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Date/Time: Wed, 29 Jun 2022 23:12:30 +0000



Getting late filled during trial

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[2014-01-21 11:00:43]
setapakforex - Posts: 10


Date Time Of Last Edit: 2014-01-23 14:56:59
[2014-01-23 14:56:40]
setapakforex - Posts: 10
Sir,

I am using OEC trader at ping 115 ms from my location and i experienced getting late filled (slippage of 1 to 3 ticks) during trial.

(a) Would 115 ms ping from my location to OEC trader the main cause that orders were filled late?
(b) Would 115 ms ping from my location to OEC trader only applicable if i set 'Send order to Trade Service' from spreadsheet trading system? or
(c) 115 ms ping applicable for both (a) and (b).

Thank.
[2014-01-23 17:01:45]
Sierra Chart Engineering - Posts: 103520
A latency of 150 ms does not seem significant.

There are a lot of complexities with automated trading and in general we do not provide automated trading debugging services. There a lot of details here that we do not know about which can affect this problem.

One thing that may help us to reduce the Chart Update Interval set through Global Settings >> General Settings to increase the the frequency of calculations on a Spreadsheet.

For a description of Send Orders To Trade Service, refer to the documentation here:
https://www.sierrachart.com/index.php?l=doc/doc_SystemsAlerts.php#FromSimToLive
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: 2014-01-23 17:04:14
[2014-01-24 10:47:15]
User13778 - Posts: 24
I have experienced a few 2 to 4 ticks slippage twice today in NQ futures. Once on entry, once on exit.

Exit order:
I was trading with a trailing stop which I manually moved the stop 4ticks from price. The chart appeared to move past past stop for a second before it executed with 3 tick slippage. I reduced my chart update to 500 ms.

Question: does chart interval update influence order execution time or orders in any way, or does it just modify the screen refresh interval only?

Using today's sierra release with interactive brokers and Sierra cme futures data feed.

I believe the trailing stop is kept with I.B so it's probably their fault of slippage in a fast market.
[2014-01-24 17:42:12]
Sierra Chart Engineering - Posts: 103520
In this particular case the Chart Update Interval is completely irrelevant. The order is already working at Interactive Brokers.
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
[2014-01-24 22:40:54]
User13778 - Posts: 24
So it would appear that my chart with your Sierra futures feed is faster then I.B order execution.

Would you believe this is probable?
[2014-01-25 00:55:54]
Sierra Chart Engineering - Posts: 103520
You really need to ask IB if the Stop orders are sent to the exchange. Or they are processed by Interactive Brokers.
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
[2014-01-25 01:14:41]
JohnL - Posts: 27
Stop orders are not sent to the exchange. They are simulated by IB. For this reason, I use stop limit orders, but it would be nice to be able select Stop with Protection which are a native order type.
[2014-01-25 01:29:04]
User13778 - Posts: 24
Hi John

Do you use Stop Limit Order through Sierra or entered Directly into I.B's TWS?

Do you still find slippage issues using Stop Limit Orders?

Cheers
[2014-01-25 01:45:26]
JohnL - Posts: 27
I use through Sierra. There is still slippage with stop limit orders, but at least they are held directly on the exchange, so they should have less slippage than the simulated IB stop.
[2014-01-25 01:47:19]
User13778 - Posts: 24
Ok Thanks

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