Login Page - Create Account

Support Board


Date/Time: Mon, 06 May 2024 18:56:30 +0000



Chart Replay attached order not attaching all the time

View Count: 853

[2018-08-25 11:14:15]
User7817001 - Posts: 96
Morning, while running chart replay (over and over again without an issue), there became a time when the attached orders didn't attach, any thoughts? The attached orders go along fine for several trades during replay, then boom, an order is filled, without attached orders attached.

Thanks
imageCapture.JPG / V - Attached On 2018-08-25 11:13:05 UTC - Size: 37.72 KB - 275 views
Attachment Deleted.
[2018-08-25 11:56:19]
User7817001 - Posts: 96
(UPDATE) closer examination -

the original attached order is being placed, but for some unknown reason, both 'target' and 'stop' are being removed from the original order, it appears to occur repeatably at specific time(s), 10's of attached orders go off without any issues, then at specific (repeatable) timestamp the bracket orders remove themselves, leaving the original order alone and lonely

now, i disabled the 'Trading System Based on Alert Condition', then manually placed the same order at the same time, and the manually placed order did not loose it's attached order

this is strange
[2018-08-25 12:09:28]
User7817001 - Posts: 96
(UPDATE II) attached is the configuration I am back testing, it is necessary to attempt to duplicate this issue

the triggered trade timestamp is included 2018-08-20 19:52:35:018
the bracket orders go away a few minutes later 20:00:00

again, manually entering the bracket order does not exhibit the issue

this behavior exists at differing times during different chart lengths
imageCapture.JPG / V - Attached On 2018-08-25 12:09:05 UTC - Size: 145.8 KB - 269 views
[2018-08-25 20:56:05]
Sierra Chart Engineering - Posts: 104368
Check the Trade Activity Log and see why those orders are getting canceled:
Trade Activity Log: Viewing Historical Trade Activity

Also check the Trade >> Trade Orders and Positions >> Orders tab and see if the Time in Force is Good till canceled.
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
[2018-08-26 12:56:21]
User7817001 - Posts: 96
Thank you for the recommendations, please see attached for order details

a) original order
b) 'canceled' order (unknown reason, but repeatable)
c) odd, order type is 'Day', yet, TIF = Good Till Cancelled on the order menu

I do not know if there are other (overriding) TIF settings which are overriding the order menu...
imageCapture.JPG / V - Attached On 2018-08-26 12:48:54 UTC - Size: 131.06 KB - 279 views
[2018-08-26 21:56:14]
Sierra Chart Engineering - Posts: 104368
You are not setting the Time in Force on the right trade window. Refer to:
Basic Trading and the Trade Window: Trade Window Settings Not Applying to Chart or Trading DOM

And you need to look at the Trade Activity Log for the specific reason why the order is canceled:

Trade Activity Log: Viewing Historical Trade Activity
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
[2018-08-27 08:39:12]
User7817001 - Posts: 96
I am setting TIF on the right trade window, there is only one(1) trade window, there is only one (1) chart (55t) in the one (1) chartbook that is open during this backtesting.

There are two order menu tabs which contain TIF LOV (list of values, in case you didn't know that term) in the Trading Window attached to the one (1) chart that is open in the one (1) chartbook that is open. Both LOV's for TIF are set to "Good to Canceled", this configuration is saved. I also saved all, closed and reopened the single chartbook containing the single chart, to confirm the TIF LOV remained, it remained "Good to Canceled".

The trade activity log (which I provided a snip copy of last post) shows the order TIF was "Day", also it was "Canceled" at 19:52:35 (repeatably), I see no new information on the viewinghistoricalactivity page to root cause the issue. If there is a reason for the TIF to change from "Good to Canceled" to "Day" in the trade activity log, please direct me to where this exists.

I did more closely examine WHY after I set TIF to "Good to Canceled" this is changing BY ITSELF to "Day" when the order is placed using 'Trading System Based on Alert Condition' which I have used many times in the past without this issue.

1) TIF is changing (by itself) from 'Good to Canceled' to 'Day' using 'Trading System Based on Alert Condition', when the order is placed by the study only.
2) TIF is NOT changing when the order is manually placed (study disabled)
3) Bracket orders are not "Canceling" when TIF is 'Good to Canceled', during the manually placed order.

Mark
[2018-08-27 09:22:18]
Sierra Chart Engineering - Posts: 104368

I did more closely examine WHY after I set TIF to "Good to Canceled" this is changing BY ITSELF to "Day" when the order is placed using 'Trading System Based on Alert Condition' which I have used many times in the past without this issue.
Yes this is the problem. We need to look into this. We have to see if we can use the Trade Window to set the Time in Force. Clearly it is getting override by the study.
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
[2018-08-27 09:48:39]
Sierra Chart Engineering - Posts: 104368
This will be resolved in the next release (coming out in a day), and we have also added this section to document how it will work:
Trading System Based on Alert Condition: Time in Force
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
[2018-08-27 12:41:15]
User7817001 - Posts: 96
Perfecto!

I look forward to the update, on Wed of this week.

Thank you
Mark
[2018-08-28 08:47:28]
User7817001 - Posts: 96
Thank you Sierra Chart Support - Engineering Level!

Great work!

Mark

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account