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Direct MessagesDate/Time: Tue, 30 Apr 2024 11:50:43 +0000
Chart Replay Using Attached Orders
View Count: 589
| [2019-08-31 15:20:47] |
| User94606 - Posts: 327 |
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I have been trying to figure this issue for a long time but unfortunately, I still have this issue. When I do a chart replay and I execute a SELL MKT order on NQ, I get stopped immediately (1, 2 or 5 ticks) even though, I have a 10-tick stop in the attached order - see screenshot. Can I request for session to troubleshoot this issue? Here is another example on a YM replay for August 26, 2019 at 07:25:00 AM EST. I have a 10 tick stop and a 40 tick target but I was stopped out when it was only 4 ticks profit - please refer to screenshot and YM chartbook. Looks like I hit a limit on the number of files I can upload. I was able to upload the screenshot but not the YM chartbook. Please let me know how I can send the YM chartbook. Date Time Of Last Edit: 2019-09-01 14:21:15
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Private File Private File Private File |
| [2019-09-01 14:26:26] |
| User94606 - Posts: 327 |
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Attaching the YM chartbook in reference to post #1
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Private File |
| [2019-09-03 02:51:14] |
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First thing to check is to make sure the Tick Size is set correctly for that chart the orders are submitted from : Chart Settings: Tick Size (Chart >> Chart Settings >> Symbol >> Symbol Settings menu) What is it set to and what is the symbol? If it is set correctly, then we need the information here: Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis This would be a chargeable analysis. 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: 2019-09-03 02:52:40
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| [2019-09-14 12:58:32] |
| User94606 - Posts: 327 |
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The symbol is NQ and you can check using a replay for Sep 13, 2019 starting at 9:30 AM EST. Can we have a phone conversation before starting the analysis?
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| [2019-09-15 17:34:54] |
| User94606 - Posts: 327 |
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I think I figured out what the issue is but would like to get confirmation on how the attached orders work. If you have a 10 tick stop for a total of 10 contracts, is the 10 tick stop for single contract or for the total combined 10 contracts? If the 10 tick stop is for the total of 10 contracts, does this mean that if you are down 1 tick, you will get stopped out right away on all 10 contracts? If that is the case, this explains when I run chart replay in some scenarios, I get stopped out right away.
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