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Direct MessagesDate/Time: Fri, 19 Apr 2024 20:20:48 +0000
Simulated Order not being filled
View Count: 2311
| [2014-01-14 11:17:43] |
| MotoMoto - Posts: 47 |
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Hi, I hope it is something simple I am missing here. :) I am testing something using the Spreadsheet for trading in SIM (live not replay) and I have it set up so that when a trade is triggered in the buy entry/sell entry column it places a limit order based on a value I had manually inputted. For this exact example in the EURJPY - When my trade trigger went off I had a sell order trigger a limit sell order at 141.85 with a limit price of 3 extra ticks. (This is set up so that there is not a lot of slippage and chasing of orders.) So after the trade trigger, in the spreadsheet, cell j24 shows the "Limit or Cell stop Price - Sell Entry" of 141.835 and the trade activity log shows there is a simulated order accepted at that price, and its open and when having the chart trade mode on, i can see the limit order at the correct price. So far, so good..... However - in this case the market moved away too far and the trade was not filled as it did not chase. I left it on hoping it would retrace. When it did retrace, the order was still not filled even though the price traded through the sell level? the trade activity log and the chart trade mode was still showing the limit order as still being live....but nothing triggered? Is their something simple i am missing here I would have thought the order would still have been triggered when the price moved back above the order (maybe a setting or input in the Study settings for the spreadsheet)? I attach a screen shot if that helps....its not very clear. Using v1074 thanks. Date Time Of Last Edit: 2014-01-14 15:12:55
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 SimulatedSellOrder.png / V - Attached On 2014-01-14 11:27:25 UTC - Size: 293.55 KB - 424 views |
| [2014-01-14 23:55:33] |
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Refer to the information here about how orders are filled: http://www.sierrachart.com/index.php?l=doc/doc_TradeSimulation.php#HowOrdersAreFilled 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 |
| [2014-01-15 08:05:03] |
| MotoMoto - Posts: 47 |
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Hi SC Engineering. Thanks, I had checked that previously and thought I had better double check that I was not missing something simple and obvious. So in this particular instance (as it is FX and the data is from IB and I understand some of the issues here - good luck to me!) - even though there are prices (o, h l and c) for 1 second and 1 tick bars clearly recorded over the price level at 141.835 and there are some last prices and high prices registered at 141.84, and 141.845 - there must have been no bid equal to or greater than 141.835 where the limit order was resting. This must have just been a freak of timing to have the limit order resting at a level that did not get filled and that there was no bid when normally the bid ask spread on the EURJPY is .005 to .01, hence for it to trade at 141.845 I would expect that there was a bid at 141.835. I am just checking there is not something else obvious I might be missing here and a Sell limit order resting in SC at the price level should have triggered. Plus this might help others who stumble across the same situation and it seems as it 'should have' traded. Thanks. Date Time Of Last Edit: 2014-01-15 08:05:57
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| [2014-01-15 17:10:20] |
| looking_afar - Posts: 17 |
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I have a similar problem with sim trading real-time. Limit orders do not get filled quite often. This might be because of a bad data quality (IB), but it's just happens too often even for a faulty data. I think I did see this in forex. I've never checked any logs after these things happened and it quite possible either I do smthn wrong here, or the data is really bad. But I wanted to mention this, in case there is a problem with SC. I might do some simple testing, if needed. Date Time Of Last Edit: 2014-01-15 17:18:13
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| [2014-01-15 17:27:30] |
| looking_afar - Posts: 17 |
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Just checked again. SC filled my limit order in forex, but did not in ES. I think I have this problem in ES only. And it is probably because of the bad data from IB or TrueLive enabled.
Date Time Of Last Edit: 2014-01-15 17:32:23
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| [2014-01-15 17:52:52] |
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You need to understand how orders are filled in Sierra Chart. Refer to: http://www.sierrachart.com/index.php?l=doc/doc_TradeSimulation.php#HowOrdersAreFilled 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 |
| [2014-01-15 19:48:49] |
| MotoMoto - Posts: 47 |
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looking_afar.... are you saying you have unfilled limit orders and the market has traded straight through the price? This is not what happened here (I dont think) In my case it could easily be explained by the fact that even though prices where registered above my sell limit, there was no bid - hence no sell limit trade was triggered - this makes sense. Normally I had not noticed anything wrong and the SIM with live data worked just fine as normally it traded through the price. In this case it seems the price was such that it was right on a turning point, and I thought I would get a second opinion on if I was missing something. Mainly as IB data is a bit feral. |
| [2014-02-25 09:14:52] |
| kraut - Posts: 20 |
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Sierra Chart Engineering -- There must be a seperate issue. With FXCM CFD SPX500, for example, my limit orders often don't get filled even when the price moved through and far beyond the limit price (e.g. more than 3 points = 30 FXCM ticks = 12 ES ticks). Only when I move the order line (chart trading) and drop it back to the same price level, the order gets filled at a far better price. There is something wrong with the trigger mechanism. Setting: Sim trading on a chart with real time updates disabled (feed from a different chart on a different SC instance). Happens both on replay and live (sim trading). SC version 1094. |
| [2014-02-25 09:44:29] |
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The problem relates to this: Setting: Sim trading on a chart with real time updates disabled (feed from a different chart on a different SC instance). Happens both on replay and live (sim trading). SC version 1094.
Some changes have been made related to this. Update Sierra Chart by selecting Help >> Download Current Version and let us know if you still see the issue. Or it could be related to what is described here: https://www.sierrachart.com/index.php?l=doc/MultipleServices.html#SharingWithAdminAccess 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: 2014-02-25 09:45:49
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| [2014-02-25 10:50:35] |
| kraut - Posts: 20 |
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Still on SC 1094: After setting the correct source instance in the Find dialog, replay fills are correct now. My bad. Sorry.
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