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Direct MessagesDate/Time: Fri, 19 Apr 2024 19:54:36 +0000
Problem - not every order is opening with their OCO pending orders!
View Count: 928
| [2018-12-13 21:01:48] |
| User517260 - Posts: 97 |
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Dear Support, I and my customer have a problem. I use following code to place BuyStop order with Pending Stop Loss order: //--- Set Buy Stop Order --- s_SCNewOrder BuyStopOrder; BuyStopOrder.OrderQuantity = LotSize.GetFloat(); BuyStopOrder.Price1 = sc.High[sc.Index-1] + EntryOffset.GetInt()*sc.TickSize; BuyStopOrder.OrderType = SCT_ORDERTYPE_STOP; if(MoveToBE.GetInt() != 0){ BuyStopOrder.MoveToBreakEven.Type = MOVETO_BE_ACTION_TYPE_OFFSET_TRIGGERED; BuyStopOrder.MoveToBreakEven.TriggerOffsetInTicks = MoveToBE.GetInt(); BuyStopOrder.MoveToBreakEven.BreakEvenLevelOffsetInTicks = BEOffset.GetInt(); BuyStopOrder.MoveToBreakEven.TriggerOCOGroup= OCO_GROUP_1; } BuyStopOrder.Target1Offset = (float)sc.RoundToIncrement(TPSize.GetInt() * sc.TickSize, sc.TickSize); BuyStopOrder.Stop1Offset = (float)sc.RoundToIncrement(SLSize.GetInt() * sc.TickSize, sc.TickSize); BuyStopOrder.OCOGroup1Quantity = 2; int Result = (int)sc.BuyOrder(BuyStopOrder); if (Result > 0){ Buffer.Format(" %4d-%2d-%2d %2d:%2d:%2d Chart #%d Symbol: %s Buy Stop order #%d was OPENED SUCCESSFULLY (price level = %7.0f) ", sc.BaseDateTimeIn[sc.Index].GetYear(), sc.BaseDateTimeIn[sc.Index].GetMonth(), sc.BaseDateTimeIn[sc.Index].GetDay(), Hour, Minute, Second, sc.ChartNumber, sc.Symbol.GetChars(), BuyStopOrder.InternalOrderID, BuyStopOrder.Price1); sc.AddMessageToLog(Buffer,1); } else { vanPrintCodeOfError_Longs(sc, Result); } //------------------------------------------- Similar code is for Short section. A soon as user click custom button Buy - my bot open Buy Stop Order with OCO StopLoss order. As you may see on https://youtu.be/zLKas3fDLIM since 06:00 time point - it worked ok till 09:40 - Buy Stop order was opened with attached Pnding Sell Stop order (SL). BUT! Since 09:40 we may see - BuyStop orders for F.US.YMH19 and F.US.ENQH19 was opened, but without their pending SLs! It is a problem. Help me please as soon as possible, because my customer is stopped in his business because of this problem. Waiting for your reply asap! Thanks, Alex! |
| [2018-12-13 21:30:13] |
| User517260 - Posts: 97 |
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It is second example of sdame problem https://youtu.be/wfjlOlbTqcc it seems - this problem happens if previously placed BuyStop order with his pending SL was filled - next BuyStop order is placing without his SL. I tested new OCO_GROUP for every new BuyStop order like: for 1st BuyStop order BuyStopOrder.MoveToBreakEven.TriggerOCOGroup= OCO_GROUP_1; for 2nd BuyStop order BuyStopOrder.MoveToBreakEven.TriggerOCOGroup= OCO_GROUP_2; for 3rd BuyStop order BuyStopOrder.MoveToBreakEven.TriggerOCOGroup= OCO_GROUP_3; but it didn't decide a problem... Date Time Of Last Edit: 2018-12-13 22:35:52
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| [2018-12-13 22:43:11] |
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Do not set this: BuyStopOrder.OCOGroup1Quantity = 2; Since you are using: BuyStopOrder.MoveToBreakEven.Type = MOVETO_BE_ACTION_TYPE_OFFSET_TRIGGERED; Do not use: for 1st BuyStop order BuyStopOrder.MoveToBreakEven.TriggerOCOGroup= OCO_GROUP_1; for 2nd BuyStop order BuyStopOrder.MoveToBreakEven.TriggerOCOGroup= OCO_GROUP_2; for 3rd BuyStop order BuyStopOrder.MoveToBreakEven.TriggerOCOGroup= OCO_GROUP_3; And set this in the code to 0: ACSIL Interface Members - Variables and Arrays: sc.SupportTradingScaleIn 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 |
| [2018-12-14 16:17:11] |
| User517260 - Posts: 97 |
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Thanks a lot!
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