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Direct MessagesDate/Time: Sat, 20 Apr 2024 16:02:02 +0000
Huge unwanted sim orders executed...
View Count: 1018
| [2018-11-17 16:06:24] |
| User629089 - Posts: 93 |
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Hi, I have an ES 1 minute chart set up for both RTH and ETH. In SIM I've been getting huge orders that I did not execute that are showing up on these charts after I take down the platform and pull it up again the next day or possibly later that day (although I'm not absolutely sure if later that day has happened). Right now on Saturday I've got a long position for 295 contracts @ 2713.28 that looks to be the low of Fridays RTH session of 2913.25 which I most assuredly didn't take. Under the trade tab on the chart I've got the "Trade Simulation Mode On, Chart Trade Mode On, Show Orders and Positions, Auto Trading Enabled-Global and Auto Trading Enabled-Chart" checked on ETH and the same on RTH excluding the "Chart Trade Mode On" option. I'm wondering if those Auto Trading options could be something. It had been doing this awhile back and I thought it stopped but now has started again. This has all been happening on SIM but I'm going to start live trading soon and would like to get this resolved. Please help... Thanks |
| [2018-11-17 20:37:28] |
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You need to follow through the instructions here: Trade Activity Log Analysis: Determining the Origin of a New/Modified Order The only reasonable explanation is that this comes from an automated trading system. 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 |
| [2018-12-03 16:26:34] |
| User629089 - Posts: 93 |
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Hi, I thought this was resolved but this morning I had another 300 qty order executed that I didn't do. I'm looking at the Trade Activity Log as suggested and have gone back a few weeks and the only 300 qty was executed today @ 9:04:50. There are 4 lines that I'll copy below but I don't think there is any indication when the 300 qty was originally initiated/shorted. I think these 4 lines under OrderActionSource was me liquidating this order. From the top line and lower they are: Order 2018-12-03 09:04:50.591 [Sim]ESZ8-CME ESZ8-CME 1 Min #40 User order entry. Flatten&Cancel Last: 2789.75. Current Position quantity: -300 11055 Market 300 Buy Order Sent Sim 1 Close -300 Order 2018-12-03 09:04:50.593 [Sim]ESZ8-CME Simulated order accepted 11055 11055 Market 300 Buy Open Sim1 Close -300 Order 2018-12-03 09:04:50.594 [Sim]ESZ8-CME Trade simulation fill. Bid: 2789.75 Ask: 2790.00 Last: 279.75 11055 11055 Market 300 Buy Filled 2790.00 300 Sim1 Close -300 Fill 2018-12-03 09:04:50.595 [Sim]ESZ8-CME Trade simulation fill. Bid: 2789.75 Ask: 2790.00 Last: 2789.75 11055 11055 Market 300 Buy Filled 2790.00 300 Sim1 Close 11055.1 2803.25 2785.00 I don't know if any of this will help at all but I did not execute the short and there's nothing over the past few weeks showing an execution of a qty 300 simulated short. Of course that qty would have shown up on the "Trade Window For Chart" as an open position and there was nothing there on Friday, the last RTH trading day. On prior unwanted large qty orders that appeared before I sent my original post to the Support Board I didn't see any execution coming from a automated trading system on the Trade Activity Log under OrderActionSequence. Is there something I can send that may be helpful in figuring this out? Thanks |
| [2018-12-03 19:11:23] |
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but I don't think there is any indication when the 300 qty was originally initiated/shorted. This cannot be true. In the case of simulated trading the positions are determined from the order fills.This line makes it very clear there was an existing fill that can be found in the Trade Activity Log, causing a Position of -300 for the symbol and account also shown in the line below: Order 2018-12-03 09:04:50.591 [Sim]ESZ8-CME ESZ8-CME 1 Min #40 User order entry. Flatten&Cancel Last: 2789.75. Current Position quantity: -300 11055 Market 300 Buy Order Sent Sim 1 Close -300
And that line also indicates that you did a Flatten and Cancel operation on chart number 40. Also refer to: Trade Simulation: Trade Simulation Position Quantity Calculation 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: 2018-12-03 19:13:59
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| [2018-12-04 01:16:19] |
| User629089 - Posts: 93 |
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Hi, I understand what you're saying that the order was active and I flattened the short on chart number 40. I did flatten on chart number 40. The point I'm making is that I didn't execute the short. I took the platform down on Friday and was completely flat and wasn't going to put on a position until I pulled up the "Trade Window For Chart" this morning, Monday 12/3. The Trade Window showed that I was short 300. I couldn't have executed this. I just didn't do it. Also, I trade a simulated qty of 5 or less, not a qty of 300 or any combination of orders to total to 300. Anyway, something is wrong and I want to start trading live ASAP so I'm hoping this can be resolved. Thanks |
| [2018-12-04 15:05:25] |
| User629089 - Posts: 93 |
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Hi, This morning, Tuesday, 12/4 SC's showed me long 295 contracts @ 2789.77. Again, I did not put this position on at all as I deal in size of 5 or less. I'm going to try setting up from scratch the 1 min ES RTH and ETH charts that this problem appears to originate from. Hopefully that might resolve the problem. I'll let you know... |
| [2018-12-04 17:55:19] |
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The Trade Window showed that I was short 300. In the case of simulated trading when there is a nonzero Position quantity there must be an order fill that currently exists to show that.If at this time the position quantity is 0 because you flattened a short 300 Position, that means there must be a -300 and +300 fills that exist or some other combination unless both of them have been cleared. Refer to these two sections: http://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#ViewingHistoricalTradeActivity http://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#TradeStatsOpenQuantityFieldCalculation (This is important to read to understand how the position quantity is arrived at) If you need help we will need to get the Trade Activity Log file from you. Here are instructions: http://www.sierrachart.com/index.php?page=doc/TradeActivityLog.php#TradeActivityLogToSupport 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: 2018-12-04 17:57:07
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