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Direct MessagesDate/Time: Thu, 25 Apr 2024 13:09:36 +0000
Strange and possible bug with Limit Offset
View Count: 631
| [2020-08-31 19:16:10] |
| TeeJay - Posts: 123 |
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Hello, I am doing the following : The Limit Offset for Stop Limit Orders in Trade Window is set to 1 Percent. Even if that should not matter at all for this case. I then enter a Stop-Limit Order through ACSIL with a calculated Limit Price in Price2, which is exactly Price1 * 1.01. When the order is displayed everything is fine so far, the Limit price rounded to 2 digits is the Stop Price + 1 percent, exactly as it should be. But also at that time when you open the trade window there is not 1 percent anymore in the Limit Offset, but 45 ticks. But this depends on the symbol and the price you enter the order. If you select percent again instead of ticks, it reads 1.08 percent! Then if you move this order on the chart up or downwards manually the Stop Price is set to where you put the order, but the Limit starts to deviate completely from 1 percent. At this time it has nothing even to do with ACSIL anymore. In this form this is not usable. Can you please investigate this. Thanks Date Time Of Last Edit: 2020-08-31 19:17:24
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| [2020-09-07 15:30:00] |
| TeeJay - Posts: 123 |
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Hello, is there any answer to that please? Because this does even not work without ACSIL, aside from the fact that ACSIL should not change the trade window content if I want to set a limit given in Price2. An example without ACSIL : Set a Limit offset in the trade window to 1%. Enter an order. The limit price is exactly 1 percent away from the stop price. Now move this order. Instead of setting the limit to 1% of the new stop price the limit is set exactly to the identical offset of the initial order. Which is exactly described here for the offset for ACSIL, but the question is what sense does this behavior make? Automated Trading From an Advanced Custom Study: [Type: double] s_SCNewOrder::Price2 If one wants a limit with 1%, if moving an order, one still wants a limit with 1%, not some random value - which it is at this point because there should be a 1% limit and not 1.xx% or 0.xx% limit. I already programmed several 1000 lines of ACSIL code to work properly with percentages, but this goes a bit far and I would appreciate if this could be handled by the system in an orderly manner somehow Thanks Date Time Of Last Edit: 2020-09-07 15:34:52
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| [2020-09-08 21:25:03] |
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We will look into the issue of ACSIL modifying the Stop-Limit Order Limit Offset setting. But this is definitely not supported in the way that you want: Set a Limit offset in the trade window to 1%. Enter an order. The limit price is exactly 1 percent away from the stop price. Now move this order. Instead of setting the limit to 1% of the new stop price the limit is set exactly to the identical offset of the initial order. 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 |
| [2020-09-09 06:55:30] |
| TeeJay - Posts: 123 |
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Well, if you comment or not. Every time, even if this is not meant offending in the slightest way, someone mentions something that goes against what you think, you simply refuse to talk. I don't know exactly why that is, but it seems it does not matter really. If you use ticks in the first place the moved order has the same offset of ticks. Sounds like having sense and being intended. Yet you offer the user a possibility of a percentage limit. Works one time. If you move the order you simply decide to take the possibility of a percentage limit away from the user and press him to use a tick offset. 1. Use ticks and it works. 2. Use the other - seemingly given - possibility and it does not work. "Go take it or leave it user". I will also code that to work correctly and recalculate all limits of original stop orders with a pct limit to keep that pct offset if moved. But only as I have the possibility to do it through an ACSIL workaround. The same you do with order routing - and not allowing proper routing. And this can sadly not be changed as one has no access to the code. You say to users to use your datafeed, which is working great. But in the next step you then show the user prices with that feed which are completely out of his control as you don't allow the user to route his orders properly to the exchange the prices come from. You show prices from NYSE and NASDAQ, yet press to use the shitty SMART routing algo of IB. Which leads to fantasy prices in certain cases where you have an order lying around server side. But this is simply an expected matter of fact because the order on the server is based on IB's SMART prices - because you route it as SMART - and we see exchange prices here. There is a reason why IB allows the Pro customers to route their orders properly and also only see the prices of the given exchange and not the SMART price then. And this is not something you can blame IB about, because this works as expected. If you don't allow order routing, IB has nothing to with this. Thanks. |
| [2020-09-09 19:34:43] |
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We are making it 100% clear, that we are not open to the possibility of supporting what you want with the percentage offset for Stop Limit orders when you modify an order. That is not going to come. It would be wrong for us to indicate otherwise when it never will. Actually you can route orders anyway you want. This has always been supported. You can just specify the particular Trade and Current Quote Symbol you want for the order routing: Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu) And refer to this page for the symbol formats: Interactive Brokers Symbols Sierra Chart has always provided the full capability to control Interactive Brokers symbols precisely for market data and order routing. And if you have any trouble with Trade Position reporting just use the Order Fill Calculated Position functionality. 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: 2020-09-09 19:38:53
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| [2020-09-09 20:04:17] |
| TeeJay - Posts: 123 |
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Ok, that is to accept and no more problem with the Limits of the orders. Maybe it was a misunderstanding. I have already implemented it today and it works as intended. Regarding the other point. I pull an actual list of active NYSE, BATS and NASDAQ stocks daily directly from the NASDAQ FTP every evening. I developed a script which parses these lists and brings all the stocks into correct IB notation. So this would be not the problem. The problem is that I can not not sit down hacking 6000 symbols in. So I wanted to ask, if I give these files to you, I can bring them in any form you need (the stock symbol format is translated 100% in IB notation as said), would you have a possibility to put that in in bulk somehow? Thanks Date Time Of Last Edit: 2020-09-09 20:05:57
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| [2020-09-11 13:30:42] |
| TeeJay - Posts: 123 |
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Sorry I misread that link, this is just for the chart settings. That would mean for every chart I open I have to set these settings manually. What I meant in my last post is it not possible somehow in the symbol settings to link all the NASDAQ stocks to NASDAQ, all NYSE to NYSE etc. in bulk if this is provided in a file somehow? I could provide all that is necessary for you but have no access to the symbol settings, except a manual one. Date Time Of Last Edit: 2020-09-11 16:35:58
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