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Date/Time: Tue, 23 Apr 2019 19:09:02 +0000



Attached Target:Limit orders automatically fill once Parent filled during replay

Support Request:
[2019-02-04 22:59:08]
Yoda - Posts: 75
I'm trying to use attached Target:Limit orders during a replay. However, when the parent order fills, the Target:Limit orders also automatically fill even though price never reached the targets.

If I change the target type from Target:Limit to Target:Market if Touched, then the replay works correctly and the targets are only filled once price touches the respective target.

Is there a switch or something that I need to throw for Target:Limit to work on a replay?

I've read through the following pages and cannot find anything that explains this behaviour:
https://www.sierrachart.com/index.php?page=doc/ReplayChart.html
https://www.sierrachart.com/index.php?page=doc/AttachedOrders.html

I've attached a screenshot showing the issue where the Targets were set as follows:

Target 1 10.00P | Qty 100 | Lmt
Target 2 20.00P | Qty 100 | Lmt
Target 3 30.00P | Qty 100 | MIT
Stop All | 10.00P | Stop | L

I then pushed Buy at the open today on AMZN and 300 shares were filled at 1624.40. The first 2 Target:Limits were immediately filled and SC is showing a profit of $3000 even though price had not yet traded above 1627 (no where near the targets). The 3rd Target:MIT is correctly showing as Open @ 1654.54
imageTarget Limit issue on Replay 2019-02-04 1847.png / V - Attached On 2019-02-04 22:56:17 UTC - Size: 490.12 KB - 20 views
[2019-02-05 17:02:38]
Sierra Chart Engineering - Posts: 71130
Most likely this is because of the bid and ask prices. Refer to:
https://www.sierrachart.com/index.php?page=doc/TradeSimulation.php#FillPricesWrong_OrdersDoNotFill

We need to see the order "Fill" Trade Activity line for one of those orders that fills unexpectedly. Follow the instructions here:

https://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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-02-05 17:03:26
[2019-02-11 20:34:20]
Sierra Chart Engineering - Posts: 71130
We think that this problem could also be related to estimated position in queue. This has been resolved and the current version is now 1872.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-02-11 20:35:02

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