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Date/Time: Tue, 16 Sep 2025 01:02:08 +0000
Managing mutliple attached orders using ACSIL
View Count: 2314
| [2019-07-10 15:15:50] |
| tomas262 - Posts: 153 |
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Hello, I trade manually using market orders. I have managed to build ACSIL code to control attach orders (SL + PT) and adjust them for a slippage on entry (fill price VS indicator signal). This works well when trading 1 contract. Now I would like to setup a scenario with 3 contracts each having different setup for targets + stops + move to B/E. I would like to manage all these attached orders individually using ACSIL. I see sc.GetNearestTargetOrder() only selects the nearest but I use PT1 30 ticks, PT2 40 ticks and PT3 50 ticks. In case of slippage I want to adjust all of them one by one. Can it be done using ACSIL? Is there any example around? |
| [2019-07-10 20:17:27] |
| TedMar - Posts: 191 |
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Try to manage them with remebered OrderID ,LinkID ...Automated Trading From an Advanced Custom Study: s_SCTradeOrder Structure Members
Date Time Of Last Edit: 2019-07-10 20:17:42
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| [2019-07-10 23:06:14] |
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You can get any of the orders in ACSIL. Refer to: Automated Trading From an Advanced Custom Study: Getting Order Information 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: 2019-07-10 23:06:42
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| [2021-12-03 17:09:10] |
| JDCII2112 - Posts: 21 |
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Tomas262, did you get this to work? I am at the same obstacle. |
| [2021-12-03 17:14:43] |
| tomas262 - Posts: 153 |
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Yes, my study now sends the entry mkt order as long as it is allowed by the "control bar CS button" so I get the ID stored. Kind of semi-auto trading. At the entry I record the slippage and ajdust PT&SL orders using IDs I got at the time of entry
Date Time Of Last Edit: 2021-12-03 17:17:24
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| [2021-12-03 17:26:47] |
| JDCII2112 - Posts: 21 |
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How did you adjust for slippage? I am trying to accomplish the same in ASCIL and haven't figured it out yet. If you would be so kind to help would be greatly appreciated.
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| [2021-12-03 17:30:13] |
| tomas262 - Posts: 153 |
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The entry is triggered by an indicator at bar close. I continuously store the price when indicator is signalling entry into a variable lastUpTrendPrice or lastDownTrendPrice. Then double slippage = 0.00000f;
if (PositionData.PositionQuantity > 0) slippage = sc.RoundToTickSize(PositionData.AveragePrice - lastUpTrendPrice); else if (PositionData.PositionQuantity < 0) slippage = sc.RoundToTickSize(lastDownTrendPrice - PositionData.AveragePrice); |
| [2021-12-03 17:43:06] |
| JDCII2112 - Posts: 21 |
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Cool. Thank you! I had a similar code but it was about 20 lines longer. New to coding. I greatly appreciate your help!
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