation.php#HowOrdersAreFilled If you are doing simulated trading on real-time futures prices, then you will not notice the issue with a fill price different than you would expect. 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: 2013-10-12 02:00:23
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