Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sun, 28 Apr 2024 21:50:59 +0000
Sim order fill problem
View Count: 1091
| [2019-02-07 14:19:09] |
| User816220 - Posts: 80 |
|
I ran into a problem with sim trading this morning with version 1870. This was on a trade dom with scale in/out and cancel orders on flat position enabled. I was short -2 on ESH19, with sell stops to scale in at 2715.75/14.75/13.75 and a buy limit to close at 2712.75. From the trade activity log: 1: the 15 and 14 stops filled as expected, position now -4 <market hit with a burst of sell orders here> 2: the 12 limit was filled @qty 4 3: the 13 stop was filled, position now -1 4: the 12 limit was reactivated @qty 1 After that, the market repeatedly crossed above and below the 1@2712.75 buy limit but the order failed to fill (I eventually manually flattened which worked as expected). The fill of the 2713.75 sell stop after the 2712.75 buy limit seems wrong as well. The one-tick chart shows trades occurring at each tick on the way down (from 2714.25 down to 2711.50), so the market didn't jump over anything. Is that (out of order fills, and cancel orders on flat position not taking effect) just a limit of sim trading when there's a quick move in the market? |
| [2019-02-07 15:56:15] |
| |
|
Cancel orders on a flat position is only going to take effect, when the position goes to flat and remains there. If the position direction changes, it does not do anything. It is hard after-the-fact to say what the problem is with the buy limit order. If you can reproduce it, we cannot look into it. 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 |
| [2019-02-07 16:01:13] |
| |
|
One thing we want you to do is to increase the number of stored time and sales records: Data/Trade Service Settings: Number of Stored Time and Sales Records (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Other Settings) This would be the only thing we can think of that the issue with the limit order not filling would be related to. 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: 2019-02-07 16:02:28
|
To post a message in this thread, you need to log in with your Sierra Chart account: