Login Page - Create Account

Support Board


Date/Time: Thu, 28 Mar 2024 22:30:37 +0000



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

View Count: 850

[2019-02-04 22:59:08]
Yoda - Posts: 106
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:
Replaying Charts
Attached Orders

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 - 239 views
[2019-02-05 17:02:38]
Sierra Chart Engineering - Posts: 104368
Most likely this is because of the bid and ask prices. Refer to:
Trade Simulation: Why Fill and Order Prices Can Be Wrong or Unexpected /
Orders Do Not Fill When Expected


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

Trade Activity Log: Providing Trade Activity Log Data Lines to Support
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: 2019-02-05 17:03:26
[2019-02-11 20:34:20]
Sierra Chart Engineering - Posts: 104368
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. 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: 2019-02-11 20:35:02

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

Login

Login Page - Create Account